My research interest is decision-making problems under uncertainty, including stochastic optimization, stochastic variational Inequality and distributionally robust optimization, etc. Special interests are on their data-based analysis, discrete approximation, statistical inference, convergence analysis, numerical algorithms and all kinds of applications in practice. Also, my recent new interest is on the mathematical foundation of machine learning, such as Generative Adversarial Networks (GANs), transfer learning, deep neural networks (DNNs), etc.