Huifu Xu - RankMe

72 papers Journal 71Unranked 1

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Bayesian Nash Equilibrium in price competition under multinomial logit demand. Eur. J. Oper. Res. Jian Liu, Hailin Sun, Huifu Xu
2025	J	`jnl`	Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach. Eur. J. Oper. Res. Qiong Wu, Wei Wang, Sainan Zhang, Huifu Xu
2025	J	`jnl`	Distributional utility preference robust optimization models in multi-attribute decision making. Math. Program. Jian Hu, Dali Zhang, Huifu Xu, Sainan Zhang
2025	J	`jnl`	Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces. SIAM J. Optim. Yuan Tao, Huifu Xu
2025	J	`jnl`	Preference ambiguity and robustness in multistage decision making. Math. Program. Jia Liu, Zhiping Chen, Huifu Xu
2025	J	`jnl`	SCOPE: Spectral Concentration by Distributionally Robust Joint Covariance-Precision Estimation. CoRR Renjie Chen, Viet Anh Nguyen, Huifu Xu
2024	J	`jnl`	Utility Preference Robust Optimization with Moment-Type Information Structure. Oper. Res. Shaoyan Guo, Huifu Xu, Sainan Zhang
2023	J	`jnl`	Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models. Math. Program. Shaoyan Guo, Huifu Xu
2023	J	`jnl`	Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. Eur. J. Oper. Res. Wei Wang, Huifu Xu, Tiejun Ma
2023	J	`jnl`	Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. Comput. Manag. Sci. Wei Wang, Huifu Xu
2023	J	`jnl`	Statistical Robustness of Empirical Risks in Machine Learning. J. Mach. Learn. Res. Shaoyan Guo, Huifu Xu, Liwei Zhang
2022	J	`jnl`	Insurance premium-based shortfall risk measure induced by cumulative prospect theory. Comput. Manag. Sci. Sainan Zhang, Huifu Xu
2022	J	`jnl`	Preference Robust Modified Optimized Certainty Equivalent. SIAM J. Optim. Qiong Wu, Huifu Xu
2022	J	`jnl`	Preference Robust Optimization for Choice Functions on the Space of CDFs. SIAM J. Optim. William B. Haskell, Huifu Xu, Wenjie Huang
2022	J	`jnl`	Preference robust models in multivariate utility-based shortfall risk minimization. Optim. Methods Softw. Yuan Zhang, Huifu Xu, Wei Wang
2022	J	`jnl`	Quantitative stability analysis for minimax distributionally robust risk optimization. Math. Program. Alois Pichler, Huifu Xu
2022	J	`jnl`	Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach. Math. Program. Shaoyan Guo, Huifu Xu
2022	J	`jnl`	Shortfall Risk Models When Information on Loss Function Is Incomplete. Oper. Res. Erick Delage, Shaoyan Guo, Huifu Xu
2021	J	`jnl`	Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. Comput. Optim. Appl. Yannan Chen, Hailin Sun, Huifu Xu
2021	J	`jnl`	Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces. SIAM J. Optim. Shaoyan Guo, Huifu Xu, Liwei Zhang
2021	J	`jnl`	Statistical robustness in utility preference robust optimization models. Math. Program. Shaoyan Guo, Huifu Xu
2020	J	`jnl`	A distributionally robust optimization approach for two-stage facility location problems. EURO J. Comput. Optim. Arash Gourtani, Tri-Dung Nguyen, Huifu Xu
2020	J	`jnl`	Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. SIAM J. Optim. Wei Wang, Huifu Xu
2020	J	`jnl`	Varying confidence levels for CVaR risk measures and minimax limits. Math. Program. Edward J. Anderson, Huifu Xu, Dali Zhang
2019	J	`jnl`	Discrete Approximation and Quantification in Distributionally Robust Optimization. Math. Oper. Res. Yongchao Liu, Alois Pichler, Huifu Xu
2019	J	`jnl`	Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. Math. Program. Xiaojun Chen, Hailin Sun, Huifu Xu
2019	J	`jnl`	Distributionally robust shortfall risk optimization model and its approximation. Math. Program. Shaoyan Guo, Huifu Xu
2018	J	`jnl`	Disaster preparedness using risk-assessment methods from earthquake engineering. Eur. J. Oper. Res. Maria Battarra, Burcu Balcik, Huifu Xu
2018	J	`jnl`	Distributionally robust equilibrium for continuous games: Nash and Stackelberg models. Eur. J. Oper. Res. Yongchao Liu, Huifu Xu, Shu-Jung Sunny Yang, Jin Zhang
2018	J	`jnl`	Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. Math. Program. Huifu Xu, Yongchao Liu, Hailin Sun
2018	J	`jnl`	Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions. CoRR William Benjamin Haskell, Wenjie Huang, Huifu Xu
2017	J	`jnl`	Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint. SIAM J. Optim. Shaoyan Guo, Huifu Xu, Liwei Zhang
2017	J	`jnl`	Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints. SIAM J. Optim. Yongchao Liu, Rudabeh Meskarian, Huifu Xu
2017	J	`jnl`	Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints. Optim. Methods Softw. Shaoyan Guo, Huifu Xu, Liwei Zhang
2017	J	`jnl`	Quantitative stability analysis of stochastic quasi-variational inequality problems and applications. Math. Program. Jie Zhang, Huifu Xu, Liwei Zhang
2016	J	`jnl`	Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems. Math. Oper. Res. Hailin Sun, Huifu Xu
2016	—	`conf`	How Solid Learning Model Influence Learners' Creativity? - An Empirical Study to Explore the Relationships Between Personalization, Interdisciplinary Capability and Creativity. SETE@ICWL Xuesong Zhai, Jing Zhang, Huifu Xu, Yan Dong, Qiaoqiao Zhan, Yuee Chen, Huimin Zhang, Jing Yuan
2016	J	`jnl`	Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. Comput. Manag. Sci. X. J. Tong, Huifu Xu, F. F. Wu, Z. Zhao
2016	J	`jnl`	Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. SIAM J. Optim. Jie Zhang, Huifu Xu, Liwei Zhang
2016	J	`jnl`	Robust unit commitment with \(n-1\) security criteria. Math. Methods Oper. Res. Arash Gourtani, Huifu Xu, David Pozo, Tri-Dung Nguyen
2014	J	`jnl`	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. Hailin Sun, Huifu Xu, Yong Wang
2014	J	`jnl`	Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints. Math. Program. Hailin Sun, Huifu Xu
2014	J	`jnl`	Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints. SIAM J. Optim. Yongchao Liu, Huifu Xu
2014	J	`jnl`	Quantitative Stability Analysis of Stochastic Generalized Equations. SIAM J. Optim. Yongchao Liu, Werner Römisch, Huifu Xu
2013	J	`jnl`	A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints. Asia Pac. J. Oper. Res. Hailin Sun, Huifu Xu, Yong Wang
2013	J	`jnl`	Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints. SIAM J. Optim. Hailin Sun, Huifu Xu, Rudabeh Meskarian, Yong Wang
2013	J	`jnl`	Stability analysis of stochastic programs with second order dominance constraints. Math. Program. Yongchao Liu, Huifu Xu
2013	J	`jnl`	Stochastic Nash equilibrium problems: sample average approximation and applications. Comput. Optim. Appl. Huifu Xu, Dali Zhang
2012	J	`jnl`	Monte Carlo methods for mean-risk optimization and portfolio selection. Comput. Manag. Sci. Huifu Xu, Dali Zhang
2012	J	`jnl`	Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization. Eur. J. Oper. Res. Rudabeh Meskarian, Huifu Xu, Jörg Fliege
2012	J	`jnl`	Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. J. Optim. Theory Appl. Yongchao Liu, Huifu Xu, Gui-Hua Lin
2011	J	`jnl`	Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. Math. Oper. Res. Daniel Ralph, Huifu Xu
2011	J	`jnl`	Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints. Math. Oper. Res. Yongchao Liu, Huifu Xu, Jane J. Ye
2011	J	`jnl`	Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization. SIAM J. Optim. Yongchao Liu, Huifu Xu, Gui-Hua Lin
2011	J	`jnl`	Stochastic Multiobjective Optimization: Sample Average Approximation and Applications. J. Optim. Theory Appl. Jörg Fliege, Huifu Xu
2010	J	`jnl`	A two stage stochastic equilibrium model for electricity markets with two way contracts. Math. Methods Oper. Res. Dali Zhang, Huifu Xu, Yue Wu
2010	J	`jnl`	Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints. SIAM J. Optim. Huifu Xu, Jane J. Ye
2010	J	`jnl`	Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems. Asia Pac. J. Oper. Res. Huifu Xu
2009	J	`jnl`	A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. Oper. Res. Victor DeMiguel, Huifu Xu
2009	J	`jnl`	Single and multi-period optimal inventory control models with risk-averse constraints. Eur. J. Oper. Res. Dali Zhang, Huifu Xu, Yue Wu
2009	J	`jnl`	Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. Math. Program. Huifu Xu, Dali Zhang
2008	J	`jnl`	Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Math. Methods Oper. Res. Gui-Hua Lin, Huifu Xu, Masao Fukushima
2008	J	`jnl`	Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem. IEEE Trans. Autom. Control. Houyuan Jiang, Huifu Xu
2007	J	`jnl`	Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints. Math. Oper. Res. Huifu Xu, Fanwen Meng
2007	J	`jnl`	Modelling the effects of interconnection between electricity markets subject to uncertainty. Math. Methods Oper. Res. Edward J. Anderson, Andrew B. Philpott, Huifu Xu
2006	J	`jnl`	A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. SIAM J. Optim. Fanwen Meng, Huifu Xu
2006	J	`jnl`	An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints. SIAM J. Optim. Huifu Xu
2006	J	`jnl`	Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs. Math. Methods Oper. Res. Edward J. Anderson, Huifu Xu
2005	J	`jnl`	epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function. SIAM J. Control. Optim. Edward J. Anderson, Huifu Xu
2004	J	`jnl`	Nash equilibria in electricity markets with discrete prices. Math. Methods Oper. Res. Edward J. Anderson, Huifu Xu
2002	J	`jnl`	Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets. SIAM J. Control. Optim. Edward J. Anderson, Huifu Xu
1999	J	`jnl`	Set-valued approximations and Newton's methods. Math. Program. Huifu Xu