Luhao Zhang

Assistant Professor
Department of Applied Mathematics and Statistics
Johns Hopkins University
3400 North Charles Street
Baltimore, MD 21218, USA

About me

I am an assistant professor at the Department of Applied Mathematics and Statistics at Johns Hopkins University, starting from January 2025.

I was a Postdoctoral Research Scientist in the Department of Industrial Engineering and Operations Research at Columbia University from September 2023 to December 2024, supervised by Prof. Xunyu Zhou.

I completed my Ph.D. in the Department of Mathematics at the University of Texas at Austin, advised by Prof. Thaleia Zariphopoulou.

My research lies at the intersection of data-driven decision making under uncertainty, stochastic and robust optimization, and machine learning. Specifically,

I received my bachelor degree in Mathematics and Applied Mathematics (Honors Program) at Xi’an Jiaotong University in China, where I was also a student of the Speical Class for the Gifted Young before my undergraduate study.

Research

Publications

  1. Luhao Zhang, Jincheng Yang, Rui Gao. Optimal Robust Policy for Feature-Based Newsvendor (2023), Management Science.

  2. Luhao Zhang, Mohsen Ghassemi, Ivan Brugere, Alan Mishle, Niccolo Dalmasso, Vamsi Potluru, Tucker Balch, Manuela Veloso. Conditional Demographic Parity Through Optimal Transport (2022), NeurIPS Workshop on Algorithmic Fairness through the Lens of Causality and Privacy.

    • A conference version is submitted to 39th AAAI Conference on Artificial Intelligence (AAAI-25).

  3. Luhao Zhang, Jincheng Yang, Rui Gao. A Simple and General Duality Proof for Wasserstein Distributionally Robust Optimization (2024), Operations Research, forthcoming.

Preprints

  1. Renyuan Xu, Thaleia Zariphopoulou, Luhao Zhang. Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions (2023), Submitted.

  2. Jincheng Yang, Luhao Zhang, Ningyuan Chen, Rui Gao, Ming Hu. Decision-making with Side Information: A Causal Transport Robust Approach (2024), Submitted.

  3. Rui Gao, Jincheng Yang, Luhao Zhang. A Class of Interpretable and Decomposable Multi-period Convex Risk Measures (2024), preprint.

Patents

  1. Method and system for obtaining conditional demographic parity through optimal transport in data-driven model (2024), US 2024/0303532 A1.

Teaching & Services

Professional Services

Referee for: Session chair for:

Directed Reading Program

The Directed Reading Program is an RTG program that pairs undergraduate students with graduate student mentors to undertake independent projects in mathematics.

Mentee

Industry Experience

Industry Experience

Miscellaneous

Awards & Fundings