HKU-IDS Scholar
Department of Industrial and Manufacturing Systems Engineering, HKU
HW-815, Haking Wong Building, HKU
Department of Industrial and Manufacturing Systems Engineering
Decision-making under uncertainty, Data-driven decision-making, Sequential decision-making
Dr. Wenjie Huang is Research Assistant Professor in Department of Industrial and Manufacturing 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.
- Practical preference elicitation for sequential decision-making
- Risk-aware and robust operations/revenue management
- Intelligent uncertainty control in reinforcement learning
- Wenjie Huang, Yaping Zhao, Endong Xu and Xiaoyun Xu. “Pricing and green promotion decisions in a retailer’s dual channel supply chain with multiple manufacturers.” Cleaner Logistics and Supply Chain, Volume 6, March 2023, 100092. DOI: https://doi.org/10.1016/j.clscn.2023.100092, (2023).
- 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 Xun Zhang. “Randomized smoothing variance reduction method for large-scale non-smooth convex optimization.” Operations Research Forum, Vol. 2 Iss. 2. DOI: 10.1007/s43069-021-00059-y, (2021).
- 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, (2021).
- Rui Miao, Qi Li, Wenjie Huang, Peng Guo, Leiyu Mi, Zhiqi Zhang, Jie Zhang and Zhibin Jiang. “Profit optimization for mileage-based pricing of electric vehicle lease.” IEEE Transactions on Engineering Management, Vol. 69, No. 4, pp. 951-962. DOI: 10.1109/TEM.2020.2966649, (2020).
His research focuses on the quantitative methodologies of decision-making under uncertainty, data-driven decision-making and sequential decision-making, with operations management and social good applications.
- 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, “Inverse Reinforcement Learning with Robust Risk Preference: Applications in Ride-Sharing Systems and Medical Treatment.” 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 2022 – 2023, Co-Principle Investigator.
- NSFC Research Fund (General Program) Project #72171156, “Target based distributionally robust optimization with application to inventory routing problem”, Expected Jan 2022 – Dec 2025, Participant.
- NSFC Research Fund (General Program) Project #12171408, “Drawdown risk valuation, hedging and related portfolio selection problems”, Expected Jan 2022 – Dec 2025, Participant.
- NSFC Research Fund (Original Exploratory Program) Project #72150002. “Online learning and optimization algorithms under data-scare and non-stationary model scenarios”, Expected Jan 2021 – Dec 2023, Participant.
Ms. Xinye Qu (PhD student)