Journal

• Hao Cao, Jian-Qiang Hu, Teng Lian, and Xiangyu Yang. 2025. “Infinitesimal Perturbation Analysis (IPA) Derivative Estimation with Unknown Parameters,” Automatica (Regular Paper) 174.112140.

• Xiangyu Yang, Jianghua Zhang, Jian-Qiang Hu, and Jiaqiao Hu. 2024. “Nonparametric Multi-Product Dynamic Pricing with Demand Learning via Simultaneous Price Perturbation,” European Journal of Operational Research 319(1), 191-205.

• Xiangyu Yang, Jiaqiao Hu, and Jian-Qiang Hu. 2024. “Relative Q-learning for Average-Reward Markov Decision Processes with Continuous States,” IEEE Transactions on Automatic Control (Regular Paper) 69(10), 6546-6560.

• Jiaqiao Hu, Xiangyu Yang, Jian-Qiang Hu, and Yijie Peng. 2024. “A Q-learning Algorithm for Markov Decision Processes with Continuous State Spaces,” Systems & Control Letters 187, 105782.

• Yanfeng Wu, Jian-Qiang Hu, and Xiangyu Yang. 2022. “Moment Estimators for Parameters of Lévy-driven Ornstein-Uhlenbeck Processes,” Journal of Time Series Analysis 43(4), 610-639.

• 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.

Conference

• Xiangyu Yang, Jian-Qiang 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.