Applied probability and simulation; Experimentation design in marketplaces; Solving large scale operations problems; Optimal transport; Distributional robustness

Nian Si joined the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology as an Assistant Professor in July 2024. Prior to this position, he was the postdoctoral principal researcher at the University of Chicago Booth School of Business. He received his Ph.D. in Operations Research (2023) and M.S. in Statistics (2021) from Stanford University, and B.A. in Economics and B.S. in Mathematics and Applied Mathematics from Peking University (2017).

MSOM Student Paper Prize Finalist, 2021

Two Sigma PhD Fellowship Finalist, 2021

Dantzig-Lieberman Operations Research Fellowship, 2019

Outstanding Scientific Research Award, 2017

1. Baris Ata, J. Michael Harrison, Nian Si (2024), Singular Control of (Reflected) Brownian Motion: A Computational Method Suitable for Queueing Applications, Queueing Systems: Theory and Applications (QUESTA), arXiv:2312.11823.


2. Nian Si, Fan Zhang, Zhengyuan Zhou, Jose Blanchet (2023), Distributionally Robust Batch Contextual Bandits, Management Science, 69(10):5772-5793.


3. Jose Blanchet, Karthyek Murthy, Nian Si (2022), Confidence Regions in Wasserstein Distributionally Robust Estimation, Biometrika, 109(2):295-315.


4. Jose Blanchet, Xinyun Chen, Nian Si, Peter W. Glynn (2021), Efficient Steady-State Simulation of High-Dimensional Stochastic Networks, Stochastic Systems, 11(2):174-192.


5. Jose Blanchet, Nian Si (2019), Optimal Uncertainty Size in Distributionally Robust Inverse Covariance Estimation, Operations Research Letters, 47(6):618-621.