Publications

(Authors indicated with * are graduate or undergraduate students.)

Journal Papers

  1. Huiwen Jia*, Cong Shi, Siqian Shen, “Multi-armed bandit with sub-exponential reward,” Operations Research Letters, 48(5), 728-733, 2021. [Article]

  2. Xian Yu*, Siqian Shen, Huizhu Wang, “Integrated Vehicle Routing and Service Scheduling under Time and Cancellation Uncertainties with Application in Non-Emergency Medical Transportation,” to appear in Service Science, 2021. [Available at Optimization Online (PDF)]

  3. Miao Yu*, Viswanath Nagarajan, Siqian Shen, “Improving column generation via random coloring and parallelization for Vehicle Routing Problems,” to appear in INFORMS Journal on Computing, June 2021. [Available at Optimization Online (PDF)] [Instances and sample code (Github)]

  4. Hideaki Nakao*, Ruiwei Jiang, Siqian Shen, “Distributionally robust Partially Observable Markov Decision Process with moment-based ambiguity,” SIAM Journal on Optimization (SIOPT), 31(1), 461–488, 2021. [Arxiv version] [Online Supplement]

  5. Huiwen Jia*, Siqian Shen, “Benders cut classification for solving two-stage stochastic programs via Support Vector Machines,” INFORMS Journal on Optimization, 3(3), 278-297, 2021. [current version (PDF)] [data file]

  6. Beste Basciftci*, Shabbir Ahmed, Siqian Shen. “Distributionally robust facility location problem under decision-dependent stochastic demand,” European Journal of Operational Research, 292(2), 548-561, 2021. [current version (PDF)]

  7. Xian Yu*, Siqian Shen, “Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Ambiguity Sets,” to appear in Mathematical Programming. [preprint] [PDF link] [data file]

  8. Deng, Y.*, Jia, H.*, Ahmed, S., Lee, J., Shen, S., “Scenario grouping and decomposition algorithms for chance-constrained programs,” INFORMS Journal on Computing, 33(2), 757-773, 2021. [current version (PDF)] [data file]

  9. Lu, M., Nakao, H.*, Shen, S., Zhao, L.*, “Nonprofit resource allocation and service scheduling with cross-subsidization under uncertain resource consumption,” OMEGA (International Journal of Management Science), volume 99, 2021, 102191. [Article]

  10. Zhang, Y.*, Lu, M., Shen, S., “On the values of vehicle-to-grid selling in electric vehicle sharing,” Manufacturing and Service Operations Management, 23(2), 488–507, 2021. [current version (PDF)]

  11. Yu, X.*, Shen, S., “An integrated decomposition and Approximate Dynamic Programming approach for on-demand ride pooling,” IEEE Transactions on Intelligent Transportation Systems, 21(9), 3811-3820, 2020. [prepreint] [e-companion]

  12. Doan, X. V., Lei, X.*, Shen, S., “Pricing of reusable resources under ambiguous distributions of demand and service time,” European Journal of Operational Research, 282(1), 235-251, 2020.

  13. Yu, M.*, Shen, S., “An integrated car-and-ride sharing system for mobilizing heterogeneous travelers with application in underserved communities,” IISE Transactions, 52(2), 151-165, 2020. (Featured article in the January 2020 issue of the Institute of Industrial and Systems Engineer’s Industrial and Systems Engineer magazine.) [link] [data file]

  14. Jiang, Y.*, Shi, C., Shen, S., “Service-level constrained inventory system,” Production and Operations Management, 28(9), 2365-2389, 2019. [link], [preprint]

  15. Deng, Y.*, Shen, S., Denton, B., “Chance-constrained surgery planning under conditions of limited and ambiguous data,” INFORMS Journal on Computing, 31(3), 559-575, 2019. [preprint], [data file]

  16. Yu, M., Nagarajan, V., Shen, S., “An approximation algorithm for vehicle routing with compatibility constraints,” Operations Research Letters, 46(6), 579-584, 2018. [preprint] [data file]

  17. Zhang, Y.*, Jiang, R., Shen, S., “Ambiguous chance-constrained binary programs under mean-covariance information,” SIAM Journal on Optimization, 28(4), 2922-2944, 2018. [preprint]

  18. Zhang, Y.*, Shen, S., Erdogan, S. A. “Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks,” Optimization Letters, 12(7), 1503–1521, 2018. [preprint]

  19. Lu, M., Chen, Z.*, Shen, S., “Optimizing the profitability and quality of service in carshare systems under demand uncertainty,” Manufacturing and Service Operations Management, 20(2), 162-180, 2018. [preprint]

  20. Deng, Y.*, Ahmed, S., Shen, S., “Parallel scenario decomposition of risk averse 0-1 stochastic programs,” INFORMS Journal on Computing, 30(1), 90-105, 2018. [preprint]

  21. Lei, X.*, Shen, S., Song, Y., “Stochastic maximum flow interdiction problems under heterogeneous risk references,” Computers & Operations Research, 90(1), 97-109, 2018. [link]

  22. Jiang, R., Shen, S., Zhang, Y.*, “Integer programming approaches for appointment scheduling with random no-shows and service durations,” Operations Research, 65(6), 1638-1656, 2017. [link], [preprint] [data file]

  23. Chang, J.*, Yu, M.*, Shen, S., Xu, M. “Location design and relocation of a mixed carsharing fleet with CO2 emission constraint,” Service Science, 9(3), 205-218, 2017. [link]

  24. Nakao, H.*, Shen, S., Chen, Z.*, “Network design in scarce data environments using moment-based distributionally robust optimization,” Computers & Operations Research, 88(1), 44-57, 2017. [link] [data file]

  25. Shen, S., You, M.*, Ma, Y.*, “Single-commodity stochastic network design under demand and topological uncertainties with insufficient data,” Naval Research Logistics, 64(2), 154-173, 2017. [link]

  26. Zhang, Y.*, Shen, S., Erdogan, S.A., “Distirbutionally robust appointment scheduling with moment-based ambiguity set,” Operations Research Letters, 45(2), 139-144, 2017. [link]

  27. Zhang, Y.*, Shen, S., Mathieu, J., “Distributionally robust chance-constrained optimal power flow with uncertain renewables and uncertain reserves provided by loads,” IEEE Transactions on Power Systems, 32(2), 1378-1388, 2017. [link]

  28. Jiang, Y.*, Xu, J.*, Shen, S., Shi, C., “Production planning problem with joint service-level guarantee: A computational study,” International Journal of Production Research, 55(1), 38-58, 2017. [link]

  29. Deng, Y.*, Shen, S., “Decomposition algorithm for optimizing multi-server appointment scheduling with chance constraints,” Mathematical Programming, 157(1), 245-276, 2016. [link]

  30. Song, Y., Shen, S., “Risk averse shortest path interdiction,” INFORMS Journal on Computing, 28(3), 527-539, 2016. [link]

  31. Lejeune, M., Shen, S., “Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization,” European Journal of Operational Research, 252(2), 522–539, 2016. [link]

  32. Maass, K.*, Daskin, M., Shen, S., “Mitigating hard capacity constraints with inventory in facility location modeling,” IIE Transactions, 48(2), 120-133, 2016. [link]

  33. Shen, S., Kurt, M., Wang, J.*, “Chance-constrained programming models and approximation algorithms for general stochastic bottleneck spanning tree problems,” INFORMS Journal on Computing, 27(2): 301–316, 2015. [link]

  34. Zheng, Q.-P., Shen, S., Shi, Y.*, “Loss-constrained minimum cost flow under arc failure uncertainty with applications to risk-aware kidney exchange,” IIE Transactions, 47(9): 961-977, 2015. [link]

  35. Shen, S., “Using integer programming for balancing return and risk in problems with individual chance constraints,” Computers & Operations Research, 49(1): 59–70, 2014. [link]

  36. Shen, S., Wang, J.*, “Stochastic modeling and approaches for managing energy footprints in Cloud Computing service,” Service Science, 6(1): 15–33, 2014. [link]

  37. Shen, S., Chen, Z.*, “Optimization models for differentiating quality of service levels in probabilistic network capacity design problems,” Transportation Research Part B, Methodological, 58(1): 71–91, 2013. [link]

  38. Deng, Y.*, Shen, S., Vorobeychik, V., “Optimal decision making in disease prevention and epidemic control,” Mathematical Biosciences, 246(1), 213–227, 2013. [link]

  39. Shen, S., “Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruptions,” Computers & Operations Research, 40(11): 2677-2688, 2013. [link]

  40. Penuel, J. and Smith, J. C., Shen, S., “Integer programming models and algorithms for the graph decontamination problem with mobile agents,” Networks, 61(1): 1-19, 2013. [link]

  41. Shen, S., Smith, J. C., “A decomposition approach for solving a broadcast domination network design problem,” Annals of Operations Research, 210(1), 333-360, 2013. [link]

  42. Shen, S., Smith, J. C., “Polynomial-time algorithms for disconnecting trees and series-parallel graphs under component connectivity metrics,” Networks, 60(2): 103-119, 2012. [link]

  43. Shen, S., Smith, J. C., Goli, R., “Exact interdiction models and algorithms for disconnecting networks via node deletions,” Discrete Optimization, 9(3): 172-188, 2012. [link]

  44. Shen, S., Smith, J. C., Ahmed, S., “Expectation and chance-constrained models and algorithms for insuring critical paths,” Management Science, 56(10): 1794-1814, 2010. [link]

Papers under review/revision

  1. Xinyu Fei*, Xingmin Wang*, Xian Yu*, Siqian Shen, Yafeng Yin, Yiheng Feng, Henry Liu, “Optimization and Decentralized Algorithms for Traffic Signal Control under Uncertain Traffic Demand and Vehicle Turning Ratio”, submitted, July 2021.

  2. Xian Yu*, Siqian Shen, Shabbir Ahmed, “On the Value of Multistage Stochastic Facility Location with Risk Aversion,” submitted, May 2021. [Available at arxiv (PDF)]

  3. Mingyao Qi, Ruiwei Jiang, Siqian Shen, “Sequential Competitive Facility Location: Exact and Approximate Algorithms,” under revision, August 2021. [Available at arxiv (PDF)], [Optimization Online (PDF)].

  4. Jia, Huiwen* and Shi, Cong and Shen, Siqian, “Online Learning and Pricing for Service Systems with Reusable Resources,” under revision, 2021. [Available at SSRN (PDF)]

  5. Jia, Huiwen* and Garcıa, Jorge Alberto Ramırez*, Shen, Siqian, Cong Shi, “Partner with a Third-Party Delivery Service or Not? – a Prediction-and-Decision Tool for Restaurants Facing Takeout Demand Surges During a Pandemic,” minor revision submitted, 2021. [Available at SSRN (PDF)]

  6. Kati Moug*, Huiwen Jia*, Siqian Shen, “A shared mobility based framework for evacuation planning and operations under demand uncertainty,” submitted, 2021. [Available at Optimization Online (PDF)] [data file]

  7. Xian Yu*, Siqian Shen, Babak Badri-Koohi, Haitham Seada, “Time Window Optimization for Attended Home Service Routing and Scheduling under Uncertainty,” submitted, 2021.

  8. Beste Basciftci, Xian Yu*, Siqian Shen, “Resource Distribution Under Spatiotemporal Uncertainty of Disease Spread: Stochastic versus Robust Approaches,” submitted, March 2021. [Available at arxiv], [SSRN].

  9. Huiwen Jia*, Cui Tang, Jia Chen, Jun Fang, Siqian Shen, Yafeng Yin, Naiqiang Tan, Nan Ma, Qun Li, Guobin Wu, Hua Chai, Bo Zhang, “Route-go: A Route Planner Based on Regularized Imitation Learning,” submitted, 2021.

  10. Gongyu Chen*, Xinyu Fei*, Huiwen Jia*, Xian Yu*, Siqian Shen, “An Optimization-and-Simulation Framework for Redesigning University Campus Bus System with Social Distancing", under revision, 2021. [Available at arxiv (PDF)] [data file]

Conference Proceedings

  1. Huiwen Jia*, Hua Chai, Naiqiang Tan, Jun Fang, Xinyue Liu, Zengwei Huo, Yafeng Yin, Siqian Shen, “Context-aware Route Recommendation with Weight Learning through Deep Neural Networks,” in the Proceedings of 2020 American Control Conference (ACC), Denver, CO, 2020.

  2. Zhang, Y.*, Dong, J., Kuruganti, T., Shen, S., Xue, Y., “Distributionally robust building load control to compensate fluctuations in solar power generation,” in Proceedings of 2019 American Control Conference (ACC), Philadelphia, PA, 2019.

  3. Maass, K.*, Daskin, M., Shen, S., “Utilizing Chance Constraints to Allow Short Term Processing Capacity Flexibility,” to appear in the Proceeding of International Symposium on Locational Decisions 2017 (ISOLDE 2017), July 2017.

  4. Chang, J.*, Pinto Delgado, F.*, Maroukis, S.*, Zeynu, A.*, Mathieu, J., Shen, S., “An interactive game introducing power flow optimization concepts,” accepted to 2017 ASEE Annual Conference & Exposition, Columbus, Ohio, June 2017.

  5. Yu, M.*, Nagarajan, V., Shen, S., “Minimum Makespan Vehicle Routing Problem with Compatibility Constraints.” In International Conference on AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems (CPAIOR), pages 244-253. Springer, Cham, 2017.

  6. Zhang, Y.*, Li, B.*, Shen, S., Mathieu, J., “Distributionally Robust Multi-Period Optimal Power Flow with Flexible Loads,” in Proceedings of 2017 IEEE PES PowerTech Conference (PowerTech 2017), Manchester, UK, June 2017.

  7. Orso, A.*, Lee, J., Shen, S., “Submodular minimization in the context of modern LP and MILP methods and solvers.” E. Bampis (Ed.): SEA 2015, LNCS 9125, pp. 193–204, 2015.

  8. Zhang, Y.*, Shen, S., Mathieu, J., “Data-driven Optimization Approaches for Optimal Power Flow with Uncertain Reserves from Load Control,” in Proceedings of 2015 American Control Conference (ACC2015), Chicago, IL, 2015.

  9. Wang, J.* and Shen, S., “Risk and energy consumption tradeoffs in Cloud Computing service via stochastic optimization models,” in Proceedings of the 5th IEEE/ACM International Conference on Utility and Cloud Computing (UCC 2012), Chicago, IL, November, 2012.

Book Chapters

  1. Shen, S., “Domination Problems,” In Encyclopedia of Operations Research and Management Science (edited by J. J. Cochran), Wiley, Hoboken, NJ, 2011. [link]