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Jian-Qiang Hu
Manufacturing Engineering
Boston University
15 St. Mary’s Street
Brookline, MA 02446
Tel: (617) 353-9696
Fax: (617) 353-5548
Email: hqiang@bu.edu
Website: http://people.bu.edu/hqiang
Work Experience
Consultant, Sycamore Networks, Inc. May 2000 – present.
Associate Professor, Boston University, September 1996 – present.
Assistant Professor, Boston University, September 1990 – August 1996.
Postdoctor fellow, Harvard University, March – August 1990
Research Interests
Queueing network theory, simulation, discrete-event stochastic systems, with
applications towards communication networks, flexible manufacturing systems,
production/inventory systems, and financial derivatives.
Education
Harvard University
Ph.D., Applied Mathematics, June 1990.
S.M., Applied Mathematics, June 1987.
Fudan University, Shanghai, P.R.China
S.B., Applied Mathematics, June 1985.
Honors and Awards
1998 Outstanding Simulation Publication Award, INFORMS College on
Simulation, for my book (co-authored with M.C. Fu), Conditional Monte Carlo:
Gradient Estimation and Optimization Applications, Kluwer Academic Press,
1997.
Professional Activities
An Associate Editor of Operations Research, 2000 - present
An Associate Editor of IIE Transactions on Design and Manufacturing, 19982001.
Member of IEEE (Control Systems Society), INFORMS
Book
Fu, M.C., and Hu, J.Q., Conditional Monte Carlo: Gradient Estimation and
Optimization Applications, Kluwer Academic Publishers, 1997.
Jian-Qiang Hu
Papers
Chen, M., J.Q. Hu, and M.C. Fu, “Fluid Approximation and Perturbation Analysis
of a Dynamic Priority Call Center,” submitted for publication, 2004.
Hu, J.Q., and E. Modiano, “Traffic Grooming in WDM Networks,” submitted for
publications, 2003.
Tao, Y., and Hu, J.Q., “Amplifier Placement for Optical Networks,” submitted for
publication, 2003.
Zhao, C.M., and Hu, J.Q., “Traffic Grooming for WDM Rings with Dynamic
Traffic,” submitted for publication, 2003.
Fu, M.C., Hu, J.Q., Chen, H.C., and Xiang, X.P., “Simulation Allocation for
Determining the Best Design in the Presence of Correlated Sampling,” submitted
for publication, 2002.
Hu, J.Q., Vakili, P., and Huang, L., “Capacity and Production Management in a
Single Product Manufacturing Systems,” Annual of Operations Research, Vol.
125, pp. 191-204, 2004.
Hu, J.Q., “Diverse Routing In Mesh Optical Networks,” IEEE Transactions on
Communications, Vol. 51, No. 3, pp. 489-494, 2003.
Hu, J.Q., “Traffic Grooming in WDM Ring Networks: A Linear Programming
Solution,” Journal of Optical Networks, Vol. 1, 397-408, 2002. (http://www.osajon.org/abstract.cfm?URI=JON-1-11-397.)
Hu, J.Q., “Optimal Traffic Grooming for Wavelength-Division-Multiplexing
Rings with All-to-All Uniform Traffic,” Journal of Optical Networks, Vol. 1, 3242, 2002. (http://www.osa-jon.org/abstract.cfm?URI=JON-1-1-32.)
Girish, M, and Hu, J.Q., “Approximations for the departure process of the G/G/1
queue with Markov-modulated arrivals,” European Journal of Operations
Research, Vol. 3, pp. 540-556, 2001.
Girish, M., and Hu, J.Q., “High Order Approximations for the Single Server
Queue with Splitting, Merging, and Feedback,” European Journal of Operations
Research, Vol. 2, pp. 447-467, 2000.
Fu, M., and Hu, J.Q., “Efficient Design and Sensitivity Analysis of Control Charts
Using Monte Carlo Simulation,” Management Sciences, Vol. 45, No. 3, pp. 395413, 1999.
Cao, X.R., Fu, M.C., and Hu, J.Q., “On Performance Potentials and Conditional
Monte Carlo for Gradient Estimation for Markov Chains,” Annals of Operations
Research, Vol. 87, pp. 263-272, 1999.
Jian-Qiang Hu
Girish, M., and Hu, J.Q., “An Interpolation Approximation for the GI/G/1 Queue
Based on Multi-Point Pade Approximation,” Queueing Systems, Vol. 26, pp. 269284, 1997
Hu, J.Q., “The Departure Process of The GI/G/1 Queue and Its MacLaurin
Series,” Operations Research, Vol. 44, No.5, pp. 810-815, 1996.
Girish, M., and Hu, J.Q., “High Order Approximations for Tandem Queueing
Networks,” Queueing Systems, Vol. 22, pp. 249-276, 1996.
L. Huang, J.Q. Hu, and P. Vakili, “Optimal Control of a Failure Prone
Manufacturing System with the Possibility of Temporary Increase in Production
Capacity,” in Recent Advances in Control and Optimization of Manufacturing
Systems, pp. 31-60, George Yin and Qing Zhang (Eds), Springer-Verlag, 1996.
Fu, M.C. and Hu, J.Q., “On Unbounded Hazard Rate for Smoothed Perturbation
Analysis,” Journal of Applied Probability, Vol. 32, pp. 659-667, 1995.
Fu, M.C., and Hu, J.Q., “On the Relationship of Capacitated Production/Inventory
Models to Manufacturing Flow Control Models,” Operations Research Letters,
vol. 18, pp. 15-24, 1995.
Fu, M.C., and Hu, J.Q., “Addendum to ‘Extensions and Generalizations of
Smoothed Perturbation Analysis in a Generalized Semi-Markov Process
Framework’,” IEEE Transactions on Automatic Control, Vol.40, No.7, pp.12861287, 1995.
Hu, J.Q., “Parallel Simulation of DEDS Via Event Synchronization,” DiscreteEvent Dynamic Systems: Theory and Applications, Vol. 5, pp.167-186, 1995
Fu, M.C., and Hu, J.Q., “Sensitivity Analysis for Monte Carlo Simulation of
Option Pricing,” Probability in the Engineering and Information Sciences, Vol.9,
No.3, pp.417-446, 1995.
Fu, M.C., Hu, J.Q., and Nagi, R., “Comparison of Gradient Estimation
Techniques for Queues with Non-idential Servers,” Computers and Operations
Research, Vol 22, No.7, pp.715-729, 1995.
Hu, J.Q., and Xiang, D., “Monotonicity of Optimal Flow Controls for Failure
Prone Production Systems,” Journal of Optimization Theory and Applications,
Vol. 86, No. 1, pp. 57-71, July 1995.
Hu, J.Q., “Analyticity of Single–Server Queues in Light Traffic,” Queueing
Systems, Vol. 19, pp. 63-80, 1995.
Hu, J.Q., and Xiang, D., “Optimal Control for Systems with Deterministic
Production Cycles,” IEEE Transactions on Automatic Control, Vol. 40, No.4,
pp.782-786, 1995.
Jian-Qiang Hu
Hu, J.Q., “Production Rate Control for Failure Prone Production Systems with No
Backlog Permitted,” IEEE Transactions on Automatic Control, Vol.40, No.2,
pp.291-295, 1995.
Liberopoulos, G. and Hu, J.Q., “On the Ordering of Hedging Points in a Class of
Manufacturing Flow Control Models,” IEEE Transactions on Automatic Control,
Vol.40, No.2, pp.282-286, 1995
Hu, J.Q., Vakili, P., and Yu, G.X., “Optimality of Hedging Point Policy for
Failure Prone Manufacturing Systems,” IEEE Transactions on Automatic Control,
Vol. 39, No.9, pp.1875-1880, September, 1994.
Fu, M.C., and Hu, J.Q., “Smoothed Perturbation Analysis Derivative Estimation
for Markov Chains,” Operations Research Letters, Vol.15, pp.241-251, 1994.
Fu, M.C. and Hu, J.Q., “(s, S) Inventory Systems with Random Lead Times:
Harris Recurrence and Its Implication in Sensiticity Analysis,” Probability in the
Engineering and Information Sciences, Vol.8, No.3, pp.355-376, 1994.
Hu, J.Q., and Xiang, D., “Structural Properties of Optimal Controllors for Failure
Prone Manufacturing Systems,” IEEE Transactions on Automatic Control, Vol.
39, No.3, pp. 640-642, 1994.
Hu, J.Q., Nananuku, S., and Gong, W.B., “A New Approach to (s,S) Inventory
Problems,”Journal of Applied Probability, Vol. 30, pp.898-912, 1994.
Hu, J.Q., and M. Zazanis, “A Sample Path Analysis of M/GI/1 Queues with
Workload Restrictions,” Queueing Systems, Vol. 14, pp. 203-213, 1993.
Fu, M.C., and Hu, J.Q., “Smoothed Perturbation Analysis for Queues with Finite
Buffers,”Queueing Systems, Vol. 14, pp. 57-78, 1993.
Hu, J.Q., and Xiang, D., “A Queueing Equivalence to a Manufacturing System
with Failures,” IEEE Transactions on AC, Vol. 38, No. 3, pp. 499–502, 1993.
Fu, M.C., and Hu, J.Q., “Second Derivative Sample Path Estimators for the
GI/G/m Queue,” Management Science, Vol. 39, No. 3, pp. 359-383, March, 1993.
Fu, M.C., and Hu, J.Q., “Sample Path Properties of the G/D/m Queue,” European
Journal of Operational Research, Vol. 65, No. 2, pp. 270-273, March, 1993.
Fu, M.C., and Hu, J.Q., “Extensions and Generalizations of Smoothed
Perturbation Analysis in a Generalized Semi-Markov Process Framework,” IEEE
Transactions on AC, Vol. 37, No. 10, pp. 1483–1500, October, 1992.
Fu, M.C., Hu, J.Q., and Nagi, R., “Bias Properties of Infinitesimal Perturbation
Analysis for Systems with Parallel Servers,” Computers and Operations
Research, Vol. 19, No. 5, pp. 409-423, 1992.
Jian-Qiang Hu
Gong, W.B., and Hu, J.Q., “The MacLaurin Series for the GI/G/1 Queue,”
Journal of Applied Probability, Vol. 29, pp. 176-184, 1992.
Hu, J.Q., “Variance Properties of Sample Path Derivatives of Parametric Random
Variables,” Operations Research Letters, Vol. 11, pp. 47-54, February 1992.
Hu, J.Q., “Convexity of Sample Path Performances and Strong Consistency of
Infinitesimal Perturbation Analysis Estimates,” IEEE Transactions on AC, Vol.
37, No. 2, pp. 258-262, February, 1992.
Fu, M.C., and Hu, J.Q., “On Choosing the Characterization for Smoothed
Perturbation Analysis,” IEEE Transactions on AC, Vol. 36, No. 11, pp. 13311336, November, 1991.
Glasserman, P., Hu, J.Q., and Strickland, S.G., “Strong Consistency of Steady
State Derivative Estimations,” Probability in the Engineering and Information
Sciences, Vol. 5, pp. 391–413, 1991.
Fu, M.C., and Hu, J.Q., “Consistency of Infinitesimal Perturbation Analysis for
the GI/G/m Queue,” European Journal of Operational Research, Vol. 54, No.1,
pp.121–139, 1991.
Wardi, W., and Hu, J.Q., “Strong Consistency of Infinitesimal Perturbation
Analysis for Tandem Queueing Networks,” Journal of Discrete Event Dynamic
Systems, Vol. 1, No. 1, pp. 37-59, 1991.
Hu, J.Q., “Consistency of Infinitesimal Perturbation Analysis Estimators with
Rates,” Queueing Systems, 8, pp. 265-278, 1991.
Ho, Y.C., and Hu, J.Q., “An Infinitesimal Perturbation Analysis Algorithm for a
Multiclass G/G/1 Queue,” Operations Research Letters, 9, pp.35-44, 1990.
Hu, J.Q., “On Steady-State Sample Path Derivative Estimates,” Applied
Mathematics Letters, Vol. 3, No. 3, pp. 57-60, 1990
Hu, J.Q., and Strickland, S.G., “Strong Consistency of Sample Path Derivative
Estimates,” Applied Mathematics Letters, Vol. 3, No. 4, pp. 55-58, 1990.
Hu, J.Q., “A Note on the Perturbation Equations of General Classical Networks,”
Control Theory and Applications, March 1987, Vol.4, No.1, pp.125-129.
Papers in Refereed Conference Proceedings
Fu, M.C., Hu, J.Q., Chen, H.C., and Xiang, X.P., “Optimal Computing Budget
Allocation under Correlated Sampling,” Proceedings of the 2004 Winter
Simulation Conference, 2004.
Hu, J.Q., and Leida, B., “Traffic Grooming, Routing, and Wavelength Assignment
in Optical WDM Mesh Networks,” Proceedings of INFOCOM 2004.
Jian-Qiang Hu
Girish, M., Zhou, B., and Hu, J.Q., “An Algorithm for Rerouting in Trraffic
Engineering of MPLS based IP Networks,” Proceedings of the 3nd IEEE
Workshop on IP Operations and Management, pp. 115-118, 2003.
Girish, M., Zhou, B., and Hu, J.Q., “Formulation of the Traffic Engineering
Problems in MPLS based IP Networks,” Proceedings of the Fifth IEEE
Symposium on Computers and Communications (ISCC 200), pp.214-219, Antibes,
France, July 4-6, 2000.
Girish, M., and Hu, J.Q., “Modeling of Correlated Arrival Processes in the
Internet,” Proceedings of the 38th IEEE Conference on Decision and Control,
pp.4454-4459, December 7-10, 1999, Phoenix, AZ.
Girish, M., and Hu, J.Q., “Modeling and Analysis of Internet Differentiate
Services Traffic,” Proceedings of SPIE ––– The International Society for Optical
Engineering, pp. 183-2159, Orlando, FL, 1999.
Huang, L., Hu, J.Q., and Vakili, P., “Optimal Control of a Multi-state
Manufacturing System: Control of Production Rate and Temporary Increase in
Capacity,” Proceedings of the 37th IEEE Conference on Decision and Control,
pp. 2155-2159, 1998.
M.C. Fu and J.Q. Hu, “On Perturbation Propagation for Smoothed Perturbation
Analysis,” Proceedings of the IFAC 13th Triennial World Congress, pp. 365-369,
1996.
Fu, M.C., and Hu, J.Q., “A Comparison of Perturbation Analysis Techniques,”
Proceedings of 96 Winter Simulation Conference, pp. 295-301, Dec. 8-11, 1996,
Coronado, CA.
J.Q. Hu, “A Decomposition Approach to Flow Control in Tandem Production
Systems,” Proceedings of the 34th IEEE Conference on Decision and Control,
pp.3140-3143, December 13-15, 1995.
J.Q. Hu, “A Queueing Approach to Manufacturing Flow Control Models,”
Proceedings of the 34th IEEE Conference on Decision and Control, pp. 33723375, December 13-15, 1995.
C.G. Cassandras, W.B. Gong, Y.C. Ho, J.Q. Hu, and P. Vakili, “Boston
University-Harvard University-University of Massachusetts/Amherst NSF
Research and Curriculum Development on ‘Analysis, Control, and Optimization
of Discrete Event Dynamic Systems’,” Proceedings of American Control
Conference, Seattle, 1995.
Hu, J.Q., “Differentiability and Analyticity of Queues in Light Traffic,”
Proceedings of the 33rd IEEE Conference on Decision and Control, December
14-16, 1994.
Jian-Qiang Hu
Fu, M.C., Hu, J.Q., and Shi, L.Y., “Likelihood Ratio Method via Conditional
Monte Carlo and Splitting,” Proceedings of Allerton Conference, October, pp.
958-967, 1993.
Fu, M.C., Hu, J.Q., and Shi, L.Y., “An Application of Perturbation Analysis to a
Replacement Problem in Maintenance Theory,” Proceedings of the 1993 Winter
Simulation Conference, G.W. Evans, M. Mollaghasemi, E.C. Russell, W.E. Biles
(eds), pp. 329-337, 1993.
Hu, J.Q., “Strong Consistency of Sample Path Derivatives,” Proceedings of The
First Chinese World Congress on Intelligent Control and Intelligent Automation,
August 26–30, 1993, Beijing, China.
Deng, M., Ho, Y.C., and Hu, J.Q., “Effect of Correlated Estimation Errors in
Ordinal Optmization,” Proceedings of Winter Simulation Conference, pp.231-240,
December 1992.
Gong, W.B., and Hu, J.Q., “The Light Traffic Derivatives in the GI/G/1 Queue,”
Proceedings of American Control Conference, 1991.
Hu, J.Q., Nananuku, S., and Gong, W.B., “A New Approach to (s,S) Inventory
Systems,” Control and Decision Conference, 1991.
Wardi, Y., and Hu, J.Q., “Strong Consistency of Infinitesimal Perturbation
Analysis for Networks with Correlated Service Times”,Proceedings of American
Control Conference, pp.1028-1033, 1990.
Fu, M.C., and Hu, J.Q., “Variance Properties of Second Derivative Perturbation
Analysis Estimators for Single-Server Queues,” Proceedings of American Control
Conference, pp.1040-1041, 1990.
Fu, M.C., and Hu, J.Q., “Bias Properties of Infinitesimal Perturbation Analysis for
Multi-Server Queues,” Proceedings of Winter Simulation Conference, pp. 377381, 1990.
Glasserman, P., Hu, J.Q., and Strickland, S.G., “Strong Consistency of Sample
Path Derivative Estimates,” Proceedings of Control and Decision Conference,
1990.
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