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Jiaqiao Hu

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

Stony Brook, NY

United States

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

SCHOLARLY PAPERS

4

DOWNLOADS

818

TOTAL CITATIONS

6

Scholarly Papers (4)

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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 329 (231,953)
Citation 3

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 236 (326,127)
Citation 1

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

3.

Black-Box CoVaR and Its Gradient Estimation

Number of pages: 52 Posted: 19 Oct 2023 Last Revised: 08 May 2025
Hao Cao, Jianqiang Hu and Jiaqiao Hu
Fudan University, Fudan University and State University of New York (SUNY) - Stony Brook, Students
Downloads 192 (399,431)
Citation 2

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CoVaR estimation, CoVaR gradient estimation, black-box setting, streaming data, stochastic approximation

4.

A Kernel-Based Stochastic Approximation Framework for Contextual Optimization

Number of pages: 30 Posted: 08 Sep 2025 Last Revised: 26 Sep 2025
Hao Cao, Jianqiang Hu and Jiaqiao Hu
Fudan University, Fudan University and State University of New York (SUNY) - Stony Brook, Students
Downloads 61 (961,006)

Abstract:

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Simulation, Contextual Risk, Finite Difference, Kernel Smoothing