Xu Huifu

Huifu Xu

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Found 9 papers in total
Stochastic Nash equilibrium problems: sample average approximation and applications
Stochastic Nash equilibrium problems: sample average approximation and applications
2013
This paper presents a Nash equilibrium model where the underlying objective functions...
Stochastic Multiobjective Optimization: Sample Average Approximation and Applications
Stochastic Multiobjective Optimization: Sample Average Approximation and Applications
2011
We investigate one stage stochastic multiobjective optimization problems where the...
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints
2012
We study the quantitative stability of the solution sets, optimal value and...
Monte Carlo methods for mean‐risk optimization and portfolio selection
Monte Carlo methods for mean‐risk optimization and portfolio selection
2012
Stochastic programming is a well‐known instrument to model many risk management...
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
2011
This paper considers a one‐stage stochastic mathematical program with a...
Convergence of Stationary Points of Sample Average Two‐Stage Stochastic Programs: A Generalized Equation Approach
Convergence of Stationary Points of Sample Average Two‐Stage Stochastic Programs: A Generalized Equation Approach
2011
This paper presents an asymptotic analysis of a Monte Carlo method, variously known as...
A two stage stochastic equilibrium model for electricity markets with two way contracts
A two stage stochastic equilibrium model for electricity markets with two way contracts
2010
This paper investigates generators' strategic behaviors in contract signing in the...
A stochastic multiple-leader Stackelberg model: Analysis, computation, and application
A stochastic multiple-leader Stackelberg model: Analysis, computation, and application
2009
We study an oligopoly consisting of M leaders and N followers that supply a...
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
2007
In this paper we discuss the sample average approximation (SAA) method for a class of...
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