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jiheng
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ZHANG, Jiheng
張季恆

(PhD Georgia Institute of Technology)

Phone: (852) 2358 8627
Email: jiheng@ust.hk
Office: Room 5581
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Professor



Research Interests

Applied Probability, Stochastic Modeling and Optimization, Data Analysis, Numerical Methods and Algorithms, With applications in Service Operations Management, Large Communication Networks, Healthcare

Selected Publications

  Article

  1. Simulating Multi-Asset Classes Prices Using Wasserstein Generative Adversarial Network: A Study of Stocks, Futures and Cryptocurrency
    • Author(s): Han, Feng; Ma, Xiaojuan; Zhang, Jiheng
    • Source: Journal of Risk and Financial Management, v. 15, (1), January 2022, article number 26
    • Year: 2022

  2. Approximations and Optimal Control for State-Dependent Limited Processor Sharing Queues
    • Author(s): Gupta, Varun; Zhang, Jiheng
    • Source: Stochastic Systems, v. 12, (2), June 2022, p. 205-225
    • Year: 2022

  3. Consensus mechanism design based on structured directed acyclic graphs
    • Author(s): He, Jiahao; Wang, Guanju; Zhang, Guangyuan; Zhang, Jiheng
    • Source: Blockchain: Research and Applications, v. 2, (1), March 2021, article number 100011
    • Year: 2021

  4. Simple Policies with Provable Bounds for Managing Perishable Inventory
    • Author(s): Zhang, Hailun; Zhang, Jiheng; Zhang, Rachel Quan
    • Source: Production and Operations Management, v. 29, (11), November 2020, p. 2637-2650
    • Year: 2020

  5. Dynamic Scheduling of Multiclass Many-Server Queues with Abandonment: The Generalized c mμ/h Rule
    • Author(s): Long, Zhenghua; Shimkin, Nahum; Zhang, Hailun; Zhang, Jiheng
    • Source: Operations Research, v. 68, (4), July-August 2020, p. 1218-1230
    • Year: 2020

  6. Online Demand Fulfillment Under Limited Flexibility
    • Author(s): Xu, Zhen; Zhang, Hailun; Zhang, Jiheng; Zhang, Rachel Quan
    • Source: Management Science, v. 66, (10), October 2020, p. 4667-4685
    • Year: 2020

  7. A Note on Many-Server Fluid Models with Time-Varying Arrivals
    • Author(s): Long, Zhenghua; Zhang, Jiheng
    • Source: Probability in the Engineering and Informational Sciences, v. 33, (3), July 2019, p. 417-437
    • Year: 2019

  8. Instantaneous Control of Brownian Motion with a Positive Lead Time
    • Author(s): Xu, Zhen IEDA; Zhang, Jiheng; Zhang, Rachel Quan
    • Source: Mathematics of Operations Research, v. 44, (3), August 2019, p. 943-965
    • Year: 2019

  9. Management of a Shared-Spectrum Network in Wireless Communications
    • Author(s): Wu, Shining; Zhang, Jiheng IEDA; Zhang, Rachel Quan IEDA
    • Source: Operations Research, v. 66, (4), July 2018, p. 1119-1135
    • Year: 2018

  10. Refined Models for Efficiency-driven Queues with Applications to Delay Announcements and Staffing
    • Author(s): Huang, Junfei; Mandelbaum, Avishai; Zhang, Hanqin; Zhang, Jiheng
    • Source: Operations Research, v.65, (5), September 2017, p. 1380-1397
    • Year: 2017

  11. Heavy-traffic Approximations for a Layered Network with Limited Resources
    • Author(s): Aveklouris, Angelos ; Vlasiou, Maria ; Zhang, Jiheng IEDA; Zwart, Bert
    • Source: Probability and Mathematical Statistics, v. 37, (2), 2017, p. 497-532
    • Year: 2017

  12. A Unified Approach to Diffusion Analysis of Queues with General Patience-Time Distributions
    • Author(s): Huang, Junfei; Zhang, Hanqin; Zhang, Jiheng
    • Source: Mathematics of Operations Research, v. 41, (3), August 2016, p. 1135-1160
    • Year: 2016

  13. The impact of slow ocean steaming on delivery reliability and fuel consumption
    • Author(s): Lee, Chung Yee; Lee, Hau L.; Zhang, Jiheng
    • Source: Transportation Research Part E: Logistics and Transportation Review, v. 76, April 2015, p. 176-190
    • Year: 2015

  14. Routing and Staffing in Customer Service Chat Systems with Impatient Customers
    • Author(s): Tezcan, Tolga; Zhang, Jiheng
    • Source: Operations Research, v. 62, (4), 2014, p. 943-956
    • Year: 2014

  15. Convergence to equilibrium states for fluid models of many-server queues with abandonment
    • Author(s): Long, Zhenghua; Zhang, Jiheng
    • Source: Operations Research Letters, v. 42, (6-7), 2014, p. 388-393
    • Year: 2014

  16. Staffing and Control of Instant Messaging Contact Centers
    • Author(s): Luo, Jun; Zhang, Jiheng
    • Source: Operations Research, v. 61, (2), March 2013, p. 328-343
    • Year: 2013

  17. Fluid Models of Many-server Queues with Abandonment
    • Author(s): Zhang, Jiheng
    • Source: Queueing Systems, v. 73, (2), 2013, p. 147-193
    • Year: 2013

  18. Diffusion Limits of Limited Processor Sharing Queues
    • Author(s): Zhang, Jiheng; Dai, J.G.; Zwart, Bert
    • Source: Annals of Applied Probability, v. 21, (2), April 2011, p. 745-799
    • Year: 2011

  19. Rapid solution of 3-D oscillatory elastodynamics using the pFFT accelerated BEM
    • Author(s): Yan, Zaiyou; Zhang, Jiheng; Ye, Wenjing
    • Source: Engineering Analysis with Boundary Elements, v. 34, (11), November 2010, p. 956-962
    • Year: 2010

  20. Numerical Characterization of Porous Solids and Performance Evaluation of Theoretical Models via the Precorrected-FFT Accelerated BEM
    • Author(s): Yan, Zaiyou; Zhang, Jiheng; Ye, Wenjing; Yu, Tongxi
    • Source: CMES: Computer Modeling in Engineering & Sciences, v. 55, (1), 2010, p. 33-60
    • Year: 2010

  21. Law of Large Number Limits of Limited Processor-Sharing Queues
    • Author(s): Zhang, Jiheng; Dai, J.G.; Zwart, Bert
    • Source: Mathematics of Operations Research, v.34, (4), 2009, Nov, p. 937-970
    • Year: 2009

  22. Steady State Approximations of Limited Processor Sharing Queues in Heavy Traffic
    • Author(s): Zhang, Jiheng; Zwart, Bert
    • Source: Queueing Systems, v.60, (3-4), 2008, Dec, p. 227-246
    • Year: 2008

  Conference paper

  1. A Reduction from Linear Contextual Bandits Lower Bounds to Estimations Lower Bounds
    • Author(s): He, Jiahao; Zhang, Jiheng; Zhang, Rachel Quan
    • Source: Proceedings of the 39th International Conference on Machine Learning, v. 162, July 2022, p. 8660-8677
    • Year: 2022

  2. Generalized Linear Bandits with Local Differential Privacy
    • Author(s): Han, Yuxuan; Liang, Zhipeng; Wang, Yang; Zhang, Jiheng
    • Source: Advances in Neural Information Processing Systems, v. 32, December 2021, p. 26511-26522
    • Year: 2021

  3. Scaling and Modeling of Call Center Arrivals
    • Author(s): Zhang, Xiaowei; Hong, Jeff Liu; Zhang, Jiheng
    • Source: Proceedings - Winter Simulation Conference, v. 2015-January, January 2015, article number 7019913, p. 476-485
    • Year: 2015

  4. Separation of Timescales in a Two-Layered Network
    • Author(s): Vlasiou, Maria; Zhang, Jiheng; Zwart, Bert; Van der Mei, Rob
    • Source: Final Program - 2012 24th International Teletraffic Congress, ITC 24, 2012, p. 185-192
    • Year: 2012

  Preprint

  1. Consensus Mechanism Design based on Structured Directed Acyclic Graphs
    • Author(s): Wang, Guangju; Zhang, Jiheng; Zhang, Guangyuan; He, Jiahao
    • Source: arXiv, Jan 2019, Article number 1901.02755
    • Year: 2019

  2. On-Demand Ride-Matching in a Spatial Model with Abandonment and Cancellation
    • Author(s): Wang, Guangju; Zhang, Hailun; Zhang, Jiheng
    • Source: Social Science Research Network, 8 July 2019, article number 3414716
    • Year: 2019