Journal Papers

  1. Tiered Assortment: Optimization and Online Learning. [pdf]
    Management Science, 2023
    Junyu Cao, Wei Sun.

  2. Stall Economy: The Value of Mobility in Retail on Wheels. [pdf]
    Operations Research, 2022
    Second Place, INFORMS Service Science Section Best Cluster Paper Award, 2022
    Junyu Cao, Wei Qi.

  3. Intertemporal Pricing via Nonparametric Estimation: Integrating Reference Effects and Consumer Heterogeneity. [pdf]
    Manufacturing & Service Operations Management, 2022
    Finalist in 2020 MSOM Data-Driven Research Challenge
    Hansheng Jiang, Junyu Cao, Zuo-Jun (Max) Shen.

  4. Last-Mile Shared Delivery: A Discrete Sequential Packing Approach. [pdf]
    Mathematics of Operations Research, 2021
    Finalist in INFORMS IBM Service Science Best Student Paper, 2019
    Junyu Cao, Mariana Olvera-Cravioto, Zuo-Jun (Max) Shen.

  5. Unraveling Why We Sleep: Quantitative Analysis Reveals Abrupt Transition from Neural Reorganization to Repair in Early Growth. [pdf]
    Science Advances, 2020
    Junyu Cao, Alexander B. Herman, Geoffrey B. West, Gina Poe, Van M. Savage.

  6. Connectivity of a General Class of Inhomogeneous Random Digraphs. [pdf]
    Random Structures & Algorithms, 2020
    Junyu Cao, Mariana Olvera-Cravioto.

  7. Connected Population Synthesis for Transportation Simulation. [pdf]
    Transportation Research Part C: Emerging Technologies, 2019
    Junyu Cao*, Danqing Zhang*, Sid Feygin, Dounan Tang, Zuo-Jun (Max) Shen, Alexei Pozdnoukhov.
    (* stands for equal contribution)

  8. Some Discussions About The Best Approximate Element For A Closed Set In Euclidean Space.
    Studies In College Mathematics, 2015, 18(1)
    Tong Xin, Junyu Cao.

  9. An Alternative Proof of Cauchy Criterion.
    Studies In College Mathematics, 2012,15(5)
    Junyu Cao.

Conference Papers (Machine Learning)

  1. Cascading Bandits: Optimizing Recommendation Frequency in Delayed Feedback Environments. [pdf]
    Accepted, Advances in Neural Information Processing Systems (Neurips) 2023
    Dairui Wang, Junyu Cao, Yan Zhang, Wei Qi.

  2. Fatigue-aware Bandits for Dependent Click Models. [pdf]
    Thirty-Fourth AAAI Conference on Artificial Intelligence (AAAI) 2020
    Junyu Cao, Wei Sun, Zuo-Jun (Max) Shen, Markus Ettl.

  3. Dynamic Learning with Frequent New Product Launches: A Sequential Multinomial Logit Bandit Problem. [pdf]
    Thirty-Sixth International Conference on Machine Learning (ICML) 2019
    Junyu Cao, Wei Sun.

  4. Dynamic Learning of Sequential Choice Bandit Problem under Marketing Fatigue. [pdf]
    Thirty-Third AAAI Conference on Artificial Intelligence (AAAI) 2019
    Junyu Cao, Wei Sun.

  5. Social Discrete Choice Models. [pdf]
    Danqing Zhang, Kimon Fountoulakis, Junyu Cao, Michael Mahoney, Alexei Pozdnoukhov.

Submitted and Working papers

  • “Uber” Your Cooking: The Sharing-Economy Operations of a Ghost-Kitchen Platform. [pdf]
    Junyu Cao, Feihong Hu, Wei Qi.

  • Retail on Autonomous Wheels: A Time-Sensitive Traveling Salesman Problem. [pdf]
    Finalist in Undergraduate Operations Research Prize, awarded to Zhuolun Dong
    Zhuolun Dong, Junyu Cao, Wei Qi.

  • Coordinate Package Delivery and On-Demand Rides: A Zoning Policy and Analysis. [pdf]
    Junyu Cao, Sheng Liu.

  • Active Label Acquisition with Personalized Incentives in Assortment Optimization. [pdf]
    Mo Liu, Junyu Cao, Zuo-Jun (Max) Shen.

  • Collaborative Learning and Decision-Making on Pricing and Recommendation: A Simple Framework for Planning. [pdf]
    Junyu Cao.

  • Speed Up the Cold-Start Learning in Two-Sided Bandits with Many Arms. [pdf]
    MSOM SIG Presentation 2023
    Mohsen Bayati, Junyu Cao, Wanning Chen.

  • Pricing under the Generalized Markov Chain Choice Model: Learning through Large-scale Click Behaviors. [pdf]
    Finalist, 2023 INFORMS Service Science Student Competition, awarded to Mo Liu
    2023 YinzOR Fan Favoriate prize
    Mo Liu, Junyu Cao, Zuo-jun (Max) Shen.

  • Online Facility Location: Running Stores on Wheels with Spatial Demand Learning. [pdf]
    Junyu Cao, Wei Qi, Yan Zhang.

  • Network-Enabled Sequential Data Acquisition for High-Dimensional Recommender Systems. [pdf]
    Junyu Cao, Yan Leng.

  • Adaptive Data Acquisition for Personalized Recommender Systems with Optimality Guarantees on Short-Form Video Platforms. [pdf]
    Second prize in Revenue Management and Pricing Data-driven Research Challenge
    Junyu Cao, Yan Leng.

  • Contextual Decision-making under Parametric Uncertainty and Data-driven Optimistic Optimization. [pdf]
    Junyu Cao, Rui Gao.

  • Urban Courier: Operational Innovation and Data-driven Coverage-and-Pricing. [pdf]
    Mengxin Wang, Meng Qi, Junyu Cao, Zuo-Jun (Max) Shen.

  • Doubly Adaptive Cascading Bandits with User Abandonment. [pdf]
    (Previously: Sequential Choice Bandits: Learning with Marketing Fatigue)
    Katta Murty Best Paper Prize
    Junyu Cao, Wei Sun, Zuo-Jun (Max) Shen.


  • System and method for merchandise planning with short life cycle products
    Status: submitted to U.S. Patent Office
  • System and method for automated discovery of personalized offers
    Status: submitted to U.S. Patent Office

Selected Talks

  • SIAM, 2023.6
  • POMS, 2023.5
  • Amazon, 2022.6
  • INFORMS Annual Conference, 2021.10
  • YINZ OR, 2021.8
  • Amazon SSAI Research, 2021.7
  • Revenue Management and Pricing Conference, 2021.6
  • Department of Mathematics, University of California San Diego, 2021.6
  • INFORMS Annual Conference, 2019.10
  • IBM Thomas J. Watson Research Center, 2019.8
  • Applied Probability Society Conference (APS), 2019.7
  • International Conference on Machine Learning (ICML), 2019.6
  • POMS Annual Conference, 2019.5
  • IBM Research - Almaden, 2019.5
  • AAAI Conference on Artificial Intelligence (AAAI), 2019.1
  • INFORMS Annual Conference, 2018.10
  • IBM Thomas J. Watson Research Center, 2018.8