Biography

Dr. Wenjie Huang is Research Assistant Professor in Department of Data and Systems Engineering and Musketeers Foundation Institute of Data Science, The University of Hong Kong (HKU), recruited by HKU-100 Global Recruitment Exercise. He received B.S. degree in Industrial Engineering and Management, with minor in Economics, from Shanghai Jiao Tong University in 2014, and then Ph.D. degree in Industrial Systems Engineering and Management, from National University of Singapore (NUS) in 2019, supervised by William B. Haskell. 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), Montréal, Québec, Canada, supervised by Erick Delage and Zizhuo Wang. His research projects are supported by Hong Kong RGC funds, NSFC research funds, NRF Singapore and NUS Young Investigator Award.

Personal website: https://sites.google.com/view/huangwenjie

https://datascience.hku.hk/ 

Research Topics

• Decision-Making under Uncertainty
• Data-driven Decision-Making
• Sequential Decision-Making

Selected Preprints

1. 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.
2. Wenjie Huang, Erick Delage and Shanshan Wang, “The role of mixed discounting in risk-averse sequential decision-making”, Available at SSRN 5013140, 2024.
3. 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
4. Junjie Lei, Wenjie Huang and Zizhuo Wang. “The impact of risk-awareness on assortment planning”, Available at SSRN 4826377, 2024.
5. Shijie Pan and Wenjie Huang, “Online non-convex optimization with long-term non-convex constraints”, arXiv preprint arXiv:2311.02426v3, 2024.

Selected Publications

1. Wenjie Huang, Jing Jiang and Xiao Liu, “Online non-convex learning for river pollution source identification”, IISE Transactions, 2023.
2. William B. Haskell, Huifu Xu and Wenjie Huang, “Preference robust optimization for choice functions on the space of CDFs”, SIAM Journal on Optimization, 2022. 
3. Wenjie Huang, Pham Viet Hai and William B. Haskell, “Model and reinforcement learning for Markov games with risk preferences”, AAAI Conference on Artificial Intelligence (AAAI), 2020.
4. Wenjie Huang and William B. Haskell, “Stochastic approximation for risk-aware Markov decision processes”, IEEE Transactions on Automatic Control, 2020.
5. Wenjie Huang, “Data-driven satisficing measure and ranking”, Journal of the Operational Research Society, 2019.