Publications

(Authors indicated with * are graduate students supervised.)

Preprints

  1. Qing Zhu*, Xian Yu, Yu-Li Huang, “Distributionally Robust Optimization for Chemotherapy Scheduling under Asymmetric and Multi-Modal Uncertainty”. [arXiv (PDF)]

  2. Ningji Wei, Xian Yu, Peter Zhang, “Redefining Coherent Risk Measures: From Gauge Optimization to Regularization”. [arXiv (PDF)]

  3. Huangrong Sun*, Xian Yu, Guzin Bayraksan, “Contextual Stochastic Optimization for Determining Electric Vehicle Charging Station Locations with Decision-Dependent Demand Learning”. [SSRN (PDF)]

  4. Jiuhui Han, Ming Hu, Xian Yu, “Capacitated Spatial Newsvendor”. [SSRN (PDF)]

  5. Xian Yu, Lei Ying, “On the Global Convergence of Risk-Averse Policy Gradient Methods with Expected Conditional Risk Measures” (Journal Version). [arXiv (PDF)]

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

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

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

Publications

  1. Minheng Xiao*, Xian Yu, “Reward Redistribution via Gaussian Process Likelihood Estimation,” The 40th Annual AAAI Conference on Artificial Intelligence (AAAI 2026), Singapore, 2026. [arXiv (PDF)][GitHub (Code)]

  2. Xian Yu, Siqian Shen, “On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning,” INFORMS Journal on Computing, 37(5), 1143-1162, 2024. [link][arXiv (PDF)][GitHub (Code)]

    • Featured article in the September-October 2025 issue of IJOC.

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

  4. 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]

  5. 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]

  6. 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)]

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

  8. 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)]

  9. 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]

    • Dupačová-Prékopa Best Student Paper Prize in Stochastic Programming, Honorable Mention, 2025.
    • Katta Murty Prize for the Best Research Paper on Optimization, 2021.

  10. 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]

  11. 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]