• 2023–今，清华大学，经济管理学院，管理科学与工程系，长聘副教授

• 2020–2023，清华大学，经济管理学院，管理科学与工程系，副教授

• 2017–2020，清华大学，经济管理学院，管理科学与工程系，助理教授

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• 运营管理中的随机控制理论与动态规划方法，以及其在库存管理、收益管理、金融工程、体育分析中的应用

• 强化学习问题的算法设计与分析

• 机器学习方法在商务数据分析与金融科技中的应用

发表论文

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

  Operations Research, Articles in Advance. [Link]

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

  Journal of Quantitative Analysis in Sports, 20(4), 385-404, 2024. [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]

工作论文

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

• 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.