Jiaqiao Hu

Jian-Qiang Hu

IEEE Trans. Autom. Control., October, 2024

A Q-learning algorithm for Markov decision processes with continuous state spaces.

[BibT_eX]

[DOI]

Syst. Control. Lett., 2024

Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2024

2023

Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms.

[BibT_eX]

[DOI]

Jinyang Jiang

Yijie Peng

CoRR, 2023

Simultaneous Perturbation-Based Stochastic Approximation For Quantile Optimization.

[BibT_eX]

[DOI]

Meichen Song

Proceedings of the Winter Simulation Conference, 2023

2022

Actor-Critic-Like Stochastic Adaptive Search for Continuous Simulation Optimization.

[BibT_eX]

[DOI]

Oper. Res., November, 2022

A Stochastic Approximation Method for Simulation-Based Quantile Optimization.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2022

Quantile-Based Policy Optimization for Reinforcement Learning.

[BibT_eX]

[DOI]

Jinyang Jiang

Yijie Peng

Proceedings of the Winter Simulation Conference, 2022

2021

Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2021

2020

Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2020

2019

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

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2019

Simulation Optimization Using Multi-Time-Scale Adaptive Random Search.

[BibT_eX]

[DOI]

Asia Pac. J. Oper. Res., 2019

Enhancing Random Search with Surrogate Models for Lipschitz Continuous Optimization.

[BibT_eX]

[DOI]

Proceedings of the 15th IEEE International Conference on Automation Science and Engineering, 2019

2018

Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings.

[BibT_eX]

[DOI]

Bing Wang

INFORMS J. Comput., 2018

Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2018

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

[BibT_eX]

[DOI]

Shengbao Yao

Comput. Ind. Eng., 2018

2017

Combining comparative linguistic expressions and numerical information in multi-attribute group decision making - A simulation-based approach.

[BibT_eX]

[DOI]

Shengbao Yao

J. Intell. Fuzzy Syst., 2017

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

[BibT_eX]

[DOI]

Jun Tong

Jianqiang Hu

Eur. J. Oper. Res., 2017

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

[BibT_eX]

[DOI]

Jun Tong

Jian-Qiang Hu

Asia Pac. J. Oper. Res., 2017

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

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

2016

Simulation optimization via promising region search and surrogate model approximation.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2016

2015

On the monotonic performance of stochastic kriging predictors.

[BibT_eX]

[DOI]

Bing Wang

Proceedings of the 2015 Winter Simulation Conference, 2015

2014

Model-Based Annealing Random Search with Stochastic Averaging.

[BibT_eX]

[DOI]

Enlu Zhou

ACM Trans. Model. Comput. Simul., 2014

Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization.

[BibT_eX]

[DOI]

Enlu Zhou

IEEE Trans. Autom. Control., 2014

2013

Adaptive simulation budget allocation for determining the best design.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Voltage and reactive power control using approximate stochastic annealing.

[BibT_eX]

[DOI]

Eugene A. Feinberg

Eting Yuan

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012

A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms.

[BibT_eX]

[DOI]

Ping Hu

IEEE Trans. Autom. Control., 2012

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

[BibT_eX]

[DOI]

J. Optim. Theory Appl., 2012

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

[BibT_eX]

[DOI]

Autom., 2012

Combining gradient-based optimization with stochastic search.

[BibT_eX]

[DOI]

Enlu Zhou

Proceedings of the Winter Simulation Conference, 2012

2011

Dynamic sample budget allocation in model-based optimization.

[BibT_eX]

[DOI]

J. Glob. Optim., 2011

Discrete optimization via approximate annealing adaptive search with stochastic averaging.

[BibT_eX]

[DOI]

Chen Wang

Proceedings of the Winter Simulation Conference 2011, 2011

A rolling horizon approach to distribution feeder reconfiguration with switching costs.

[BibT_eX]

[DOI]

Eugene A. Feinberg

Kan Huang

Proceedings of the IEEE Second International Conference on Smart Grid Communications, 2011

Model-building semi-Markov adaptive critics.

[BibT_eX]

[DOI]

Abhijit Gosavi

Susan L. Murray

Proceedings of the 2011 IEEE Symposium on Adaptive Dynamic Programming And Reinforcement Learning, 2011

2010

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

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2010

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

[BibT_eX]

[DOI]

Ping Hu

Proceedings of the 2010 Winter Simulation Conference, 2010

An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes.

[BibT_eX]

[DOI]

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Dynamic hedge fund asset allocation under multiple regimes.

[BibT_eX]

[DOI]

David Cru

Proceedings of the 48th Annual Allerton Conference on Communication, 2010

2009

On the Performance of the Cross-Entropy Method.

[BibT_eX]

[DOI]

Ping Hu

Proceedings of the 2009 Winter Simulation Conference, 2009

2008

Multi-step variance minimization in sequential tests.

[BibT_eX]

[DOI]

Zheng Su

Wei Zhu

Stat. Comput., 2008

Bootstrap quantile estimation via importance resampling.

[BibT_eX]

[DOI]

Zheng Su

Comput. Stat. Data Anal., 2008

A Model Reference Adaptive Search Method for Stochastic Global Optimization.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2008

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

[BibT_eX]

[DOI]

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2007

Recursive Learning Automata Approach to Markov Decision Processes.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2007

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

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2007

A Model Reference Adaptive Search Method for Global Optimization.

[BibT_eX]

[DOI]

Oper. Res., 2007

An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2007

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

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2007

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

[BibT_eX]

[DOI]

Ugur Kuter

Proceedings of the Abstraction, 2007

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

[BibT_eX]

[DOI]

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2006

Randomized Search Methods for Solving Markov Decision Processes and Global Optimization.

[BibT_eX]

[DOI]

PhD thesis, 2006

2005

An Adaptive Sampling Algorithm for Solving Markov Decision Processes.

[BibT_eX]

[DOI]

Oper. Res., 2005

Stochastic optimization using model reference adaptive search.

[BibT_eX]

[DOI]