As our application requirement, we have a date-time value in GMT that loaded from database, and we want to convert it to value in a specific time zone (example: America/Chicago).
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If you're displaying the datetime value in an interface -- you can store it in an Appian variable or CDT element with a Date & Time data type and it will be automatically converted to the user's time zone.
See: https://docs.appian.com/suite/help/19.4/Appian_Data_Types.html#date-and-time
If you need to actively convert it in another context such as an expression rule, you can use the gmt() function, and pass the timezone you want to use.
gmt(<datetime_DB_value>,<timezone>)
Such as: gmt(ri!dateTimeFromDB,"Australia/Canberra")