Jiameng Lyu

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 Department of Mathematical Sciences and Yau Mathematical Sciences Center 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, and statistical machine learning, with a particular emphasis on the applications to operations management.

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


Research Works

Publications:

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

  • Xi Chen*, Jiameng Lyu*, Xuan Zhang*, Yuan Zhou*. Fairness-aware Online Price Discrimination with Nonparametric Demand Models. Operations Research, Accept, 2025.

  • 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]

  • 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**, 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:

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

  • Jiameng Lyu*, Shilin Yuan*, Bingkun Zhou*, Yuan Zhou*. Closing the Gaps: Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems.

  • Xin Chen*, Jiameng Lyu*, Shilin Yuan*, Yuan Zhou*. Nonstationary Sample Average Approximation with Applications in Operations Management.


    • Teaching Experiences

    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%)