I am an assistant professor in Industrial and Systems Engineering at University of Minnesota, Twin Cities. I received my Ph.D. in Management Science and Engineering at Stanford University in 2012. My research interest is in optimization, stochastic modeling and its application in operations management. Specifically, I am interested in revenue management and pricing problems in which firms have to make pricing decisions facing customer choice behavior, competition and demand uncertainty. In addition, I also work on internet economics, prediction markets and sensor network localization problems.


Education Background

Ph.D. in Management Science and Engineering, Stanford University, Stanford, CA, 2012

  • Advisor: Yinyu Ye

  • Dissertation Title: Dynamic Learning Mechanisms in Revenue Management Problems

M.S. in Mathematical Finance, Stanford University, Stanford, CA, 2010

B.S. in Mathematical Sciences, Tsinghua University, Beijing, China, 2007


Research Interests

  • Pricing and Revenue Management

  • Stochastic/Robust Optimization, Applications in Operations Management and Finance

  • Data-Driven Decision-Making

  • Internet Economics, Online Auctions, Information Markets

Journal Publications
  • On Substitutability and Complementarity of Choice Models (with Guiyun Feng and Xiaobo Li). Operations Research Letters, 2017. Link

  • Optimal Pricing for Selling to a Multi-Period Newsvendor (with Xiao Chen and Hongsong Yuan). Operations Research Letters, 2017. Link

  • On the Relationship Between Several Discrete Choice Models (with Xiaobo Li and Guiyun Feng). Operations Research, 2017. Link

  • Knapsack with Variable Weights Satisfying Linear Constraints (with Kameng Nip and Zhenbo Wang). Journal of Global Optimization, 2017. Link

  • Consumer Choice Models with Endogenous Network Effects (with Ruxian Wang). Management Science, 2016. Link

  • Intertemporal Price Discrimination via Reference Price Effects. Operations Research, 2016. Link

  • Optimal Pricing for a Multinomial Logit Choice Model with Network Effects (with Chenhao Du and William Cooper). Operations Research, 2016. Link

  • Scheduling under Linear Constraints (with Kameng Nip and Zhengbo Wang). European Journal of Operational Research, 2016. Link

  • Pricing Personalized Bundles: A New Approach and An Empirical Study (with Markus Ettl and Zhengliang Xue). Manufacturing and Service Operations Management (M&SOM), 2016. Link

    • This paper is in the finalist of 2015 INFORMS Revenue Management and Pricing Section Practice Award.

  • Hidden-City Ticketing: The Cause and Impact (with Yinyu Ye). Transportation Science, 2016. Link

  • An Improved Algorithm for Fixed-Hub Single Allocation Problem (with Dongdong Ge, Lai Wei and Jiawei Zhang), Journal of the Operations Research Society of China, 2016. Link

  • Likelihood Robust Optimization for Data-Driven Problems (with Peter Glynn and Yinyu Ye). Computational Management Science, 2015. Link

  • A Dynamic Learning Algorithm for Online Matching Problems with Concave Returns (with Xiao Chen). European Journal of Operational Research, 2015. Link

  • On Solving Convex Optimization Problems with Linear Ascending Constraints. Optimization Letters, 2015. Link

  • A Dynamic Near-Optimal Algorithm for Online Linear Programming (with Shipra Agrawal and Yinyu Ye). Operations Research, 2014. Link

  • Close the Gaps: A Learning-while-Doing Algorithm for Single-Product Revenue Management Problems (with Shiming Deng and Yinyu Ye). Operations Research, 2014. Link

  • Complexity of Unconstrained L2-Lp Minimization (with Xiaojun Chen, Dongdong Ge and Yinyu Ye). Mathematical Programming, 2014. Link

  • A Note on Appointment Scheduling with Piecewise Linear Cost Functions (with Dongdong Ge, Guohua Wan and Jiawei Zhang). Mathematics of Operations Research, 2014 Link

  • Committed versus Contingent Pricing under Competition (with Ming Hu). Production and Operations Management, 2014. Link

  • A Simple Policy for Multiple Queues with Size-Independent Service Times (with Yuhang Liu). Operations Research Letters, 2013. Link

  • Non-line-of-sight Node Localization Based on Semi-Definite Programming in Wireless Sensor Networks (with Hongyang Chen, Gang Wang, H.-C. So and Vincent Poor). IEEE Transactions on Wireless Communications, 2012. Link

  • A Unified Framework for Dynamic Prediction Market Design (with Shipra Agrawal, Erick Delage, Mark Peters and Yinyu Ye). Operations Research, 2011. Link

  • Further Relaxation of SDP Approach to Sensor Network Localization (with Song Zheng, Stephen Boyd and Yinyu Ye). SIAM Journal on Optimization, 2008. Link

Conference Proceedings

  • Strong NP-Hardness for Sparse Optimization with Concave Penalty Functions (with Yichen Chen, Dongdong Ge, Mengdi Wang, Yinyu Ye and Hao Yin). In ICML 17': Proceedings of the 34th International Conference on Machine Learning, 2017. Link

  • A Unified Framework for Dynamic Pari-mutuel Information Market Design (with Shipra Agrawal, Erick Delage, Mark Peters and Yinyu Ye). In EC 09': Proceedings of the 10th ACM Conference on Electronic Commerce, 2009. Link

  • Pari-mutual Betting on Permutations (with Shipra Agrawal and Yinyu Ye). In WINE 08:Proceedings of the 4th International Workshop on Internet and Network Economics, 2008. Link

  • Real-time Tracking for Sensor Networks via SDP and Gradient Method (with Yichuan Ding). In MELT 08: Proceedings of the First ACM International Workshop on Mobile Entity Localization and Tracking in GPS-less Environments, 2008. Link

Papers under Review

  • Optimal Worst-Case Pricing for a Logit Demand Model with Network Effects (with Chenhao Du and William Cooper), 2017. PDF

  • Information Provision and Revenue Management in the Presence of Consumer Search Costs (with Yan Liu and William Cooper), 2017. Link

  • Assortment Optimization under a Single Transition Model (with Kameng Nip and Zhenbo Wang), 2017. Link

  • We Are On the Way - Analysis of On-Demand Booking System (with Guiyun Feng and Guangwen Kong), 2017. Link

    • This paper wins the Honorable Mention award for the 2017 Best Paper Award in the 10th Conference of Chinese Scholar Association for Management Science and Engineering (CSAMSE)

  • Stochastic Optimization via Comparison (with Xi Chen and Qihang Lin), 2016.

  • Bayesian Dynamic Learning and Pricing with Strategic Customers (with Xi Chen), 2016. Link

  • Home Care Routing and Appointment Scheduling with Stochastic Service Durations (with Yang Zhan and Guohua Wan), 2015. Link

  • Constrained Likelihood for Reconstructing a Directed Acyclic Gaussian Graph (with Yiping Yuan, Xiaotong Shen and Wei Pan), 2015.

  • A Composite Risk Measure Framework for Decision Making under Uncertainty (with Pengyu Qian and Zaiwen Wen), 2015. Link

    • This paper is in the finalist for 2015 INFORMS Undergraduate Operations Research Prize.

  • Secrecy versus Transparency in Sales of Network Goods (with Ming Hu and Yinbo Feng), 2014.Link 


  • Fall 2012, IE 4521 (Statistics, Quality and Reliability)
  • Spring 2013, IE 4521 (Statistics, Quality and Reliability)
  • Fall 2013, IE 5531 (Engineering Optimization)
  • Spring 2014, IE 3521 (Statistics, Quality and Reliability), IE 8773 (Graduate Seminar Series)
  • Fall 2014, IE 5531 (Engineering Optimization), IE 8773 (Graduate Seminar Series)
  • Spring 2015, IE 3521 (Statistics, Quality and Reliability), IE 5080 (Topics in Revenue Management) , IE 8773 (Graduate Seminar Series)
  • Fall 2015, IE 5531 (Engineering Optimization)
  • Fall 2016, IE 5531 (Engineering Optimization)
  • Fall 2017, IE 5531 (Engineering Optimization), IE 3521 (Statistics Quality and Reliability).

Research Funding

Curriculum Vitae

Other Activities

  • I am a bridge player. I played for the USA Team for the 2012 World Junior Championship and a series of other top-level tournaments. For a list of bridge achievements, click here.

  • I also enjoy playing Go and traveling. Here is my traveling album.

  • Here is an FAQ I wrote for those who are interested (or will soon become interested) in Operations Research.