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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

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

Preference Robust Distortion Risk Measure and Its Application

Wang, Wei; Xu, Huifu - 2021

Distortion risk measure (DRM) plays a crucial role in risk measuring and managing, especially in insurance pricing. Various DRMs have been introduced but little is discussed about which DRM at hand should be chosen to address a decision maker (DM)'s risk attitude. This paper aims to fill out the...

Persistent link: https://www.econbiz.de/10013240785

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

Wang, Wei; Xu, Huifu - In: Computational management science 20 (2023) 1, pp. 1-51

Persistent link: https://www.econbiz.de/10014393426

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

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

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

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

Disaster preparedness using risk-assessment methods from earthquake engineering

Battarra, Maria; Balcik, Burcu; Xu, Huifu - In: European journal of operational research : EJOR 269 (2018) 2, pp. 423-435

Persistent link: https://www.econbiz.de/10011864384

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