Dr. CHEN Zhi 陈植博士 Department of Management Sciences
Assistant Professor

Address
7-270, Lau Ming Wai Academic Building, City University of Hong Kong

Phone
+852 34428041

Fax
+852 34420189

Email
zchen96@cityu.edu.hk

Personal Web
https://sites.google.com/view/z-chen
SSRN Web
http://papers.ssrn.com/author=2734062



Research Areas Data-Driven Decision-Making
Decision-Making under Uncertainty
Cooperative Game Theory
Risk Management


Qualifications PhD - Management (National University of Singapore)
BE - Automotive Engineering (Tsinghua University)


Biography


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 analyticsunder uncertainty and I have been actively working on the project "Robust Stochastic Optimization Made Easy (RSOME)" (MATLAB, Python).




Research Grants PI: "A Python Algebraic Modeling Package for Robust Optimization
The Hurwicz Criterion for Data-Driven Decision-Making under Uncertainty
Risk Sharing under Distributional Ambiguity: Stability, Inequality, and Monotonicity", Start-Up Grant - City University of Hong Kong, Amount: 300,000 (2019-2022), Zhi Chen



Publications Journal Publications and Reviews 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



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