Xiaobo Li

I am an assistant professor in the Department of Industrial Systems Engineering and Management at National University of Singapore. I received my Ph.D. in Industrial Engineering from the University of Minnesota in 2018. My research mainly focuses on online learning and robust optimization, with applications in revenue management, supply chain management, transportation planning and sharing economy.

Research Interests

• Data-Driven Decision Making
• Stochastic and Robust Optimization
• Pricing and Revenue Management
• Discrete Choice Models
• Online Machine Learning
• Sharing Economy in Transportation

Education

• Doctor of Philosophy (Ph.D.) University of Minnesota-Twin Cities (2013 — 2017)
• Master of Philosophy City University of Hong Kong (2010 — 2012)
• Bachelor of Science (BS) University of Science and Technology of China (2006 — 2010)

Selected Publications

• A Convex Optimization Approach for Computing Correlated Choice Probabilities with Many Alternatives (with Selin Damla Ahipasaoglu and Karthik Natarajan). Accepted by IEEE Transactions on Automatic Control, 2018.
• On Substitutability and Complementarity in Discrete Choice Models (with Guiyun Feng and Zizhuo Wang). Operations Research Letters, 46(1), 141-146, 2018.
• Technical Note – On the Relation Between Several Discrete Choice Models (with Guiyun Feng and Zizhuo Wang). Operations Research, 65(6), 1516-1525, 2017.
• Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (with Karthik Natarajan and Xuan Vinh Doan). Operations Research, 63(6), 1468-1488, 2016.
• On Theoretical and Empirical Aspects of Marginal Distribution Choice Models (with Vinit Mishra, Karthik Natarajan, Dhanesh Padmanabhan and Chung-Piaw Teo). Management Science, 60(6), 1511-1531, 2014.
• Distributionally Robust Mixed Integer Linear Programs: Persistency Models with Applications (with Karthik Natarajan, Chung-Piaw Teo and Zhichao Zheng). European Journal of Operational Research, 233(3), 459-473, 2014.
• Online Learning with Non-Convex Losses and Non-Stationary Regret (with Xiang Gao and Shuzhong Zhang). The 21st International Conference on Artificial Intelligence and Statistics. 2018.

Awards & Honors

• Council of Graduate Students (COGS) Travel Grants, University of Minnesota, 2016
• Second Place of INFORMS Financial Services Section Best Student Paper Competition, 2013
• Finalist of INFORMS Poster Competition, 2013
• College of Science and Engineering Fellowship, University of Minnesota, 2013 - 2014
• Outstanding Student Scholarship, University of Science and Technology of China, 2006 - 2009