Set-valued approximations and Newton's methods. - Huifu Xu (Math. Program., 1999)

Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets. - Edward J. Anderson; Huifu Xu (SIAM J. Control. Optim., 2002)

Nash equilibria in electricity markets with discrete prices. - Edward J. Anderson; Huifu Xu (Math. Methods Oper. Res., 2004)

epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function. - Edward J. Anderson; Huifu Xu (SIAM J. Control. Optim., 2005)

Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs. - Edward J. Anderson; Huifu Xu (Math. Methods Oper. Res., 2006)

A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. - Fanwen Meng; Huifu Xu (SIAM J. Optim., 2006)

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

Modelling the effects of interconnection between electricity markets subject to uncertainty. - Edward J. Anderson; Andrew B. Philpott; Huifu Xu (Math. Methods Oper. Res., 2007)

Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints. - Huifu Xu; Fanwen Meng (Math. Oper. Res., 2007)

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. - Gui-Hua Lin; Huifu Xu; Masao Fukushima (Math. Methods Oper. Res., 2008)

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem. - Houyuan Jiang; Huifu Xu (IEEE Trans. Autom. Control., 2008)

Single and multi-period optimal inventory control models with risk-averse constraints. - Dali Zhang; Huifu Xu; Yue Wu (Eur. J. Oper. Res., 2009)

A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. - Victor DeMiguel; Huifu Xu (Oper. Res., 2009)

Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. - Huifu Xu; Dali Zhang (Math. Program., 2009)

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

A two stage stochastic equilibrium model for electricity markets with two way contracts. - Dali Zhang; Huifu Xu; Yue Wu (Math. Methods Oper. Res., 2010)

Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints. - Huifu Xu; Jane J. Ye (SIAM J. Optim., 2010)

Stochastic Multiobjective Optimization: Sample Average Approximation and Applications. - Jörg Fliege; Huifu Xu (J. Optim. Theory Appl., 2011)

Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints. - Yongchao Liu; Huifu Xu; Jane J. Ye (Math. Oper. Res., 2011)

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. - Daniel Ralph; Huifu Xu (Math. Oper. Res., 2011)

Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization. - Yongchao Liu; Huifu Xu; Gui-Hua Lin (SIAM J. Optim., 2011)

Monte Carlo methods for mean-risk optimization and portfolio selection. - Huifu Xu; Dali Zhang (Comput. Manag. Sci., 2012)

Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization. - Rudabeh Meskarian; Huifu Xu; Jörg Fliege (Eur. J. Oper. Res., 2012)

Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. - Yongchao Liu; Huifu Xu; Gui-Hua Lin (J. Optim. Theory Appl., 2012)

A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints. - Hailin Sun; Huifu Xu; Yong Wang (Asia Pac. J. Oper. Res., 2013)

Stochastic Nash equilibrium problems: sample average approximation and applications. - Huifu Xu; Dali Zhang (Comput. Optim. Appl., 2013)

Stability analysis of stochastic programs with second order dominance constraints. - Yongchao Liu; Huifu Xu (Math. Program., 2013)

Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints. - Hailin Sun; Huifu Xu; Rudabeh Meskarian; Yong Wang (SIAM J. Optim., 2013)

Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions. - Hailin Sun; Huifu Xu; Yong Wang (J. Optim. Theory Appl., 2014)

Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints. - Hailin Sun; Huifu Xu (Math. Program., 2014)

Quantitative Stability Analysis of Stochastic Generalized Equations. - Yongchao Liu; Werner Römisch; Huifu Xu (SIAM J. Optim., 2014)

Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints. - Yongchao Liu; Huifu Xu (SIAM J. Optim., 2014)

How Solid Learning Model Influence Learners' Creativity? - An Empirical Study to Explore the Relationships Between Personalization, Interdisciplinary Capability and Creativity. - Xuesong Zhai; Jing Zhang; Huifu Xu; Yan Dong; Qiaoqiao Zhan; Yuee Chen; Huimin Zhang; Jing Yuan (SETE@ICWL, 2016)

Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. - X. J. Tong; Huifu Xu; F. F. Wu; Z. Zhao (Comput. Manag. Sci., 2016)

Robust unit commitment with (n-1 ) security criteria. - Arash Gourtani; Huifu Xu; David Pozo; Tri-Dung Nguyen (Math. Methods Oper. Res., 2016)

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems. - Hailin Sun; Huifu Xu (Math. Oper. Res., 2016)

Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. - Jie Zhang 088; Huifu Xu; Liwei Zhang (SIAM J. Optim., 2016)

Quantitative stability analysis of stochastic quasi-variational inequality problems and applications. - Jie Zhang 088; Huifu Xu; Liwei Zhang (Math. Program., 2017)

Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints. - Shaoyan Guo; Huifu Xu; Liwei Zhang (Optim. Methods Softw., 2017)

Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint. - Shaoyan Guo; Huifu Xu; Liwei Zhang (SIAM J. Optim., 2017)

Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints. - Yongchao Liu; Rudabeh Meskarian; Huifu Xu (SIAM J. Optim., 2017)

Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions. - William Benjamin Haskell; Wenjie Huang; Huifu Xu (CoRR, 2018)

Disaster preparedness using risk-assessment methods from earthquake engineering. - Maria Battarra; Burcu Balcik; Huifu Xu (Eur. J. Oper. Res., 2018)

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models. - Yongchao Liu; Huifu Xu; Shu-Jung Sunny Yang; Jin Zhang 002 (Eur. J. Oper. Res., 2018)

Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. - Huifu Xu; Yongchao Liu; Hailin Sun (Math. Program., 2018)

Discrete Approximation and Quantification in Distributionally Robust Optimization. - Yongchao Liu; Alois Pichler; Huifu Xu (Math. Oper. Res., 2019)

Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. - Xiaojun Chen 001; Hailin Sun; Huifu Xu (Math. Program., 2019)

Distributionally robust shortfall risk optimization model and its approximation. - Shaoyan Guo; Huifu Xu (Math. Program., 2019)

A distributionally robust optimization approach for two-stage facility location problems. - Arash Gourtani; Tri-Dung Nguyen; Huifu Xu (EURO J. Comput. Optim., 2020)

Varying confidence levels for CVaR risk measures and minimax limits. - Edward J. Anderson; Huifu Xu; Dali Zhang (Math. Program., 2020)

Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. - Wei Wang 324; Huifu Xu (SIAM J. Optim., 2020)

Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. - Yannan Chen; Hailin Sun; Huifu Xu (Comput. Optim. Appl., 2021)

Statistical robustness in utility preference robust optimization models. - Shaoyan Guo; Huifu Xu (Math. Program., 2021)

Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces. - Shaoyan Guo; Huifu Xu; Liwei Zhang (SIAM J. Optim., 2021)

Insurance premium-based shortfall risk measure induced by cumulative prospect theory. - Sainan Zhang; Huifu Xu (Comput. Manag. Sci., 2022)

Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach. - Shaoyan Guo; Huifu Xu (Math. Program., 2022)

Quantitative stability analysis for minimax distributionally robust risk optimization. - Alois Pichler; Huifu Xu (Math. Program., 2022)

Preference robust models in multivariate utility-based shortfall risk minimization. - Yuan Zhang; Huifu Xu; Wei Wang 324 (Optim. Methods Softw., 2022)

Preference Robust Optimization for Choice Functions on the Space of CDFs. - William B. Haskell 001; Huifu Xu; Wenjie Huang (SIAM J. Optim., 2022)

Shortfall Risk Models When Information on Loss Function Is Incomplete. - Erick Delage; Shaoyan Guo; Huifu Xu (Oper. Res., 2022)

Preference Robust Modified Optimized Certainty Equivalent. - Qiong Wu; Huifu Xu (SIAM J. Optim., 2022)

Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. - Wei Wang 324; Huifu Xu; Tiejun Ma (Eur. J. Oper. Res., 2023)

Statistical Robustness of Empirical Risks in Machine Learning. - Shaoyan Guo; Huifu Xu; Liwei Zhang (J. Mach. Learn. Res., 2023)

Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models. - Shaoyan Guo; Huifu Xu (Math. Program., 2023)

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. - Wei Wang 324; Huifu Xu (Comput. Manag. Sci., 2023)

Utility Preference Robust Optimization with Moment-Type Information Structure. - Shaoyan Guo; Huifu Xu; Sainan Zhang (Oper. Res., 2024)

Bayesian Nash Equilibrium in price competition under multinomial logit demand. - Jian Liu; Hailin Sun; Huifu Xu (Eur. J. Oper. Res., 2025)

Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach. - Qiong Wu; Wei Wang 324; Sainan Zhang; Huifu Xu (Eur. J. Oper. Res., 2025)

Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces. - Yuan Tao; Huifu Xu (SIAM J. Optim., 2025)

Distributional utility preference robust optimization models in multi-attribute decision making. - Jian Hu; Dali Zhang; Huifu Xu; Sainan Zhang (Math. Program., 2025)