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Auflistung nach Autor "Xu, Huifu"
Anzeige der Publikationen 1-4 von 4
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2017-04-19BuchQuantitative Stability Analysis for Minimax Distributionally Robust RiskOptimization Pichler, Alois; Xu, HuifuThis paper considers distributionally robust formulations of a two stage stochastic programmingproblem with the objective of minimizing a distortion risk of the minimal cost incurred at the secondstage.We carry out stability ...
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2012-10-13BuchQuantitative Stability Analysis of Stochastic Generalized Equations Liu, Yongchao; Römisch, Werner; Xu, HuifuWe consider the solution of a system of stochastic generalized equations (SGE) where theunderlying functions are mathematical expectation of random set-valued mappings. SGE hasmany applications such as characterizing ...
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2010-05-25BuchStability and sensitivity analysis of stochastic programs with second order dominance constraints Liu, Yongchao; Xu, HuifuIn this paper we present stability and sensitivity analysis of a stochastic optimizationproblem with stochastic second order dominance constraints. We consider perturbation of theunderlying probability measure in the space ...
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2008-12-19BuchStochastic Nash Equilibrium Problems: Sample Average Approximation and Applications Xu, Huifu; Zhang, DaliThis paper presents a Nash equilibrium model where the underlying objective functionsinvolve uncertainties and nonsmoothness. The well known sample average approximationmethod is applied to solve the problem and the first ...