2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2025
A kernel-based stochastic approximation framework for contextual optimization
Hao Cao, Jian-Qiang Hu, Jiaqiao Hu
We present a kernel-based stochastic approximation (KBSA) framework for solving contextual stochastic optimization problems with differentiable objective functions. The framework o…
math.OC2023★ 2 cited
Quantile Optimization via Multiple Timescale Local Search for Black-box Functions
Jiaqiao Hu, Meichen Song, Michael C. Fu
We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm us…