Bio

Renyuan Xu is an assistant professor of Management Science and Engineering (MS&E) at Stanford University. Prior to joining Stanford, she held positions at New York University (2024-2025) and the University of Southern California (2021–2024), and was a Hooke Research Fellow at the Mathematical Institute, University of Oxford (2019–2021). She received her Ph.D. in Operations Research from the University of California, Berkeley in 2019. Renyuan's current research interests include mathematical finance, stochastic analysis, stochastic controls and games, and machine learning theory. She received an NSF CAREER Award in 2024, the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize in 2023, and a JP Morgan AI Faculty Research Award in 2022.

Academic Appointments

Honors & Awards

  • NSF CAREER Award, National Science Foudnation (2024)
  • SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize, Society for Industrial and Applied Mathematics (SIAM) (2023)
  • JP Morgan AI Faculty Research Award, JP Morgan Chase (2022)

Professional Education

  • Ph.D., University of California, Berkeley, Operations Research (2019)
  • B.S., University of Science and Technology of China, Applied Mathematics (2014)

Contact

  • Academic
    ryxu@stanford.edu
    University - Faculty Department: Management Science and Engineering Position: Assistant Professor

Additional Info

Links

2025-26 Courses

Stanford Advisees

All Publications

  • TAIL-GAN: Learning to Simulate Tail Risk Scenarios MANAGEMENT SCIENCE Cont, R., Cucuringu, M., Xu, R., Zhang, C. 2025

    View details for DOI 10.1287/mnsc.2023.00936

    View details for Web of Science ID 001547468700001

  • Delay-Adaptive Learning in Generalized Linear Contextual Bandits MATHEMATICS OF OPERATIONS RESEARCH Blanchet, J., Xu, R., Zhou, Z. 2023

    View details for DOI 10.1287/moor.2023.1358

    View details for Web of Science ID 000955959600001

  • A General Framework for Learning Mean-Field Games MATHEMATICS OF OPERATIONS RESEARCH Guo, X., Hu, A., Xu, R., Zhang, J. 2022

    View details for DOI 10.1287/moor.2022.1274

    View details for Web of Science ID 000815006100001

  • Learning Mean-Field Games Guo, X., Hu, A., Xu, R., Zhang, J. edited by Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000534424305002

  • Learning in Generalized Linear Contextual Bandits with Stochastic Delays Zhou, Z., Xu, R., Blanchet, J. edited by Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000534424305022

https://orcid.org/0000-0003-4293-3450