【学术研讨】情境决策：从预测式范式走向生成式范式

Contextual Decision Making: From Predictive to Generative

讲座信息 | INFOMATION

讲者： Prof. L. Jeff Hong, University of Minnesota

时间：2026年7月2日（周四） 14时30分

地点:   同济大厦A座501教室

讲座摘要| ABSTRACT

Contextual decision making seeks to optimize decisions using contextual information that characterizes the operating environment and has become increasingly important in modern applications such as personalized services, dynamic pricing, supply chain management, and healthcare operations, where effective actions must adapt to rapidly changing conditions. A dominant approach in the literature is predictive: one first learns the context-dependent objective function from data and then solves the resulting optimization problem once the context is observed. While intuitive and widely applicable, we show that for a broad class of decision problems with underlying convex structure, predictive approaches face a fundamental limitation: no learning method can simultaneously preserve the convexity of the original problem and avoid the curse of dimensionality in high-dimensional context spaces. Motivated by this barrier, we develop a generative framework that learns the conditional distribution of uncertainty given the context and then optimizes decisions using samples drawn from the learned model. We show that this approach naturally preserves the convexity of the original problem while remaining capable of overcoming the dimensionality challenge in high-dimensional contexts and is particularly effective when sufficient offline data and computational resources are available to support distributional learning. 

This is a joint work with Weihuan Huang of Nanjing University and Xinyao Li of the University of Minnesota.

嘉宾简介 | BIOGRAPHY

L. Jeff Hong received his bachelor’s degree from Tsinghua University and PhD degree from Northwestern University. He is currently Professor of Industrial and Systems Engineering at the University of Minnesota. He was previously Hongyi Chair Professor at Fudan University (2018-2024), Chair Professor of Management Science at City University of Hong Kong (2014-2018), and Professor, Associate Professor and Assistant Professor at the Hong Kong University of Science and Technology (2004-2014). Prof. Hong’s research interests include stochastic simulation, stochastic optimization, machine learning, and risk management. He has published over 100 papers on leading academic journals and conference proceedings, and have won research awards from the Institute for Operations Research and Management Science (INFORMS), Institute of Industrial and Systems Engineers (IISE), and Operations Research Society of China (ORSC) among others. Prof. Hong is currently the Simulation Department Editor of Naval Research Logistics, and an Associate Editor of Management Science, Operations Research, and ACM Transactions on Modeling and Computer Simulation. He was the Simulation Area Editor of Operations Research (2018-2023) and President of INFORMS Simulation Society (2020-2022).