Yan Li

Assistant Professor, Texas A&M University

I study simple problems. Hopefully they can be useful.

Greetings! I am an assistant professor at the Department of Industrial and Systems Engineering, Texas A&M University. I obtained my PhD in Operations Research from ISyE, Georgia Tech, advised by George Lan and co-advised by Tuo Zhao. During this time I was also fortunte to work with Anton Kleywegt and Alexander Shapiro.

I am interested in the computational perspective of learning optimal decisions from data. Specifically I tend to focus on the design and analysis of first-order methods and their applications in data science. Of course, a bit more detail on things I have been working on can be found here.

Kindly find below some of my personal favorites:

• A Novel Catalyst Scheme for Stochastic Minimax Optimization
• Rectangularity and Duality of Distributionally Robust Markov Decision Processes
• First-order Policy Optimization for Robust Policy Evaluation
• Policy Mirror Descent Inherently Explores Action Space
• First-order Policy Optimization for Robust Markov Decision Process
• Homotopic Policy Mirror Descent
• Implicit Bias of Gradient Descent based Adversarial Training