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2020 – today
- 2025
[j66]Qiong Wu, Wei Wang
, Sainan Zhang, Huifu Xu:
Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach. Eur. J. Oper. Res. 323(1): 170-191 (2025)- [j65]Yuan Tao, Huifu Xu:
Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces. SIAM J. Optim. 35(2): 789-817 (2025) - 2024
- [j64]Shaoyan Guo, Huifu Xu, Sainan Zhang:
Utility Preference Robust Optimization with Moment-Type Information Structure. Oper. Res. 72(5): 2241-2261 (2024) - 2023
- [j63]Wei Wang, Huifu Xu:
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. Comput. Manag. Sci. 20(1): 45 (2023) - [j62]Wei Wang, Huifu Xu, Tiejun Ma:
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. Eur. J. Oper. Res. 306(1): 322-347 (2023) - [j61]Shaoyan Guo, Huifu Xu, Liwei Zhang:
Statistical Robustness of Empirical Risks in Machine Learning. J. Mach. Learn. Res. 24: 125:1-125:38 (2023) - [j60]Shaoyan Guo, Huifu Xu:
Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models. Math. Program. 202(1): 135-168 (2023) - 2022
- [j59]Sainan Zhang, Huifu Xu:
Insurance premium-based shortfall risk measure induced by cumulative prospect theory. Comput. Manag. Sci. 19(4): 703-738 (2022) - [j58]Erick Delage, Shaoyan Guo, Huifu Xu:
Shortfall Risk Models When Information on Loss Function Is Incomplete. Oper. Res. 70(6): 3511-3518 (2022) - [j57]Alois Pichler, Huifu Xu:
Quantitative stability analysis for minimax distributionally robust risk optimization. Math. Program. 191(1): 47-77 (2022) - [j56]Shaoyan Guo, Huifu Xu:
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach. Math. Program. 194(1): 305-340 (2022) - [j55]Yuan Zhang, Huifu Xu, Wei Wang:
Preference robust models in multivariate utility-based shortfall risk minimization. Optim. Methods Softw. 37(2): 712-752 (2022) - [j54]William B. Haskell, Huifu Xu, Wenjie Huang:
Preference Robust Optimization for Choice Functions on the Space of CDFs. SIAM J. Optim. 32(2): 1446-1470 (2022) - [j53]Qiong Wu, Huifu Xu:
Preference Robust Modified Optimized Certainty Equivalent. SIAM J. Optim. 32(4): 2662-2689 (2022) - 2021
- [j52]Yannan Chen, Hailin Sun, Huifu Xu:
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. Comput. Optim. Appl. 78(1): 205-238 (2021) - [j51]Shaoyan Guo, Huifu Xu:
Statistical robustness in utility preference robust optimization models. Math. Program. 190(1): 679-720 (2021) - [j50]Shaoyan Guo, Huifu Xu, Liwei Zhang:
Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces. SIAM J. Optim. 31(4): 2481-2507 (2021) - 2020
- [j49]Arash Gourtani, Tri-Dung Nguyen, Huifu Xu:
A distributionally robust optimization approach for two-stage facility location problems. EURO J. Comput. Optim. 8(2): 141-172 (2020) - [j48]Edward J. Anderson, Huifu Xu, Dali Zhang:
Varying confidence levels for CVaR risk measures and minimax limits. Math. Program. 180(1): 327-370 (2020) - [j47]Wei Wang, Huifu Xu:
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. SIAM J. Optim. 30(4): 3198-3229 (2020)
2010 – 2019
- 2019
- [j46]Yongchao Liu, Alois Pichler, Huifu Xu:
Discrete Approximation and Quantification in Distributionally Robust Optimization. Math. Oper. Res. 44(1): 19-37 (2019) - [j45]Shaoyan Guo, Huifu Xu:
Distributionally robust shortfall risk optimization model and its approximation. Math. Program. 174(1-2): 473-498 (2019) - [j44]Xiaojun Chen, Hailin Sun, Huifu Xu:
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. Math. Program. 177(1-2): 255-289 (2019) - 2018
- [j43]Yongchao Liu, Huifu Xu, Shu-Jung Sunny Yang, Jin Zhang:
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models. Eur. J. Oper. Res. 265(2): 631-643 (2018) - [j42]Maria Battarra, Burcu Balcik, Huifu Xu:
Disaster preparedness using risk-assessment methods from earthquake engineering. Eur. J. Oper. Res. 269(2): 423-435 (2018) - [j41]Huifu Xu, Yongchao Liu, Hailin Sun:
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. Math. Program. 169(2): 489-529 (2018) - [i1]William Benjamin Haskell, Wenjie Huang, Huifu Xu:
Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions. CoRR abs/1805.06632 (2018) - 2017
- [j40]Jie Zhang, Huifu Xu, Liwei Zhang:
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications. Math. Program. 165(1): 433-470 (2017) - [j39]Shaoyan Guo, Huifu Xu, Liwei Zhang:
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints. Optim. Methods Softw. 32(4): 770-789 (2017) - [j38]Shaoyan Guo, Huifu Xu, Liwei Zhang:
Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint. SIAM J. Optim. 27(2): 784-816 (2017) - [j37]Yongchao Liu, Rudabeh Meskarian, Huifu Xu:
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints. SIAM J. Optim. 27(2): 957-985 (2017) - 2016
- [j36]X. J. Tong, Huifu Xu, F. F. Wu, Z. Zhao:
Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. Comput. Manag. Sci. 13(3): 393-422 (2016) - [j35]Arash Gourtani, Huifu Xu, David Pozo, Tri-Dung Nguyen:
Robust unit commitment with \(n-1\) security criteria. Math. Methods Oper. Res. 83(3): 373-408 (2016) - [j34]Hailin Sun, Huifu Xu:
Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems. Math. Oper. Res. 41(2): 377-401 (2016) - [j33]Jie Zhang, Huifu Xu, Liwei Zhang:
Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. SIAM J. Optim. 26(3): 1855-1882 (2016) - [c1]Xuesong Zhai, Jing Zhang, Huifu Xu, Yan Dong, Qiaoqiao Zhan, Yuee Chen, Huimin Zhang, Jing Yuan:
How Solid Learning Model Influence Learners' Creativity? - An Empirical Study to Explore the Relationships Between Personalization, Interdisciplinary Capability and Creativity. SETE@ICWL 2016: 741-748 - 2014
- [j32]Hailin Sun, Huifu Xu, Yong Wang:
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. 161(1): 257-284 (2014) - [j31]Hailin Sun, Huifu Xu:
Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints. Math. Program. 143(1-2): 31-59 (2014) - [j30]Yongchao Liu, Werner Römisch, Huifu Xu:
Quantitative Stability Analysis of Stochastic Generalized Equations. SIAM J. Optim. 24(1): 467-497 (2014) - [j29]Yongchao Liu, Huifu Xu:
Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints. SIAM J. Optim. 24(3): 933-958 (2014) - 2013
- [j28]Hailin Sun, Huifu Xu, Yong Wang:
A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints. Asia Pac. J. Oper. Res. 30(3) (2013) - [j27]Huifu Xu, Dali Zhang:
Stochastic Nash equilibrium problems: sample average approximation and applications. Comput. Optim. Appl. 55(3): 597-645 (2013) - [j26]Yongchao Liu, Huifu Xu:
Stability analysis of stochastic programs with second order dominance constraints. Math. Program. 142(1-2): 435-460 (2013) - [j25]Hailin Sun, Huifu Xu, Rudabeh Meskarian, Yong Wang:
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints. SIAM J. Optim. 23(1): 602-631 (2013) - 2012
- [j24]Huifu Xu, Dali Zhang:
Monte Carlo methods for mean-risk optimization and portfolio selection. Comput. Manag. Sci. 9(1): 3-29 (2012) - [j23]Rudabeh Meskarian, Huifu Xu, Jörg Fliege:
Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization. Eur. J. Oper. Res. 216(2): 376-385 (2012) - [j22]Yongchao Liu, Huifu Xu, Gui-Hua Lin:
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. J. Optim. Theory Appl. 152(2): 537-555 (2012) - 2011
- [j21]Jörg Fliege, Huifu Xu:
Stochastic Multiobjective Optimization: Sample Average Approximation and Applications. J. Optim. Theory Appl. 151(1): 135-162 (2011) - [j20]Daniel Ralph, Huifu Xu:
Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. Math. Oper. Res. 36(3): 568-592 (2011) - [j19]Yongchao Liu, Huifu Xu, Jane J. Ye:
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints. Math. Oper. Res. 36(4): 670-694 (2011) - [j18]Yongchao Liu, Huifu Xu, Gui-Hua Lin:
Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization. SIAM J. Optim. 21(3): 669-705 (2011) - 2010
- [j17]Huifu Xu:
Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems. Asia Pac. J. Oper. Res. 27(1): 103-119 (2010) - [j16]Dali Zhang, Huifu Xu, Yue Wu:
A two stage stochastic equilibrium model for electricity markets with two way contracts. Math. Methods Oper. Res. 71(1): 1-45 (2010) - [j15]Huifu Xu, Jane J. Ye:
Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints. SIAM J. Optim. 20(4): 1685-1715 (2010)
2000 – 2009
- 2009
- [j14]Dali Zhang, Huifu Xu, Yue Wu:
Single and multi-period optimal inventory control models with risk-averse constraints. Eur. J. Oper. Res. 199(2): 420-434 (2009) - [j13]Victor DeMiguel, Huifu Xu:
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. Oper. Res. 57(5): 1220-1235 (2009) - [j12]Huifu Xu, Dali Zhang:
Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. Math. Program. 119(2): 371-401 (2009) - 2008
- [j11]Gui-Hua Lin, Huifu Xu, Masao Fukushima:
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Math. Methods Oper. Res. 67(3): 423-441 (2008) - [j10]Houyuan Jiang, Huifu Xu:
Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem. IEEE Trans. Autom. Control. 53(6): 1462-1475 (2008) - 2007
- [j9]Edward J. Anderson, Andrew B. Philpott, Huifu Xu:
Modelling the effects of interconnection between electricity markets subject to uncertainty. Math. Methods Oper. Res. 65(1): 1-26 (2007) - [j8]Huifu Xu, Fanwen Meng:
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints. Math. Oper. Res. 32(3): 648-668 (2007) - 2006
- [j7]Edward J. Anderson, Huifu Xu:
Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs. Math. Methods Oper. Res. 63(3): 387-411 (2006) - [j6]Huifu Xu:
An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints. SIAM J. Optim. 16(3): 670-696 (2006) - [j5]Fanwen Meng, Huifu Xu:
A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. SIAM J. Optim. 17(3): 891-919 (2006) - 2005
- [j4]Edward J. Anderson, Huifu Xu:
epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function. SIAM J. Control. Optim. 44(4): 1391-1418 (2005) - 2004
- [j3]Edward J. Anderson, Huifu Xu:
Nash equilibria in electricity markets with discrete prices. Math. Methods Oper. Res. 60(2): 215-238 (2004) - 2002
- [j2]Edward J. Anderson, Huifu Xu:
Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets. SIAM J. Control. Optim. 41(4): 1212-1228 (2002)
1990 – 1999
- 1999
- [j1]Huifu Xu:
Set-valued approximations and Newton's methods. Math. Program. 84(2): 401-420 (1999)
Coauthor Index
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