Publications

(Authors indicated with * are graduate students.)

Preprints

  1. Qing Zhu*, Xian Yu, Guzin Bayraksan, “Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty,” under review, 2024. [arXiv (PDF)]

  2. Minheng Xiao*, Xian Yu, Lei Ying, “Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence,” under review, 2024. [arXiv (PDF)]

  3. Xian Yu, Beste Basciftci, “Distributionally Robust Optimization with Multimodal Decision-Dependent Ambiguity Sets,” under review, 2024. [arXiv (PDF)]

  4. Xian Yu, Siqian Shen, “On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning,” under review, 2024. [arXiv (PDF)]

Publications

  1. Xian Yu, Lei Ying, “On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures,” 40th International Conference on Machine Learning (ICML 2023), Honolulu, Hawaii, 2023. [link][arXiv (PDF)]

  2. Xinyu Fei, Xingmin Wang, Xian Yu, Yiheng Feng, Henry Liu, Siqian Shen, Yafeng Yin, “Optimization and Decentralized Algorithms for Traffic Signal Control under Uncertain Travel Demand and Vehicle Turning Ratio,” to appear in European Journal of Operational Research, 2023. [link]

  3. Xian Yu, Siqian Shen, Babak Badri-Koohi, Haitham Seada, ”Time Window Optimization for Attended Home Service Routing and Scheduling under Uncertainty,” Computers and Operations Research, volume 150, 2023. [link]

  4. Beste Basciftci, Xian Yu, Siqian Shen, “Resource Distribution Under Spatiotemporal Uncertainty of Disease Spread: Stochastic versus Robust Approaches,” Computers and Operations Research, volume 149, 2023. [link][arXiv (PDF)]

  5. Xian Yu, Siqian Shen, “Risk-Averse Reinforcement Learning via Dynamic Time-Consistent Risk Measures”, in the Proceedings of the 61st IEEE Conference on Decision and Control (CDC 2022), Cancun, Mexico, December 2022. [link][arXiv (PDF)]

  6. Gongyu Chen, Xinyu Fei, Huiwen Jia, Xian Yu, Siqian Shen, “The University of Michigan Implements a Hub-and-Spoke Design to Accommodate Social Distancing in the Campus Bus System under COVID Restrictions,” INFORMS Journal on Applied Analytics, 52(6), 539-552, 2022. [link][arXiv (PDF)]

  7. Xian Yu, Siqian Shen, “Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Moment-Based Ambiguity Sets,” Mathematical Programming, volume 196, 1025-1064, 2022. [link]

    • IOE Murty Prize for the Best Research Paper on Optimization, 2021

  8. Xian Yu, Siqian Shen, Huizhu Wang, “Integrated Vehicle Routing and Service Scheduling under Time and Cancellation Uncertainties with Application in Non-Emergency Medical Transportation,” Service Science, 13(3), 172-191, 2021. [link]

  9. Xian Yu, Siqian Shen, “An integrated decomposition and Approximate Dynamic Programming approach for on-demand ride pooling,” IEEE Transactions on Intelligent Transportation Systems, 21(9), 3811-3820, 2020. [link]