My research interests lie broadly in sequential decision-making under uncertainty, including online learning, reinforcement learning, and resource allocation, with applications to experimentation, supply chain management and revenue management.
- Methodologically, beyond merely focusing on maximizing short-term efficiency, my research delves into the safety, robustness, and resilience of AI-assisted decision-making systems, promoting long-term efficiency through managing hidden risk:
- enhancing policy safety and robustness during and after online experiments [1, 5, 6] — our results provide theoretical insights to the practical success of AlphaGo MCTS;
- risk detection, response coordination, and system recovery for supply chain disruptions [3, 7] — our results showcase the approriate approach of handling uncertain disruption predictions.
- Practically, I have strong interests in applying my research philosophy into supply chains and finance.
- I have been working with several large companies (Accenture, DENSO, Ford) to help design and implement supply chain risk detection models and mitigation strategies. In Summer 2023, I spent a great time working on inventory simulation and optimization as a data science intern at Ford.
- In Summer 2025, I spent a great time working on developing trading strategies as a quantitative research intern at Citadel LLC.
Publications, Preprints, Articles (*represents α-β order)
- Adaptive Variance Inflation in Thompson Sampling: Efficiency, Safety, Robustness, and Beyond. Feng Zhu, David Simchi-Levi
- Accepted by NeurIPS 2025
- A compact version of [1, 5, 6] is recognized as
- Honorable Mention, INFORMS George Nicholson Student Paper Competition (2025)
- Finalist, INFORMS Jeff McGill Student Paper Award (2025)
- Risk Detection, Response Coordination, and System Recovery under Uncertain Time-To-Recover. Pengfeng Shu*, David Simchi-Levi*, Chung-Piaw Teo*, Feng Zhu*
- Submitted
- Accepted by MSOM 2025 Supply Chain Management SIG
- Dynamic Service Fee Pricing under Strategic Behavior: Actions as Instruments and Phase Transition. Rui Ai*, David Simchi-Levi*, Feng Zhu*
- Under submission
- Preliminary version appeared in NeurIPS 2024
- Online Resource Allocation with Average Budget Constraints. Ruicheng Ao*, Hongyu Chen*, David Simchi-Levi*, Feng Zhu*
- Under revision
- Finalist, INFORMS Jeff McGill Student Paper Award (2024) [Entrant: Feng Zhu]
- Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk. David Simchi-Levi*, Zeyu Zheng*, Feng Zhu*
- Under revision
- Preliminary version appeared in NeurIPS 2023 Spotlight (top 3%)
- Finalist, POMS-HK Best Student Paper Competition (2024)
- A Simple and Optimal Policy Design with Safety against Heavy-Tailed Risk for Stochastic Bandits. David Simchi-Levi*, Zeyu Zheng*, Feng Zhu*
- Published in Management Science
- Preliminary version appeared in NeurIPS 2022
- Fixing the U.S. Semiconductor Supply Chain. David Simchi-Levi, Feng Zhu, Matthew Loy
- Published in Harvard Business Review
- On Greedy-like Policies in Online Matching with Reusable Network Resources and Decaying Rewards. David Simchi-Levi*, Zeyu Zheng*, Feng Zhu*
- Published in Management Science
- Offline Planning and Online Learning under Recovering Rewards. David Simchi-Levi*, Zeyu Zheng*, Feng Zhu*
- Published in Management Science
- Preliminary version appeared in ICML 2021
- Dynamic Pricing in a Non-stationary Growing Environment. Feng Zhu, Zeyu Zheng
- Preliminary version appeared in ICML 2020
- Assign-to-Seat: Dynamic Capacity Control for Selling High-Speed Train Tickets. Feng Zhu, Shaoxuan Liu, Rowan Wang and Zizhuo Wang
- Published in Manufacturing & Service Operations Management
