Huifu Xu

发表

Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints

Yongchao Liu, Huifu Xu, Huifu Xu, 2014, SIAM J. Optim..

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

Daniel Ralph, Huifu Xu, 2011, Math. Oper. Res..

Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization

Yongchao Liu, Gui-Hua Lin, Huifu Xu, 2011, SIAM J. Optim..

Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints

Huifu Xu, Hailin Sun, 2014, Math. Program..

A two stage stochastic equilibrium model for electricity markets with two way contracts

Yue Wu, Huifu Xu, Dali Zhang, 2010, 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems.

Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints

Yong Wang, Huifu Xu, Rudabeh Meskarian, 2013, SIAM J. Optim..

Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

Fanwen Meng, Huifu Xu, 2007, Math. Oper. Res..

Quantitative Stability Analysis of Stochastic Generalized Equations

Yongchao Liu, Werner Römisch, Huifu Xu, 2014, SIAM J. Optim..

Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions

Yong Wang, Huifu Xu, Hailin Sun, 2014, J. Optim. Theory Appl..

Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints

Liwei Zhang, Huifu Xu, Shaoyan Guo, 2017, Optim. Methods Softw..

Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs

Huifu Xu, Edward J. Anderson, E. Anderson, 2006, Math. Methods Oper. Res..

Stability analysis of stochastic programs with second order dominance constraints

Yongchao Liu, Huifu Xu, Huifu Xu, 2013, Math. Program..

Stochastic Nash equilibrium problems: sample average approximation and applications

Huifu Xu, Dali Zhang, Huifu Xu, 2013, Comput. Optim. Appl..

Nash equilibria in electricity markets with discrete prices

Huifu Xu, Edward J. Anderson, 2004, Math. Methods Oper. Res..

Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets

Huifu Xu, Edward J. Anderson, 2002, SIAM J. Control. Optim..

How Solid Learning Model Influence Learners' Creativity? - An Empirical Study to Explore the Relationships Between Personalization, Interdisciplinary Capability and Creativity

Jing Zhang, Jing Yuan, Yan Dong, 2016, SETE@ICWL.

epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function

Huifu Xu, Edward J. Anderson, 2005, SIAM J. Control. Optim..

Single and multi-period optimal inventory control models with risk-averse constraints

Yue Wu, Huifu Xu, Dali Zhang, 2009, Eur. J. Oper. Res..

Disaster preparedness using risk-assessment methods from earthquake engineering

Huifu Xu, Maria Battarra, Burcu Balcik, 2018, Eur. J. Oper. Res..

Modelling the effects of interconnection between electricity markets subject to uncertainty

Huifu Xu, Edward J. Anderson, Andrew B. Philpott, 2007, Math. Methods Oper. Res..

Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions pdf

Wenjie Huang, William B. Haskell, Huifu Xu, 2018, ArXiv.

Monte Carlo methods for mean-risk optimization and portfolio selection

Huifu Xu, Dali Zhang, Huifu Xu, 2012, Comput. Manag. Sci..

Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints

Yongchao Liu, Gui-Hua Lin, Huifu Xu, 2012, J. Optim. Theory Appl..

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

Gui-Hua Lin, Masao Fukushima, Huifu Xu, 2008, Math. Methods Oper. Res..

Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete

Wei Wang, Huifu Xu, Huifu Xu, 2020, SIAM J. Optim..

An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints

Huifu Xu, Huifu Xu, 2006, SIAM J. Optim..

Set-valued approximations and Newton’s methods

Huifu Xu, Huifu Xu, 1999, Math. Program..

A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints

Fanwen Meng, Huifu Xu, Huifu Xu, 2006, SIAM J. Optim..

Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint

Liwei Zhang, Huifu Xu, Shaoyan Guo, 2017, SIAM J. Optim..

Statistical Robustness of Empirical Risks in Machine Learning

Liwei Zhang, Huifu Xu, Shaoyan Guo, 2020, J. Mach. Learn. Res..

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

Houyuan Jiang, Huifu Xu, Houyuan Jiang, 2008, IEEE Transactions on Automatic Control.

Quantitative stability analysis of stochastic quasi-variational inequality problems and applications

Jie Zhang, Liwei Zhang, Huifu Xu, 2017, Math. Program..

Robust unit commitment with $$n-1$$n-1 security criteria

Tri-Dung Nguyen, David Pozo, Huifu Xu, 2016, Math. Methods Oper. Res..

Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints

Yongchao Liu, Huifu Xu, Rudabeh Meskarian, 2017, SIAM J. Optim..

Stochastic Multiobjective Optimization: Sample Average Approximation and Applications

Jörg Fliege, Huifu Xu, Huifu Xu, 2011, J. Optim. Theory Appl..

Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization

Jörg Fliege, Huifu Xu, Rudabeh Meskarian, 2012, Eur. J. Oper. Res..

Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system

Huifu Xu, F. F. Wu, X. J. Tong, 2016, Comput. Manag. Sci..

Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints

Jane J. Ye, Huifu Xu, 2010, SIAM J. Optim..

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems

Huifu Xu, Hailin Sun, Huifu Xu, 2016, Math. Oper. Res..

Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints

Jie Zhang, Liwei Zhang, Huifu Xu, 2016, SIAM J. Optim..

Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints

Yongchao Liu, Jane J. Ye, Huifu Xu, 2011, Math. Oper. Res..

Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems

Huifu Xu, Huifu Xu, 2010, Asia Pac. J. Oper. Res..

A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints

Yong Wang, Huifu Xu, Hailin Sun, 2013, Asia Pac. J. Oper. Res..

Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods

Yongchao Liu, Huifu Xu, Hailin Sun, 2017, Mathematical Programming.

Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems

Xiaojun Chen, Huifu Xu, Hailin Sun, 2017, Mathematical Programming.

Distributionally robust shortfall risk optimization model and its approximation

Huifu Xu, Shaoyan Guo, Huifu Xu, 2018, Math. Program..

A distributionally robust optimization approach for two-stage facility location problems

Tri-Dung Nguyen, Huifu Xu, Arash Gourtani, 2020, EURO J. Comput. Optim..

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models

Yongchao Liu, Jin Zhang, Huifu Xu, 2018, Eur. J. Oper. Res..

Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications

Huifu Xu, Dali Zhang, Huifu Xu, 2009, Math. Program..

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application

Huifu Xu, Victor DeMiguel, Huifu Xu, 2009, Oper. Res..

Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach

Huifu Xu, Shaoyan Guo, Huifu Xu, 2021, Mathematical Programming.

Multistage Utility Preference Robust Optimization

Huifu Xu, Jia Liu, Zhiping Chen, 2021, 2109.04789.

Preference Robust Generalized Shortfall Risk Measure Based on the Cumulative Prospect Theory When the Value Function and Weighting Functions Are Ambiguous

Huifu Xu, Sainan Zhang, Huifu Xu, 2021, 2112.10142.

Statistical robustness in utility preference robust optimization models

Huifu Xu, Shaoyan Guo, Huifu Xu, 2020, Math. Program..

Preference robust distortion risk measure and its application

Huifu Xu, Wei Wang, Huifu Xu, 2021, SSRN Electronic Journal.

Stochastic penalty function methods for nonsmooth constrained minimization

Huifu Xu, Huifu Xu, 1996 .

Stability Analysis for Mathematical Programs with Distributionally Robust Chance Constraint ∗

Huifu Xu, Shaoyan Guo, Liwei Zhang, 2015 .

Medium-term trading strategy of a dominant electricity producer

David Pozo, Maria Teresa Vespucci, Huifu Xu, 2014 .

Approximating stationary points of stochastic optimization problems in Banach space

Huifu Xu, Huifu Xu, R. Balaji, 2008 .

Regularized Gap Functions and D-Gap Functions for Nonsmooth Variational Inequalities

Huifu Xu, Huifu Xu, 2001 .

An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium

Huifu Xu, Huifu Xu, 2005 .

Robust unit commitment with n − 1 security criteria

Huifu Xu, Arash Gourtani, Huifu Xu, 2016 .

A note on uniform exponential convergence of sample average approximation of random functions

Huifu Xu, Hailin Sun, 2012 .

Approximating Stationary Points of Stochastic Mathematical Programs with Equilibrium Constraints via Sample Averaging

Jane J. Ye, Huifu Xu, Huifu Xu, 2011 .

Point-Based Set-Valued Approximations, C -Differential Operators and Applications

Huifu Xu, 2003 .

New Version of the Newton Method for Nonsmooth Equations

Huifu Xu, B. M. Glover, Huifu Xu, 1997 .

Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes

Huifu Xu, Dali Zhang, Huifu Xu, 2013 .

Adaptive Smoothing Method, Deterministically Computable Generalized Jacobians, and the Newton Method

Huifu Xu, Huifu Xu, 2001 .

Level Function Method for Quasiconvex Programming

Huifu Xu, Huifu Xu, 2001 .