Department of Industrial Systems Engineering and Management
Education
Ph.D., Department of Industrial and Systems Engineering, University of Minnesota, Sep. 2013 – Jun. 2018
Advisors: Prof. Shuzhong Zhang and Prof. Zizhuo Wang
M.Phil., Department of Management Sciences, City University of Hong Kong, Sep. 2010 – Aug. 2012
Advisor: Prof. Karthik Natarajan
A Convex Optimization Approach for Computing Correlated Choice Probabilities with Many Alternatives (with Selin Damla Ahipasaoglu and Karthik Natarajan). Accepted by IEEE Transactions on Automatic Control, 2018. [pdf]
On Substitutability and Complementarity in Discrete Choice Models (with Guiyun Feng and Zizhuo Wang). Operations Research Letters, 46(1), 141-146, 2018. [pdf]
Technical Note – On the Relation Between Several Discrete Choice Models (with Guiyun Feng and Zizhuo Wang). Operations Research, 65(6), 1516-1525, 2017. [pdf]
Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (with Karthik Natarajan and Xuan Vinh Doan). Operations Research, 63(6), 1468-1488, 2016. [pdf]
On Theoretical and Empirical Aspects of Marginal Distribution Choice Models (with Vinit Mishra, Karthik Natarajan, Dhanesh Padmanabhan and Chung-Piaw Teo). Management Science, 60(6), 1511-1531, 2014. [pdf]
Distributionally Robust Mixed Integer Linear Programs: Persistency Models with Applications (with Karthik Natarajan, Chung-Piaw Teo and Zhichao Zheng). European Journal of Operational Research, 233(3), 459-473, 2014. [pdf]
Online Learning with Non-Convex Losses and Non-Stationary Regret (with Xiang Gao and Shuzhong Zhang). The 21st International Conference on Artificial Intelligence and Statistics. 2018. [pdf]
