CHEN, Yilun (on leave)

Assistant Professor

Education Background

Ph.D. in Operations Research, Cornell University, 2021

B.S. in Mathematics, Peking University, 2014

Research Field
Applied Probability, Sequential Decision-Making, Stochastic Control, Optimal Stopping and Option Pricing, Multi-armed Bandits, Inventory Control
Biography

Professor Yilun Chen is an Assistant Professor of Chinese University of Hong Kong, Shenzhen. Professor Chen received the bachelor’s degree in mathematics from Peking University in 2014. He is currently a PhD candidate at Cornell University studying Operations Research. Prior to that, he was a Ph.D. candidate in Georgia Institute of Technology.

Professor Chen's research focus areas are Applied Probability, Sequential Decision-Making, Stochastic Control, Optimal Stopping and Option Pricing, Multi-armed Bandits, Inventory Control. He was the winner of the 2019 INFORMS Nicholson Best Student Essay Competition.

Academic Publications
  1. Yilun Chen, David Goldberg. 2018. Beating the Curse of Dimensionality in Optimal Stopping, Mathematics of Operations Research