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Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing (with Jingwei Ji and Renyuan Xu) Preprint ◇ Preliminary version: Proceedings of the 3rd ACM International Conference on AI in Finance (ICAIF 2022), INFORMS Workshop on Data Science 2022... Model-Free Non-Stationary RL: Near-Optimal Regret and Applications in Multi-Agent RL and Inventory Control (with Weichao Mao, Kaiqing Zhang, David Simchi-Levi, and Tamer Basar) Reject & Resubmit, Management Science ◇ Preliminary version: Proceedings of the 38th International Conference on Machine Learning (ICML 2021)... I work on developing novel algorithms for machine learning and sequential decision-making (e.g., multi-armed bandits and reinforcement learning) to address fundamental and practical challenges in revenue management, supply chain, and service operations.