Applied probability, queueing theory, and reinforcement learning.

Dongyan HUO joined the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology as an Assistant Professor in July 2025. She received her Ph.D. in Operations Research (2025) and M.S. in Operations Research (2023) from Cornell University and B.A. in Finance and Statistics from Washington University in St. Louis (2018).

• Distinction in Mathematics, Washington University in St. Louis, 2018
• Phi Beta Kappa, Washington University in St. Louis, 2018
• Delta Phi Alpha, Washington University in St. Louis, 2017

1. Yixuan Zhang, Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie (2025), A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression. ACM SIGMETRICS 2025. arXiv:2504.08178


2. Dongyan (Lucy) Huo, Yixuan Zhang, Yudong Chen, Qiaomin Xie (2024), The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize. Conference on Neural Information Processing Systems (NeurIPS) 2024, pp. 21699 - 21762. arXiv:2405.16732


3. Yixuan Zhang, Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie (2024), Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA. ACM SIGMETRICS 2024.  arXiv:2404.06023


4. Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie (2023), Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference. Proceedings of the AAAI Conference on Artificial Intelligence 2024, 38 (18).  arXiv:2312.10894


5. Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie (2022), Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes. SIGMETRICS 2023, pp. 81 – 82. arXiv:2210.00953


6. Dongyan (Lucy) Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind (2023), Decentralized Governance of Stablecoins with Closed Form Valuation. International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2022, pp 59–73.