Le Yang

Le Yang is a Postdoctoral Research Fellow in the Department of Electrical and Computer Engineering at the National University of Singapore (NUS), working under Professors Vincent Y. F. Tan and Wang Chi Cheung since September 2024. Her research focuses on algorithmic decision-making under uncertainty with applications in optimization and learning systems.

Her academic journey includes:

• Ph.D. in Systems Engineering from City University of Hong Kong (2020-2024) advised by Prof. Siyang Gao
• Master's in Financial Studies from Shandong University (2017-2020) supervised by Prof. Zhen Wu
• Bachelor's in Statistics from Shandong University's School of Mathematics (2013-2017)

Her research integrates theoretical frameworks from stochastic processes with practical implementations in sequential decision problems. Key contributions advance computational methods for multi-armed bandit scenarios and simulation-based optimization, particularly addressing constrained environments through Bayesian approaches and Thompson sampling variants. Current work bridges reinforcement learning theory with operations research applications.

Recent publications demonstrate evolving focus from foundational stochastic control during graduate studies toward cutting-edge bandit algorithms and knowledge gradient improvements. Her 2025 Automatica paper establishes theoretical guarantees for constrained best-arm identification, while 2023 NeurIPS work enhances simulation optimization efficiency.

Actively seeking academic positions, Dr. Yang maintains collaborations with NUS faculty and CityU's Systems Engineering department. She welcomes research partnerships in her core domains of sequential decision making and stochastic optimization.