Chen, Zhi（陳植）

Biography

Prof. Zhi Chen is an Assistant Professor in the Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong. He obtained his PhD from NUS Business School, National University of Singapore and his BE from Tsinghua University, China.

His primary research involves developing models and designing algorithms for analytics under uncertainty with different levels of data availability as well as applications in business, economics, finance, and operations. He is also interested in how to compete or cooperate in joint activities such as resource allocation and risk management. His works appear in journals such as INFORMS Journal on Computing, Management Science, Operations Research, Production and Operations Management, Mathematical Finance, Transportation Science, and TRB.

Teaching Areas

Business Analytics
Data Mining & Machine Learning
Operations & Supply Chain Management
Risk Management

Research Interests

Analytics under Uncertainty
Data-Driven Analytics
Risk Management
Robust Optimisation

• Publications & Working Papers
  • Yue Zhao, Zhi Chen, and Zhenzhen Zhang (2023), “Distributionally Robust Chance Constrained p-Hub Center Problem,” INFORMS Journal on Computing, forthcoming.
  • Yuanguang Zhong, Yibo Lan, Zhi Chen, and Jiazi Yang (2023), “On-Demand Ride-Hailing Platforms with Heterogeneous Quality-Sensitive Customers: Dedicated System or Pooling System,” Transportation Research Part B: Methodological, 173, 247-266.
  • Feng Liu, Zhi Chen, and Shuming Wang (2023), “Globalized Distributionally Robust Counterpart,” INFORMS Journal on Computing, forthcoming.
  • Zhi Chen, Daniel Kuhn, and Wolfram Wiesemann (2023), “On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls,” Operations Research Letters, 51(3), 226-233.
  • Haolin Ruan, Zhi Chen, and Chin Pang Ho (2022), “Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets,” INFORMS Journal on Computing, forthcoming.
  • Zhi Chen and Peng Xiong (2022), “RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy,” INFORMS Journal on Computing, forthcoming.
  • Guomin Xing, Zhi Chen, Yuanguang Zhong, and Yong-Wu Zhou (2022), “Mitigating Supply Risk with Limited Information: Emergency Supply and Responsive Pricing,” Production and Operations Management, forthcoming.
  • Zhi Chen, Daniel Kuhn, and Wolfram Wiesemann (2022), “Data-Driven Chance Constrained Programs over Wasserstein Balls,” Operations Research, forthcoming.
  • Yue Zhao, Zhi Chen, Andrew Lim, and Zhenzhen Zhang (2022), “Vessel Deployment with Limited Information: Distributionally Robust Chance Constrained Models,” Transportation Research Part B: Methodological, 161, 197-217.
  • Zhi Chen and Weijun Xie (2021), “Regret in the Newsvendor Model with Demand and Yield Randomness,” Production and Operations Management, 30(11), 4176-4197.
  • Zhi Chen and Weijun Xie (2021), “Sharing the Value-at-Risk under Distributional Ambiguity,” Mathematical Finance, 31(1), 531-559.
  • Zhi Chen, Zhenyu Hu, and Qinshen Tang (2020), “Allocation Inequality in Cost Sharing Problem,” Journal of Mathematical Economics, 91, 111-120.
  • Zhi Chen, Melvyn Sim, and Peng Xiong (2020), “Robust Stochastic Optimization Made Easy with RSOME,” Management Science, 66(8), 3329-3339.
  • Shuming Wang, Zhi Chen, and Tianqi Liu (2020), “Distributionally Robust Hub Location,” Transportation Science, 54(5), 1189-1210.
  • Zhi Chen, Pengqian Yu, and William Haskell (2019), “Distributionally Robust Optimization for Sequential Decision-Making,” Optimization, 68(12), 2393-2422.
  • Zhi Chen, Melvyn Sim, and Huan Xu (2019), “Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets,” Operations Research, 67(5), 1328-1344.

• Grants
  • “A Distribution-Free Model of Time Series”, General Research Fund awarded by Hong Kong Research Grants Council with HK$414,059, 2024-2025 (Principal Investigator)
  • CUHK “Improvement on Competitiveness in Hiring New Faculties” Funding Scheme awarded by The Chinese University of Hong Kong with HK$1,500,000 (Principal Investigator)
  • “Robust Mechanism Design with Limited Information”, General Research Fund awarded by Hong Kong Research Grants Council with HK$925,120, 2023-2025 (Principal Investigator)
  • “Financial Systemic Risk Measures based on Monte Carlo Simulation: Theory and Methods”, NSFC/RGC Joint Research Scheme awarded by National Natural Science Foundation of China & Hong Kong Research Grants Council, 2022-2025 (Co-Investigator)
  • “A Python Algebraic Modeling Package for Robust Optimization”, Strategic Research Grant awarded by City University of Hong Kong with HK$100,000, 2021-2023 (Principal Investigator)
  • “The Hurwicz Criterion for Data-Driven Decision-Making under Uncertainty”, Early Career Scheme awarded by Hong Kong Research Grants Council, HK$628,950, 2020-2023 (Principal Investigator)
  • “Risk Sharing under Distributional Ambiguity: Stability, Inequality, and Monotonicity”, Start-Up Grant awarded by City University of Hong Kong, with HK$300,000, 2019-2022 (Principal Investigator)

• Awards & Honours
  • College Research Excellence Award, College of Business, City University of Hong Kong, 2022
  • Finalist, George E. Nicholson Student Paper Competition, INFORMS, 2017

• Academic/Professional Services
  • Reviewer for INFORMS Journal on Computing, Management Science, Manufacturing & Service Operations Management, Operations Research, Production and Operations Management, Mathematics of Operations Research, Mathematical Programmin, Naval Research Logistics, Operations Research Letters, SIAM Journal on Optimization, TRB, TRE, Transportation Science, ICLR, ICML, and NeurIPS.