Jiaqiao Hu
Contact Information
Department of Applied Mathematics and Statistics
SUNY at Stony Brook
Stony Brook, NY 11794-3600
Phone: 631-632-8239
Fax: 631-632-8490
E-mail: jqhu@ams.sunysb.edu
Education
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Ph.D. in Electrical Engineering, University of Maryland, College Park.
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M.S. in Applied Mathematics, University of Maryland, Baltimore County.
- B.E. in Automation,
Shanghai Jiao Tong University, China.
Professional Experience
- Associate Professor, Department of Applied Mathematics and Statistic, SUNY Stony Brook, 2012-present.
- Assistant Professor, Department of Applied Mathematics and Statistic, SUNY Stony Brook, 2006-2012.
- Visiting Associate Professor, Department of Management Science, Fudan University, Shanghai, China, 2013-2014.
Teaching
Research Interests
Markov Decision Process and its applications, simulation-based optimization, applied probability, stochastic modeling and analysis,
computational learning theory and related applications.
Selected Honors and Awards
- 2015 Winter Simulation Conference Best Theoretical Paper Award.
- 2011 Winter Simulation Conference Best Theoretical Paper Award.
- 2010 INFORMS JFIG Junior Faculty Paper Competition Finalist.
- IEEE Transactions on Automatic Control outstanding reviewer, 2008.
- 2006 INFORMS Computing Society Best Student Paper Award, Runner-up.
Selected Professional Activities
- Department Editor (2018 - present); Associate Editor (2013 - 2018), IISE Transactions.
- Associate Editor (2014 - present), Operations Research.
- Simulation Optimization Track Committee Member, 2014, 2015, and 2016 Winter Simulation Conference.
- Track Co-Coordinator, Simulation Optimization Track, 2013 Winter Simulation Conference.
- Best Theoretical Paper Committee, 2013 Winter Simulation Conference.
- Member of Program Committee, Second International Workshop on Computational Stochastics (ICCS), 2011.
Publications
Books
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Simulation-Based Algorithms for Markov Decision Processes (with Hyeong Soo Chang, Michael Fu, and Steve Marcus),
Series: Communications and Control Engineering, Springer, February, 2013 (First edition published in March 2007).
Book Chapters
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J. Hu. ``Model-based Stochastic Search Methods,'' Chapter 12 in Handbook of Simulation Optimization, (Ed.) M. C. Fu, International Series in Operations Research & Management Science, Springer, New York, 2014.
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J. Hu, Y. Wang, E. Zhou, M. C. Fu, and S. I. Marcus. ``A Survey of Some Model-Based Methods for Global Optimization,'' Chapter 10 in Optimization, Control, and Applications of Stochastic Systems, In Honor of Onesimo Hernandez-Lerma, (Eds.) D. Hernandez-Hernandez and J. A. Minjarez-Sosa, 157-180, Springer, 2012.
Journal Articles
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Q. Fan and J. Hu. ``Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization,''
INFORMS Journal on Computing, forthcoming, 2018.
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X. Chen, E. Zhou, and J. Hu. ``Discrete Optimization via Gradient-based Adaptive Stochastic Search Methods,'' IISE Transactions, Vol. 50, pp. 789-805, 2018.
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S. Yao and J. Hu. ``A Minimum Deviation Approach for Improving the Consistency of Uncertain 2-tuple Linguistic Preference Relations,''
Computers & Industrial Engineering, Vol. 117, 181-190, 2018.
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B. Wang and J. Hu. ``Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings,''
INFORMS Journal on Computing, Vol. 30, pp. 278-294, 2018.
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S. Zhang, S. Li, J. Hu, H. Xing, and W. Zhu. ``An iterative algorithm for optimal variable weighting in K-means clustering," Communications in Statistics - Simulation and Computation, Vol. 5, pp. 1-20, 2018.
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S. Yao and J. Hu. ``Combining Comparative Linguistic Expressions and Numerical Information in Multi-Attribute Group Decision Making--A Simulation-based Approach,''
Journal of Intelligent & Fuzzy Systems, Vol. 33, pp. 3835-3852, 2017.
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J. Tong, J.Q. Hu, and J. Hu. ``A Computational Algorithm for Equilibrium Asset Pricing under Heterogeneous Information and Short-Sale Constraints,''
Asia-Pacific Journal of Operational Research, Vol. 34, pp. 1-16, 2017.
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J. Tong, J. Hu, and J.Q. Hu. ``Computing Equilibrium Prices for a Capital Asset Pricing Model with Heterogeneous Beliefs and Margin-Requirement Constraints,''
European Journal of Operational Research, Vol. 256, pp. 24-34, 2017.
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H.S. Chang, M.C. Fu, J. Hu, and S.I. Marcus. ``Google DeepMind's AlphaGo: Operations research's unheralded role in the path-breaking achievement,''
ORMS Today, Vol. 43, No. 5, pp. 24-29, 2016.
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E. Feinberg, J. Hu, and E. Yuan. ``A Stochastic Search Algorithm for Voltage and Reactive Power Control with Switching Costs and ZIP Load Model,''
Electric Power Systems Research, Vol. 133, pp. 328-337, 2016.
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J. Hu, E. Zhou, and Q. Fan. ``Model-based Annealing Random Search with Stochastic Averaging,'' ACM Transactions on Modeling and Computer Simulation, Vol. 24, Article No. 21, 2014.
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E. Zhou and J. Hu. ``Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization,''
IEEE Transactions on Automatic Control, Vol. 59, pp. 1818-1832, 2014.
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A. Gosavi, S. Murray, J. Hu, and S. Ghosh. ``Model-Building Adaptive Critics for Semi-Markov Decision Processes,''
Journal of Artificial Intelligence and Soft Computing Research, Vol. 2, pp. 43-58, 2012.
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H. S. Chang and J. Hu. ``On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks,''
Journal of Optimization Theory and Applications, Vol. 155, pp. 594-604, 2012.
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J. Hu and H. S. Chang. ``Approximate Stochastic Annealing for Online Control of Infinite Horizon Markov Decision Processes,''
Automatica, Vol. 48, pp. 2182-2188, 2012.
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J. Hu, P. Hu, and H. S. Chang ``A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms,''
IEEE Transactions on Automatic Control, Vol. 57, pp. 165-178, 2012.
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J. Hu and P. Hu ``Annealing Adaptive Search, Cross-Entropy, and Stochastic Approximation in Global Optimization,''
Naval Research Logistics, Vol. 58, pp. 457-477, 2011.
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J. Hu, H. S. Chang, M. C. Fu, and S. I. Marcus. ``Dynamic Sample Budget Allocation in Model-Based Optimization,''
Journal of Global Optimization, Vol. 50, pp. 575-596, 2011.
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J. Hu, W. Zhu, Y. Su, and W. K. Wong. ``Controlled Optimal Design Program for the Logit Dose
Response Model,''
Journal of Statistical Software, Vol. 35, 1-17, 2010.
JSS430.zip
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H. S. Chang, J. Hu, M. C. Fu, and S. I. Marcus. ``Adaptive Adversarial Multi-Armed Bandit Approach
to Two-Person Zero-Sum Markov Games,''
IEEE Transactions on Automatic Control, Vol. 55, 463-468, 2010.
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J. Hu, M. C. Fu, S. I. Marcus. ``A Model Reference Adaptive Search Method for Stochastic Global Optimization.''
Communications in Information and Systems, Vol. 8, 245-276, 2008.
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J. Hu and Z. Su ``Efficient Error Determination in Sequential Clinical Trial Design.''
Journal of Computational and Graphical Statistics, Vol. 17, 925-948, 2008.
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J. Hu and Z. Su ``Bootstrap Quantile Estimation via Importance Resampling.''
Computational Statistics and Data Analysis, Vol. 52, 5136-5142, 2008.
Matlab code for quantile estimation in proportional hazards model.
Mablab code for estimating bootstrap quantiles of a correlation coefficient.
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J. Hu and Z. Su. ``Adaptive Resampling Algorithms for Estimating Bootstrap Distributions.''
Journal of Statistical Planning and Inference, Vol. 138, 1763-1777, 2008.
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Z. Su, J. Hu, and W. Zhu. ``Multi-Step Variance Minimization in Sequential Tests.''
Statistics and Computing, Vol. 18, 101-108, 2008.
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H. S. Chang, M. C. Fu, J. Hu, and S. I. Marcus. ``A Survey of Some Simulation-Based Algorithms for Markov Decision Processes."
Communications in Information and Systems, Vol. 7, 59-92, 2007.
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H. S. Chang, M. C. Fu, J. Hu, and S. I. Marcus. ``Recursive Learning Automata Approach to Markov Decision Processes."
IEEE Transactions on Automatic Control, Vol. 52, No. 7, 1249-1355, 2007.
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J. Hu, M. C. Fu, and S. I. Marcus. ``A Model Reference Adaptive Search Method for Global Optimization.''
Operations Research, Vol. 55, 549-568, 2007.
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J. Hu, M. C. Fu, V. R. Ramezani, and S. I. Marcus. ``An Evolutionary Random Policy Search Algorithm for Solving Markov
Decision Process.'' INFORMS Journal on Computing, Vol. 19, 161-174, 2007.
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H. S. Chang, M. C. Fu, J. Hu, and S. I. Marcus. ``An asymptotically efficient simulation-based algorithm for finite horizon stochastic dynamic programming."
IEEE Transactions on Automatic Control, Vol. 52, 89-94, 2007.
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H. S. Chang, M. C. Fu, J. Hu, and S. I. Marcus. ``An Adaptive Sampling Algorithm for Solving Markov Decision Processes.''
Operations Research, Vol. 53, No. 1, pp. 126-139, 2005.
Conference Proceedings
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Q. Zhang and J. Hu. ``A Two-time-scale Adaptive Search Algorithm for Global Optimization,''
Proceedings of the 2017 Winter Simulation Conference, 2017.
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Q. Fan and J. Hu. ``Simulation Optimization via Promising Region Search and Surrogate Model Approximation,''
Proceedings of the 2016 Winter Simulation Conference, pp. 649-658, 2016.
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B. Wang and J. Hu. ``On the Monotonic Performance of Stochastic Kriging Predictors,''
Proceedings of the 2015 Winter Simulation Conference, pp. 3825-3833, 2015.
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J. Hu and E. Zhou. ``On the Efficient Implementation of A Class of Stochastic Search Algorithms,''
The Third World Congress on Global Optimization (WCGO-III), Chapter 43 in Advances in Global Optimization (Eds.) D. Gao et al., Springer Proceedings in Mathematics & Statistics 95, 2014.
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Q. Fan and J. Hu. ``Adaptive Simulation Budget Allocation for Determining the Best Design,''
Proceedings of the 2013 Winter Simulation Conference, 2013.
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E. Feinberg, J. Hu, and E. Yuan. ``Voltage and Reactive Power Control Using Approximate Stochastic Annealing,''
Proceedings of the 52nd IEEE Conference on Decision and Control, pp. 6954-6959, 2013.
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E. Zhou and J. Hu. ``Combining Gradient-based Optimization with Stochastic Search,'' Proceedings of the 2012 Winter Simulation Conference, pp. 1-12, 2012.
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E. Feinberg, J. Hu, and E. Yuan. ``A Parallel Rolling Horizon Scheme for Large Scale Security Constrained Unit Commitment Problems with Wind Power Generation,'' Proceedings of the Second International Conference on Smart Grids, Green Communications and IT Energy-aware Technologies, pp. 13-21, 2012.
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E. Feinberg, J. Hu, and K. Huang. ``A Rolling Horizon Approach to Distribution Feeder Reconfiguration with Switching Costs,''
Proceedings of the 2011 IEEE Conference on Smart Grid Communications, pp. 339-344, 2011.
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J. Hu and C. Wang. ``Discrete Optimization via Approximate Annealing Adaptive Search with Stochastic Averaging,''
Proceedings of the 2011 Winter Simulation Conference, pp. 4206-4216, 2011.
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A. Gosavi, S. Murray, and J. Hu. ``Model-building Semi-Markov Adaptive Critics,''
Proceedings of the 2011 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, pp. 170-175, 2011.
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D. Cru and J. Hu. ``Dynamic Hedge Fund Asset Allocation Under Multiple Regimes,"
Proceedings of the 48th Annual Allerton Conference on Communication, Control, and Computing, pp. 1376-1383, 2010.
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J. Hu and P. Hu. ``An Approximate Annealing Search Algorithm to Global Optimization and Its Connections to Stochastic Approximation,"
Proceedings of the 2010 Winter Simulation Conference, pp. 1223-1234, 2010.
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J. Hu and H.S. Chang. ``An Approximate Stochastic Annealing Algorithm for Finite Horizon Markov Decision Processes,"
Proceedings of the 49th IEEE Conference on Decision and Control, pp. 5338-5343, 2010.
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J. Hu and P. Hu. ``On the Performance of the Cross-Entropy Method,"
Proceedings of the 2009 Winter Simulation Conference, pp. 459-468, 2009.
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J. Hu and H. S. Chang. ``A Population-Based Cross-Entropy Method with Dynamic Sample Allocation,"
Proceedings of the 47th IEEE Conference on Decision and Control, pp. 2426-2431, 2008.
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J. Hu, M. C. Fu, and S. I. Marcus. ``A Model Reference Adaptive Search Method for Stochastic Optimization with
Applications to Markov Decision Processes," Proceedings of the 46th IEEE Conference on Decision and Control, pp. 975-980, 2007.
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U. Kuter and J. Hu. ``Computing and Using Lower and Upper Bounds for Action Elimination in
MDP Planning," Proceedings of the 7th Symposium on Abstraction, Reformulation and Approximation (SARA-07),
Springer Lecture Notes in Computer Science (4612), pp. 243-257, 2007.
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M. C. Fu, J. Hu, and S. I. Marcus. ``Model-based Randomized Methods for Global Optimization," Proceedings of the 17th
International Symposium on Mathematical Theory of Networks and Systems, pp. 355-363, 2006.
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J. Hu, M. C. Fu, and S. I. Marcus. ``Simulation Optimization using Model Reference Adaptive Search.'' Proceedings of the
2005 Winter Simulation Conference, pp. 811-818, 2005.
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J. Hu, M. C. Fu, and S. I. Marcus. ``Model Reference Adaptive Search: A New Approach to Global Optimization.''
late-breaking paper,Genetic and Evolutionary Computation Conference (GECCO), 2005.