个人简历

本人长期从事复杂系统随机仿真优化的方法论与理论研究，并将新方法应用于金融工程与风险管理、人工智能、健康医疗等领域。迄今为止他在运筹与管理、系统控制领域的顶级期刊Operations Research、INFORMS Journal on Computing、IEEE Transactions on Automatic Control等上发表近20篇学术论文。现担任Asia-Pacific Journal of Operational Research期刊、IEEE Control Systems Society会议编委会副主编。曾获得2017年IEEE Robotics and Automation Society的Best Conference Paper Award-Finalist，2019年INFORMS Outstanding Simulation Publication Award。
系统仿真研究是一个经典的、传统的领域。仿真技术的优点在于可以对一般的复杂系统做高置信度建模，因此受到学界与业界的广泛关注。随着我国产业升级的推进与参与国际竞争程度加深，企业对管理精益化程度的要求不断提高，仿真技术在管理中的重要性日益显现。复杂管理系统中常包含动态性，仿真耗费的计算时间长；系统中常包含随机性，准确估计系统的平均表现需要做大量仿真。复杂管理系统仿真中常包含影响系统结构的控制参数与不连续样本表现，系统表现的优化分析困难。当系统优化设计方案多、维度高时计算机的运算能力经常无法满足实际需求，因此需要从理论与方法论层面研究如何将仿真与优化有效结合起来。新技术与商业环境为仿真优化研究带来了新机遇与挑战。大数据时代仿真模型与数据融合亟需新方法与理论；人工智能背景下高维优化问题有效求解与系统可靠性提升需要新算法；云技术、数字孪生技术的出现使得系统设计中对信息交互、实时决策的要求不断提高。本人针对这其中的实际问题开展理论与应用研究。

教育背景
2010.09-2014.07 复旦大学，上海， 中国
管理学院博士
专业: 运筹学
2008.09-2010.07 复旦大学，上海， 中国
数学科学学院研究生
2003.09-2007.07 武汉大学，武汉，中国
数学与统计学院学士

工作经历
2020.04- 助理教授，光华管理学院，北京大学
2017.08-2020.04 助理教授，工学院，北京大学
2016.03- 2017.08 助理教授，系统工程与运筹系，乔治梅森大学
2015.09-2016.03 博士后研究员，商学院，马里兰大学
2014.07-2015.08 博士后研究员，管理学院，复旦大学
2012.08-2013.08 访问学者， 商学院，马里兰大学

荣誉与奖励
2019 INFORMS 仿真社区杰出发表奖
2017 复旦大学优秀博士后
2017 IEEE 自动化大会最佳论文候选论文奖
2016 长三角运筹学与控制论论坛优秀论文一等奖
2014 复旦大学优秀博士论文
2013 国家奖学金

科研项目
2020.01-2022.12 数据驱动的医疗服务系统资源分配方法研究，青年科学 基金， 国家自然科学基金 （主持， 项目号： 71901003）
2019.01-2019.12 新一代信息技术平台下的高效仿真优化，国际交流与 合作专项，北京市科委
2018.01-2022.12 仿真优化理论及其在复杂管理系统中的应用，国际（地 区）合作与交流项目， 国家自然科学基金 （参与， 项 目号：71720107003）
2016.01-2019.12 仿真优化理论与应用，面上项目，国家自然科学基金 （参与，项目号： 71571048）
2016.01-2017.06 统计排序与选择问题的理论与应用，面上项目，中国博 士后基金 （主持，项目号： 2015M571495）


学术报告
2020
 5 月，人民大学统计与大数据研究院邀请报告，北京，中国  1 月，天津大学管理与经济学部邀请报告，天津，中国 2019
 12 月，冬季仿真大会，华盛顿，美国  10 月，合肥工业大学交通学院邀请报告，合肥，中国  9 月，华人学者工业工程国际年会，大连，中国
 8 月，金融工程与风险管理年会，上海，中国  8 月，IEEE 自动化大会，温哥华，加拿大  7 月，中国控制大会，广州，中国  7 月，服务系统与服务管理国际学术研讨会，深圳，中国  6 月，POMS-China 会议报告，天津，中国  6 月，Mostly OM，深圳，中国  5 月，东南大学管理科学与工程系邀请报告，南京，中国  5 月，南京大学管理科学与工程系邀请报告，南京，中国  5 月，系统工程与管理科学大会，南京，中国  4 月，清华大学数学系邀请报告，北京，中国  4 月，北京大学光华管理学院管科系邀请报告，北京，中国  3 月，北京大学光华管理学院统计系邀请报告，北京，中国  3 月，清华大学管理科学与工程系邀请报告，北京，中国  1 月， POMS-HK 会议报告，香港，中国

2018
 12 月，冬季仿真大会，Gothenburg，瑞典  12 月，微软亚洲研究院邀请报告，北京，中国  10 月，中国运筹学年会邀请专题报告，重庆，中国  8 月， 阿姆斯特丹自由大学运筹与计量系邀请报告，阿姆斯特丹，荷兰  8 月， IEEE 自动化大会，慕尼黑，德国  7 月， 服务系统与服务管理国际学术研讨会，杭州，中国  6 月， INFORMS 国际会议，台北，中国  4 月， 上海交通大学安泰管理学院邀请报告，上海，中国  3 月， 清华大学工业工程系邀请报告，北京，中国  2 月， 香港城市大学管理科学与工程系邀请报告，香港，中国  2 月， 新加坡国立大学工业系统工程系邀请报告，新加坡  1 月， 同济大学管理科学与工程系邀请报告，上海，中国

2017
 12 月， 冬季仿真大会，拉斯维加斯，美国  10 月， INFORMS 年会，休斯顿，美国  9 月， 金融工程与风险管理年会，长沙，中国  8 月， IEEE 自动化大会，西安，中国  4 月， 弗吉尼亚共和大学统计与运筹系邀请报告，里士满，美国 2016
 12 月，冬季仿真大会，Arlington，美国
 11 月，INFORMS 年会，Nashville，美国  6 月， 长三角运筹学 与控制论论坛，上海，中国  5 月， 离散事件系统研讨会，西安，中国  5 月， 清华大学仿真优化研讨会，北京，中国  5 月， 中山大学岭南学院金融仿真研讨会，广州，中国 2015
 12 月，冬季仿真大会，Huntington Beach，美国  11 月，INFORMS 年会，费城，美国  5 月， INFORMS 应用概率论协会大会，伊斯坦布尔，土耳其 2014
 10 月，中国运筹协会年会，徐州，中国 2013
 11 月，北京大学管理科学博士生论坛，北京，中国  12 月，冬季仿真大会，华盛顿特区，美国 2012
 10 月，INFORMS 年会，凤凰城，美国

教授课程
 研究生课程：高等运筹学  本科生课程：运营管理与优化

近期论文

期刊论文
1. Haidong Li, Xiaoyun Xu*, Yijie Peng, and Chun-Hung Chen, ``Efficient Sampling for
Selecting Important Nodes in Random Network”, IEEE Transactions on Automatic
Control, accepted. 2. Zhenyu, Cui, Michael C. Fu, Yijie Peng, Lingjiong Zhu*, ``Optimal Unbiased
Estimation for Expected Cumulative Discounted Cost”, European Journal of
Operations Research, accepted. 3. Yijie Peng*, Michael C. Fu, Bernd Heidergott, and Henry Lam ``Maximum
Likelihood Estimation by Monte Carlo Simulation: Towards Data-Driven Stochastic
Modeling”, Operations Research, accepted. 4. Yijie Peng*, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu and Ilya O. Ryzhov,
``Efficient Sampling Allocation Procedure for Optimal Quantile Selection”,
INFORMS Journal on Computing, accepted. 5. Yijie Peng, Jie Song*, Jie Xu, and Edwin K. P. Chong, `` Stochastic Control Framework
for Determining Feasible Alternatives in Sampling Allocation”, IEEE Transactions on
Automatic Control, accepted. 6. Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, and Yijie Peng*, ``Technical
Note: Central Limit Theorems for Estimated Functions at Estimated Points”,
Operations Research, accepted. 7. Joost Berkhout, Bernd Heidergott*, Henry Lam, and Yijie Peng, `` From Data to
Stochastic Modeling and Decision Making: What Can We Do Better?”, Asia-Pacific
Journal of Operational Research, 36(6), 1940012, 2019. 8. Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng*, and Lingjiong
Zhu, ``On the Variance Property of Single-Run Unbiased Stochastic Derivative
Estimators”, INFORMS Journal on Computing, 32 (2), 390-407, 2020. 9. Yijie Peng, Edward Huang, Jie Xu, Zhongshun Shi*, and Chun-Hung Chen, ``A
Coordinate Optimization Approach for Concurrent Design”, IEEE Transactions on
Automatic Control, 64 (7), 2913-2920, 2019. 10. Yijie Peng*, Jie Xu, Loo-Hay Lee, Jian-Qiang Hu, and Chun-Hung Chen, ``Efficient
Simulation Sampling Allocation Using Multifidelity Models”, IEEE Transactions on
Automatic Control, 64 (8), 3156-3169, 2019. 11. Yijie Peng*, Chun-Hung Chen, Michael C. Fu, and Jian-Qiang Hu, ``Gradient-Based
Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence
Scenario”, IEEE Transactions on Automatic Control, 63(9), 3091-3097, 2018. 12. Yijie Peng*, Edwin K.P. Chong, Chun-Hung Chen, and Michael C. Fu, ``Ranking and
Selection as Stochastic Control”, IEEE Transactions on Automatic Control, 63 (8),
2359-2373, 2018. 13. Yijie Peng, Michael C. Fu, Jian-Qiang Hu* and Bernd Heidergott, ``A New Unbiased
Stochastic Derivative Estimator for Discontinuous Sample Performances with
Structural Parameters”, Operations Research, 66 (2), 487-499, 2018. (INFORMS
Simulation Society Outstanding Simulation Publication Award) 14. Lei Lei*, Yijie Peng, Michael C. Fu and Jian-Qiang Hu, ``Applications of the
Generalized Likelihood Ratio Method to Distribution Sensitivity and Steady-State
Simulation”, Journal of Discrete Event Dynamic Systems, 28 (1), 109-125, 2018. 15. Yijie Peng* and Michael C. Fu, ``Myopic Allocation Policy with Asymptotically
Optimal Sampling Rate”, IEEE Transactions on Automatic Control, 62 (4), 2041
2047, 2017. 16. Yijie Peng, Michael C. Fu and Jian-Qiang Hu*, ``Gradient-Based Simulated
Maximum Likelihood Estimation on Stochastic Volatility Models Using
Characteristic Functions”, Quantitative Finance, 16 (9), 1393-1411, 2016. 17. Yijie Peng*, Chun-Hung Chen, Michael C. Fu and J.Q. Hu, ``Dynamic Sampling
Allocation and Design Selection’’, INFORMS Journal on Computing, 28 (2), 195-208,
2016. 18. Yijie Peng, Michael C. Fu and J.Q. Hu*, ``Gradient-Based Simulated Maximum
Likelihood Estimation on Lévy Driven Ornstein-Uhlenbeck Stochastic Volatility
Models’’, Quantitative Finance, 14 (8), 1399-1414, 2014. 19. Yijie Peng, Chun-Hung Chen, Michael C. Fu and J.Q. Hu*, ``Efficient Simulation
Resource Sharing and Allocation for Selecting the Best’’, IEEE Transactions on
Automatic Control, 58 (4), 1017 – 1023, 2013. 20. Rachel Chen, Jianqiang Hu* and Yijie Peng, ``Simulation of Lévy-driven Models and
Its Application in Finance’’, Numerical Algebra, Control and Optimization, 2(4),
749-765, 2012. 21. 陈睿迪，彭一杰，胡建强*，``金融中的 Lévy 模型及其仿真’’， 运筹学学 报 ，
13 (1)，1-9，2013.

会议论文
1. Yijie Peng, Michael C. Fu, Jian-Qiang Hu, and Lei Lei, “Estimating Quantile
Sensitivity for Financial Models with Correlations and Jumps”, Proceedings of
Winter Simulation Conference, 2019. 2. Haidong Li, Yijie Peng, Xiaoyun Xu, Chun-Hung Chen, and Bernd Heidergott,
“Dynamic Sampling Procedure for Decomposable Random Networks”, Proceedings
of Winter Simulation Conference, 2019. 3. Bowen Pang, Xiaolei Xie, Bernd Heidergott, and Yijie Peng “Optimizing Outpatient
Department Staffing Level using Multi-Fidelity Models”, Proceedings of IEEE
Conference on Automation Science and Engineering, 2019. 4. Nanne Dieleman, Bernd Heidergott, and Yijie Peng “Data-Driven Fitting of the
G/G/1 Queue”, Proceedings of International Conference on Service Systems and
Service Management, 2019. (Best Student Paper Award) 5. Yijie Peng, Chun-Hung Chen, Edwin K.P. Chong, and Michael C. Fu, ``A Review of
Static and Dynamic Optimization for Ranking and Selection”, Proceedings of Winter
Simulation Conference, 2018. 6. Yijie Peng, Jie Song, Jie Xu, and Edwin K. P. Chong, ``Dynamic Sampling Allocation
for Feasibility Determination”, Proceedings of IEEE Conference on Automation
Science and Engineering, 2018. 7. Haidong Li, Xiaoyun Xu, Yijie Peng, and Chun-Hung Chen, `` Efficient Sampling
Procedure for Selecting the Largest Stationary Probability of a Markov Chain”,
Proceedings of IEEE Conference on Automation Science and Engineering, 2018. 8. Yijie Peng, Michael C. Fu, Peter W. Glynn, and Jian-Qiang Hu, ``On the Asymptotic
Analysis of Quantile Sensitivity Estimation by Monte Carlo simulation”,
Proceedings of Winter Simulation Conference, 2017. 9. Yijie Peng, Edward Huang, Jie Xu, and Chun-Hung Chen, ``Concurrent Engineering:
An Optimization Approach for Team Coordination Through Information Sharing’’,
Proceedings of IEEE Conference on Automation Science and Engineering, 2017.
(Best Paper Award Finalist) 10. Yijie Peng, Michael C. Fu and Jian-Qiang Hu, ``On the Regularity Conditions and
Applications for Generalized Likelihood Ratio Method”, Proceedings of Winter
Simulation Conference, 2016. 11. Yijie Peng, Michael C. Fu and Jian-Qiang Hu, ``Estimating Distribution Sensitivity
Using Generalized Likelihood Ratio Method”, Proceedings of IEEE International
Workshop on Discrete Event Systems, 2016. 12. Yijie Peng, Chun-Hung Chen, Michael C. Fu and J.Q. Hu, `` Non-Monotonicity of
Probability of Correct Selection’’, Proceedings of Winter Simulation Conference,
2015. 13. Yijie Peng, Chun-Hung Chen, Michael C. Fu and J.Q. Hu, ``A Dynamic Framework
for Statistical Selection Problems’’, Proceedings of Winter Simulation Conference,
2013.

已投稿与工作论文
1. Peter W. Glynn, Yijie Peng*, Michael C. Fu, and Jian-Qiang Hu, ``Computing
Sensitivity of Distortion Risk Measure”, submitted to INFORMS Journal on
Computing, under second review. 2. Yijie Peng, Li Xiao*, Bernd Heidergott, Jeff Hong, and Henry Lam, ``Stochastic
Gradient Estimation for Artificial Neural Network”, submitted to INFORMS journal
on Computing, under second review. 3. Zhongshun Shi, Yijie Peng*, Leyuan Shi, Chun-Hung Chen, and Michael C. Fu,
``Dynamic Sampling Allocation Under Finite Budget for Feasibility Determination”,
submitted to INFORMS Journal on Computing. 4. Lei Lei, Yijie Peng*, Michael C. Fu, and Jian-Qiang Hu, ``Sensitivity Analysis of
Portfolio Credit Derivatives by Conditional Monte Carlo Simulation”, submitted to
INFORMS Journal on Computing. 5. Bernd Heidergott, and Yijie Peng, ``Random Horizon Gradient Estimation for
Smooth Stopping Criteria”, submitted to Journal of Applied Probability. 6. Xiangyu Yang, Jiaqiao Hu, Jian-Qiang Hu, and Yijie Peng, ``Asynchronous Value
Iteration for Markov Decision Process with Continuous State Space’’, submitted to
Proceedings of Winter Simulation Conference.
7. Haidong Li, Henry Lam, Zhe Liang, and Yijie Peng, “Context-Dependent Simulation
Optimization”, submitted to Proceedings of Winter Simulation Conference. 8. Lei Lei, Christos Alexopoulos, Yijie Peng, and James Wilson, “Confidence Intervals
and Confidence Regions for Quantiles Based on Conditional Monte Carlo and
Generalized Likelihood Ratios”, submitted to Proceedings of Winter Simulation
Conference. 9. Li Xiao, Yijie Peng *, Jeff Hong, Zewu Ke, and Shuhuai Yang, ``Training Artificial
Neural Networks by Generalized Likelihood Ratio Method”, submitted to
Proceedings of IEEE Conference on Automation Science and Engineering. 10. Gongbo Zhang, Chun-Hung Chen, Qing-shan Jia, and Yijie Peng, “Dynamic
Sampling Allocation for Selecting a Good Enough Alternative”, submitted to
Proceedings of IEEE Conference on Automation Science and Engineering. 11. “Efficient Learning for Clustering and Optimizing Contextual-Dependent Designs”
joint work with Henry Lam, Haidong Li, Zhe Liang, working paper. 12. “Generalized Likelihood Ratio Method for Stochastic Models with Uniform
Random Numbers as Inputs”, joint work with Michael Fu, Jiaqiao Hu, Pierre L’
Ecuyer, and Bruno Tuffin, working paper. 13. “A Stochastic Approximation Method for Simulation-based Quantile Optimization”
joint work with Jiaqiao Hu, Gongbo Zhang, working paper. 14. “Estimating Confidence Interval and Region for Quantile” joint work with Lei Lei,
Christos Alexopoulos, and James Wilson, working paper.
学术活动
 协会成员：INFORMS、IEEE 会员，中国运筹协会会员，中国运筹协会金融工程 与风险控制分会常务理事  期刊与会议编辑：Asia-Pacific Journal of Operational Research 副主编，IEEE Control Systems Society 会议编委（CEB）  同行评议学术杂志审稿人：Operations Research, IEEE Transactions on Automatic Control, INFORMS Journal on Computing, Mathematics of Operations Research, Naval Research Logistics, Stochastic Systems, ACM Transactions on Modeling and Computer Simulation, Transportation Research Part E, IEEE Transactions on Automation Science and Engineering, Frontier of Engineering Management, Journal of Systems Science and Systems Engineering, 管理工程学报，Journal of Discrete Event Dynamic Systems, Journal of Simulation, Asia-Pacific Journal of Operational Research, International Journal of Production Research, Simulation Modelling Practice and Theory, IEEE Transactions on Information Forensics & Security  大会组委会成员: PC member of Winter Simulation Conference (2018, 2019),
International committee member of International Conference on Service Systems and Service Management (2019), organizing committee member of IEEE Conference on Automation Science and Engineering (2020) and INFORMS annual meeting (2020).