Huifu Xu

发表

Approximate Newton Methods for Nonsmooth Equations

Huifu Xu, X. Chang, 1997 .

Supply Function Equilibrium in Electricity Spot Markets with Contracts and Price Caps

E. Anderson, Huifu Xu, 2005 .

Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

Huifu Xu, 2010 .

Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation

A. Shapiro, Huifu Xu, Alexander Shapiro, 2008 .

Quantitative stability analysis for minimax distributionally robust risk optimization

Huifu Xu, A. Pichler, 2018, Mathematical Programming.

Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions

A. Shapiro, Huifu Xu, 2007 .

Implicit Smoothing and Its Application to Optimization with Piecewise Smooth Equality Constraints1

D. Ralph, Huifu Xu, 2005 .

An approximation scheme for stochastic programs with secondorder dominance constraints

Huifu Xu, Yongchao Liu, Hailin Sun, 2016 .

Stochastic Programming with Multivariate Second Order Stochastic Dominance Constraints with Applications in Portfolio Optimization

Huifu Xu, J. Fliege, Rudabeh Meskarian, 2014 .

Level Function Method for Quasiconvex Programming

Huifu Xu, Huifu Xu, 2001 .

An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium

Huifu Xu, Huifu Xu, 2005 .

AND NONSMOOTH LEAST-SQUARES MINIMIZATION

B. M. Glover, Huifu Xu, A. Rubinov, 1999 .

Approximations to the Clarke Generalized Jacobians and Nonsmooth Least-Squares Minimization

B. M. Glover, Huifu Xu, A. Rubinov, 1999 .

Continuous approximations to generalized jacobians

B. M. Glover, Huifu Xu, A. Rubinov, 1999 .

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

Huifu Xu, Huifu Xu, 2001 .

New Version of the Newton Method for Nonsmooth Equations

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

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

Huifu Xu, Huifu Xu, 2001 .

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

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

Continuous Behavioural Function Equilibria and Approximation Schemes in Bayesian Games with Non-Finite Type and Action Spaces

Huifu Xu, Liwei Zhang, Shaoyan Guo, 2017, 1710.04968.

Quantitative statistical robustness for tail-dependent law invariant risk measures

Huifu Xu, Wei Wang, Tiejun Ma, 2020, Quantitative Finance.

Preference robust models in multivariate utility-based shortfall risk minimization

Huifu Xu, Y. Zhang, Wei Wang, 2020, Optim. Methods Softw..

Two stage stochastic equilibrium problems with equilibrium constraints : modeling and numerical schemes August 12 , 2010

Huifu Xu, Dali Zhang, 2010 .

Nash equilibria in electricity markets with fixed prices points

E. Anderson, Huifu Xu, 2003 .

Distributionally Preference Robust Optimization in Multi-Attribute Decision Making

Huifu Xu, Jian Hu, Dali Zhang, 2022, 2206.04491.

Multistage Utility Preference Robust Optimization

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

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

Huifu Xu, Dali Zhang, Huifu Xu, 2013 .

Preference Robust Optimization for Choice Functions on the Space of CDFs

Huifu Xu, W. Haskell, Wenjie Huang, 2022, SIAM J. Optim..

Strict lower subdifferentiability and applications

B. M. Glover, Huifu Xu, A. Rubinov, 1999, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

Insurance premium-based shortfall risk measure induced by cumulative prospect theory

Huifu Xu, Sainan Zhang, 2022, Computational Management Science.

Stochastic Programming with Multivariate Second Order Stochastic Dominance Constraints with Applications in Portfolio Optimization

Huifu Xu, J. Fliege, Rudabeh Meskarian, 2014, Applied Mathematics & Optimization.

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..

Varying confidence levels for CVaR risk measures and minimax limits

Huifu Xu, Dali Zhang, Edward J. Anderson, 2019, Mathematical Programming.

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

Huifu Xu, Xiaojun Chen, Hailin Sun, 2018, Mathematical Programming.

Statistical robustness in utility preference robust optimization models

Huifu Xu, Shaoyan Guo, 2020, Mathematical Programming.

Stochastic Nash equilibrium problems: sample average approximation and applications

Huifu Xu, Dali Zhang, 2013, Computational Optimization and Applications.

Stability analysis of stochastic programs with second order dominance constraints

Huifu Xu, Yongchao Liu, 2012, Mathematical Programming.

Randomization of Spectral Risk Measure and Distributional Robustness

Huifu Xu, Man Li, Xiao-lin Tong, 2022, 2212.08871.

Distributionally robust shortfall risk optimization model and its approximation

Huifu Xu, Shaoyan Guo, 2018, Mathematical Programming.

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

Huifu Xu, Hailin Sun, Yong Wang, 2012, Journal of Optimization Theory and Applications.

Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems

Huifu Xu, Yannan Chen, Hailin Sun, 2020, Computational Optimization and Applications.

Quantitative stability analysis for minimax distributionally robust risk optimization

Huifu Xu, A. Pichler, 2018, Mathematical Programming.

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

Huifu Xu, Liwei Zhang, J. Zhang, 2017, Mathematical Programming.

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

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

Monte Carlo methods for mean-risk optimization and portfolio selection

Huifu Xu, Dali Zhang, 2010, Computational Management Science.

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models

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

Preference robust distortion risk measure and its application

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

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

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

Stochastic Multiobjective Optimization: Sample Average Approximation and Applications

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

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

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

Stochastic Nash equilibrium problems: sample average approximation and applications

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

Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems

Huifu Xu, Hailin Sun, Yannan Chen, 2020, Computational Optimization and Applications.

Preference Robust Modified Optimized Certainty Equivalent

Huifu Xu, Qiong Wu, 2022, SIAM J. Optim..

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.

Multistage Utility Preference Robust Optimization

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

Preference Robust Optimization for Quasi-concave Choice Functions

Huifu Xu, W. Haskell, Jian Wu, 2020 .

Preference Robust Optimization with Quasi-Concave Choice Functions for Multi-Attribute Prospects

Wenjie Huang, William B. Haskell, Jian Wu, 2020, 2008.13309.

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

Fanwen Meng, Huifu Xu, Huifu Xu, 2006, 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..

Modelling the effects of interconnection between electricity markets subject to uncertainty

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

Set-valued approximations and Newton’s methods

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

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

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

Stochastic Approximation Approaches to the

Houyuan Jiang, Huifu Xu, Stochastic Variational, 2008 .

Monte Carlo methods for mean-risk optimization and portfolio selection

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

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

Yue Wu, Huifu Xu, Dali Zhang, 2009, 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..

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

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

Distributionally robust shortfall risk optimization model and its approximation

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

Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint

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

Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints

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

Stability Analysis for Mathematical Programs with Distributionally Robust Chance Constraint ∗

Huifu Xu, Shaoyan Guo, Liwei Zhang, 2015 .

Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces

Huifu Xu, Liwei Zhang, Shaoyan Guo, 2021, SIAM Journal on Optimization.

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems

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

Disaster preparedness using risk-assessment methods from earthquake engineering

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

Optimal Scenario-Dependent Multivariate Shortfall Risk Measure and its Application in Capital Allocation

Huifu Xu, Wei Wang, Tiejun Ma, 2021, Eur. J. Oper. Res..

Generalized Shortfall Risk Measure Based on Insurance Premium

Huifu Xu, Sainan Zhang, 2021 .

Statistical robustness in utility preference robust optimization models

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

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

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

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..

Varying confidence levels for CVaR risk measures and minimax limits

Huifu Xu, Dali Zhang, Edward Anderson, 2019, Math. Program..

Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models

Huifu Xu, Shaoyan Guo, 2023, Mathematical Programming.

Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete

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

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

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

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

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

Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints

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

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

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

Discrete Approximation and Quantification in Distributionally Robust Optimization

Alois Pichler, Huifu Xu, Yongchao Liu, 2018, Math. Oper. Res..

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

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

Robust unit commitment with n − 1 security criteria

Huifu Xu, Arash Gourtani, Huifu Xu, 2016 .

Statistical Robustness of Empirical Risks in Machine Learning

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

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..

Stochastic penalty function methods for nonsmooth constrained minimization

Huifu Xu, Huifu Xu, 1996 .

Varying confidence levels for CVaR risk measures and minimax limits

Huifu Xu, Dali Zhang, Edward J. Anderson, 2019, Mathematical Programming.

Quantitative Stability Analysis of Stochastic Generalized Equations

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

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

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

Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints

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

Utility Preference Robust Optimization with Moment-Type Information Structure

Huifu Xu, Shaoyan Guo, Sainan Zhang, 2023, Operations Research.

Stability analysis of stochastic programs with second order dominance constraints

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

Approximating stationary points of stochastic optimization problems in Banach space

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

Multi-Attribute Utility Preference Robust Optimization: A Continuous Piecewise Linear Approximation Approach

Huifu Xu, Sainan Zhang, Wei Wang, 2023, 2303.16420.

Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints

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

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

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

Shortfall risk models when information of loss function is incomplete

Erick Delage, Huifu Xu, Shaoyan Guo, 2017 .

Level Functions of Some Optimal Value Functions

Huifu Xu, 2001 .

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..

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..