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HKU-IDS Scholar

Dr Wenjie HUANG
Research Assistant Professor
HKU Musketeers Foundation Institute of Data Science and
Department of Industrial and Manufacturing Systems Engineering, HKU  (852) 3917 8255
HW-815, Haking Wong Building, HKU
Department of Industrial and Manufacturing Systems Engineering
Key expertise

Decision-making under uncertainty, Data-driven decision-making, Sequential decision-making

About me

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.

Current Research Projects
  1. Practical preference elicitation for sequential decision-making
  2. Risk-aware and robust operations/revenue management
  3. Intelligent uncertainty control in reinforcement learning
Selected Publications
Research Interests

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.
Rpg students
Mr. Junjie Lei (PhD student)
Ms. Xinye Qu (PhD student)