Wenjie HUANG

黃文傑 · Assistant Professor (Research)

Department of Data and Systems Engineering (DASE)
Member, Musketeers Foundation Institute of Data Science (IDS)

The University of Hong Kong (HKU)

Invited Talks and Seminars

"Mixed discounting", "The role of mixed discounting in risk-averse sequential decision-making", "Preference elicitation and optimization", "The role of discounting and compounding in infinite-horizon cash flow risk management", "Discounting is not enough? The impact of compounding in sequential decision-making", "Risk preference and time preference elicitation in decision-making"

"Robust data-driven quasiconcave optimization", "Robust data-driven quasiconcave optimization for resource allocation", "On efficient computation of the quasi-concave envelope"

"DRL-ORA: Distributional reinforcement learning with online epistemic risk adaptation"

"Learning nearly-hindsight benchmarks in online non-convex constrained optimization", "Online non-convex learning with long-term non-convex constraints"

"Tackling uncertainties and ambiguities of choice in assortment planning", "The impact of risk-awareness on assortment planning", "Robust assortment optimization with ambiguous dissimilarity factors"

"Data-and-structure driven reactive lateral transshipment policy for multi-retailer system", "Data-driven optimal lateral transshipment policy for multi-retailer system"

"AI+OR: Three Examples in Bridging Theory and OM Applications", "Data-driven inventory management for new products: An adjusted Dyna-Q approach with transfer learning"

"Fast convergent risk-aware reinforcement learning", "Risk-aware and variance-reduced reinforcement learning with application in portfolio optimization"

"Preference robust optimization: characterization and numerical methods", "Preference elicitation and robust optimization with multi-attribute quasi-concave choice functions", "A unifying framework for multi-attribute decision-making under preference ambiguity"

"Efficiency versus accuracy: The optimal level of decentralization in humanitarian operations for sudden-onset disasters"

"Introduction to Data Science", "Scalability and robustness in data-driven decision-making"

"Model-free and risk-aware sequential decision-making", "Stochastic approximation for risk-aware Markov decision processes", "Risk-aware Q-learning for Markov decision processes", "Two online algorithms for risk-aware Markov decision processes", "On solving risk-aware Markov decision processes", "Model and reinforcement learning for Markov games with risk preferences", "Online learning for stochastic game with risk preferences"

"Randomized smoothing SVRG for large scale non-smooth convex optimization"

"Data-driven risk measure and ranking"

"A GIS-based resilience design for water supply systems"