Jiaqiao Hu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A Stochastic Approximation Method for Simulation-Based Quantile Optimization	2023-01-11	Paper
Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization	2023-01-10	Paper
An iterative algorithm for optimal variable weighting in K-means clustering	2022-06-30	Paper
Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization	2020-12-03	Paper
Simulation Optimization Using Multi-Time-Scale Adaptive Random Search	2020-01-07	Paper
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints	2018-05-24	Paper
A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints	2017-11-30	Paper
A Survey of Some Model-Based Methods for Global Optimization	2017-11-22	Paper
A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms	2017-09-08	Paper
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games	2017-08-25	Paper
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming	2017-07-27	Paper
Recursive Learning Automata Approach to Markov Decision Processes	2017-07-27	Paper
Model-Based Annealing Random Search with Stochastic Averaging	2017-06-30	Paper
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization	2017-05-16	Paper
On the Implementation of a Class of Stochastic Search Algorithms	2015-09-11	Paper
Simulation-based algorithms for Markov decision processes	2013-04-16	Paper
Approximate stochastic annealing for online control of infinite horizon Markov decision processes	2013-03-01	Paper
On the probability of correct selection in ordinal comparison over dynamic networks	2013-02-14	Paper
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes	2012-06-18	Paper
Dynamic sample budget allocation in model-based optimization	2011-11-08	Paper
Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization	2011-08-09	Paper
A Model Reference Adaptive Search Method for Global Optimization	2009-08-13	Paper
An Adaptive Sampling Algorithm for Solving Markov Decision Processes	2009-07-17	Paper
A model reference adaptive search method for stochastic global optimization	2009-06-17	Paper
Bootstrap quantile estimation via importance resampling	2009-06-16	Paper
A survey of some simulation-based algorithms for Markov decision processes	2008-08-14	Paper
Adaptive resampling algorithms for estimating bootstrap distributions	2008-03-28	Paper
Simulation-based algorithms for Markov decision processes.	2007-03-13	Paper

Research outcomes over time

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