Jiameng Lyu

        Department of Managment Science, Fudan University

I am an Assistant Professor at the Department of Management Science at the School of Management, Fudan University. Before that, I obtained my Ph.D from Yau Mathematical Sciences Center and Department of Mathematical Sciences at Tsinghua University, where I was fortunate to be advised by Prof. Yuan Zhou. In Fall 2024, I was a visiting student at ISyE at Georgia Tech under the supervision of Prof. Xin Chen. Prior to Tsinghua, I received my B.S. in Statistics from the University of Science and Technology of China with the highest honor (Guo Moruo Scholarship, top 1%).

My research interests center around data-driven decision-making including online learning, online optimization, reinforcement learning, statistical machine learning, and their applications to operations management. Beyond research goals, I am driven by genuine curiosity to continually deepen my understanding of data science by learning and exploring the intersection of machine learning, statistics, and optimization.

Here is my CV. Here is my Fudan webpage in Chinese. Feel free to contact me through Email (jiamenglyu@fudan.edu.cn).


Research Works

Publications:

(\(\alpha\)-\(\beta\) denotes alphabetical authorship)

  • $(\alpha$-$\beta)$ Xi Chen, Jiameng Lyu, Xuan Zhang, Yuan Zhou. Fairness-aware Online Price Discrimination with Nonparametric Demand Models. Operations Research, 74(1): 118-129, 2026. [journal link]

  • \((\alpha\)-\(\beta)\) Jiameng Lyu, Jinxing Xie, Shilin Yuan, Yuan Zhou. A Minibatch-SGD-Based Learning Meta-Policy for Inventory Systems with Myopic Optimal Policy. Management Science, 71(7): 5572-5588, 2025. [journal link]

  • \((\alpha\)-\(\beta)\) Xi Chen, Jiameng Lyu, Yining Wang, Yuan Zhou. Network Revenue Management with Demand Learning and Fair Resource-Consumption Balancing. Production and Operations Management, 33(2), 494-511, 2024. [journal link]

  • Shilin Yuan, Jiameng Lyu, Jinxing Xie, Yuan Zhou. Asymptotic Optimality of Base-Stock Policies for Lost-Sales Inventory Systems with Stochastic Lead Times. Operations Research Letters, 57, 107196, 2024. [journal link]

  • Qi Qi, Jiameng Lyu (co-first) , 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]

    • Working Papers:

  • \((\alpha\)-\(\beta)\) Jiameng Lyu, Shilin Yuan, Bingkun Zhou, Yuan Zhou. Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems: A General Optimization Perspective. Under major revision at Production and Operations Management.

  • \((\alpha\)-\(\beta)\) Xin Chen, Jiameng Lyu, Shilin Yuan, Yuan Zhou. Learning When to Restart: Nonstationary Newsvendor from Uncensored to Censored Demand.

    • Teaching Experiences

    At Fudan University:

    At Tsinghua University:

    At University of Science and Technology of China:


    Selected Awards

  • Outstanding Ph.D. Graduate in Beijing (Top 5%)
  • Excellent Doctoral Dissertation of Tsinghua University (Top 10%)
  • National Scholarship (Top 1%)
  • Yau Mathematical Sciences Center Outstanding Graduate Scholarship, First Prize (Top 5%)
  • Honorary Rank in USTC (Top 5%)
  • Outstanding Graduate in USTC (Top 10%)
  • Outstanding Undergraduate Thesis Award in USTC (Top 5%)
  • Guo Moruo Scholarship (Top 1%)