Jiaqiao Hu

State University of New York (SUNY) - Stony Brook, Students

Stony Brook, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

253

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Stochastic Approximation Method for Simulation-Based Quantile Optimization

Number of pages: 40 Posted: 11 May 2021
Jiaqiao Hu, Yijie Peng, Gongbo Zhang and Qi Zhang
State University of New York (SUNY) - Stony Brook, Students, Peking University, affiliation not provided to SSRN and State University of New York (SUNY) - Stony Brook, Students
Downloads 137 (333,907)
Citation 1

Abstract:

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Quantile sensitivities, stochastic approximation, simulation optimization

2.

Relative Q-Learning for Average-Reward Markov Decision Processes with Continuous States

Number of pages: 32 Posted: 27 Dec 2021
Xiangyu Yang, Jiaqiao Hu and Jianqiang Hu
Shandong University, State University of New York (SUNY) - Stony Brook, Students and Fudan University
Downloads 116 (377,937)

Abstract:

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Relative Q-learning, Average-reward Markov decision processes, Optimal control