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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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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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Discrete approximation and quantification in distributionally robust optimization
Liu, Yongchao; Pichler, Alois; Xu, Huifu - In: Mathematics of operations research 44 (2019) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10012001051
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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. 670-695
Persistent link: https://www.econbiz.de/10009799524
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Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
Xu, Huifu; Meng, Fanwen - In: Mathematics of operations research 32 (2007) 3, pp. 648-668
Persistent link: https://www.econbiz.de/10007792039
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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. 568-593
Persistent link: https://www.econbiz.de/10009256478