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 Department of Management at the Imperial College Business School.
My primary research interests include (1) decision-making under uncertainty with different levels of data availability and its applications in decision analysis, operations management, and engineering; (2) cooperative game theory for joint activities and its applications in production economics, resource pooling, 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).
"A Python Algebraic Modeling Package for Robust Optimization",
Strategic Research Grant - City University of Hong Kong ,
, Zhi Chen
"The Hurwicz Criterion for Data-Driven Decision-Making under Uncertainty",
Early Career Scheme - Hong Kong Research Grants Council ,
, Zhi Chen
"Risk Sharing under Distributional Ambiguity: Stability, Inequality, and Monotonicity",
Start-Up Grant - City University of Hong Kong ,
, Zhi Chen
|Journal Publications and Reviews
- Chen, Zhi; Xie, Weijun / Regret in the Newsvendor Model with Demand and Yield Randomness. June 2021; In: Production and Operations Management.
- 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