Xin Chen

Xin Chen
Xin Chen
  • Adjunct Professor
(217) 244-8685
201D Transportation Building

For More Information


  • Ph.D., Operations Research, Massachusetts Institute of Technology, 2003
  • M.S., Computational Mathematics, Chinese Academy of Sciences, 1998
  • B.S., Computational Mathematics, Xiangtan University, 1995


Xin Chen obtained his PhD in Operations Research from MIT (2003), MS in Computational Mathematics from Chinese Academy of Sciences (1998) and BS in Computational Mathematics from Xiangtan University (1995). His research interest lies in optimization, revenue management and supply chain management. He received the Informs revenue management and pricing section prize in 2009. He is the coauthor of the book "The Logic of Logistics: Theory, Algorithms, and Applications for Logistics and Supply Chain Management (Second Edition 2005 & Third Edition 2014)".

Academic Positions

  • Professor, Department of Industrial and Enterprise Systems Engineering, UIUC, August 2015 -
  • Associate Professor, Department of Industrial and Enterprise Systems Engineering, UIUC, August 2011-August 2015
  • Assistant Professor, Department of Industrial and Enterprise Systems Engineering, UIUC, August 2006-August 2011
  • Assistant Professor, Department of Mechanical and Industrial Engineering, UIUC, July 2004-August, 2006
  • Postdoctoral Associate, Massachusetts Institute of Technology, July 2003-June 2004

Research Interests

  • Data Analytics
  • Revenue Management and Dynamic Pricing
  • Operations Research, Operations Management
  • Optimization, Optimal Stochastic Control, Computational Mathematics
  • Production, Inventory and Supply Chain Management

Research Areas

  • Data Analytics
  • Operations Research

Books Authored or Co-Authored (Revisions)

Chapters in Books

  • Xin Chen and Chung-Piaw Teo. 2013. Sparse Solutions to Complex Models. Tutorials in Operations Research (INFORMS 2013), eds. Huseyin Topaloglu, 37-59.
  • Xin Chen and David Simchi-Levi. 2012. Coordinated Pricing and Inventory Management. the Oxford Handbook of Pricing Management, eds. O. Ozer and R. Phillips.

Selected Articles in Journals

  • Xin Chen and Menglong Li. 2021. Discrete Convex Analysis and Its Applications in Operations: A Survey. Production and Operations Management, 30(6), 1904-1926.
  • Xin Chen and Menglong Li. 2021. M-natural-convexity and it’s applications in operations. Operations Research, 69, 1396-1408.
  • Yifan Hu, Xin Chen and Niao He. 2020. Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization. SIAM Journal on Optimization, 30(3), 2103–2133.
  • Xin Chen, Zhuoyu Long and Jin Qi. 2021. Preservation of Supermodularity in Parametric Optimization: Necessary and Sufficient Conditions on Constraint Structures. Operations Research, 69(1), 1-12.
  • Xin Chen and Boris Pittel. 2021. On sparsity of the solution to a random quadratic optimization problem. Mathematical Programming, 186, 309-336.
  • Xin Chen, Zhenyu Hu and Yuhan Zhang. 2019. Dynamic Pricing with Stochastic Reference Price Effect. Journal of the Operations Research Society of China, 7(1): 107-125.
  • Xin Chen, Xiangyu Gao, Zhenyu Hu and Qiong Wang. 2019. Population Monotonicity in Newsvendor Games. Management Science, 65(5), 1949-2443.
  • Xin Chen and Xiangyu Gao. 2018. Stochastic Optimization with Decisions Truncated by Positively Dependent Random Variables. Operations Research, 67(5):1321-1327.
  • Xin Chen, Xiangyu Gao and Zhan Pang. 2018. Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications. Operations Research, 66(2), 340-357.
  • Xin Chen. 2017. Operational Hedging through Dual-Sourcing under Capacity Uncertainty. Foundations and Trends® in Technology, Information and Operations Management: Vol. 11: No. 1-2, pp 46-64.
  • Xin Chen. 2017. L-Natural-Convexity and Its Applications. Frontiers of Engineering, 4(3), 283-294.
  • Xin Chen, Peng Hu and Zhenyu Hu. 2017. Efficient Algorithms for the Dynamic Pricing Problem with Reference Price Effect. Management Science, 63(12), 4389 – 4408.
  • Xin Chen, Peng Hu, Stephen Shum and Yuhan Zhang. 2016. Dynamic Stochastic Inventory Management with Reference Price Effects. Operations Research, 64(6), 1529-1536.
  • Xin Chen and Jiawei Zhang. 2016. Duality Approaches to Economic Lot-Sizing Games. Production and Operations Management, 25(7), 1203-1215.
  • Zhenyu Hu, Xin Chen and Peng Hu. 2016. Dynamic Pricing with Gain-Seeking Reference Price Effects. Operations Research, 64(1), 150-157.
  • Yueshan Yu, Fuqiang Zhang and Xin Chen. 2015. Dynamic Capacity Management with General Upgrading. Operations Research, 63(6), 1372-1389.
  • Xin Chen, Xiangyu Gao and Zhenyu Hu. 2015. New Approach to Two-Location Joint Inventory and Transshipment Control via L-natural-Convexity. Operations Research Letters, 43(1), 65-68.
  • Limeng Pan, Mashor Housh, Pan Liu, Ximing Cai, and Xin Chen. 2015. Robust Stochastic Optimization for Reservoir Operation. Water Resources Research, 51(1), 409-429.
  • Xin Chen and Jiming Peng. 2015. New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions. Mathematics of Operations Research, 40(3), 725-738.
  • Xin Chen, Zhan Pang, and Limeng Pan. 2014. Coordinating Inventory Control and Pricing Strategies for a Perishable Product. Operations Research, 62(2), 284-300.
  • Xin Chen, Stephen Shum, and David Simchi-Levi. 2014. Coordinating and Rational Contracts in Supply Chains. Production and Operations Management, 23 (3), 379-392.
  • Xin Chen and Zhisong Chen. 2013. Cost Allocation in Capacity Investment Games. Naval Research Logistics, 60(6), 512-523.
  • Xin Chen, Jiming Peng, and Shuzhong Zhang. 2013. Sparse Solutions to the Random Standard Quadratic Programming. Mathematical Programming, 141, 273-293.
  • Xin Chen, Peng Hu and Simai He. 2013. Preservation of Supermodularity in Parametric Optimization Problems with Nonlattice Structuress. Operations Research, 61(5), 1166-1173.
  • Xin Chen and Peng Hu. 2012. Joint pricing and inventory management with deterministic demand and costly price adjustment. Operations Research Letters, 40, 385-389.
  • Xin Chen and Peng Sun. 2012. Optimal Structural Policies for Ambiguity and Risk Averse Inventory and Pricing Models. SIAM Journal on Control and Optimization, 50, 133-146.
  • Chen,X., S. Zhou and F. Chen. 2011. Integration of Inventory and Pricing Decisions with Costly Price Adjustments. Operations Research, 59(6), 1144-1158.
  • Chen, X., S. Zhou and Y. Zhang. 2010. Preservation of Quasi-K-Concavity and Its Application to Joint Inventory-Pricing Models with Concave Ordering Costs, Operations Research, 58(4-part-1), 1012-1016.
  • Chen, J., X. Chen, S. Pan and J. Zhang. Some characterizations for SOC-monotone and SOC-convex functions, Journal on Global Optimization, 45(2), 259-279, 2009.
  • Chen, X. and D. Simchi-Levi. A New Approach for the Stochastic Cash Balance Problem with Fixed Costs, Probability in engineering and Information Science, 23, 545-562, 2009.
  • Chen, X. and Y. Zhang. Uncertain Linear Programs: Enhanced Affinely Adjustable Robust Counterparts, Operations Research, 57(6), 1469-1482, 2009.
  • Chen, X. Inventory Centralization Games with Price-Dependent Demand and Quantity Discount, Operations Research, 57(6), 1394-1406, 2009.
  • Chen, X. and J. Zhang. A Stochastic Programming Approach to Inventory Games, Operations Research, 57(4), 840-851, 2009.
  • Chen, X., B. Rhee, C-L Li, and D. Simchi-Levi. The Impact of Manufacturer Rebates on Supply Chain Profits, Naval Research Logistics, 54(6), 667-680, 2007.
  • Chen, X., M. Sim, P. Sun, and J. Zhang. A Linear-Decision Based Approximation Approach to Stochastic Programming, Operations Research, 56(2), 344-357, 2008.
  • Chen, , X., M. Sim, and P. Sun. A Robust Optimization Perspective to Stochastic Models, Operations Research, 55(6), 1058- 1071, 2007.
  • Chen, X., M. Sim, D. Simchi-Levi, and P. Sun, Risk Aversion in Inventory Management, Operations Research, 55(5), 828-842, 2007.
  • Chen, X. and H. Qi, Generalized P-property and Its Applications to the Semidefinite Linear Complementarity Problem, Mathematical Programming, 106(1), 177-201, 2006.
  • Chen, X. and D. Simchi-Levi, Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Continuous Review Model, Operations Research Letter, 34, 323-332, 2006.
  • Chen, X. and D. Simchi-Levi, Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case, Mathematics of Operations Research, 29(3), 698-723, 2004.
  • Chen, X. and D. Simchi-Levi, Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case, Operations Research, 52(6), 887-896, 2004.
  • Chen, J., X. Chen, and P. Tseng, Analysis of Nonsmooth Vector-Valued Functions Associated with Second-order Cones, Mathematical Programming, ser. B, 101, 95-117, 2004.
  • Chen, X., H. Qi, L. Qi, and K-l Teo, Smooth Convex Approximation to the Maximum Eigenvalue Function, Journal of Global Optimization, 30, 253-270, 2004.
  • Chen, X., Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: Extended Abstract, Manufacturing & Service Operations Management, 5:1, 59-62, 2003.
  • Chen, X., H. Qi, and P. Tseng, Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems, SIAM Journal of Optimization, 13-4, 960-985, 2003.
  • Chen, X. and P. Tseng, Non-Interior Continuation Methods for Solving Semidefinite Complementarity Problems, Mathematical Programming, 95, 431-474, 2003.
  • Anstreicher, K., X. Chen, H. Wolkowicz, and Y. Yuan, Strong Duality for a Trust-Region Type Relaxation of the Quadratic Assignment Problem, Linear Algebra and Its Applications, 301, 121-136, 1999.
  • Chen, X. and Y. Yuan, A Note on Quadratic Forms, Mathematical Programming, 86, 187-197, 1999.

Articles in Conference Proceedings

  • Yifan Hu, Xin Chen and Niao He. 2021. On the Bias-Variance-Cost Tradeoff of Stochastic Optimization. NeurIPS 2021.
  • Yifan Hu, Siqi Zhang, Xin Chen and Niao He. 2020. Biased Stochastic Gradient Descent for Conditional Stochastic Optimization. NeurIPS 2020.

Journal Editorships

  • Department Editor, Naval Research Logistics, 2018-
  • Associate Editor, Management Science, 2017-
  • Senior Editor, Production and Operations Management, 2015-
  • Associate Editor, Journal of Operations Research Society of China, 2013-
  • Associate Editor, Operations Research, 2012-


  • Bliss Faculty Scholar (2015)
  • Jerry S. Dobrovolny Faculty Scholar (2014)

Research Honors

  • Finalist, Informs Manufacturing & Service Operations Management Society best operations management paper published in Operations Research (2021)
  • Third Prize, The CSAMSE Annual Conference Best Paper Award (2019)
  • First Prize, The CSAMSE Annual Conference Best Paper Award (2014)
  • INFORMS Revenue Management and Pricing Section Prize (2009)
  • INFORMS Junior Faculty Interest Group Paper Competition, Finalist (2008)
  • INFORMS MSOM Student Paper Competition Second Prize (2002)
  • INFORMS George Nicholson Student Paper Competition Honorable Mention (2002)

Recent Courses Taught

  • IE 411 - Optimization of Large Systems
  • IE 516 - Pricing and Revenue Management
  • IE 521 - Convex Optimization
  • IE 598 XC (IE 598 XCD, IE 598 XCL) - Logistics & Supply Chain Mgmt