The following pages link to Huifu Xu (Q170720):
Displaying 50 items.
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
- A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
- Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
- (Q703145) (redirect page) (← links)
- Nash equilibria in electricity markets with discrete prices. (Q703146) (← links)
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization (Q741144) (← links)
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
- Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications (Q1680974) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Disaster preparedness using risk-assessment methods from earthquake engineering (Q1750448) (← links)
- Supply function equilibrium in electricity spot markets with contracts and price caps (Q1777586) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
- A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems (Q2316620) (← links)
- A two stage stochastic equilibrium model for electricity markets with two way contracts (Q2379183) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
- Modelling the effects of interconnection between electricity markets subject to uncertainty (Q2466778) (← links)
- Optimal supply functions in electricity markets with option contracts and non-smooth costs (Q2474549) (← links)
- Picard iteration for nonsmooth equations (Q2770162) (← links)
- Level functions of some optimal value functions. (Q2776673) (← links)
- Regularized gap functions and D-gap functions for nonsmooth variational inequalities. (Q2776674) (← links)
- Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
- Quantitative stability analysis for distributionally robust optimization with moment constraints (Q2821799) (← links)
- A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481) (← links)
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach (Q2884290) (← links)
- Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints (Q2884296) (← links)
- Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints (Q2934465) (← links)
- Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints (Q3058501) (← links)
- A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application (Q3100419) (← links)
- Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization (Q3105770) (← links)
