Wang Chi Cheung's Webpage

Working Papers ("*" indicates my PhD student.)

Xilin Zhang*, Wang Chi Cheung, “Online Resource Allocation for Reusable Resources”, Major Revision at Management Science, first submitted in 2022,
Tianming Huo*, Wang Chi Cheung, “Online Reusable Resource Allocations with Multi-class Arrivals”, Major revision at Operations Research, submitted in 2022.
Tianming Huo*, Wang Chi Cheung, “Online Lead Time Quotation with Predictions”, Minor Revision at the INFORMS Journal of Computing, submitted in 2025.
Tianming Huo*, Wang Chi Cheung, "Optimal Markdown Pricing with Patient Customers", Major Revision at the POMS Journal, 2025.
Lixing Lyu*, Jiashuo Jiang, Wang Chi Cheung, “Efficiently Solving Discounted MDPs with Predictions on Transition Matrices”. in submission, 2025.
Wang Chi Cheung, Zitian Li*, “Episodic Contextual Bandits with Knapsacks under Conversion Models”, 2025.

Journal Papers ("*" indicates my PhD student.)

Wang Chi Cheung, Guodong Lyu, “Online Planning in Non-stationary Environments”, Operations Research, accepted in 2025. Slides
Xilin Zhang*, Wang Chi Cheung, “Online Allocation of Reusable Resources in Non-stationary Environments”, Mathematics of Operations Research, accepted in 2025.
Guodong Lyu, Wang Chi Cheung, Chung Piaw Teo, Hai Wang, “Multi-objective stochastic optimization: A case of real-time matching in ride-sourcing markets”, Manufacturing & Service Operations Management, 2024.
Zixin Zhong*, Wang Chi Cheung, and Vincent Y. F. Tan, “Achieving the Pareto Frontier of Regret Minimization and Best Arm Identification in Stochastic Bandits”, Featured certification, Transactions on Machine Learning Research, 2023.
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu, "Non-Stationary Reinforcement Learning: The Blessing of (More) Optimism”, Management Science, 2023.
Wang Chi Cheung, Will Ma, David Simchi-Levi, Xinshang Wang, “Inventory Balancing with Online Learning”, Management Science, Special Issue on Data-Driven Prescriptive Analytics, 2022.
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu, “Hedging the Drift: Learning to Optimize under Non-Stationarity.” Management Science, Special Issue on Data-Driven Prescriptive Analytics, 2022.
Zixin Zhong*, Wang Chi Cheung, and Vincent Y. F. Tan, “Thompson Sampling Algorithms for Cascading Bandits”, Journal of Machine Learning Research, 2021.
Guodong Lyu, Wang Chi Cheung, Mabel Chou, Chung-Piaw Teo, Zhichao Zheng and Yuanguang Zhong, “Capacity Allocation in Flexible Production Networks: Theory and Applications”, Management Science, 2019.
Wang Chi Cheung, David Simchi-Levi, “Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models”, Mathematics of Operations Research, 2019.
Wang Chi Cheung, David Simchi-Levi, He Wang, “Dynamic pricing and demand learning with limited price experimentation”, Operations Research (Technical Note), 2017.
Wang Chi Cheung, Chris Godsil, “Perfect state transfer in cubelike graphs”, Linear Algebra and Its Applications 435 (10), 2468-2474.

Selected Conference Proceedings ("*" indicates my PhD student.)

Le Yang, Vincent Y. F. Tan, Wang Chi Cheung, "Best Arm Identification with Possibly Biased Offline Data", UAI 2025.
Zitian Li*, Wang Chi Cheung, “Near Optimal Non-asymptotic Sample Complexity of 1-Identification”, ICML 2025.
Xilin Zhang*, Wang Chi Cheung, “Piecewise-Stationary Bandits with Knapsacks.” NeurIPS 2024.
Wang Chi Cheung, Lixing Lyu*, “Leveraging (Biased) Information: Multi-armed Bandits with Offline Data”, ICML 2024.
- Spotlight, top 3.5% submission. Slides
Li Zitian*, Wang Chi Cheung, “Best Arm Identification with Resource Constraints”, AISTATS 2024.
Xilin Zhang*, Wang Chi Cheung, “Online Stochastic Allocation of Reusable Resources”, IEEE Conference on Decision and Control 2023.
Lixing Lyu*, Wang Chi Cheung, “Non-stationary Bandits with Knapsack Problems with Advice”, ICML 2023. Slides, poster.
Zixin Zhong*, Wang Chi Cheung, Vincent Y. F. Tan, “Probabilistic Sequential Shrinking: A Best Arm Identification Algorithm for Stochastic Bandits with Corruptions.” ICML 2021
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu, “Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism.”, ICML 2020.
Zixin Zhong*, Wang Chi Cheung, Vincent Y. F. Tan. “Best Arm Identification for Cascading Bandits in the Fixed Confidence Setting.” ICML 2020.
Wang Chi Cheung, “Regret Minimization for Reinforcement Learning with Vectorial Feedback and Complex Objectives”, NeurIPS 2019, 724-734.
Wang Chi Cheung, Vincent Tan, Zixin Zhong*, “A Thompson Sampling Algorithm for Cascading Bandits”, AISTATS 2019,
- Oral Presentation, top 2.5 % submission.
Wang Chi Cheung, Michel X Goemans, Sam Chiu-wai Wong, “Improved algorithms for vertex cover with hard capacities on multigraphs and hypergraphs”, Proceedings of the Twenty-Fifth Annual ACM-SIAM Symposium on Discrete Algorithms, 2014.

Book Chapter

Wang Chi Cheung, David Simchi-Levi, "Statistical learning in inventory management", Research Handbook on Inventory Management. 307-332. 15 Aug 2023

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