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Single and multi-period optimal inventory control models with risk-averse constraints
Zhang, Dali; Xu, Huifu; Wu, Yue - In: European journal of operational research : EJOR 199 (2009) 2, pp. 420-434
Persistent link: https://www.econbiz.de/10003867267
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A two stage stochastic equilibrium model for electricity markets with two way contracts
Zhang, Dali; Xu, Huifu; Wu, Yue - In: Mathematical methods of operations research 71 (2010) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10003958337
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Monte Carlo methods for mean-risk optimization and portfolio selection
Xu, Huifu; Zhang, Dali - In: Computational Management Science : CMS 9 (2012) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10009426600
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Convergence analysis for distributionally robust optimization and equilibrium problems
Sun, Hailin; Xu, Huifu - In: Mathematics of operations research 41 (2016) 2, pp. 377-401
Persistent link: https://www.econbiz.de/10011520425
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Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
Meskarian, Rudabeh; Xu, Huifu; Fliege, Jörg - In: European journal of operational research : EJOR 216 (2012) 2, pp. 376-385
Persistent link: https://www.econbiz.de/10009387417
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Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
Liu, Yongchao; Xu, Huifu; Ye, Jane J. - In: Mathematics of operations research 36 (2011) 4, pp. 670-694
Persistent link: https://www.econbiz.de/10009405893
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Convergence of stationary points of sample average two-stage stochastic programs : a generalized equation approach
Ralph, Daniel; Xu, Huifu - In: Mathematics of operations research 36 (2011) 3, pp. 568-592
Persistent link: https://www.econbiz.de/10009300389
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Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: Quantitative finance 21 (2021) 10, pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
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A distributionally robust optimization approach for two-stage facility location problems
Gourtani, Arash; Tri-Dung Nguyen; Xu, Huifu - In: EURO journal on computational optimization 8 (2020) 2, pp. 141-172
Persistent link: https://www.econbiz.de/10012240032
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Robust unit commitment with n-1 security criteria
Goutani, Arash; Xu, Huifu; Pozo, David; Tri-Dung Nguyen - In: Mathematical methods of operations research 83 (2016) 3, pp. 373-408
Persistent link: https://www.econbiz.de/10011673675