HKU-IDS Scholar
Department of Data and Systems Engineering, HKU
(852) 3917 8255
HW 823-A, Haking Wong Building, HKU
Department of Data and Systems Engineering
Decision-making under uncertainty, Data-driven decision-making, Sequential decision-making
Dr. Wenjie Huang is Research Assistant Professor in Department of Data and Systems Engineering, The University of Hong Kong. He received Ph.D. degree from the Department of Industrial Systems Engineering and Management, National University of Singapore (NUS) in 2019 and B.S. degree in the Department of Industrial Engineering from Shanghai Jiao Tong University, China in 2014. Prior to joining HKU, he held joint postdoc positions at School of Data Science, The Chinese University of Hong Kong, Shenzhen and Group for Research in Decision Analysis (GERAD), Quebec, Canada. His research projects have been supported by NSFC research funds, NRF Singapore and NUS Young Investigator Award.
- Wenjie Huang, Xiaobo Li, Yinuo Lin and Lei Xu, “Efficiency versus accuracy: The optimal level of decentralization in humanitarian operations for sudden-onset disasters”, Available at SSRN 5053496, 2024.
- Wenjie Huang, Erick Delage and Shanshan Wang, “The role of mixed discounting in risk-averse sequential decision-making”, Available at SSRN 5013140, 2024.
- Jian Wu, William B. Haskell, Wenjie Huang and Huifu Xu, “Preference robust optimization with quasi-concave choice functions in multi-attribute decision-making: Characterization and computation”, arXiv preprint arXiv:2008.13309v5, 2024
- Junjie Lei, Wenjie Huang and Zizhuo Wang. “The impact of risk-awareness on assortment planning”, Available at SSRN 4826377, 2024.
- Shijie Pan and Wenjie Huang, “Online non-convex optimization with long-term non-convex constraints”, arXiv preprint arXiv:2311.02426v3, 2024.
Wenjie Huang, Jing Jiang and Xiao Liu. “Online non-convex learning for river pollution source identification”. IISE Transactions, Volume 55, Issue 3, DOI: https://doi.org/10.1080/24725854.2022.2068087, (2022).
Rui Miao, Peng Guo, Wenjie Huang, Qi Li and Bo Zhang. “Profit model for electric vehicle rental service: sensitive analysis and differential pricing strategy” Energy, Volume 249, 123736. DOI: https://doi.org/10.1016/j.energy.2022.123736, (2022).
William B. Haskell, Huifu Xu, and Wenjie Huang. “Preference robust optimization for choice functions on the space of cumulative distribution functions (CDFs).” SIAM Journal on Optimization, Vol. 32, Iss. 2 (2022). DOI: https://doi.org/10.1137/20M1316524, (2022).
Wenjie Huang and William B. Haskell. “Stochastic approximation for risk-aware Markov decision processes.” IEEE Transactions on Automatic Control, Volume 66, Issue 3. DOI: 10.1109/TAC.2020.2989702, (2020).
Wenjie Huang, Pham Viet Hai and William B. Haskell. “Model and reinforcement learning for Markov games with risk preferences.” Proceedings of the AAAI Conference on Artificial Intelligence, 34(02), 2022-2029. DOI: https://doi.org/10.1609/aaai.v34i02.5574, (2020).
My research interests span: Data-driven decision-making, Sequential decision-making (e.g., dynamic programming, reinforcement learning), Optimization (continuous, stochastic and robust), with the applications of those theory in operations management and social good/sustainability problems. I entertain a strong interest for quantitative methodologies that can help manage the risk, uncertainty and ambiguity for engineering and service systems.
- NSFC Young Scientist Fund Project #72201224, “Risk-aware accelerated and variance-reduced reinforcement learning with application in portfolio optimization.”, Expected Jan 2023 – Dec 2025, Principal Investigator.
- HKU-100 Scholars – Research Start-up Funds, Expected 2021 – 2024, Principal Investigator.
- Hong Kong RGC Theme-based Research Scheme, “SynchroHub: cyber-physical internet for synchronizing cross-border logistics hubs in the Greater Bay Area (GBA)”, Expected 2023 – 2027, Co-Principal Investigator.
