Huifu Xu

According to our database, Huifu Xu authored at least 66 papers between 1999 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Utility Preference Robust Optimization with Moment-Type Information Structure.

Shaoyan Guo, Huifu Xu, Sainan Zhang

Oper. Res., 2024

2023

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making.

Wei Wang, Huifu Xu

Comput. Manag. Sci., December, 2023

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

Shaoyan Guo, Huifu Xu

Math. Program., November, 2023

Statistical Robustness of Empirical Risks in Machine Learning.

Shaoyan Guo, Huifu Xu, Liwei Zhang

J. Mach. Learn. Res., 2023

Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation.

Wei Wang, Huifu Xu, Tiejun Ma

Eur. J. Oper. Res., 2023

2022

Preference Robust Modified Optimized Certainty Equivalent.

Qiong Wu, Huifu Xu

SIAM J. Optim., December, 2022

Shortfall Risk Models When Information on Loss Function Is Incomplete.

Erick Delage, Shaoyan Guo, Huifu Xu

Oper. Res., November, 2022

Preference Robust Optimization for Choice Functions on the Space of CDFs.

William B. Haskell, Huifu Xu, Wenjie Huang

SIAM J. Optim., June, 2022

Preference robust models in multivariate utility-based shortfall risk minimization.

Yuan Zhang, Huifu Xu, Wei Wang

Optim. Methods Softw., 2022

Quantitative stability analysis for minimax distributionally robust risk optimization.

Alois Pichler, Huifu Xu

Math. Program., 2022

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

Shaoyan Guo, Huifu Xu

Math. Program., 2022

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

Sainan Zhang, Huifu Xu

Comput. Manag. Sci., 2022

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

Statistical robustness in utility preference robust optimization models.

Shaoyan Guo, Huifu Xu

Math. Program., 2021

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

Yannan Chen, Hailin Sun, Huifu Xu

Comput. Optim. Appl., 2021

2020

Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete.

Wei Wang, Huifu Xu

SIAM J. Optim., 2020

Varying confidence levels for CVaR risk measures and minimax limits.

Edward J. Anderson, Huifu Xu, Dali Zhang

Math. Program., 2020

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

Arash Gourtani, Tri-Dung Nguyen, Huifu Xu

EURO J. Comput. Optim., 2020

2019

Distributionally robust shortfall risk optimization model and its approximation.

Shaoyan Guo, Huifu Xu

Math. Program., 2019

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

Xiaojun Chen, Hailin Sun, Huifu Xu

Math. Program., 2019

Discrete Approximation and Quantification in Distributionally Robust Optimization.

Yongchao Liu, Alois Pichler, Huifu Xu

Math. Oper. Res., 2019

2018

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

Huifu Xu, Yongchao Liu, Hailin Sun

Math. Program., 2018

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models.

Yongchao Liu, Huifu Xu, Shu-Jung Sunny Yang, Jin Zhang

Eur. J. Oper. Res., 2018

Disaster preparedness using risk-assessment methods from earthquake engineering.

Maria Battarra, Burcu Balcik, Huifu Xu

Eur. J. Oper. Res., 2018

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

William Benjamin Haskell, Wenjie Huang, Huifu Xu

CoRR, 2018

2017

Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints.

Yongchao Liu, Rudabeh Meskarian, Huifu Xu

SIAM J. Optim., 2017

Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint.

Shaoyan Guo, Huifu Xu, Liwei Zhang

SIAM J. Optim., 2017

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

Shaoyan Guo, Huifu Xu, Liwei Zhang

Optim. Methods Softw., 2017

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

Jie Zhang, Huifu Xu, Liwei Zhang

Math. Program., 2017

2016

Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints.

Jie Zhang, Huifu Xu, Liwei Zhang

SIAM J. Optim., 2016

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems.

Hailin Sun, Huifu Xu

Math. Oper. Res., 2016

Robust unit commitment with \(n-1\) security criteria.

Arash Gourtani, Huifu Xu, David Pozo, Tri-Dung Nguyen

Math. Methods Oper. Res., 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

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

Proceedings of the Emerging Technologies for Education - First International Symposium, 2016

2014

Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints.

Yongchao Liu, Huifu Xu

SIAM J. Optim., 2014

Quantitative Stability Analysis of Stochastic Generalized Equations.

Yongchao Liu, Werner Römisch, Huifu Xu

SIAM J. Optim., 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

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

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

Stability analysis of stochastic programs with second order dominance constraints.

Yongchao Liu, Huifu Xu

Math. Program., 2013

Stochastic Nash equilibrium problems: sample average approximation and applications.

Huifu Xu, Dali Zhang

Comput. Optim. Appl., 2013

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

2012

Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints.

Yongchao Liu, Huifu Xu, Gui-Hua Lin

J. Optim. Theory Appl., 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

Monte Carlo methods for mean-risk optimization and portfolio selection.

Huifu Xu, Dali Zhang

Comput. Manag. Sci., 2012

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

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach.

Daniel Ralph, Huifu Xu

Math. Oper. Res., 2011

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

Yongchao Liu, Huifu Xu, Jane J. Ye

Math. Oper. Res., 2011

Stochastic Multiobjective Optimization: Sample Average Approximation and Applications.

Jörg Fliege, Huifu Xu

J. Optim. Theory Appl., 2011

2010

Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints.

Huifu Xu, Jane J. Ye

SIAM J. Optim., 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

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

Huifu Xu

Asia Pac. J. Oper. Res., 2010

2009

Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications.

Huifu Xu, Dali Zhang

Math. Program., 2009

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

Victor DeMiguel, Huifu Xu

Oper. Res., 2009

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

Dali Zhang, Huifu Xu, Yue Wu

Eur. J. Oper. Res., 2009

2008

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem.

Houyuan Jiang, Huifu Xu

IEEE Trans. Autom. Control., 2008

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

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

Modelling the effects of interconnection between electricity markets subject to uncertainty.

Edward J. Anderson, Andrew B. Philpott, Huifu Xu

Math. Methods Oper. Res., 2007

2006

An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints.

Huifu Xu

SIAM J. Optim., 2006

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

Fanwen Meng, Huifu Xu

SIAM J. Optim., 2006

Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs.

Edward J. Anderson, Huifu Xu

Math. Methods Oper. Res., 2006

2005

epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function.

Edward J. Anderson, Huifu Xu

SIAM J. Control. Optim., 2005

2004

Nash equilibria in electricity markets with discrete prices.

Edward J. Anderson, Huifu Xu

Math. Methods Oper. Res., 2004

2002

Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets.

Edward J. Anderson, Huifu Xu

SIAM J. Control. Optim., 2002

1999

Set-valued approximations and Newton's methods.

Huifu Xu

Math. Program., 1999