Jiameng Lyu

I am a third-year PhD student majoring in Applied Mathematics at Yau Mathematical Sciences Center and Department of Mathematical Sciences at Tsinghua University, and I am fortunate to be advised by Prof. Yuan Zhou. Prior to Tsinghua, I received my B.S. in Statistics from University of Science and Technology of China with the highest honor (Guo Moruo Scholarship, top 1%) in July 2021.

My research interests center around data-driven decision-making including online learning, online optimization, and statistical machine learning, with a particular emphasis on the applications to inventory and revenue management.

Here is my CV. Feel free to contact me through Email (lvjm21@mails.tsinghua.edu.cn).

News

  • I will visit Gatech from Jul. 2024 to Jan. 2025, where I am fortunate to be advised by Prof. Xin Chen.


    • Publications and Preprints

    Publication:

    (* denotes alphabetical authorship, ** denotes equal contribution.)

  • Xi Chen*, Jiameng Lyu*, Yining Wang*, Yuan Zhou*. Network Revenue Management with Demand Learning and Fair Resource-Consumption Balancing. Accept to Production and Operations Management. [journal link]

  • Qi Qi**, Jiameng Lyu**, Kung-Sik Chan, Er-Wei Bai, Tianbao Yang. Stochastic Constrained DRO with a Complexity Independent of Sample Size. Transactions on Machine Learning Research, 2023. [journal link]

    Paper Under Revision or Review:

  • Jiameng Lyu*, Jinxing Xie*, Shilin Yuan*, Yuan Zhou*. A Minibatch-SGD-Based Learning Meta-Policy for Inventory Systems with Myopic Optimal Policy. Under major revision at Management Science.

  • Xi Chen*, Jiameng Lyu*, Xuan Zhang*, Yuan Zhou*. Fairness-aware Online Price Discrimination with Nonparametric Demand Models. Under major revision at Operations Research.

  • Xin Chen*, Jiameng Lyu*, Shilin Yuan*, Yuan Zhou*. Learning in Lost-Sales Inventory Systems with Stochastic Lead Times and Random Supplies. Submitted.

  • Shilin Yuan, Jiameng Lyu, Jinxing Xie, Yuan Zhou. Asymptotic Optimality of Base-Stock Policies for Lost-Sales Inventory Systems with Stochastic Lead Times. Submitted.


    • Teaching Experiences

    At Tsinghua University:

    At University of Science and Technology of China:


    Selected Awards

  • National Scholarship (Top 1%) Oct. 2023
  • Yau Mathematical Sciences Center Outstanding Graduate Scholarship, First Prize (Top 5%) Sept. 2023
  • Honorary Rank in USTC (Top 5%) Jun. 2021
  • Outstanding Graduate in USTC (Top 10%) Jun. 2021
  • Outstanding Undergraduate Thesis Award in USTC (Top 5%) Jun. 2021
  • Guo Moruo Scholarship (Top 1%) Apr. 2021