Huifu Xu

According to our database1, Huifu Xu authored at least 52 papers between 1999 and 2021.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2021
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems.
Comput. Optim. Appl., 2021

2020
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete.
SIAM J. Optim., 2020

Varying confidence levels for CVaR risk measures and minimax limits.
Math. Program., 2020

A distributionally robust optimization approach for two-stage facility location problems.
EURO J. Comput. Optim., 2020

2019
Distributionally robust shortfall risk optimization model and its approximation.
Math. Program., 2019

Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems.
Math. Program., 2019

Discrete Approximation and Quantification in Distributionally Robust Optimization.
Math. Oper. Res., 2019

2018
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods.
Math. Program., 2018

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models.
Eur. J. Oper. Res., 2018

Disaster preparedness using risk-assessment methods from earthquake engineering.
Eur. J. Oper. Res., 2018

Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions.
CoRR, 2018

2017
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints.
SIAM J. Optim., 2017

Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint.
SIAM J. Optim., 2017

Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints.
Optim. Methods Softw., 2017

Quantitative stability analysis of stochastic quasi-variational inequality problems and applications.
Math. Program., 2017

2016
Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints.
SIAM J. Optim., 2016

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems.
Math. Oper. Res., 2016

Robust unit commitment with \(n-1\) security criteria.
Math. Methods Oper. Res., 2016

Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system.
Comput. Manag. Sci., 2016

How Solid Learning Model Influence Learners' Creativity? - An Empirical Study to Explore the Relationships Between Personalization, Interdisciplinary Capability and Creativity.
Proceedings of the Emerging Technologies for Education - First International Symposium, 2016

2014
Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints.
SIAM J. Optim., 2014

Quantitative Stability Analysis of Stochastic Generalized Equations.
SIAM J. Optim., 2014

Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints.
Math. Program., 2014

Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions.
J. Optim. Theory Appl., 2014

2013
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints.
SIAM J. Optim., 2013

Stability analysis of stochastic programs with second order dominance constraints.
Math. Program., 2013

Stochastic Nash equilibrium problems: sample average approximation and applications.
Comput. Optim. Appl., 2013

A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints.
Asia Pac. J. Oper. Res., 2013

2012
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints.
J. Optim. Theory Appl., 2012

Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization.
Eur. J. Oper. Res., 2012

Monte Carlo methods for mean-risk optimization and portfolio selection.
Comput. Manag. Sci., 2012

2011
Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization.
SIAM J. Optim., 2011

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach.
Math. Oper. Res., 2011

Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints.
Math. Oper. Res., 2011

Stochastic Multiobjective Optimization: Sample Average Approximation and Applications.
J. Optim. Theory Appl., 2011

2010
Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints.
SIAM J. Optim., 2010

A two stage stochastic equilibrium model for electricity markets with two way contracts.
Math. Methods Oper. Res., 2010

Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems.
Asia Pac. J. Oper. Res., 2010

2009
Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications.
Math. Program., 2009

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application.
Oper. Res., 2009

Single and multi-period optimal inventory control models with risk-averse constraints.
Eur. J. Oper. Res., 2009

2008
Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem.
IEEE Trans. Autom. Control., 2008

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints.
Math. Methods Oper. Res., 2008

2007
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints.
Math. Oper. Res., 2007

Modelling the effects of interconnection between electricity markets subject to uncertainty.
Math. Methods Oper. Res., 2007

2006
An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints.
SIAM J. Optim., 2006

A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints.
SIAM J. Optim., 2006

Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs.
Math. Methods Oper. Res., 2006

2005
epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function.
SIAM J. Control. Optim., 2005

2004
Nash equilibria in electricity markets with discrete prices.
Math. Methods Oper. Res., 2004

2002
Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets.
SIAM J. Control. Optim., 2002

1999
Set-valued approximations and Newton's methods.
Math. Program., 1999


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