Jiaqiao Hu

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9999-672X

Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, New York 11794

Publications

• Technical Note—On the Convergence Rate of Stochastic Approximation for Gradient-Based Stochastic Optimization — Operations Research 2025
• Quantile Optimization via Multiple-Timescale Local Search for Black-Box Functions — Operations Research 2025
• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization — Operations Research 2022
• A Stochastic Approximation Method for Simulation-Based Quantile Optimization — INFORMS Journal on Computing 2022
• Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization — INFORMS Journal on Computing 2018
• Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings — INFORMS Journal on Computing 2018
• An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes — INFORMS Journal on Computing 2007
• A Model Reference Adaptive Search Method for Global Optimization — Operations Research 2007
• An Adaptive Sampling Algorithm for Solving Markov Decision Processes — Operations Research 2005
• Black-Box CoVaR and Its Gradient Estimation — INFORMS Journal on Computing