My research interests span: Decision-making under uncertainty, Data-driven decision-making, Sequential decision-making, and Optimization, with the applications of those theory in operations management and social good/sustainability problems. I entertain a strong interest for quantitative methodologies that can help manage the risk, uncertainty and ambiguity for engineering and service systems.
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Publications and Working Papers
Publications and Working Papers
"Fast convergent risk-aware reinforcement learning" (with Junjie Lei, Dionysios Kalogerias and Zuo-Jun Max Shen), to be submitted, 2025.
"Revenue maximization leveraging positive effect of queue length" (with Zongyou Xu and Junjie Lei), to be submitted, 2025.
"Generalizable trajectory prediction via inverse reinforcement learning with Mamba-Graph architecture" (with Wenyun Li, Zejian Deng and Chen Sun), to be submitted, 2025.
"Efficiency versus accuracy: The optimal level of decentralization in humanitarian operations for sudden-onset disasters" (with Xiaobo Li, Yinuo Lin and Lei Xu), to be submitted to Operations Research, 2025.
Accepted for 2025 Durham Early Career Scholars Professional Development Workshop: Operations and Analytics
Accepted for presentation at 2024 INFORMS MSOM Conference
"Online non-convex optimization with long-term non-convex constraints" (with Shijie Pan and Jianyu Xu), to be submitted to SIAM Journal on Mathematics of Data Science, 2025.
"Dynamic production scheduling and multi-energy coordination in complex stochastic demand management: A MAPPO-enhanced greedy optimization algorithm" (with Yaping Zhao, Weilei Feng, Jiarong Li, Likun Jia, Jingsi Huang), under review, Frontiers of Engineering Management, 2025.
"Adjustable robust disassembly planning and dynamic capacity expansion for reverse supply chain network" (with Yao Gao and Xinbao Liu), under review, Omega, 2025.
"Robust data-driven quasi-concave optimization" (with Jian Wu, William B. Haskell and Huifu Xu), under review, INFORMS Journal on Computing, 2025.
"DRL-ORA: Distributional reinforcement learning with online risk adaption" (with Yupeng Wu, Wenyun Li and Chin Pang Ho), under review, 2025.
"Shaping sparse rewards in reinforcement learning: A semi-supervised approach" (with Wenyun Li and Chen Sun), under revision, 2025.
"Efficiently computing the quasi-concave envelope with incomplete information" (with Jian Wu, William B. Haskell and Huifu Xu), under review, SIAM Journal on Optimization, 2025.
"Data-driven inventory management for new products: An adjusted Dyna-Q approach with transfer learning" (with Xinye Qu and Longxiao Liu), IEEE International Conference on Automation Science and Engineering (CASE), 2025.
Finalists of 2025 lEEE CASE Best Application Paper Award
"Stochastic optimization for on-time delivery in high-speed railway meal services: Balancing earliness and tardiness costs" (with Lei Xu, Yaping Zhao, Weilei Feng and Rongsen Jin), Industrial Management & Data Systems, 2025.
"Towards cyber-physical internet: A systematic review, fundamental model and future perspectives" (with Hang Wu, Ming Li, Chenglin Yu, Zhiyuan Ouyang, Kee-hung Lai, Zhiheng Zhao, Shenle Pan, Shuaian Wang, Ray Y. Zhong, Yong-Hong Kuo, Fangni Zhang, Zuo-Jun Max Shen, Eric Ballot and George Q. Huang), Transportation Research Part E: Logistics and Transportation Review, 2025.
"The role of mixed discounting in risk-averse sequential decision-making" (with Erick Delage and Shanshan Wang), R&R at Management Science, 2024.
"The impact of risk-awareness on assortment planning" (with Junjie Lei and Zizhuo Wang), under 2nd round revision at European Journal of Operational Research, 2024.
"Stochastic scheduling of high-speed railway meal service for on-time delivery" (Lei Xu, Yaping Zhao, Siqi Ma and Rongsen Jin), Transportation Research Board (TRB) Annual Meeting, 2024.
"Pricing and green promotion decisions in a retailer-owned dual-channel supply chain with multiple manufacturers" (with Yaping Zhao, Endong Xu and Xiaoyun Xu), Cleaner Logistics and Supply Chain, 2023.
"Online non-convex learning for river pollution source identification" (with Jing Jiang and Xiao Liu), IISE Transactions, 2023. [Supplemental Materials][Preprint]
"Profit model for electric vehicle rental service: Sensitive analysis and differential pricing strategy" (with Rui Miao, Peng Guo, Qi Li and Bo Zhang), Energy, 2022.
"Preference robust optimization for choice functions on the space of CDFs" (with William B. Haskell and Huifu Xu), SIAM Journal on Optimization, 2022. [Preprint]
"Randomized smoothing variance reduction method for large-scale non-smooth convex optimization" (with Xun Zhang), Operations Research Forum, 2021. [Supplemental Materials]
"Model and reinforcement learning for Markov games with risk preferences" (with Viet Hai Pham and William B. Haskell), AAAI Conference on Artificial Intelligence (AAAI), 2020 (acceptance rate: 20.6%). [Supplemental Materials]
"Stochastic approximation for risk-aware Markov decision processes" (with William B. Haskell), IEEE Transactions on Automatic Control, 2020. [Supplemental Materials]
Featured publication selected by IEEE CSS-DES Newsletter
"Profit optimization for milage-based pricing of electric vehicle lease" (with Rui Miao, Qi Li, Peng Guo, Leiyu Mi, Zhiqi Zhang, Jie Zhang and Zhibin Jiang), IEEE Transactions on Engineering Management, 2020.
"Data-driven satisficing measure and ranking", Journal of the Operational Research Society, 2019. [Preprint]
"System resilience assessment method of urban lifeline system for GIS" (with Mengzhi Ling), Computers, Environment and Urban Systems, 2018. (undergraduate work)
"Preference elicitation and robust optimization with multi-attribute quasi-concave choice functions" (with William B. Haskell and Huifu Xu), Technical Report, 2018.
Risk-aware Q-learning for Markov decision processes" (with William B. Haskell), IEEE Conference on Decision and Control (CDC), 2017.
"Research on lease and sale of electric vehicles based on value engineering" (with Rui Miao, Donghao Pei, Xiyao Gu, Zefeng Li, Jie Zhang and Zhibing Jiang), International Journal of Production Research, 2016. (undergraduate work)
Work-in-Progress
Work-in-Progress
"Target-based sorting for tourist evacuation path selection" (with Shijie Pan and Qixiu Cheng), Work-in-Progress.
"Large-scale optimization for non-parametric ranking under high-order risk preferences" (with Kai Tu, Jiulin Wang and Man-Chung Yue), Work-in-Progress.
"Exploiting transitivity structure in online ranking via pairwise comparisons" (with Ethan Hao Feng Lam, Alec Kirkley and Sebastian Morel-Balbi), Work-in-Progress.
"Contextual and active preference robust optimization" (with Yanyu Lu, Junjie Lei, Erick Delage and Zuo-Jun Max Shen), Work-in-Progress.
"Robust assortment optimization under nested logit model with ambiguous dissimilarity factors" (with Yicheng Liu and Zizhuo Wang), Work-in-Progress.
"Subsidy mechanism in target satisficing manufacturing-recycling system" (with Yao Gao and Lianmin Zhang), Work-in-Progress.
"Structure-informed data-driven lateral transshipment policy for multi-retailer system" (with Siqi Ma, Zhen Li, Yimo Yan, Linhui Fu, Weilei Feng, Yaping Zhao and Yong-Hong Kuo), Work-in-Progress.
"Joint risk and time preference elicitation in inverse reinforcement learning" (with Shihan Tang), Work-in-Progress.
Research Grants
Research Grants
In the role of PI/Co-PI:
"Contextual and active preference robust optimization", Hong Kong RGC General Research Fund 17211325 , 2026/01-2028/12, (PI, Co-I: Erick Delage).
"Online adaptive risk-aware epistemic uncertainty quantification in reinforcement learning", HKU Seed Fund for PI Research - Basic Research, 2025/06-2027/06, (PI).
"Risk-aware accelerated and variance-reduced reinforcement learning with application in portfolio optimization", NSFC Young Scientist Fund (C Class) 72201224, 2023/01-2025/12, (PI).
"HKU-100 Scholars" Research Start-up Funds, 2022/01-2024/12, (PI).
"SynchroHub: cyber-physical internet for synchronizing cross-border logistics hubs in the Greater Bay Area (GBA)", Hong Kong RGC Theme-based Research Scheme, 2022/23, (Co-PI, PC: George Q. Huang).
In the role of Co-I:
"Portfolio optimization based on partial information on risk preferences", Zhejiang Provincial NSFC Research Fund (General Program) LY23G010001, 2023/01-2025/12.
"Target based distributionally robust optimization with application to inventory routing problem", NSFC Research Fund (General Program) 72171156, 2022/01-2025/12.
"Drawdown risk valuation, hedging and related portfolio selection problems", NSFC Research Fund (General Program) 12171408, 2022/01-2025/12.
"Online learning and optimization algorithms under data-scare and non-stationary model scenarios", NSFC Research Fund (Original Exploratory Program) 72150002, 2021/01-2023/12.
Reviewer
Reviewer
Operations Research, Production and Operations Management; INFORMS Journal on Computing; Journal of Machine Learning Research; European Journal of Operational Research; IEEE Transactions on Automatic Control; IEEE Transactions on Intelligent Transportation Systems; IEEE Transactions on Engineering Management; Journal of Artificial Intelligence Research; AAAI Conference on Artificial Intelligence; IEEE Conference on Decision and Control; IEEE International Conference on Intelligent Transportation Systems
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