Management Science and Engineering



Department of Management Science and Engineering    Associate Professor

Vice Chair


Office:542 Weilun Building

Educational Background

  • 2009 – 2014: Ph.D. in Operations Research, Columbia University.

  • 2005 – 2008: M.S, University of Wisconsin – Madison.

  • 2001 – 2005: B.S., Tsinghua University.


Work Experience

  • School of Economics and Management, Tsinghua University.

    2023 – Present: Associate Professor with Tenure.

    2020 – 2023: Associate Professor.

    2017 – 2020: Assistant Professor.

    2019 – Present: Academic Director of Tsinghua-Columbia Dual Master’s Degree Program in Business Analytics.


Research Areas

Theoretical and computational methodologies in dynamic programing and stochastic control, and their applications in quantitative finance, inventory management, revenue management and sports analytics.

Online learning theory and applications.

Machine learning applications in business data analytics.



Published Papers

  • Learning and Optimization with Seasonal Patterns, with Ningyuan Chen and Longlin Wang.

    Operations Research, Articles in Advance. [Link]

  • Robust Inventory Management: A Cycle-Based Approach, with Yupeng Chen and Garud Iyengar.
    Manufacturing & Service Operations Management, 25(2), 581-594, 2023. [Link]

  • Play Like the Pros? Solving the Game of Darts as a Dynamic Zero-Sum Game, with Martin Haugh.

    Informs Journal on Computing, 34(5), 2540-2551, 2022. [Link]

  • A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure, with Ningyuan Chen and Steven Kou. 

    Management Science, 64(2), 784-803, 2018. [Link]

  • Tax-Aware Dynamic Asset Allocation, with Martin Haugh and Garud Iyengar.

    Operations Research, 64(4), 849-866, 2016. [Link]

  • Dynamic Portfolio Execution and Information Relaxations, with Martin Haugh.
    SIAM J. Financial Math, 5(1), 316-359, 2014. [Link]

Papers Under Review

  • Component Pricing with a Bundle Size Discount, with Ningyuan Chen, Xiaobo Li and Zechao Li. [Link]

  • An Empirical Bayes Approach for Estimating Skill Models for Professional Darts Players, with Martin Haugh. [Link]

Working Papers

  • Distributionally Robust Contextual Optimization with Contaminated Data, with Tianyu Wang.

  • Key-Opinion Leaders Content Positioning at Social e-Commerce Platform, with Anran Li and Shuoguang Yang.

  • A Random-Forest Approach to Preference Estimation, with Yupeng Chen.