Faculty Profiles - HUO Lucy Dongyan | The Hong Kong University of Science and Technology

Lucy Dongyan HUO
霍冬琰

PhD in Operations Research
Cornell University, 2025

Assistant Professor
Department of Industrial Engineering and Decision Analytics

(852) 2358 7099
lucyhuo@ust.hk
Room 5559A
Personal Web

ORCID

0000-0003-4086-2388

Scopus ID

58972219100

Research Interest Publications Projects Teaching Assignment RPG Supervision

Research Interest

Applied probability
Stochastic processing networks
Stochastic optimization

Publications

All Years 7 2026 1 2025 1 2024 3 2023 2 2022 0 2021 0

2026 1

Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Step Sizes

Mathematics of Operations Research
HUO, Lucy; Chen, Yudong; Xie, Qiaomin
Article

2025 1

A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression

SIGMETRICS Abstracts 2025 - Abstracts of the 2025 ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems, Association for Computing Machinery, Inc, 2025, p. 85-87
Zhang, Yixuan; Huo, Dongyan (Lucy); Chen, Yudong; Xie, Qiaomin
Conference paper

2024 3

Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference

Proceedings of the AAAI Conference on Artificial Intelligence, v. 38, (18), p. 20447-20455
Huo, Dongyan; Chen, Yudong; Xie, Qiaomin
Conference paper

Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA

SIGMETRICS/PERFORMANCE 2024 - Abstracts of the 2024 ACM SIGMETRICS/IFIP PERFORMANCE Joint International Conference on Measurement and Modeling of Computer Systems, Association for Computing Machinery, Inc, 2024, p. 35-36
Zhang, Yixuan; Huo, Dongyan (lucy); Chen, Yudong; Xie, Qiaomin
Conference paper

The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize

Advances in Neural Information Processing Systems, v. 37
Huo, Dongyan Lucy; Zhang, Yixuan; Chen, Yudong; Xie, Qiaomin
Conference paper

2023 2

Decentralized Governance of Stablecoins with Closed Form Valuation

Lecture Notes in Operations Research / Springer Nature, 2023, p. 59-73
Huo, Lucy; Klages-Mundt, Ariah; Minca, Andreea; Münter, Frederik Christian; Wind, Mads Rude
Book chapter

Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes

SIGMETRICS 2023 - Abstract Proceedings of the 2023 ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems, Association for Computing Machinery, Inc, 2023, p. 81-82
Huo, Dongyan Lucy; Chen, Yudong; Xie, Qiaomin
Conference paper

Article 1

Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Step Sizes

Mathematics of Operations Research
HUO, Lucy; Chen, Yudong; Xie, Qiaomin

Conference paper 1

A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression

SIGMETRICS Abstracts 2025 - Abstracts of the 2025 ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems, Association for Computing Machinery, Inc, 2025, p. 85-87
Zhang, Yixuan; Huo, Dongyan (Lucy); Chen, Yudong; Xie, Qiaomin

Conference paper 3

Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference

Proceedings of the AAAI Conference on Artificial Intelligence, v. 38, (18), p. 20447-20455
Huo, Dongyan; Chen, Yudong; Xie, Qiaomin

Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA

SIGMETRICS/PERFORMANCE 2024 - Abstracts of the 2024 ACM SIGMETRICS/IFIP PERFORMANCE Joint International Conference on Measurement and Modeling of Computer Systems, Association for Computing Machinery, Inc, 2024, p. 35-36
Zhang, Yixuan; Huo, Dongyan (lucy); Chen, Yudong; Xie, Qiaomin

The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize

Advances in Neural Information Processing Systems, v. 37
Huo, Dongyan Lucy; Zhang, Yixuan; Chen, Yudong; Xie, Qiaomin

Book chapter 1

Decentralized Governance of Stablecoins with Closed Form Valuation

Lecture Notes in Operations Research / Springer Nature, 2023, p. 59-73
Huo, Lucy; Klages-Mundt, Ariah; Minca, Andreea; Münter, Frederik Christian; Wind, Mads Rude

Conference paper 1

Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes

SIGMETRICS 2023 - Abstract Proceedings of the 2023 ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems, Association for Computing Machinery, Inc, 2023, p. 81-82
Huo, Dongyan Lucy; Chen, Yudong; Xie, Qiaomin

No Publications

Teaching Assignment

2026-27 Fall 1 2025-26 Summer 0 2025-26 Spring 1 2025-26 Winter 0 2025-26 Fall 1 2024-25 Summer 0

IEDA4000E

Statistical Modeling for Financial Engineering

IEDA3560

Predictive Analytics

IEDA4000E

Statistical Modeling for Financial Engineering

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2023 to December 2026 (As of 10 September 2026)

Current RPGs

Doctor of Philosophy

ZHOU, Junlin
Industrial Engineering and Decision Analytics
HAN, Zean
Industrial Engineering and Decision Analytics
LI, Haotian
Industrial Engineering and Decision Analytics

Projects

From January 2024 to December 2026

All Projects 1

No Projects.
Bridging Product-Form Approximation and Engineering Practicality in Multi-Scale Heavy Traffic Regime

多尺度重交通框架下乘積形式近似與工程應用的銜接 Leading

RGC - Early Career Scheme
Project Team (HKUST)
HUO Lucy Dongyan (Lead)
2026 -

Research Interest

Publications

2026 1

2025 1

2024 3

2023 2

Article 1

Conference paper 1

Conference paper 3

Book chapter 1

Conference paper 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2023 to December 2026 (As of 10 September 2026)

Current RPGs

Projects

From January 2024 to December 2026

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