| 2013 | ||
|---|---|---|
| j22 | 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 Journal on Optimization 23(1): 602-631 (2013) | |
| 2012 | ||
| j21 | Rudabeh Meskarian, Huifu Xu, Jörg Fliege: Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization. European Journal of Operational Research 216(2): 376-385 (2012) | |
| j20 | Yongchao Liu, Huifu Xu, Gui-Hua Lin: Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. J. Optimization Theory and Applications 152(2): 537-555 (2012) | |
| 2011 | ||
| j19 | Jörg Fliege, Huifu Xu: Stochastic Multiobjective Optimization: Sample Average Approximation and Applications. J. Optimization Theory and Applications 151(1): 135-162 (2011) | |
| j18 | 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) | |
| j17 | 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) | |
| j16 | Yongchao Liu, Huifu Xu, Gui-Hua Lin: Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization. SIAM Journal on Optimization 21(3): 669-705 (2011) | |
| 2010 | ||
| j15 | Huifu Xu: Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems. APJOR 27(1): 103-119 (2010) | |
| j14 | Dali Zhang, Huifu Xu, Yue Wu: A two stage stochastic equilibrium model for electricity markets with two way contracts. Math. Meth. of OR 71(1): 1-45 (2010) | |
| j13 | Huifu Xu, Jane J. Ye: Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints. SIAM Journal on Optimization 20(4): 1685-1715 (2010) | |
| 2009 | ||
| j12 | Dali Zhang, Huifu Xu, Yue Wu: Single and multi-period optimal inventory control models with risk-averse constraints. European Journal of Operational Research 199(2): 420-434 (2009) | |
| j11 | Victor DeMiguel, Huifu Xu: A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. Operations Research 57(5): 1220-1235 (2009) | |
| j10 | 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 | ||
| j9 | 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. Meth. of OR 67(3): 423-441 (2008) | |
| j8 | Houyuan Jiang, Huifu Xu: Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem. IEEE Trans. Automat. Contr. 53(6): 1462-1475 (2008) | |
| 2007 | ||
| j7 | Edward J. Anderson, Andrew B. Philpott, Huifu Xu: Modelling the effects of interconnection between electricity markets subject to uncertainty. Math. Meth. of OR 65(1): 1-26 (2007) | |
| j6 | 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 | ||
| j5 | Edward J. Anderson, Huifu Xu: Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs. Math. Meth. of OR 63(3): 387-411 (2006) | |
| j4 | Huifu Xu: An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints. SIAM Journal on Optimization 16(3): 670-696 (2006) | |
| j3 | Fanwen Meng, Huifu Xu: A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. SIAM Journal on Optimization 17(3): 891-919 (2006) | |
| 2005 | ||
| j2 | Edward J. Anderson, Huifu Xu: epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function. SIAM J. Control and Optimization 44(4): 1391-1418 (2005) | |
| 2002 | ||
| j1 | Edward J. Anderson, Huifu Xu: Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets. SIAM J. Control and Optimization 41(4): 1212-1228 (2002) | |
Colors in the list of coauthors
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