YILUN CHEN 

Rhodes Hall #292, Cornell University, Ithaca, NY | (404)-374-8185 | yc2436@cornell.edu 

EDUCATION 

Cornell University Ithaca, NY 
Ph.D. Candidate in Operations Research Aug. 2017 -May 2021 (Expected) 
Georgia Institute of Technology Atlanta, GA 
Ph.D. Candidate in Operations Research Aug. 2014 -Aug. 2017 
Peking University Beijing, China 

B.S. Mathematics Sept. 2010 -July 2014 

PROFESSIONAL EXPERIENCE 

IBM T.J. Watson Research Center Yorktown Heights, NY 
Ph.D Research Intern June. 2020 -Aug 2020 

RESEARCH INTEREST 

Applied Probability, Sequential Decision-Making, Stochastic Control, Optimal Stopping and Option Pricing, 
Multi-armed Bandits, Inventory Control 

RESEARCH HONORS AND AWARDS 

First Place, INFORMS George E. Nicholson Student Paper Competition INFORMS, 2019 
Finalist, INFORMS Section of Finance Student Paper Competition INFORMS, 2018 
Recipient, the Tennenbaum Fellowship Georgia Tech, 2014, 2015 
Microsoft Young Fellow Microsoft Research Asia, 2013 

PREPRINTS AND WORKING PAPERS 

· Beating the Curse of Dimensionality in Optimal Stopping 

Yilun Chen, David Goldberg Major revision at Mathematics of Operations Research 
-First place, 2019 INFORMS George E. Nicholson Student Paper Competition 
-Finalist, 2018 INFORMS Section of Finance Student Paper Competition 

· A New Approach to High-Dimensional Online Decision-Making 
Yilun Chen, David Goldberg Preprint to be submitted to Management Science 

· Polynomial Time Algorithms for the Weighted Online Bipartite Independent Set Problem 
Yilun Chen, David Goldberg Preprint to be submitted to Mathematics of Operations Research 

· Fast and Practical Algorithms for High-Dimensional Optimal Stopping Problems 
Yilun Chen, David Goldberg Working paper 

WORK IN PROGRESS 

· On the Theoretical Foundation of Generalization 
Yilun Chen, Mark Squillante, David Goldberg 

· On Bayesian Regret of Multi-Armed Bandits 
Yilun Chen, David Goldberg 


CONFERENCES AND INVITED PRESENTATIONS 

· “Recent Progress At The Intersection Of Optimal Stopping And Bandits” 

INFORMS Annual Conference Pheonix, 2018 

· “Beating the Curse of Dimensionality in Optimal Stopping” 

INFORMS Annual Conference Seattle, 2019 

· “A New Approach to High-Dimensional Online Decision-Making” 

INFORMS Revenue Management & Pricing Conference Stanford, 2019 
INFORMS MSOM Conference Singapore, 2019 
INFORMS Applied Probability Conference Brisbane, 2019 
INFORMS Annual Conference Seattle, 2019 

· “An Efficient Approximation Algorithm for Online Maximum Weighted Independent Set” 

INFORMS Annual Conference virtual, 2020 

TEACHING EXPERIENCE 

Cornell University August 2017 -Present 

Co-Instructor and Head TA, Engineering Probability and Statistics II (ORIE 3500) 2019 
Graduate Teaching Assistant, Engineering Probability and Statistics II (ORIE 3500) 2018 
Graduate Teaching Assistant, Optimization I (ORIE 3300) 2017 

Georgia Institute of Technology August 2014 -May 2016 
Graduate Teaching Assistant, Stochastic Processes II (ISYE 6762) 2016 
Graduate Teaching Assistant, Stochastic System (ISYE 3232) 2014,2015 

SKILLS 

Specialty and Strength Probability Theory, Math Modelling 
Language Chinese, Shanghainese (Native), English(Fluent) 

SERVICE AND PROFESSIONAL ACTIVITIES 

Co-President, Operations Research Graduate Student Association (ORGA) 2019-2020, Cornell 
· Bridge the communication gap between graduate students and faculty members 
· Help establish a graduate student travel fund, taking the first step towards resolving a long standing issue of 

lacking of communication between two campuses (Cornell Tech and Ithaca) 
· Help with the PhD student admission process of year 2020 

REFERENCES 

David A. Goldberg, Associate Professor 

School of Operations Research and Information Engineering, Cornell University 
Ithaca, NY USA 

dag369@cornell.edu 

Mark S. Squillante, Distinguished Research Staff Member and Manager of Foundations of Probability, 
Dynamics and Control 

IBM Thomas J. Watson Research Center 
Yorktown Heights, NY USA 

mss@us.ibm.com