Ziheng SU (Eric So)

Ziheng SU (Eric So)

Ph.D. Candidate @ CUHK SEEM

Biography

I am a fourth-year Ph.D. student at the Department of Systems Engineering and Engineering Management (SEEM), The Chinese University of Hong Kong (CUHK), studying very fortunately under the guidance of Prof. Huifu Xu. Previously, I obtained my bachelor’s degree in Mathematics and Applied Mathematics (2018-2022) from School of Mathematics, Sun Yat-sen University (SYSU).

Research

My research lies at the intersection of stochastic optimization, game theory, and equilibrium analysis. I am particularly interested in strategic decision-making under uncertainty, with a focus on Bayesian Nash equilibrium models, distributionally robust equilibrium models, and risk-aware decision-making.

A central theme of my work is to understand how equilibrium behavior changes when decision makers face incomplete information about other agents’ types, risk preferences, or the underlying probability distribution of uncertain data. My recent papers study the existence, uniqueness, monotonicity, stability, and computation of continuous Bayesian Nash equilibria and related risk minimization equilibria. These problems arise naturally in data-driven competitive environments where agents must make decisions based on partial information and ambiguous statistical knowledge.

Methodologically, my work combines tools from stochastic programming, variational analysis, fixed-point theory, monotone comparative statics, and distributionally robust optimization. I am also interested in applications of these models to market competition, insurance and reinsurance, and other multi-agent decision systems.

Publications

† indicates the corresponding author.

  1. Z. Su† and H. Xu, Existence and Uniqueness Theorem of Continuous and Monotone Bayesian Nash Equilibrium and Stability Analysis, 2025, arxiv. Under Major Revision at Mathematics of Operations Research.
  2. Z. Su and H. Xu†, Continuous and Monotone Bayesian Nash Equilibrium with Incomplete Information about Player's Risk Preferences, 2025, SSRN. Under Major Revision at SIAM Journal on Optimization.
  3. J. Liu, Z. Su and H. Xu†, Bayesian Distributionally Robust Nash Equilibrium and Its Application. Pacific Journal of Optimization: Special issue dedicated to Prof. R. Tyrrell Rockafellar on the occasion of his 90th birthday, 21(4): 571-599, 2025, PDF.

Talks and Posters

  • 2025 INFORMS Annual Meeting, Oct 2025, Atlanta, USA
  • XVIIth International Conference on Stochastic Programming (ICSP), July 2025, Paris, France

Awards

  • CUHK Postgraduate Student Scholarship, 2022-2026
  • American Mathematical Contest in Modeling, Meritorious Winner, 2021
  • The Chinese Mathematics Competitions, First Prize, 14th in Guangdong Province, 2020
  • SYSU First-Class Scholarship, 2019-2021
  • China National Mathematics Olympiad, Second Prize in Jiangxi Province, 2017

Professional Services

Reviewer for

  • Operations Research
  • Management Science
  • Mathematical Programming
  • SIAM Journal on Optimization
  • European Journal of Operational Research
  • Computational Management Science

Teaching Assistant