Dr. CHEN Zhi
Assistant Professor
PhD - Management (National University of Singapore)
BE - Automotive Engineering (Tsinghua University)
+852 34428041
+852 34420189

Research Areas

Robust Optimization
Analytics under Uncertainty
Data-Driven Analytics
Cooperative Game Theory
Risk Management


I am an Assistant Professor in the Department of Management Sciences, College of Business, City University of Hong Kong. I obtained a Bachelor of Engineering degree from Tsinghua University and a Ph.D. degree in Management from the National University of Singapore. I was a postdoctoral research associate in the Area of Analytics & Operations at the Imperial College Business School.


My primary research involves developing models and designing algorithms for analytics under uncertainty with different levels of data availability as well as applications in business, economics, finance, and operations. I am also interested in how to compete or cooperate in joint activities such as resource allocation and risk management.


I am keen on developing packages for analytics under uncertainty and I have been actively working on the project "Robust Stochastic Optimization Made Easy (RSOME)" (MATLAB, Python).


Research Grants

PI: "Robust Mechanism Design with Limited Information", General Research Fund - Hong Kong Research Grants Council, Amount: HKD 925,120 (2022-2025), Zhi Chen, Zhenyu Hu, Ruiqin Wang
PI: "A Python Algebraic Modeling Package for Robust Optimization", Strategic Research Grant - City University of Hong Kong, Amount: 100,000 (2021-2023), Zhi Chen
PI: "The Hurwicz Criterion for Data-Driven Decision-Making under Uncertainty", Early Career Scheme - Hong Kong Research Grants Council, Amount: 628,950 (2020-2023), Zhi Chen
PI: "Risk Sharing under Distributional Ambiguity: Stability, Inequality, and Monotonicity", Start-Up Grant - City University of Hong Kong, Amount: 300,000 (2019-2022), Zhi Chen


Xing, Guomin; Chen, Zhi; Zhong, Yuanguang; Zhou, Yong-Wu / Mitigating Supply Risk with Limited Information: Emergency Supply and Responsive Pricing. August 2022; In: Production and Operations Management.
Chen, Zhi; Kuhn, Daniel; Wiesemann, Wolfram / Data-Driven Chance Constrained Programs over Wasserstein Balls. July 2022; In: Operations Research.
Zhao, Yue; Chen, Zhi; Lim, Andrew; Zhang, Zhenzhen / Vessel Deployment with Limited Information: Distributionally Robust Chance Constrained Models. July 2022; In: Transportation Research Part B: Methodological. Vol. 161, pp. 197-217
Chen, Zhi; Xie, Weijun / Regret in the Newsvendor Model with Demand and Yield Randomness. November 2021; In: Production and Operations Management. Vol. 30, No. 11, pp. 4176-4197
Chen, Zhi; Xie, Weijun / Sharing the Value-at-Risk under Distributional Ambiguity. January 2021; In: Mathematical Finance. Vol. 31, No. 1, pp. 531-559
Chen, Zhi; Hu, Zhenyu; Tang, Qinshen / Allocation Inequality in Cost Sharing Problem. December 2020; In: Journal of Mathematical Economics. Vol. 91, pp. 111-120
Wang, Shuming; Chen, Zhi; Liu, Tianqi / Distributionally Robust Hub Location. September 2020; In: Transportation Science. Vol. 54, No. 5, pp. 1189-1210
Chen, Zhi; Sim, Melvyn; Xiong, Peng / Robust Stochastic Optimization Made Easy with RSOME. August 2020; In: Management Science. Vol. 66, No. 8, pp. 3329-3339
Chen, Zhi; Yu, Pengqian; Haskell, William B. / Distributionally Robust Optimization for Sequential Decision-Making. December 2019; In: Optimization. Vol. 68, No. 12, pp. 2397–2426
Chen, Zhi; Sim, Melvyn ; Xu, Huan / Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets. September 2019; In: Operations Research. Vol. 67, No. 5, pp. 1328-1344
Chen, Zhi; Hu, Zhenyu; Wang, Ruiqin / Screening with Limited Information: The Minimax Theorem and A Geometric Approach. December 2021; Web and Internet Economics: 17th International Conference, WINE 2021. pp. 549