Current Positions

Associate Professor, Industrial and Systems Engineering (ISyE) at University of Minnesota, Twin Cities

Associate Professor, Institute of Data and Decision Analytics (iDDA) at the Chinese University of Hong Kong, Shenzhen.

Co-Founder and CTO, Cardinal Operations (杉数科技), Beijing

 

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, 2011

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
 
  • Constrained Likelihood for Reconstructing a Directed Acyclic Gaussian Graph (with Yiping Yuan, Xiaotong Shen and Wei Pan). Biometrika, 2018.

  • A Composite Risk Measure Framework for Decision Making under Uncertainty (with Pengyu Qian and Zaiwen Wen). Journal of the Operations Research Society of China, 2018. Link

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

  • Optimal Worst-Case Pricing for a Logit Demand Model with Network Effects (with Chenhao Du and William Cooper). Operations Research Letters, 2018. Link

  • 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

  • Assortment Optimization under a Multi-Stage Choice Model (with Yunzong Xu), 2018. Link

  • 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)

  • Comparison-Based Algorithms for One-Dimensional Stochastic Convex Optimization (with Xi Chen and Qihang Lin), 2016. Link

  • 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

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

Teaching

  • 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 the co-founder and CTO of Cardinal Operations (shanshu.ai), which provides Data-to-Decision solutions to companies. Our company now provides service to more than 20 Chinese companies and has been the leading machine learning/AI/optimization companies in China.

  • 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.