Mengfan Xu

Hi! I am Mengfan, a final year Ph.D. candidate from the Department of Industrial Engineering and Management Sciences at Northwestern University, where I am very fortunate and grateful to be advised by Prof. Diego Klabjan. Previously, I obtained my Bachelor’s degree in Statistics from University of Science and Technology of China (USTC) in 2018.

I will be joining the Department of Mechanical and Industrial Engineering at UMass Amherst as a tenure-track assistant professor in September 2024! I am actively seeking PhD students and Research Assistants. If you are interested in working with me, please feel free to send me an email mengfanxu@umass.edu

My research goal is to formulate online sequential decision-making problems and subsequently develop algorithms that are provably optimal for addressing them, with a particular emphasis on Multi-armed Bandits. What I am aiming for is to capture the intricate dynamics within the underlying structures with new methodologies, driven by real world problems faced by decision makers and with applications accross a wide range of domains. In general, my research interests are as follows:

• Multi-armed Bandit
• Sequential decision making under uncertainty
• Statistical Learning
• Reinforcement Learning
• Stochastic processes/optimization
• e-Commerce
• Causal Inference