Publications

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

Journal Papers


2024+

  1. Xian Yu*, Siqian Shen, “On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning,” to appear in INFORMS Journal on Computing, 2024. [Arxiv (PDF)], [Optimization Online (PDF)] [IJOC GitHub Repo. (Code)]

  2. Xinyu Fei*, Lucas T. Brady, Jeffrey Larson, Sven Leyffer, Siqian Shen, “Binary Quantum Control Optimization with Uncertain Hamiltonians,” to appear in INFORMS Journal on Computing, 2024. [Arxiv (PDF)] [IJOC GitHub Repo. (Code)]

  3. Juan-Alberto Estrada-Garcia, Dawn Tilbury, Kira Barton, Siqian Shen, “Supply Chain Design Optimization with Heterogeneous Risk-aware Agents,” to appear in IEEE Transactions on Automation Science and Engineering.

  4. Xinyu Fei*, Lucas T. Brady, Jeffrey Larson, Sven Leyffer, Siqian Shen, “Switching Time Optimization for Binary Quantum Optimal Control,” to appear in ACM Transactions on Quantum Computing, 2024. [Arxiv (PDF)].

  5. Mingjie Bi*, Juan-Alberto Estrada-Garcia*, Dawn Tilbury, Siqian Shen, Kira Barton, “Heterogeneous Risk Management Using a Multi-agent Framework for Supply Chain Disruption Response,” IEEE Robotics and Automation Letters, vol. 9, issue 6, 5126-5133, 2024.

  6. Kati Moug*, Siqian Shen, “The Costs of Overcrowding (and Release): Strategic Discharges for Isolated Facilities During Epidemiological Outbreaks,” Computers and Operations Research, vol. 165, 106578, 2024. [Article]

  7. Bo Zhou, Ruiwei Jiang, Siqian Shen, “Frequency Stability-Constrained Unit Commitment: Tight Approximation using Bernstein Polynomials,” IEEE Transactions on Power Systems, vol. 39, issue 4, 5907-5919, 2024. [Article]. [Arxiv (PDF)].

  8. Mingjie Bi, Dawn Tilbury, Siqian Shen, Kira Barton, “A Distributed Approach for Agile Supply Chain Decision Making Based on Network Attributes,” IEEE Transactions on Automation Science and Engineering, vol. 21, issue 3, 2223-2236, 2024.

  9. Huiwen Jia*, Cong Shi and Siqian Shen, “Online Learning and Pricing for Service Systems with Reusable Resources,” Operations Research, 72(3): 1203-1241, 2024. [Article] [SSRN (PDF)]

  10. Mingyao Qi, Ruiwei Jiang, Siqian Shen, “Sequential competitive facility location: Exact and approximate algorithms", Operations Research, 72(1), 300-316, 2024. [Article], [Arxiv (PDF)], [Optimization Online (PDF)]

    2023

  11. Xinyu Fei*, Xingmin Wang*, Xian Yu*, Siqian Shen, Yafeng Yin, Yiheng Feng, Henry Liu, “Traffic Signal Control under Stochastic Traffic Demand and Vehicle Turning via Decentralized Decomposition Approaches”, European Journal of Operational Research, 310(2): 712-736, 2023. [Article]

  12. Xinyu Fei*, Lucas T. Brady, Jeffrey Larson, Sven Leyffer, Siqian Shen, “Binary Control Pulse Optimization for Quantum Systems,” Quantum, vol. 7, page 892, 2023. [Arxiv (PDF)]

  13. Kati Moug*, Huiwen Jia*, Siqian Shen, “A Shared Mobility Based Framework for Evacuation Planning and Operations under Forecast Uncertainty,” IISE Transactions, 55(10), 971-984, 2023. [Optimization Online (PDF)] [data file]

  14. Gongyu Chen*, Xinyu Fei*, Huiwen Jia*, Xian Yu*, Siqian Shen, “The University of Michigan Implements a Hub-and-Spoke Design to Accommodate Social Distancing in the Campus Bus System under COVID Restrictions", INFORMS Journal on Applied Analytics, 52(6):539-552, 2023. [Arxiv (PDF)] [data file]

  15. Xian Yu*, Siqian Shen, Babak Badri-Koohi, Haitham Seada, “Time Window Optimization for Attended Home Service Routing and Scheduling under Multiple Sources of Uncertainties,” Computers and Operations Research, volume 150, 2023.

  16. Beste Basciftci*, Xian Yu*, Siqian Shen, “Resource Distribution Under Spatiotemporal Uncertainty of Disease Spread: Stochastic versus Robust Approaches,” Computers and Operations Research, volume 149, 2023. [Arxiv], [SSRN].

    2022

  17. Xian Yu*, Siqian Shen, “Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Ambiguity Sets,” Mathematical Programming, volume 196, 1025-1064, 2022. [preprint] [PDF link] [data file]

  18. Huiwen Jia*, Siqian Shen, Jorge Alberto Ramırez Garcıa*, 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,” Service Science, 14(2), 139-155, 2022. [Preprint at SSRN (PDF)]

  19. Miao Yu*, Viswanath Nagarajan, Siqian Shen, “Improving column generation via random coloring and parallelization for Vehicle Routing Problems,” INFORMS Journal on Computing, 13(3), 172-191, 2022. [Article] [Optimization Online (PDF)] [Instances and sample code (Github)]

    2021

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

  21. Xian Yu*, Siqian Shen, Huizhu Wang, “Integrated Vehicle Routing and Service Scheduling under Time and Cancellation Uncertainties with Application in Non-Emergency Medical Transportation,” Service Science, 13(3), 172-191, 2021. [Article] [Optimization Online (PDF)]

  22. 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] [Instances and sample code (Github)]

  23. 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]

  24. 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)]

  25. 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]

  26. 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]

  27. 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)]

    2020

  28. 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. [preprint] [e-companion]

  29. 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.

  30. 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]

    2019

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

  32. 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]

    2018

  33. 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]

  34. 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]

  35. 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]

  36. 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]

  37. 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]

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

    2017

  39. 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]

  40. 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]

  41. 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]

  42. 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]

  43. 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]

  44. 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]

  45. 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]

    2014–2016

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

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

  48. 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]

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

  50. 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]

  51. 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]

  52. 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]

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

    2010–2013

  54. 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]

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

  56. 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]

  57. 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]

  58. 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]

  59. 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]

  60. 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]

  61. 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. Kati Moug*, Siqian Shen, “Stochastic Network Interdiction-Based Mitigation of Fake News in Online Social Networks,” revision submitted, 2024.

  2. Kevin Smith*, Siqian Shen, Brian Denton, “Can Past Variants of SARS-CoV-2 Predict the Impact of Future Variants? Machine Learning for Early Warning of US Counties at Risk,” under revision, 2024.

  3. Hyesun Chung*, Ruiwei Jiang, Siqian Shen, X. Jessie Yang, “Crowdsourced Navigation in Mass Evacuation: A Lab Study on User Contribution and Compliance,” submitted, 2024.

Conference Proceedings

  1. Wenjia Shen*, Bo Zhou, Ruiwei Jiang, Siqian Shen, “Sequential Charging Station Location Optimization under Uncertain Charging Behavior and User Growth”, in the Proceedings of the 63rd IEEE Conference on Decision and Control (CDC 2024), Milan, Italy, December 2024.

  2. Yanru Guo*, Bo Zhou, Ruiwei Jiang, Xi (Jessie) Yang, Siqian Shen, “Distributionally robust resource allocation with trust-aided parametric information fusion”, in the Proceedings of the 63rd IEEE Conference on Decision and Control (CDC 2024), Milan, Italy, December 2024.

  3. Mingjie Bi*, Juan-Alberto Estrada-Garcia*, Dawn Tilbury, Siqian Shen, Kira Barton, “Heterogeneous Risk Management Using a Multi-agent Framework for Supply Chain Disruption Response,” in the Proceedings of 2024 IEEE 20th International Conference on Automation Science and Engineering (CASE 2024), Bari, Italy, 2024.

  4. Bo Zhou, Ruiwei Jiang, Siqian Shen, “Learning to Solve Bilevel Programs with Binary Tender,” accepted to the International Conference on Learning Representations (ICLR 2024), Vienna, Austria, May 2024. [OpenReview.net (PDF)] [Github Download]

  5. Juan-Alberto Estrada-Garcia*, Mingjie Bi*, Dawn Tilbury, Kira Barton, Siqian Shen, “A multi-objective mixed-integer programming approach for supply chain disruption response with lead-time awareness,” in the Proceedings of 2023 IEEE 19th International Conference on Automation Science and Engineering (CASE 2023), Auckland, New Zealand, 2023. (IEEE CASE 2023 Best Conference Paper award Finalist) [Arxiv (PDF)]

  6. Bo Zhou, Ruiwei Jiang, Siqian Shen, “Differential-Algebraic Equation-Constrained Frequency-Secured Stochastic Unit Commitment,” in the Proceedings of 2023 IEEE Power & Energy Society General Meeting (PESGM 23), Orlando, FL, July 2023.

  7. Huiwen Jia*, Cong Shi, Siqian Shen, “Online Learning and Pricing for Network Revenue Management with Reusable Resources,” in the Proceedings of the Thirty-Sixth Conference on Neural Information Processing Systems (NeurIPS 2022), New Orleans, Louisiana, December 2022.

  8. Xian Yu*, Siqian Shen, “Risk-Averse Reinforcement Learning via Dynamic Time-Consistent Risk Measures”, in the Proceedings of the 61st IEEE Conference on Decision and Control (CDC 2022), Cancun, Mexico, December 2022. [Arxiv (PDF)]

  9. Mingjie Bi*, Gongyu Chen*, Dawn Tilbury, Siqian Shen, Kira Barton, “A Model-based Multi-agent Framework to Enable an Agile Response to Supply Chain Disruptions,” in the Proceedings of 2022 IEEE 18th International Conference on Automation Science and Engineering (CASE) (CASE 2022), Mexico City, Mexico, 2022.

  10. Huiwen Jia, Cong Shi, Siqian Shen, “Online Learning and Pricing with Reusable Resources: Linear Bandit with Sub-exponential Rewards”, in the Proceedings of International Conference on Machine Learning 2022 (ICML 2022), Baltimore, Maryland, USA, July 2022.

  11. Juan Estrada-Garcia*, Siqian Shen, Wen Ye, “Interactive dashboards to study relations between early COVID-19 outbreaks and human mobility trends”, in the Proceedings of 2022 Institute of Industrial and Systems Engineering (IISE) Annual Conference, Seattle, WA, 2022.

  12. Juan Estrada-Garcia*, Siqian Shen, Wen Ye, “A simulation framework to evaluate efficiency and safety of public transportation systems during pandemic”, in the Proceedings of 2022 Institute of Industrial and Systems Engineering (IISE) Annual Conference, Seattle, WA, 2022.

  13. Kati Moug*, Mayur Padharia*, Kevin Smith*, Siqian Shen, Brian Denton, Amy Cohn, “Mid-semester Pandemic-driven Course Rescheduling with Integer Programming”, in the Proceedings of 2022 Institute of Industrial and Systems Engineering (IISE) Annual Conference, Seattle, WA, 2022.

  14. 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 2020), Denver, CO, 2020.

  15. 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.

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

  17. 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 & Expo, Columbus, Ohio, June 2017.

  18. 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.

  19. 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.

  20. 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.

  21. 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 (ACC 2015), Chicago, IL, 2015.

  22. 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]