Jiaqiao Hu

发表

Approximate stochastic annealing for online control of infinite horizon Markov decision processes

Jiaqiao Hu, Hyeong Soo Chang, Jiaqiao Hu, 2012, Autom..

On the performance of the Cross-Entropy method

Ping Hu, Jiaqiao Hu, Jiaqiao Hu, 2009, Proceedings of the 2009 Winter Simulation Conference (WSC).

Discrete optimization via gradient-based adaptive stochastic search methods

Jiaqiao Hu, Xi Chen, Enlu Zhou, 2018 .

Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints

Jiaqiao Hu, Jun Tong, Jian-Qiang Hu, 2017, Eur. J. Oper. Res..

Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization

Jiaqiao Hu, Enlu Zhou, Jiaqiao Hu, 2013, IEEE Transactions on Automatic Control.

An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming

Michael C. Fu, Jiaqiao Hu, Hyeong Soo Chang, 2007, IEEE Transactions on Automatic Control.

A Model Reference Adaptive Search Method for Stochastic Global Optimization

Jiaqiao Hu, Steven I. Marcus, Michael C. Fu, 2008, Commun. Inf. Syst..

On the Implementation of a Class of Stochastic Search Algorithms

Jiaqiao Hu, Enlu Zhou, 2015 .

An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes

Michael C. Fu, Jiaqiao Hu, Steven I. Marcus, 2007, INFORMS J. Comput..

A minimum deviation approach for improving the consistency of uncertain 2-tuple linguistic preference relations

Jiaqiao Hu, Shengbao Yao, Jiaqiao Hu, 2018, Comput. Ind. Eng..

A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints

Jiaqiao Hu, Jun Tong, Jian-Qiang Hu, 2017, Asia Pac. J. Oper. Res..

Model-Based Stochastic Search Methods

Jiaqiao Hu, Jiaqiao Hu, 2015 .

A Model Reference Adaptive Search Algorithm for Global Optimization

Jiaqiao Hu, Steven I. Marcus, Michael C. Fu, 2005 .

Randomized Search Methods for Solving Markov Decision Processes and Global Optimization

Jiaqiao Hu, Jiaqiao Hu, 2006 .

An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes

Jiaqiao Hu, Hyeong Soo Chang, Jiaqiao Hu, 2010, 49th IEEE Conference on Decision and Control (CDC).

Final Performance Report on Grant FA9550-07-1-0366 (Simulation-Based and Sampling Method for Global Optimization)

Jiaqiao Hu, Steven I. Marcus, Michael C. Fu, 2010 .

On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks

Jiaqiao Hu, Hyeong Soo Chang, 2012, J. Optim. Theory Appl..

Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games

Michael C. Fu, Jiaqiao Hu, Hyeong Soo Chang, 2010, IEEE Trans. Autom. Control..

Stochastic optimization using model reference adaptive search

Michael C. Fu, Jiaqiao Hu, Steven I. Marcus, 2005, Proceedings of the Winter Simulation Conference, 2005..

Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization

Jiaqiao Hu, Qi Fan, 2018, INFORMS J. Comput..

Computing and Using Lower and Upper Bounds for Action Elimination in MDP Planning

Jiaqiao Hu, Ugur Kuter, Jiaqiao Hu, 2007, SARA.

An iterative algorithm for optimal variable weighting in K-means clustering

Shanshan Li, Jiaqiao Hu, Wei Zhu, 2019, Commun. Stat. Simul. Comput..

A rolling horizon approach to distribution feeder reconfiguration with switching costs

Jiaqiao Hu, Eugene A. Feinberg, Kan Huang, 2011, 2011 IEEE International Conference on Smart Grid Communications (SmartGridComm).

Simulation optimization via promising region search and surrogate model approximation

Jiaqiao Hu, Qi Fan, 2016, 2016 Winter Simulation Conference (WSC).

On the monotonic performance of stochastic kriging predictors

Bing Wang, Jiaqiao Hu, Jiaqiao Hu, 2015, 2015 Winter Simulation Conference (WSC).

Simulation-based Algorithms for Markov Decision Processes/ Hyeong Soo Chang ... [et al.]

Jiaqiao Hu, Hyeong Soo Chang, Steven I. Marcus, 2013 .

A Model Reference Adaptive Search Method for Global Optimization

Michael C. Fu, Jiaqiao Hu, Steven I. Marcus, 2007, Oper. Res..

A stochastic search algorithm for voltage and reactive power control with switching costs and ZIP load model

Jiaqiao Hu, Eugene A. Feinberg, Eting Yuan, 2016 .

A survey of some simulation-based algorithms for Markov decision processes

Steven I. Marcus, Jiaqiao Hu, Hyeong Soo Chang, 2007, Commun. Inf. Syst..

Simulation Optimization Using Multi-Time-Scale Adaptive Random Search

Qi Zhang, Jiaqiao Hu, 2019 .

Model-Based Annealing Random Search with Stochastic Averaging

Jiaqiao Hu, Qi Fan, Enlu Zhou, 2014, TOMC.

Model-building semi-Markov adaptive critics

Abhijit Gosavi, Jiaqiao Hu, Susan L. Murray, 2011, 2011 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning (ADPRL).

Efficient Error Determination in Sequential Clinical Trial Design

Jiaqiao Hu, Zheng Su, Jiaqiao Hu, 2008 .

Bootstrap quantile estimation via importance resampling

Jiaqiao Hu, Zheng Su, 2008, Comput. Stat. Data Anal..

Multi-step variance minimization in sequential tests

Jiaqiao Hu, Wei Zhu, Zheng Su, 2008, Stat. Comput..

A model reference adaptive search method for stochastic optimization with applications to Markov decision processes

Michael C. Fu, Jiaqiao Hu, Steven I. Marcus, 2007, 2007 46th IEEE Conference on Decision and Control.

Model Reference Adaptive Search

Steven I. Marcus, Jiaqiao Hu, Hyeong Soo Chang, 2013 .

Model-building adaptive critics for semi-Markov control

Abhijit Gosavi, Jiaqiao Hu, Susan L. Murray, 2012, SOCO 2012.

Adaptive simulation budget allocation for determining the best design

Jiaqiao Hu, Qi Fan, Jiaqiao Hu, 2013, 2013 Winter Simulations Conference (WSC).

A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms

Ping Hu, Jiaqiao Hu, Hyeong Soo Chang, 2012, IEEE Transactions on Automatic Control.

Combining gradient-based optimization with stochastic search

Jiaqiao Hu, Enlu Zhou, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

On-Line Control Methods via Simulation

Steven I. Marcus, Jiaqiao Hu, Hyeong Soo Chang, 2013 .

Recursive Learning Automata Approach to Markov Decision Processes

Michael C. Fu, Jiaqiao Hu, Hyeong Soo Chang, 2007, IEEE Transactions on Automatic Control.

Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings

Bing Wang, Jiaqiao Hu, Jiaqiao Hu, 2018, INFORMS J. Comput..

Population-Based Evolutionary Approaches

Jiaqiao Hu, Hyeong Soo Chang, Steven I. Marcus, 2013 .

Multi-stage Adaptive Sampling Algorithms

Steven I. Marcus, Jiaqiao Hu, Hyeong Soo Chang, 2013 .

Discrete optimization via approximate annealing adaptive search with stochastic averaging

Chen Wang, Jiaqiao Hu, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

A population-based cross-entropy method with dynamic sample allocation

Jiaqiao Hu, Hyeong Soo Chang, 2008, 2008 47th IEEE Conference on Decision and Control.

Dynamic sample budget allocation in model-based optimization

Michael C. Fu, Jiaqiao Hu, Hyeong Soo Chang, 2011, J. Glob. Optim..

Controlled Optimal Design Program for the Logit Dose Response Model

Jiaqiao Hu, Weng Kee Wong, Wei Zhu, 2010 .

An approximate Annealing Search algorithm to global optimization and its connection to stochastic approximation

Ping Hu, Jiaqiao Hu, Jiaqiao Hu, 2010, Proceedings of the 2010 Winter Simulation Conference.

A two-time-scale adaptive search algorithm for global optimization

Qi Zhang, Jiaqiao Hu, 2017, 2017 Winter Simulation Conference (WSC).

Voltage and reactive power control using approximate stochastic annealing

Jiaqiao Hu, Eugene A. Feinberg, Eting Yuan, 2013, 52nd IEEE Conference on Decision and Control.

A Survey of Some Model-Based Methods for Global Optimization

Yongqiang Wang, Jiaqiao Hu, Steven I. Marcus, 2012 .

Simulation-based Algorithms for Markov Decision Processes/ Hyeong Soo Chang ... [et al.]

Steven I. Marcus, Jiaqiao Hu, Hyeong Soo Chang, 2013 .

An Adaptive Sampling Algorithm for Solving Markov Decision Processes

Michael C. Fu, Jiaqiao Hu, Hyeong Soo Chang, 2005, Oper. Res..

Enhancing Random Search with Surrogate Models for Lipschitz Continuous Optimization

Jiaqiao Hu, Qi Zhang, Jiaqiao Hu, 2019, 2019 IEEE 15th International Conference on Automation Science and Engineering (CASE).

Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering)

Jiaqiao Hu, Hyeong Soo Chang, Steven I. Marcus, 2007 .

Quantile-Based Policy Optimization for Reinforcement Learning

Jiaqiao Hu, Yijie Peng, Jinyang Jiang, 2022 .

Model Reference Adaptive Search : A New Approach to Global Optimization ∗

Michael C. Fu, Jiaqiao Hu, M. Fu, 2005 .

Nonstochastic Multi-Armed Bandit Approach to Stochastic Discrete Optimization

Michael C. Fu, Jiaqiao Hu, Hyeong Soo Chang, 2007 .

Adaptive resampling algorithms for estimating bootstrap distributions

Jiaqiao Hu, Zheng Su, Jiaqiao Hu, 2008 .