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Zhi Chen

Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong

Assistant Professor

Room 952, 9/F, Cheng Yu Tong Building

The Chinese University of Hong Kong, Shatin.

Hong Kong

Hong Kong

  • Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong

SCHOLARLY PAPERS

18

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6,167

TOTAL CITATIONS
Rank 34,228

SSRN RANKINGS

Top 34,228

in Total Papers Citations

44

Scholarly Papers (18)

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1.

Screening with Limited Information: A Dual Perspective

Number of pages: 58 Posted: 29 Dec 2021 Last Revised: 14 Nov 2023
Zhi Chen, Zhenyu Hu and Ruiqin Wang
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, National University of Singapore (NUS) and National University of Singapore (NUS) - Institute of Operations Research and Analytics
Downloads 1,085 (51,102)
Citation 12

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robust mechanism design, moment condition, mean-preserving contraction/spread, Wasserstein metric

2.

Budget-Driven Multi-Period Hub Location: A Robust Time Series Approach

Operations Research, volume 73, issue 2, 2025[10.1287/opre.2022.0319]
Number of pages: 72 Posted: 28 Sep 2022 Last Revised: 10 Apr 2026
Jie Hu, Zhi Chen and Shuming Wang
Beijing Jiaotong University, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong and School of Economics and Management, University of Chinese Academy of Sciences
Downloads 1,032 (55,758)
Citation 8

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hub location, financial budget, time series, robust optimization, Wasserstein distance.

3.

Data-Driven Uncertainty Sets

Number of pages: 51 Posted: 12 Jul 2024 Last Revised: 30 May 2026
Zhiyuan Lou, Zhi Chen, Melvyn Sim, Jingui Xie and Peng Xiong
TUM School of Management,Technical University of Munich, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, National University of Singapore (NUS) - NUS Business School, Technische Universität München (TUM) - TUM School of Management and National University of Singapore (NUS)
Downloads 754 (91,380)

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robust optimization, uncertainty set, minimum-volume principle, side information

4.

Regret in the Newsvendor Model with Demand and Yield Randomness

Number of pages: 58 Posted: 14 May 2020 Last Revised: 24 Jun 2021
Zhi Chen and Weijun Xie
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong and Georgia Institute of Technology
Downloads 528 (131,513)
Citation 7

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Demand Randomness, Yield Randomness, Minimax Regret, Hurwicz Criterion, Type-Infinity Wasserstein Distance, Data-Driven Decision Making Under Uncertainty

5.

Streamlining Robustness

Number of pages: 47 Posted: 10 Oct 2023 Last Revised: 11 Feb 2026
Zhi Chen, Chun Cheng, Jerry Chua, Melvyn Sim and Peng Xiong
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, Dalian University of Technology, National University of Singapore (NUS) - Institute of Operations Research and Analytics, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS)
Downloads 496 (154,619)

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robust optimization, robust satisficing, dynamic decision-making, conic optimization

6.

Globalized Distributionally Robust Counterpart

Number of pages: 50 Posted: 28 Sep 2022 Last Revised: 23 Oct 2023
Feng Liu, Zhi Chen and Shuming Wang
School of Economics and Management, University of Chinese Academy of Sciences, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong and School of Economics and Management, University of Chinese Academy of Sciences
Downloads 390 (194,151)
Citation 10

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Robust and distributionally robust optimization; robust satisficing; globalized robustness

7.

Mitigating Supply Risk with Limited Information: Emergency Supply and Responsive Pricing

Number of pages: 51 Posted: 02 Feb 2022 Last Revised: 13 Aug 2022
Guomin Xing, Zhi Chen, Yuanguang Zhong and Yong-Wu Zhou
South China University of Technology, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, South China University of Technology and South China University of Technology
Downloads 360 (211,040)

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supply risk, emergency supply, responsive pricing, ambiguity aversion, distribution-free analytics.

8.

Range Value-at-Risk under Distributional Ambiguity: Tight Bounds with Support Information

Number of pages: 31 Posted: 16 Nov 2023
Zhi Chen, Zhenyu Hu, Guangwu Liu and Ruiqin Wang
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, National University of Singapore (NUS), City University of Hong Kong (CityU) and National University of Singapore (NUS) - Institute of Operations Research and Analytics
Downloads 358 (214,362)

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distributionally robust optimization, range value-at-risk, moment conditions, Wasserstein distance.

9.

Allocation Inequality in Cost Sharing Problem

Journal of Mathematical Economics, 91, 111-120
Number of pages: 24 Posted: 06 Nov 2017 Last Revised: 06 Nov 2021
Zhi Chen, Zhenyu Hu and Qinshen Tang
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, National University of Singapore (NUS) and Nanyang Business School, Nanyang Technological University
Downloads 324 (233,602)
Citation 1

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cost sharing problem, average cost pricing, Shapley value, majorization, cooperative game

10.

Sharing the Value-at-Risk Under Distributional Ambiguity

Number of pages: 29 Posted: 17 Jun 2019 Last Revised: 02 Dec 2020
Zhi Chen and Weijun Xie
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong and Georgia Institute of Technology
Downloads 300 (255,791)
Citation 6

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Risk sharing, value-at-risk, conditional value-at-risk, distributionally robust optimization

11.

Managing Inventory and Pricing with Contextual Robust Optimization

Number of pages: 86 Posted: 21 May 2026 Last Revised: 27 May 2026
Xun Zhang, Qinshen Tang, Zhi Chen and Li Chen
University of Science and Technology of China (USTC), Nanyang Business School, Nanyang Technological University, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong and University of Sydney Business School
Downloads 109 (1,249,711)

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Inventory And Pricing, Multiple Products, Robust Optimization, Decision-Dependent Prediction, Prescriptive Analytics

12.

Robustly Optimizing and Satisficing Essential Goods Preparedness

Number of pages: 48 Posted: 03 Oct 2025
Weijian Zhang, Feng Liu, Zhi Chen, Shouyang Wang and Shuming Wang
Beijing Jiaotong University - School of Economics and Management, School of Economics and Management, University of Chinese Academy of Sciences, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences and School of Economics and Management, University of Chinese Academy of Sciences
Downloads 108 (720,278)

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13.

Inventory Planning under Demand and Yield Uncertainties: A Doubly Linear Decision Rule Approach

Number of pages: 33 Posted: 29 Jan 2026
Ling Dai, Haolin Ruan, Zhi Chen, Bisheng Du and Chin Pang Ho
City University of Hong Kong (CityU) - School of Data Science, City University of Hong Kong, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, School of Business, Ningbo University and City University of Hong Kong (CityU)
Downloads 101 (816,709)

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inventory management, demand uncertainty, yield uncertainty, distributionally robust optimization, decision rule

14.

Ranking under Distributional Ambiguity: A Robust Optimization Approach

Number of pages: 48 Posted: 18 Nov 2025 Last Revised: 03 Apr 2026
Zhen Wang, Hao Qiu and Zhi Chen
Shanghai University of Finance and Economics - School of Information Management and Engineering, Hong Kong University of Science & Technology (HKUST) and Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong
Downloads 98 (803,225)

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stochastic dominance, preference uncertainty, robust ranking, correlation, portfolio

15.

The Blessing of Strategic Customers in Personalized Pricing

Number of pages: 24 Posted: 16 Sep 2024
Zhi Chen, Bradley Sturt and Weijun Xie
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, University of Illinois at Chicago - Department of Information and Decision Sciences and Georgia Institute of Technology
Downloads 70 (891,180)

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sample average approximation, stochastic programming, data-driven pricing

16.

Procurement with Options under Minimax Regret

Number of pages: 48 Posted: 08 May 2026 Last Revised: 09 May 2026
Jie Hu, Zhi Chen and Shuming Wang
Beijing Jiaotong University, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong and School of Economics and Management, University of Chinese Academy of Sciences
Downloads 37 (1,459,862)

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procurement, option contracts, minimax regret, optimality condition, robust optimization

17.

Newsvendor under Ambiguity and Misspecification

To appear in Manufacturing & Service Operations Management
Number of pages: 49 Posted: 29 Apr 2026 Last Revised: 30 Apr 2026
Feng Liu, Zhi Chen, Ruodu Wang and Shuming Wang
School of Economics and Management, University of Chinese Academy of Sciences, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, University of Waterloo - Department of Statistics and Actuarial Science and School of Economics and Management, University of Chinese Academy of Sciences
Downloads 14 (1,534,404)

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newsvendor, model misspecification, moment condition, optimal transport, performance guarantee

18.

From Supremum to Maximum: Attainability in Generalized Chebyshev Problems

Number of pages: 25 Posted: 24 Jul 2026
Jin Wang, Hongqiao Chen, Zhi Chen, Zhen Wang and Lianmin Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Nanjing University - School of Management and Engineering, Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, Shanghai University of Finance and Economics - School of Information Management and Engineering and The Chinese University of Hong Kong, Shenzhen - Shenzhen Research Institute of Big Data
Downloads 3

Abstract:

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Probability Inequality, General Moment Problem, Distributionally Robust Optimization