Wei You

Wei You 尤为

Assistant Professor
Department of Industrial Engineering and Decision Analytics
The Hong Kong University of Science and Technology

About

Wei You is an assistant professor of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology. His research focuses on Stochastic models, queueing theory, applied probability, sequential decision-making, and their applications to the performance analysis and design of service systems and digital experimentation. Previously, he received his Ph.D. degree in Operations Research (2019) from Columbia University, advised by Professor Ward Whitt, and his B.S. degree in Mathematics (2014) from Nanjing University, China.

Research interests

Stochastic modelsQueueing theoryApplied probabilityDesign of service systemsSequential decision-makingDigital experimentation

Research

Working Papers

2026 Working
Cost-Aware Exploration for Structured Bandits

Xinyu Liu, Wei You and Chao Qin, submitted.

2025 Working
Pure Exploration via Frank–Wolfe Self-Play

Xinyu Liu, Chao Qin and Wei You, submitted. Short version appeared at NeurIPS 2025 ML×OR Workshop.

2025 Working
Efficient Transfer Learning via Causal Bounds

Xueping Gong, Wei You and Jiheng Zhang, major revision at

2024 Working
Service Rate Differentiation for Homogeneous Impatient Customers

Chenguang (Allen) Wu and Wei You, submitted.

2024 Working
Robust Queueing for Queues with Impatient Customer

Wei You, working paper.

2023 Working
A Multi-Armed Bandit Approach to Online Resource Allocation for Service Platforms

Zihao Wang and Wei You, submitted.

Publications

2025 Journal
Minimax Optimality in Contextual Dynamic Pricing with General Valuation Models

Xueping Gong, Wei You and Jiheng Zhang

Operations Research, forthcoming.

2025 Journal
Dual-Directed Algorithm Design for Efficient Pure Exploration

Chao Qin and Wei You

Operations Research, 2025.

2025 Journal
Stochastic Compositional Optimization with Compositional Constraints

Shuoguang Yang, Wei You, Zhe Zhang, and Ethan X. Fang

INFORMS Journal on Optimization, 2025.

2023 Conference
Information-Directed Selection for Top-Two Algorithms

Wei You, Chao Qin, Zihao Wang, Shuoguang Yang

Conference on Learning Theory (COLT), 2023.

2022 Journal
New decomposition approximations for queueing network

Ward Whitt and Wei You

Queueing Systems, 2022.

2022 Journal
A Robust Queueing Network Analyzer Based on Indices of Dispersion

Ward Whitt and Wei You

Naval Research Logistics, 2022.

2020 Journal
Heavy-Traffic Limits for Stationary Network Flows

Ward Whitt and Wei You

Queueing Systems, 2020.

2019 Journal
Time-Varying Robust Queueing

Ward Whitt and Wei You

Operations Research, 2019.

2019 Journal
The Advantage of Indices of Dispersion in Queueing Approximations

Ward Whitt and Wei You

Operations Research Letters, 2019.

2018 Journal
Heavy-Traffic Limit of the GI/GI/1 Stationary Departure Process and its Variance Function

Ward Whitt and Wei You

Stochastic Systems, 2018.

2018 Journal
Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues

Ward Whitt and Wei You

Operations Research, 2018.

2019 Thesis
A Robust Queueing Network Analyzer Based on Indices of Dispersion

Ph.D. Thesis, 2019.

Talks

Conference talks

(* Presented by co-authors)

  • “Pure Exploration via Frank–Wolfe Self-Play”
    POMS-HK 2026, Shenzhen*
    NeurIPS 2025 ML×OR Workshop, San Diego, CA*
    APORS Youth Forum 2025, Hong Kong*
  • “Transfer Learning with Partially Observable Offline Data via Causal Bounds”
    EcoSta 2025, Tokyo, Japan
  • “Cost-Aware Exploration for Structured Bandits”
    2025 INFORMS Applied Probability Conference, Atlanta, GA
    2025 INFORMS International Meeting, Singapore
  • “Dual-Directed Algorithm Design for Efficient Pure Exploration”
    2024 INFORMS Annual Meeting, Seattle, WA
    IASC-ARS Interim Conference 2024, Taipei City
    JCSDS 2023, Kunming, Yunnan
  • “Information-Directed Selection for Pure Exploration”
    2023 INFORMS Annual Meeting, Phoenix, AZ
  • “Information-Directed Selection for Top-Two Algorithms”
    Conference on Learning Theory (COLT 2023), Bangalore, India
    2023 INFORMS APS Meeting, Nancy, France
    POMS-HK 2023, Hong Kong
  • “Approximation for Single-Server Queues with Abandonment via Robust Queueing”
    2024 INFORMS MSOM Conference, Minneapolis, MN
    2021 INFORMS Annual Meeting, Anaheim, CA
  • “Online Resource Allocation for Service Platforms”
    Virtual 2020 INFORMS Annual Meeting
  • “Heavy-Traffic Limit for Stationary Network Flows”
    2019 INFORMS APS Meeting, Brisbane, Australia
  • “Time-Varying Robust Queueing for Quantile Approximation”
    POMS-HK 2020, Hong Kong
    2019 INFORMS APS Meeting, Brisbane, Australia
  • “A Robust Queueing Network Analyzer Based on Indices of Dispersion”
    2018 INFORMS Annual Meeting, Phoenix, AZ
  • “A Robust Queueing Network Analyzer for a Series of Single-server Queues”
    2017 INFORMS Annual Meeting, Houston, TX
  • “Time-Varying Robust Queueing”
    2017 INFORMS APS Meeting, Evanston, IL
  • “Using Robust Queueing To Expose The Impact of Dependence In Single Server Queues”
    2016 INFORMS Annual Meeting, Nashville, TN

Invited talks

  • Miami Herbert Business School, University of Miami, 2025
  • Antai College of Economics & Management, Shanghai Jiao Tong University, 2025
  • Institute of Statistics and Big Data, Renmin University of China, 2024
  • School of Statistics and Data Science, Nankai University, 2024
  • School of Management, Fudan University, 2024
  • School of Digital Economics, Shanghai University of Finance and Economics, 2023
  • School of Management and Engineering, Nanjing University, 2023
  • Institute of Applied Mathematics, Chinese Academy of Sciences, 2019
  • Institute of Mathematical Science, ShanghaiTech University, 2019
  • Industrial Engineering and Decision Analytics, HKUST, 2019
  • Industrial and System Engineering, Virginia Tech, 2019
  • System and Industrial Engineering, University of Arizona, 2019
  • Business School, University of Miami, 2019
  • School of Management, University of Science and Technology of China, 2019
  • Institute for Data and Decision Analytics, Chinese University of Hong Kong, Shen Zhen, 2019
  • System Engineering and Engineering Management, Chinese University of Hong Kong, 2019
  • School of Management and Engineering, Nanjing University, 2017

Teaching

Courses

2026-present
IEDA3250 Stochastic Models
2019-2025
IEDA5270 Engineering Statistics
2020-present
IEDA2540 Statistics for Engineers
2022
EEMT5500 Applied Probability, Statistics and Data Analytics

Lecture notes

2013
Real Analysis
A Lecture note at Nanjing University (in Chinese), 2013. [Lecture note]

Team

Current students

Xinyu Liu
Ph.D. (2024–present)
Yueying Hu
Ph.D. (2024–present)
Qiaoqiao Wang
Ph.D. (2023–present)
Ke Lu
Mphil. (2023–present)

Former students

Zihao Wang
Ph.D. (2019–2023)
  • First placement: Equity Derivatives Quant, Bank of America.
Yingxian Wu
Mphil. at HKUST(GZ) (2020–2022), co-advised with Sisi Jian
  • First placement: Investment Risk Management Assistant, E Fund Management Co., LTD.

About

Bio

Wei You is an assistant professor of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology. His research focuses on Stochastic models, queueing theory, applied probability, sequential decision-making, and their applications to the performance analysis and design of service systems and digital experimentation. Previously, he received his Ph.D. degree in Operations Research (2019) from Columbia University, advised by Professor Ward Whitt, and his B.S. degree in Mathematics (2014) from Nanjing University, China.

Education

2014-2019
Ph.D. in Operations Research
Columbia University, New York, NY, USA
Thesis: A Robust Queueing Network Analyzer Based on Indices of Dispersion
Advised by Professor Ward Whitt
2010-2014
B.S. in Mathematics
Nanjing University, Nanjing, China

Research interests

Stochastic modelsQueueing theoryApplied probabilityDesign of service systemsSequential decision-makingDigital experimentation