Yan Li

Assistant Professor, Texas A&M University

I study simple problems. Hopefully they can be useful.

Greetings! Starting from Aug 2024, I have been an assistant professor at the Department of Industrial and Systems Engineering, Texas A&M University.

I obtained my PhD in Operations Research from the School of Industrial and Systems Engineering at Georgia Tech in 2024, advised by George Lan and co-advised by Tuo Zhao. I have also been fortunate enough to collaborate with Anton Kleywegt and Alexander Shapiro.

My research aims to address computational challenges involved in decision-making under uncertainty, with a specific focus on the design and analysis of first-order methods and their applications in data science. 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

Of course, a bit more detail on things I have been working on can be found here.