Jiaqiao Hu
Contact Information
Department of Applied Mathematics and Statistics
SUNY at Stony Brook
Stony Brook, NY 117943600
Phone: 6316328239
Fax: 6316328490
Email: jqhu@ams.sunysb.edu
Education

Ph.D. in Electrical Engineering, University of Maryland, College Park.

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, 2012present.
 Assistant Professor, Department of Applied Mathematics and Statistic, SUNY Stony Brook, 20062012.
 Visiting Associate Professor, Department of Management Science, Fudan University, Shanghai, China, 20132014.
Teaching
Markov Decision Process and its applications, simulationbased 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, Runnerup.
Selected Professional Activities
 Associate Editor, IIE Transactions (2013  present).
 Associate Editor, Operations Research (2014  present).
 Simulation Optimization Track Committee Member, 2014, 2015, and 2016 Winter Simulation Conference.
 Track CoCoordinator, 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

SimulationBased 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

J. Hu. ``Modelbased 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.

J. Hu, Y. Wang, E. Zhou, M. C. Fu, and S. I. Marcus. ``A Survey of Some ModelBased Methods for Global Optimization,'' Chapter 10 in Optimization, Control, and Applications of Stochastic Systems, In Honor of Onesimo HernandezLerma, (Eds.) D. HernandezHernandez and J. A. MinjarezSosa, 157180, Springer, 2012.
Journal Articles

Q. Fan and J. Hu. ``SurrogateBased Promising Area Search for Lipschitz Continuous Simulation Optimization,''
INFORMS Journal on Computing, forthcoming, 2018.

B. Wang and J. Hu. ``Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings,''
INFORMS Journal on Computing, forthcoming, 2018.

S. Zhang, S. Li, J. Hu, H. Xing, and W. Zhu. ``An iterative algorithm for optimal variable weighting in Kmeans clustering," Communications in Statistics  Simulation and Computation, forthcoming, 2018.

S. Yao and J. Hu. ``Combining Comparative Linguistic Expressions and Numerical Information in MultiAttribute Group Decision MakingA Simulationbased Approach,''
Journal of Intelligent & Fuzzy Systems, Vol. 33, pp. 38353852, 2017.

J. Tong, J.Q. Hu, and J. Hu. ``A Computational Algorithm for Equilibrium Asset Pricing under Heterogeneous Information and ShortSale Constraints,''
AsiaPacific Journal of Operational Research, Vol. 34, pp. 116, 2017.

J. Tong, J. Hu, and J.Q. Hu. ``Computing Equilibrium Prices for a Capital Asset Pricing Model with Heterogeneous Beliefs and MarginRequirement Constraints,''
European Journal of Operational Research, Vol. 256, pp. 2434, 2017.

H.S. Chang, M.C. Fu, J. Hu, and S.I. Marcus. ``Google DeepMind's AlphaGo: Operations research's unheralded role in the pathbreaking achievement,''
ORMS Today, Vol. 43, No. 5, pp. 2429, 2016.

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. 328337, 2016.

J. Hu, E. Zhou, and Q. Fan. ``Modelbased Annealing Random Search with Stochastic Averaging,'' ACM Transactions on Modeling and Computer Simulation, Vol. 24, Article No. 21, 2014.

E. Zhou and J. Hu. ``GradientBased Adaptive Stochastic Search for NonDifferentiable Optimization,''
IEEE Transactions on Automatic Control, Vol. 59, pp. 18181832, 2014.

A. Gosavi, S. Murray, J. Hu, and S. Ghosh. ``ModelBuilding Adaptive Critics for SemiMarkov Decision Processes,''
Journal of Artificial Intelligence and Soft Computing Research, Vol. 2, pp. 4358, 2012.

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. 594604, 2012.

J. Hu and H. S. Chang. ``Approximate Stochastic Annealing for Online Control of Infinite Horizon Markov Decision Processes,''
Automatica, Vol. 48, pp. 21822188, 2012.

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. 165178, 2012.

J. Hu and P. Hu ``Annealing Adaptive Search, CrossEntropy, and Stochastic Approximation in Global Optimization,''
Naval Research Logistics, Vol. 58, pp. 457477, 2011.

J. Hu, H. S. Chang, M. C. Fu, and S. I. Marcus. ``Dynamic Sample Budget Allocation in ModelBased Optimization,''
Journal of Global Optimization, Vol. 50, pp. 575596, 2011.

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, 117, 2010.
JSS430.zip

H. S. Chang, J. Hu, M. C. Fu, and S. I. Marcus. ``Adaptive Adversarial MultiArmed Bandit Approach
to TwoPerson ZeroSum Markov Games,''
IEEE Transactions on Automatic Control, Vol. 55, 463468, 2010.

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, 245276, 2008.

J. Hu and Z. Su ``Efficient Error Determination in Sequential Clinical Trial Design.''
Journal of Computational and Graphical Statistics, Vol. 17, 925948, 2008.

J. Hu and Z. Su ``Bootstrap Quantile Estimation via Importance Resampling.''
Computational Statistics and Data Analysis, Vol. 52, 51365142, 2008.
Matlab code for quantile estimation in proportional hazards model.
Mablab code for estimating bootstrap quantiles of a correlation coefficient.

J. Hu and Z. Su. ``Adaptive Resampling Algorithms for Estimating Bootstrap Distributions.''
Journal of Statistical Planning and Inference, Vol. 138, 17631777, 2008.

Z. Su, J. Hu, and W. Zhu. ``MultiStep Variance Minimization in Sequential Tests.''
Statistics and Computing, Vol. 18, 101108, 2008.

H. S. Chang, M. C. Fu, J. Hu, and S. I. Marcus. ``A Survey of Some SimulationBased Algorithms for Markov Decision Processes."
Communications in Information and Systems, Vol. 7, 5992, 2007.

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, 12491355, 2007.

J. Hu, M. C. Fu, and S. I. Marcus. ``A Model Reference Adaptive Search Method for Global Optimization.''
Operations Research, Vol. 55, 549568, 2007.

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, 161174, 2007.

H. S. Chang, M. C. Fu, J. Hu, and S. I. Marcus. ``An asymptotically efficient simulationbased algorithm for finite horizon stochastic dynamic programming."
IEEE Transactions on Automatic Control, Vol. 52, 8994, 2007.

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. 126139, 2005.
Conference Proceedings

Q. Zhang and J. Hu. ``A Twotimescale Adaptive Search Algorithm for Global Optimization,''
Proceedings of the 2017 Winter Simulation Conference, 2017.

Q. Fan and J. Hu. ``Simulation Optimization via Promising Region Search and Surrogate Model Approximation,''
Proceedings of the 2016 Winter Simulation Conference, pp. 649658, 2016.

B. Wang and J. Hu. ``On the Monotonic Performance of Stochastic Kriging Predictors,''
Proceedings of the 2015 Winter Simulation Conference, pp. 38253833, 2015.

J. Hu and E. Zhou. ``On the Efficient Implementation of A Class of Stochastic Search Algorithms,''
The Third World Congress on Global Optimization (WCGOIII), Chapter 43 in Advances in Global Optimization (Eds.) D. Gao et al., Springer Proceedings in Mathematics & Statistics 95, 2014.

Q. Fan and J. Hu. ``Adaptive Simulation Budget Allocation for Determining the Best Design,''
Proceedings of the 2013 Winter Simulation Conference, 2013.

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. 69546959, 2013.

E. Zhou and J. Hu. ``Combining Gradientbased Optimization with Stochastic Search,'' Proceedings of the 2012 Winter Simulation Conference, pp. 112, 2012.

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 Energyaware Technologies, pp. 1321, 2012.

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. 339344, 2011.

J. Hu and C. Wang. ``Discrete Optimization via Approximate Annealing Adaptive Search with Stochastic Averaging,''
Proceedings of the 2011 Winter Simulation Conference, pp. 42064216, 2011.

A. Gosavi, S. Murray, and J. Hu. ``Modelbuilding SemiMarkov Adaptive Critics,''
Proceedings of the 2011 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, pp. 170175, 2011.

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. 13761383, 2010.

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. 12231234, 2010.

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. 53385343, 2010.

J. Hu and P. Hu. ``On the Performance of the CrossEntropy Method,"
Proceedings of the 2009 Winter Simulation Conference, pp. 459468, 2009.

J. Hu and H. S. Chang. ``A PopulationBased CrossEntropy Method with Dynamic Sample Allocation,"
Proceedings of the 47th IEEE Conference on Decision and Control, pp. 24262431, 2008.

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. 975980, 2007.

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 (SARA07),
Springer Lecture Notes in Computer Science (4612), pp. 243257, 2007.

M. C. Fu, J. Hu, and S. I. Marcus. ``Modelbased Randomized Methods for Global Optimization," Proceedings of the 17th
International Symposium on Mathematical Theory of Networks and Systems, pp. 355363, 2006.

J. Hu, M. C. Fu, and S. I. Marcus. ``Simulation Optimization using Model Reference Adaptive Search.'' Proceedings of the
2005 Winter Simulation Conference, pp. 811818, 2005.

J. Hu, M. C. Fu, and S. I. Marcus. ``Model Reference Adaptive Search: A New Approach to Global Optimization.''
latebreaking paper,Genetic and Evolutionary Computation Conference (GECCO), 2005.