faculty-yunjian-xuAssistant Professor Yunjian Xu has been awarded a MOE Tier 2 Grant of S$587,367 for his proposal titled “Multi-stage Distributionally Robust Chance Constrained Stochastic Programs”. The project seeks to develop a novel theoretical framework as well as effective solution techniques for sequential decision making under uncertainty. The incorporation of distributionally robust chance constraints (DRCC) into the proposed framework allows the decision maker to trade-off between feasibility and efficiency without exact knowledge on the distribution of the uncertainty. The project is conducted in collaboration with Huan Xu from Georgia Tech.