Professor. Computer Sci. & Eng., Sogang Univ., Seoul, Korea.

- ∈ {Markov Decision Process} ∪/∩ {Stochastic Game} ∪/∩ {Stochastic Optimization}

∪/∩ {Computational Intelligence} ∪/∩ {Learning Theory}

ACM Library Index Terms

- [Book]
**H. S. Chang**, J. Hu, M. Fu, & S. I. Marcus, "*Simulation-based Algorithms for Markov Decision Processes*,"

*Springer*, 2nd Edition, ISBN: 978-1-4471-5021-3, 2013. (978-1-84628-689-6, 2007). - R. L. Givan, E. K. P. Chong, and
**H. S. Chang**, "Scheduling Multiclass Packet Streams to Minimize Weighted Loss,"*Queueing Systems*, Vol. 41, No.3, 2002, pp. 241-270. **H. S. Chang**, P. Fard, S. I. Marcus, and M. Shayman, "Multi-time Scale Markov Decision Processes,"*IEEE Trans. on Automatic Control*, Vol. 48, No. 6, 2003, pp. 976-987.**H. S. Chang**and S. I. Marcus, "Approximate Receding Horizon Approach for Markov Decision Processes: Average Reward Case,"*J. of Mathematical Analysis and Applications*, Vol. 286, No. 2, 2003, pp. 636-651.**H. S. Chang**, "Localization and A Distributed Local Optimal Solution Algorithm for a Class of Multi-agent Markov Decision Processes,"*Int. J. of Control, Automation, and Systems*, Vol. 1, No. 3, 2003, pp. 358-367.**H. S. Chang**and S. I. Marcus, "Two-Person Zero-Sum Markov Games: Receding Horizon Approach,"*IEEE Trans. on Automatic Control*, Vol. 48, No. 11, 2003, pp. 1951-1961.**H. S. Chang**, R. L. Givan, and E. K. P. Chong, "Parallel Rollout for Online Solution of Partially Observable Markov Decision Processes,"*Discrete Event Dynamic Systems*, Vol. 14, No. 3, 2004, pp. 309-341.**H. S. Chang**, "On Ordinal Comparison of Policies in Markov Reward Processes,"*J. of Optimization Theory and Applications*, Vol. 122, No. 1, 2004, pp. 207-217.**H. S. Chang**, "Multi-policy Iteration with a Distributed Voting,"*Mathematical Methods of Operations Research*, Vol. 60, No. 2, 2004.11, pp. 299-310.**H. S. Chang**, "A Model for Multi-time Scaled Sequential Decision Making Processes with Adversary,"*Mathematical and Computer Modeling of Dynamical Systems*, Vol. 10, No. 3-4, 2004.12, pp. 287-302.**H. S. Chang**, M. Fu, J. Hu, and S. I. Marcus, "An Adaptive Sampling Algorithm for Solving Markov Decision Processes,"*Operations Research*, Vol. 53, No. 1, 2005.1, pp. 126-139.- ORMS Today, Vol. 43, No. 5, 2016:
*Google DeepMind's AlphaGo: O.R.'s unheralded role in the Path-Breaking Achievement* - UMD News 2016.3.18:
*Contribution to Google's AlphaGo AI system* - Wikipedia:
*Monte Carlo Tree Search*(MCTS)

→ History & Exploration and Exploitation - INFORMS Tutorials in Operations Research, 2017:
*Markov Decision Processes, AlphaGo, and Monte Carlo Tree Search: Back to the Future*

→**Leading Developments**from the Communities of the Institute for Operations Research and the Management Sciences (INFORMS). - INFORMS Analytics Collections (formerly Editor's Cut) Vol. 15, 2020:
**25 Years of INFORMS**:*a COMMUNITY CHOICE article*

→ Celebrates INFORMS' 25th anniversary by sharing some of the Most Impactful Content Produced by INFORMS and its Members

Since 1995. Cf.,*Introduction.*

→ Included as an Editors-in-Chief's and Society Chair's pick for most impactful INFORMS content.

- ORMS Today, Vol. 43, No. 5, 2016:
**H. S. Chang**, "Multi-policy Improvement in Stochastic Optimization with Forward Recursive Function Criteria,"*J. of Mathematical Analysis and Applications*, Vol. 305, No. 1, 2005.5, pp. 130-139.**H. S. Chang**, "On the Probability of Correct Selection by Distributed Voting in Stochastic Optimization,"*J. of Optimization Theory and Applications*, Vol. 125, No. 1, 2005.4, pp. 231-240.**H. S. Chang**, "Error Bounds for Finite Step Approximations for Solving Infinite Horizon Controlled Markov Set-Chains,"*IEEE Trans. on Automatic Control*, Vol. 50, No. 9, 2005.9, pp. 1413-1418.**H. S. Chang**, H-G. Lee, M. Fu, and S. I. Marcus, "Evolutionary Policy Iteration for Solving Markov Decision Processes,"*IEEE Trans. on Automatic Control*, Vol. 50, No. 11, 2005.11, pp. 1804-1808.**H. S. Chang**, "Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming,"*J. of Global Optimization*, Vol. 35, No. 3, 2006.7, pp. 423-441.**H. S. Chang**, "On Convergence Rate of the Shannon Entropy Rate of Ergodic Markov Chains via Sample-path Simulation,"*Statistics & Probability Letters*, Vol. 76, No. 12, 2006.7, pp. 1261-1264.**H. S. Chang**, "Perfect Information Two-Person Zero-Sum Markov Games with Imprecise Transition Probabilities,"*Mathematical Methods of Operations Research*, Vol. 64, No. 2, 2006.10, pp. 335-351.**H. S. Chang**, "A Policy Improvement Method in Constrained Stochastic Dynamic Programming,"*IEEE Trans. on Automatic Control*, Vol. 51, No. 9, 2006.9, pp. 1523-1526.**H. S. Chang**, M. Fu, J. Hu, and S. I. Marcus, "A Survey of Some Simulation-Based Algorithms for Markov Decision Processes,"*Communications in Information and Systems*, Vol. 7, No. 1, 2007.7, pp. 59-92.**H. S. Chang**, "A Policy Improvement Method for Constrained Average Markov Decision Processes,"*Operations Research Letters*, Vol. 35, No. 4, 2007.7, pp. 434-438.**H. S. Chang**, M. Fu, J. Hu, and S. I. Marcus, "An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming,"*IEEE Trans. on Automatic Control*, Vol. 52, No.1, 2007.1, pp. 89-94.**H. S. Chang**and E. K. P. Chong, "Solving Controlled Markov Set-Chains with Discounting via Multi-policy Improvement,"*IEEE Trans. on Automatic Control*, Vol. 52, No.3, 2007.3, pp. 564-569.**H. S. Chang**, M. Fu, J. Hu, and S. I. Marcus, "Recursive Learning Automata Approach to Markov Decision Processes,"*IEEE Trans. on Automatic Control*, Vol. 52, No.7, 2007.7, pp. 1349-1355.**H. S. Chang**, "Finite Step Approximation Error Bounds for Solving Average Reward Controlled Markov Set-Chains,"*IEEE Trans. on Automatic Control*, Vol. 53, No.1, 2008.2, pp. 350-355.**H. S. Chang**, "Converging Co-Evolutionary Algorithm for Two-Person Zero-Sum Discounted Markov Games with Perfect Information,"*IEEE Trans. on Automatic Control*, Vol. 53, No.2, 2008.3, pp. 596-601.**H. S. Chang**, "Decentralized Learning in Finite Markov Chains: Revisited,"*IEEE Trans. on Automatic Control*, Vol. 54, No.7, 2009.7, pp. 1648-1653.**H. S. Chang**, J. Hu, M. Fu, and S. I. Marcus, "Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games,"*IEEE Trans. on Automatic Control*, Vol. 55, No. 2, 2010.2, pp. 463-468.- J. Hu,
**H. S. Chang**, M. Fu, and S. I. Marcus, "Dynamic Sample Budget Allocation in Model-Based Optimization,"*J. of Global Optimization*, Vol. 50, No. 4, 2011.8, pp. 575-596. - J. Hu, P. Hu, and
**H. S. Chang**, "A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms,"*IEEE Trans. on Automatic Control*, Vol. 57, No. 1, 2012.1, pp. 165-178. **H. S. Chang**, "A Policy Iteration Heuristic for Constrained Discounted Controlled Markov Chains,"*Optimization Letters*, Vol. 6, No. 7, 2012.10, pp. 1573-1577.- J. Hu and
**H. S. Chang**, "Approximate Stochastic Annealing for Online Control of Infinite Horizon Markov Decision Processes,"*Automatica*, Vol. 48, No. 9, 2012.9, pp. 2182-2188. **H. S. Chang**and J. Hu, "On the Probability of Correct Selection in Ordinal Comparison over Dynamic Networks,"*J. of Optimization Theory and Applications*, Vol. 155, No. 2, 2012.11, pp. 594-604.**H. S. Chang**, "On Functional Equations for*K*th Best Policies in Markov Decision Processes,"*Automatica*, Vol. 49, No. 1, 2013.1, pp. 297-300.**H. S. Chang**, "Policy Set Iteration for Markov Decision Processes,"*Automatica*, Vol. 49, No. 12, 2013.12, pp. 3687-3689.**H. S. Chang**, "A Necessary Condition for Nash Equilibrium in Two-Person Zero-Sum Constrained Stochastic Games,"*Game Theory*, Vol. 2013, Article ID 290427, 5 pages, 2013.12.**H. S. Chang**, "On Modification of Population-based Search Algorithms for Convergence in Stochastic Combinatorial Optimization,"*Optimization*, Vol. 64, No. 7, 2015.7, pp. 1647-1655.**H. S. Chang**, "An Exact Iterative Search Algorithm for Constrained Markov Decision Processes,"*Automatica*, Vol. 50, No. 5, 2014.5, pp. 1531-1534.**H. S. Chang**, "Value Set Iteration for Markov Decision Processes,"*Automatica*, Vol. 50, No. 7, 2014.7, pp. 1940-1943. Corrigendum**H. S. Chang**, "Sleeping Experts and Bandits Approach to Constrained Markov Decision Processes,"*Automatica*, Vol. 63, No. 1, 2016.1, pp. 182-186.**H. S. Chang**and S. Choe, "Combining Multiple Strategies for Multi-armed Bandit Problems and Asymptotic Optimality,"*Journal of Control Science and Engineering*, Vol. 2015, Article ID 264953, 7 pages, 2015.3.**H. S. Chang**, "Random Search for Constrained Markov Decision Processes with Multi-policy Improvement,"*Automatica*, Vol. 58, No. 8, 2015.8, pp. 127-130.**H. S. Chang**, "Value Set Iteration for Two-Person Zero-Sum Markov Games,"*Automatica*, Vol. 76, No. 2, 2017.2, pp. 61-64.**H. S. Chang**, "An Asymptotically Optimal Strategy for Constrained Multi-armed Bandit Problems,"*Mathematical Methods of Operations Research*, Vol. 91, No. 3, 2020.6, pp. 545-557.**H. S. Chang**, "An Index-based Deterministic Convergent Optimal Algorithm for Constrained Multi-armed Bandit Problems,"*Automatica*, Vol. 129, 109673, 2021.7.**H. S. Chang**, "On Supervised On-Line Rolling-Horizon Control for Infinite-Horizon Discounted Markov Decision Processes,"*IEEE Trans. on Automatic Control*, Vol. 69, No. 2, 2024.2, pp. 1060-1065.

- Associate Editor,
*IEEE Transactions on Automatic Control*, 2010.11 ~ 2015.12. - Associate Editor,
*Automatica*, 2014.11 ~ 2019.12. - Senior Member,
*IEEE*, 2007.4 ~. - Technical Program Committee, the 46th/50th
*IEEE Conf. on Decision and Control*, 2007, 2011. - The Best Student Paper Award Committee, the 54th
*IEEE Conf. on Decision and Control*, 2015. - Quotes ||
*The Theory of Dynamic Programming*by R. Bellman, The RAND Corp., 1954. *Stochastic Games*by L. Shapley, in the*Proc. of National Academy of Science*, 1953.