Stochastic optimization using model reference adaptive search. - Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (WSC, 2005)

An Adaptive Sampling Algorithm for Solving Markov Decision Processes. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (Oper. Res., 2005)

Randomized Search Methods for Solving Markov Decision Processes and Global Optimization. - Jiaqiao Hu (2006)

A model reference adaptive search method for stochastic optimization with applications to Markov decision processes. - Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (CDC, 2007)

Computing and Using Lower and Upper Bounds for Action Elimination in MDP Planning. - Ugur Kuter; Jiaqiao Hu (SARA, 2007)

A survey of some simulation-based algorithms for Markov decision processes. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (Commun. Inf. Syst., 2007)

An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. - Jiaqiao Hu; Michael C. Fu 001; Vahid Reza Ramezani; Steven I. Marcus (INFORMS J. Comput., 2007)

A Model Reference Adaptive Search Method for Global Optimization. - Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (Oper. Res., 2007)

An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (IEEE Trans. Autom. Control., 2007)

Recursive Learning Automata Approach to Markov Decision Processes. - Hyeong Soo Chang; Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (IEEE Trans. Autom. Control., 2007)

A population-based cross-entropy method with dynamic sample allocation. - Jiaqiao Hu; Hyeong Soo Chang (CDC, 2008)

A Model Reference Adaptive Search Method for Stochastic Global Optimization. - Michael C. Fu 001; Jiaqiao Hu; Steven I. Marcus (Commun. Inf. Syst., 2008)

Bootstrap quantile estimation via importance resampling. - Jiaqiao Hu; Zheng Su (Comput. Stat. Data Anal., 2008)

Multi-step variance minimization in sequential tests. - Zheng Su; Jiaqiao Hu; Wei Zhu 008 (Stat. Comput., 2008)

On the Performance of the Cross-Entropy Method. - Jiaqiao Hu; Ping Hu (WSC, 2009)

Dynamic hedge fund asset allocation under multiple regimes. - David Cru; Jiaqiao Hu (Allerton, 2010)

An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes. - Jiaqiao Hu; Hyeong Soo Chang (CDC, 2010)

An approximate Annealing Search algorithm to global optimization and its connection to stochastic approximation. - Jiaqiao Hu; Ping Hu (WSC, 2010)

Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games. - Hyeong Soo Chang; Jiaqiao Hu; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2010)

Model-building semi-Markov adaptive critics. - Abhijit Gosavi; Susan L. Murray; Jiaqiao Hu (ADPRL, 2011)

A rolling horizon approach to distribution feeder reconfiguration with switching costs. - Eugene A. Feinberg; Jiaqiao Hu; Kan Huang (SmartGridComm, 2011)

Discrete optimization via approximate annealing adaptive search with stochastic averaging. - Jiaqiao Hu; Chen Wang (WSC, 2011)

Dynamic sample budget allocation in model-based optimization. - Jiaqiao Hu; Hyeong Soo Chang; Michael C. Fu 001; Steven I. Marcus (J. Glob. Optim., 2011)

Combining gradient-based optimization with stochastic search. - Enlu Zhou; Jiaqiao Hu (WSC, 2012)

Approximate stochastic annealing for online control of infinite horizon Markov decision processes. - Jiaqiao Hu; Hyeong Soo Chang (Autom., 2012)

On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks. - Hyeong Soo Chang; Jiaqiao Hu (J. Optim. Theory Appl., 2012)

A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms. - Jiaqiao Hu; Ping Hu; Hyeong Soo Chang (IEEE Trans. Autom. Control., 2012)

Voltage and reactive power control using approximate stochastic annealing. - Eugene A. Feinberg; Jiaqiao Hu; Eting Yuan (CDC, 2013)

Adaptive simulation budget allocation for determining the best design. - Qi Fan; Jiaqiao Hu (WSC, 2013)

Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization. - Enlu Zhou; Jiaqiao Hu (IEEE Trans. Autom. Control., 2014)

Model-Based Annealing Random Search with Stochastic Averaging. - Jiaqiao Hu; Enlu Zhou; Qi Fan (ACM Trans. Model. Comput. Simul., 2014)

On the monotonic performance of stochastic kriging predictors. - Bing Wang; Jiaqiao Hu (WSC, 2015)

Simulation optimization via promising region search and surrogate model approximation. - Qi Fan; Jiaqiao Hu (WSC, 2016)

A two-time-scale adaptive search algorithm for global optimization. - Qi Zhang; Jiaqiao Hu (WSC, 2017)

A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints. - Jun Tong; Jian-Qiang Hu; Jiaqiao Hu (Asia Pac. J. Oper. Res., 2017)

Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. - Jun Tong; Jiaqiao Hu; Jianqiang Hu (Eur. J. Oper. Res., 2017)

Combining comparative linguistic expressions and numerical information in multi-attribute group decision making - A simulation-based approach. - Shengbao Yao; Jiaqiao Hu (J. Intell. Fuzzy Syst., 2017)

A minimum deviation approach for improving the consistency of uncertain 2-tuple linguistic preference relations. - Shengbao Yao; Jiaqiao Hu (Comput. Ind. Eng., 2018)

Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization. - Qi Fan; Jiaqiao Hu (INFORMS J. Comput., 2018)

Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings. - Bing Wang; Jiaqiao Hu (INFORMS J. Comput., 2018)

Enhancing Random Search with Surrogate Models for Lipschitz Continuous Optimization. - Qi Zhang; Jiaqiao Hu (CASE, 2019)

Simulation Optimization Using Multi-Time-Scale Adaptive Random Search. - Qi Zhang; Jiaqiao Hu (Asia Pac. J. Oper. Res., 2019)

An iterative algorithm for optimal variable weighting in K-means clustering. - Shaonan Zhang; Shanshan Li; Jiaqiao Hu; Haipeng Xing; Wei Zhu 008 (Commun. Stat. Simul. Comput., 2019)

Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces. - Xiangyu Yang; Jian-Qiang Hu; Jiaqiao Hu; Yijie Peng (WSC, 2020)

Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. - Yijie Peng; Michael C. Fu 001; Jiaqiao Hu; Pierre L'Ecuyer; Bruno Tuffin (WSC, 2021)

Quantile-Based Policy Optimization for Reinforcement Learning. - Jinyang Jiang 001; Yijie Peng; Jiaqiao Hu (WSC, 2022)

A Stochastic Approximation Method for Simulation-Based Quantile Optimization. - Jiaqiao Hu; Yijie Peng; Gongbo Zhang; Qi Zhang (INFORMS J. Comput., 2022)

Actor-Critic-Like Stochastic Adaptive Search for Continuous Simulation Optimization. - Qi Zhang; Jiaqiao Hu (Oper. Res., 2022)

Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization. - Meichen Song; Jiaqiao Hu; Michael C. Fu 001 (WSC, 2023)

Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms. - Jinyang Jiang 001; Jiaqiao Hu; Yijie Peng (CoRR, 2023)

Distortion Risk Measure-Based Deep Reinforcement Learning. - Jinyang Jiang 001; Bernd Heidergott; Jiaqiao Hu; Yijie Peng (WSC, 2024)

Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation. - Xiangyu Yang; Jianghua Zhang; Jian-Qiang Hu; Jiaqiao Hu (Eur. J. Oper. Res., 2024)

A Q-learning algorithm for Markov decision processes with continuous state spaces. - Jiaqiao Hu; Xiangyu Yang; Jian-Qiang Hu; Yijie Peng (Syst. Control. Lett., 2024)

Relative Q-Learning for Average-Reward Markov Decision Processes With Continuous States. - Xiangyu Yang; Jiaqiao Hu; Jian-Qiang Hu (IEEE Trans. Autom. Control., 2024)

Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs. - Yijie Peng; Michael C. Fu 001; Jiaqiao Hu; Pierre L'Ecuyer; Bruno Tuffin (Eur. J. Oper. Res., 2025)

Technical Note - On the Convergence Rate of Stochastic Approximation for Gradient-Based Stochastic Optimization. - Jiaqiao Hu; Michael C. Fu 001 (Oper. Res., 2025)

Quantile Optimization via Multiple-Timescale Local Search for Black-Box Functions. - Jiaqiao Hu; Meichen Song; Michael C. Fu 001 (Oper. Res., 2025)