Research

My research focuses on the methodology and applications of optimization under uncertainty.

My methodological work advances uncertainty modelling and risk-aware optimization. For instance, in modelling uncertainty, I leverage moment-generating functions to characterize uncertainty under incomplete information. I have also developed systematic approaches for computationally tractable approximations of dynamic risk-aware optimization problems using exponential conic optimization. Compared with existing robust optimization methods, these approaches provide a more precise and flexible framework for modelling uncertainty while reducing both conservativeness and computational burden. More recently, I have contributed to contextual robust optimization by incorporating side information (covariates) into uncertainty modelling and robust optimization, thereby integrating prediction with optimization while mitigating decision-making risk.

I am broadly interested in addressing operational challenges in supply chain management, smart city operations, transportation and logistics, and revenue management. My research aims to support sustainable economic development, reinforce social responsibility, and deliver societal benefits. My published and ongoing projects include smart charging scheduling for electric vehicles, green technology investment under operational considerations, strategic location–inventory decisions in emergency contexts, process flexibility under supply and demand uncertainty, joint pricing and inventory management, operational efficiency for on-demand meal delivery platforms, port efficiency evaluation, and sensor location for route reconstruction.

Working Papers

Analytics for On-Demand Food Delivery: A Hurwicz Satisficing Perspective
Ziao Zhao, Li Chen, Qinghe Sun

  • Finalist in The First INFORMS TSL Data-Driven Research Challenge 2025

Robust Data-Driven CARA Optimization
Li Chen, Arjun Ramachandra, Napat Rujeerapaiboon

Rank-Constrained Mixed-Integer Optimization for Heterogeneous Sensor Location in Route Reconstruction
Chenyi Fu, Li Chen, Zhiyuan Lou

Publications

Process Flexibility: A Distribution-Free Approach to Long Chain Resilience
Li Chen, Mabel C. Chou, Qinghe Sun
Operations Research, 2026

Robust Actionable Prescriptive Analytics
Li Chen, Melvyn Sim, Xun Zhang, Long Zhao, Minglong Zhou
Operations Research, 2026 [code files]

Robust Optimization with Moment-Dispersion Ambiguity
Li Chen, Chenyi Fu, Fan Si, Melvyn Sim, Peng Xiong
Operations Research, 2025 [code files]

Robust CARA Optimization
Li Chen, Melvyn Sim
Operations Research, 2025

An Exponential Cone Programming Approach for Managing Electric Vehicle Charging
Li Chen, Long He, Yangfang Helen Zhou
Operations Research, 2024 [data files]

Mitigating the Financial Risk Behind Emission Cap Compliance: A Case in Maritime Transportation
Qinghe Sun, Li Chen, Mabel Chou, Qiang Meng
Prodution and Operations Management, 2023

Evaluating Port Efficiency Dynamics: A Risk-based Approach
Qinghe Sun, Li Chen, Qiang Meng
Transportation Research Part B: Methodological, 2022