Pengyu Qian

Pengyu Qian

Assistant Professor

Purdue University

I am an assistant professor in the SC&OM group at the Krannert School of Management, Purdue University.

My research studies networked marketplaces with an emphasis on online decision-making, using tools from applied probability and modern optimization. I am interested in foundational theoretical models motivated by problems in revenue management and pricing, and matching markets. My research emphasizes algorithms and mechanisms that not only have good theoretical guarantees, but also are simple, robust, and hence practical for real-world systems.

You can reach me at pqian20 at gmail dot com.

Interests
  • Online Algorithms
  • Stochastic Networks
  • Market Design
  • Platform
Education
  • PhD in Decision, Risk, and Operations, 2021

    Columbia Businss School

  • BS in Mathematics, 2015

    Peking University

What’s New

August 2021

Joining Purdue Krannert as assistant professor. Excited to work with the amazing people here!

May 2021

Successfully defended my PhD thesis "Online decision-making in networked marketplaces"!

Working Papers

4.

Price discovery and efficiency in waiting lists: a connection to stochastic gradient descent

with Itai Ashlagi, Jacob Leshno, and Amin Saberi, manuscript coming soon

Preliminary version: ACM Conference on Economics and Computation (EC`20)

[EC Version | Al Roth's blog post]

3.

In which random matching markets does the short side enjoy an advantage?

with Yash Kanoria, and Seungki Min, under review

Preliminary version: ACM-SIAM Symposium on Discrete Algorithms (SODA`21)

[arXiv | SODA Version | Al Roth's blog post]

2.

Blind dynamic resource allocation in closed networks via mirror backpressure

with Yash Kanoria, major revision

Preliminary version: ACM Conference on Economics and Computation (EC`20)

[arXiv | EC Version]

1.

Dynamic assignment control of a closed queueing network under complete resource pooling

with Siddhartha Banerjee , and Yash Kanoria, under review

Preliminary version: SIGMETRICS`18

[arXiv | SIGMETRICS Version]