个人简介
教育背景
博士,应用数学,美国哈佛大学
学士,应用数学,复旦大学
荣誉称号
2011.12,复旦大学复华奖教金优秀研究生导师奖,复旦大学
科研获奖
2020.11,2020 Best Working Paper Award,二等奖,Virtual 2020 INFORMS Annual Meeting
2020.10,中国运筹学会科学技术奖运筹研究奖,中国运筹学会，科学出版社
2019.12,2019 Outstanding Simulation Publication Award,INFORMS Simulation Society https://connect.informs.org/simulation/awards/simulation-publication-award/awardees
教学获奖
2011.09,第二届全国百篇优秀管理案例评选,全国工商管理硕士教育指导委员会
学术任职
2008.01 - 2008.11, associate editor, Automatica
近期论文
查看导师新发文章
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Weimin Dai, Jian-Qiang Hu, and Chenbo Zhu. 2023. A gradient-based method to calculate (s,S) policies. Operations Research Letters 51(4).468-473.
Lei Lei, Yijie Peng, Michael C. Fu, and Jian-Qiang Hu. 2023. Copula sensitivity analysis for portfolio credit derivatives. European Journal of Operational Research 308(1).455-466.
Jian-Qiang Hu and Teng Lian. 2023. On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates. Discrete Event Dynamic Systems 33(2).95-104.
Yan-Ying Zhao, Pei-Wen Yu, and Jian-Qiang Hu. 2023. Strategic admission behavior and its implications: evidence from a cardiac surgery department. Journal of the Operations Research Society of China 11(1).29-49.
Tianxiang Wang, Jie Xu, Jian-Qiang Hu, and Chun-Hung Chen. 2023. Efficient estimation of a risk measure requiring two-stage simulation optimization. European Journal of Operational Research 305(3).1355-1365.
Yanfeng Wu, Jianqiang Hu, and Xiangyu Yang. 2022. Moment estimators for parameters of Lévy-driven Ornstein–Uhlenbeck processes. Journal of Time Series Analysis 43(4).610-639.
Weimin Dai, Jian-Qiang Hu, and Lei Lei. 2022. Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation. Frontiers of Engineering Management 9(2).214-220.
Lei Lei, Jian-Qiang Hu, and Chenbo Zhu. 2022. Discrete-event stochastic systems with copula correlated input processes. IISE Transactions 54(4).321-331.
Tianxiang Wang, Peiwen Yu, and Jianqiang Hu. 2022. Admission control game with capacity borrowing. Production and Operations Management 31(2).547-560.
Weimin Dai and Jian-Qiang Hu. 2022. Correlated queues with service times depending on inter-arrival times. Queueing Systems 100.41-60.
Tianxiang Wang, Jie Xu, Jian-Qiang Hu, and Chun-Hung Chen. 2021. Optimal computing budget allocation for regression with gradient information. Automatica 134.1-11.
Xiangyu Yang, Yanfeng Wu, Zeyu Zheng, and Jian-Qiang Hu. 2021. Method of moments estimation for lévy-driven ornstein–uhlenbeck stochastic volatility models. Probability in the Engineering and Informational Sciences 35(4).975-1004.
Yanying Zhao, Ioannis Ch. Paschalidis, and Jianqiang Hu. 2021. The impact of payer status on hospital admissions: evidence from an academic medical center. BMC Health Services Research 21.1-10.
Peter W. Glynn, Yijie Peng, Michael C. Fu, and Jian-Qiang Hu. 2021. Computing sensitivities for distortion risk measures. INFORMS Journal on Computing 33(4).1520-1532.
Cheng Zhang, Lixian Qian, and Jianqiang Hu. 2021. COVID-19 pandemic with human mobility across countries. Journal of the Operations Research Society of China 9.229–244.
Tianxiang Wang, Jie Xu, and Jian-Qiang Hu. 2021. A study on efficient computing budget allocation for a two-stage problem. Asia-Pacific Journal of Operational Research 38(2).1-20.
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, and Ilya O. Ryzhov. 2021. Efficient sampling allocation procedures for optimal quantile selection. INFORMS Journal on Computing 33(1).230-245.
Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, and Yijie Peng. 2020. Technical note—central limit theorems for estimated functions at estimated points. Operations Research 68(5).1557-1563.
Jianqiang Hu, Tianxiang Wang, Wenwei Hu, and Jun Tong. 2020. The impact of trading restrictions and margin requirements on stock index futures. Journal of Futures Markets 40(7).1176-1191.
Chenbo Zhu and Jianqiang Hu. 2020. Revenue management games with government mandate. Omega 93.1-17.
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, and Lingjiong Zhu. 2020. On the variance of single-run unbiased stochastic derivative estimators. INFORMS Journal on Computing 32(2).390-407.
Derui Wang, Yanfeng Wu, Jian-Qiang Hu, Miaomiao Liu, Peiwen Yu, Cheng Zhang, and Yan Wu. 2019. Flight schedule recovery: A simulation-based approach. Asia-Pacific Journal of Operational Research 36(6).1-19.
Jun Tong, Jian-Qiang Hu, and Jianxin You. 2019. Asynchronous algorithms for computing equilibrium prices in a capital asset pricing model. Asia-Pacific Journal of Operational Research 36(5).1-17.
Yijie Peng, Jie Xu, Loo Hay Lee, Jianqiang Hu, and Chun-Hung Chen. 2019. Efficient simulation sampling allocation using multifidelity models. IEEE Transactions on Automatic Control 64(8).3156-3169.
Yanfeng Wu, Jianqiang Hu, and Xinsheng Zhang. 2019. Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes. Discrete Event Dynamic Systems 29(1).57-77.
Yijie Peng, Chun-Hung Chen, Michael C. Fu, and Jian-Qiang Hu. 2018. Gradient-based myopic allocation policy: An efficient sampling procedure in a low-confidence scenario. IEEE Transactions on Automatic Control 63(9).3091-3097.
Lei Lei, Yijie Peng, Michael C. Fu, and Jian-Qiang Hu. 2018. Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Discrete Event Dynamic Systems 28(1).109–125.
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, and Bernd Heidergott. 2018. A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters. Operations Research 66(2).487-499.
Chenghu Ma, Jianqiang Hu, and Yifan Xu. 2018. Margins on short sales and equilibrium price indeterminacy. Journal of Mathematical Economics 74.79-92.
Jun Tong, Jianqiang Hu, and Jiaqiao Hu. 2017. A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints. Asia-Pacific Journal of Operational Research 34(5).1-16.
Jun Tong, Jiaqiao Hu, and Jianqiang Hu. 2017. Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. European Journal of Operational Research 256(1).24-34.
Chenbo Zhu, Jie Xu, Chun-Hung Chen, and Jianqiang Hu. 2016. Balancing search and estimation in random search based stochastic simulation optimization. IEEE Transactions on Automatic Control 61(11).3593-3598.
Jianqiang Hu, Cheng Zhang, and Chenbo Zhu. 2016. (s, S) Inventory systems with correlated demands. INFORMS Journal on Computing 28(4).603-611.
Yijie Peng, Michael C. Fu, and Jianqiang Hu. 2016. Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions. Quantitative Finance 16(9).1393-1411.
Yijie Peng, Chun-Hung Chen, Michael Fu, and J.Q. Hu. 2016. Dynamic sampling allocation and design selection. INFORMS Journal on Computing 28(2).195-208.
Yijie Peng, Michael Fu, and Jianqiang Hu. 2014. Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck stochastic volatility models. Quantitative Finance 14(8).1399-1414.
Yijie Peng, Chun-Hung Chen, Michael Fu, and Jianqiang Hu. 2013. Efficient simulation resource sharing and allocation for selecting the best. IEEE Transactions on Automatic Control 58(4).1017-1023.
Rachel Chen, Jianqiang Hu, and Yijie Peng. 2012. Simulation of Levy-driven models and its application in finance. Numerical Algebra, Control and Optimization 2(4).749-765.
Zhu, Chenbo, J.Q. Hu, Fengchun Wang, Yifan Xu, and Rongzeng Cao. 2012. On the tour planning problem. Annals of Operations Research 192(1).67-86.
Min Chen, Jianqiang Hu, Michael C. Fu. 2010. Perturbation Analysis of a Dynamic Priority Call Center. IEEE Transactions on Automatic Control 55(5).1191-1196.
Michael C. Fu, L.Jeff Hong, Jianqiang Hu. 2009. Conditional Monte Carlo Estimation of Quantile Sensitivities. Management Science 55(12).2019-2027.
Jianqiang Hu, Pirooz Vakili, Chenming Zhao. 2009. Revenue Maximisation in Networks with Capacity Constraints. International Journal of Revenue Management Vol.3(4).371-392.
Fu, M.C., Hu, J.Q., Chen, C.H. and Xiong, X.P.. 2007. Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling. INFORMS Journal on Computing Vol.19(1).101-111.
Hu, J.Q., Vakili, P., and Huang, L.. 2004. Capacity and Production Management in a Single Product Manufacturing Systems. Annals of Operation Research Vol.125.191-204.
Hu, J.Q.. 2003. Diverse Routing In Optical Mesh Networks. IEEE Transactions on Communications Vol.51(3).489-494.
Hu, J.Q.. 2002. Traffic Grooming in Wavelength-division-multiplexing Ring Networks:a Linear Programming Solution. Journal of Optical Networking Vol.1(11).397-408.
Hu, J.Q.. 2002. Optimal Traffic Grooming for Wavelength-Division-Multiplexing Rings with All-to-All Uniform Traffic. Journal of Optical Networking Vol.1(1).32-42.
Girish, M. k., and Hu, J.Q.. 2001. Approximations for the Departure Process of the G/G/1 Queue with Markov-modulated Arrivals. European Journal of Operational Research Vol.134(3).540-556.
Girish, M., and Hu, J.Q.. 2000. Higher Order Approximations for the Single Server Queue with Splitting, Merging, and Feedback. European Journal of Operational Research Vol.124(2).447-467.
Girish, M., Hu, J.Q.. 1997. An Interpolation Approximation for the GI/G/1 Queue Based on MultiPoint Pade Approximation. Queueing Systems:Theory and Applications Vol.26.269-284.
Hu, J.Q.. 1996. The Departure Process of the GI/G/1 Queue and Its MacLaurin Series. Operations Research Vol.44(5).810-815.
Girish, M., Hu, J.Q.. 1996. Higher Order Approximations for Tandem Queueing Networks. Queueing Systems:Theory and Applications Vol.22.249-276.
L. Huang, J.Q. Hu, P. Vakili. 1996. Optimal Control of a Failure Prone Manufacturing System with the Possibility of Temporary Increase in Production Capacity. Recent Advances in Control and Optimization of Manufacturing Systems Vol.214.31-60.
Hu, J.Q., Xiang, D.. 1995. Monotonicity of Optimal Flow Control for Failure Prone Production Systems. Journal of Optimization Theory and Applications Vol.86(1).57-71.
Liberopoulos, G., Hu, J.Q.. 1995. On the Ordering of Optimal Hedging Points in a Class of Manufacturing Flow Control Models. IEEE Transactions on Automatic Control Vol.40(2).282-286.
Hu, J.Q.. 1995. Production Rate Control for Failure-Prone Production Systems with No Backlog Permitted. IEEE Transactions on Automatic Control Vol.40(2).291-295.
Hu, J.Q.. 1995. Analyticity of Single–Server Queues in Light Traffic. Queueing Systems Vol.19(1-2).63-80.
Hu, J.Q., Vakili, P., Yu, G.X.. 1994. Optimality of Hedging Point Policies in the Production Control of Failure Prone Manufacturing Systems. IEEE Transactions on Automatic Control Vol.39(9).1875-1880.
Hu, J.Q., Xiang, D.. 1994. Structural Properties of Optimal Production Controllers in Failure-Prone Manufacturing Systems. IEEE Transactions on Automatic Control Vol.39(3).640-642.
Fu, M.C. ,Hu, J.Q.. 1994. (s, S) Inventory Systems with Random Lead Times: Harris Recurrence and Its Implications in Sensitivity Analysis. Probability in the Engineering and Information Sciences Vol.8(3).355-376.
Fu, M.C., Hu, J.Q.. 1994. Smoothed Perturbation Analysis Derivative Estimation for Markov Chains. Operations Research Letters Vol.15(5).241-251.
Hu, J.Q., Nananuku, S., Gong, W.B.. 1993. A New Approach to (s,S) Inventory Systems. Journal of Applied Probability Vol.30(4).898-912.
Hu, J.Q., Xiang, D.. 1993. The Queueing Equivalence to a Manufacturing System with Failures. IEEE Transactions on Automatic Control Vol.38(3).499-502.
Hu, J.Q., M. Zazanis. 1993. A Sample Path Analysis of M/GI/1 Queues with Workload Restrictions. Queueing Systems Vol.14(1-2).203-213.
Gong, W.B., Hu, J.Q.. 1992. The MacLaurin Series for the GI/G/1 Queue. Journal of Applied Probability Vol.29.176-184.
Ho, Y.C., Hu, J.Q.. 1990. An Infinitesimal Perturbation Analysis Algorithm for a Multiclass G/G/1 Queue. Operations Research Letters Vol.9(1).35-44.
胡建强，戴伟民. 排队系统的泰勒展开方法. 运筹学学报, 2021, 25(3): 147-159.
陈睿迪，彭一杰，胡建强. 金融中的Lévy模型及其仿真. 运筹学学报, 2013, 17(1): 1-9.
会议/研讨会论文
Xiangyu Yang, JianQiang Hu, Jiaqiao Hu, and Yijie Peng. 2020. Asynchronous value iteration for Markov decision processes with continuous state spaces. Proceedings of the 2020 Winter Simulation Conference Orlando, USA.2856-2866.
Yijie Peng, Michael Fu, Jian-Qiang Hu, and Lei Lei. 2020. Estimating quantile sensitivity for financial models with correlations and jumps. Proceedings of the 2019 Winter Simulation Conference National Harbor, USA.962-973.
Yijie Peng, Michael C. Fu, Peter W. Glynn, and Jianqiang Hu. 2017. On the asymptotic anlysis of quantile sensitivity estimation by monte carlo simulation. Proceedings of the 2017 Winter Simulation Conference Las Vegas, USA.2336-2347.
Yijie Peng, Michael C. Fu, and Jianqiang Hu. 2016. On the regularity conditions and applications for generalized likelihood ratio method. The 2016 Winter Simulation Conference Washington D.C, USA.919-930.
Yijie Peng, Chun-Hung Chen, Michael Fu, and J.Q. Hu. 2015. Non-monotonicity of probability of correct Selection. Proceedings of the 2015 Winter Simulation Conference .3678-3689.
Yijie Peng, Chun-Hung Che, Michael Fu, and J.Q. Hu. 2013. Policy perspective of statistics selection procedure. Proceedings of the 2013 Winter Simulation Conference .908-921.
Chenbo Zhu, Jie Xu, Chen, Chun-Hung, Loo Hay Lee, and Jianqiang Hu. 2013. Determining the optimal sampling set size for random search. Proceedings of 2013 Winter Simulation Conference .1016-1024.
Hu, Yingjie, Jianqiang Hu, Yifan Xu, Fengchun Wang, and Rongzeng Cao. 2010. Contamination control in food supply chain. Baltimore.2678-2681.
Hu, Jianqiang, Jun Tong, Tie Liu, Rongzeng Cao, and Bo Yang. 2010. A two-level loan portfolio optimization problem. Baltimore.2614-2619.
著作中的文章
胡建强. Mathematical Programming Approaches.In Springer. USA, 2008.
Hu, J.Q., E. Modiano. Traffic Grooming in WDM Networks.In Emerging Optical Network Technologies. , 2004.
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