INFORMS Open Forum

In Memoriam - Professor Duan LI

  • 1.  In Memoriam - Professor Duan LI

    Posted 11-19-2020 21:11

    In Memoriam - Professor Duan LI 

    Professor Duan Li, Chair Professor of Operations Research at the City University of Hong Kong and Emeritus Professor of the Department of Systems Engineering and Engineering Management at The Chinese University of Hong Kong, passed away on November 16, 2020 after a valiant battle against cancer. 

    Professor Li served as Associate Provost (2017 to 2019) at City University of Hong Kong (CityU), where he led the task force to establish CityU's School of Data Science in 2018 and served as Acting Dean until January 2020. Before he joined CityU in 2017, he was on the faculty of the Chinese University of Hong Kong (CUHK) from 1994 to 2017, where he was the Patrick Huen Wing Ming Professor of Systems Engineering and Engineering Management, and served as Department Chair (2003 to 2012) and the Director of the Center for Financial Engineering (2014 to 2017). He was also the founding Director of the Master of Science Programme in Financial Engineering at CUHK (Shenzhen). 

    Professor Li graduated with a B.S. degree in Physics from Fudan University, received his M.E. degree in automatic control from Shanghai Jiaotong University, and his Ph.D. degree in systems engineering from Case Western Reserve University. From 1987 to 1994, he was a faculty member in the Department of Systems Engineering at the University of Virginia, where he also served as the Associate Director of the Center for Risk Management of Engineering Systems. 

    Professor Li was a renowned expert in optimization, financial engineering, operations research, systems engineering, and optimal control. He pioneered the multi-period dynamic mean-variance portfolio selection studies, and made seminal contributions to non-convex optimization and dual control. Professor Li published over 200 journal papers, and was the co-author of   Nonlinear Integer Programming (Springer, 2006). 

    Through his long career, Professor Li influenced generations of students and scholars. A humble, kind and generous person, he was widely admired and well-liked by his friends, colleagues and students. In 2017, his former students and associates edited a Springer Handbook on Optimization and Control for Systems in the Big-Data Era and a special issue in Risk Analysis to honor his academic achievements.  

    More tributes to Professor Li can be found at the following websites:


    Janny M.Y. LEUNG
    Master, Choi Kai Yau College
    Professor, State Key Laboratory of Internet of Things for Smart City
    The University of Macau
    +853 8822 9350