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CORC

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Distributionally robust shortfall risk optimization model and its approximation 期刊论文
MATHEMATICAL PROGRAMMING, 2019, 卷号: 174, 页码: 473-498
作者:  Guo, Shaoyan;  Xu, Huifu
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/02
Discrete Approximation and Quantification in Distributionally Robust Optimization 期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2019, 卷号: 44, 页码: 19-37
作者:  Liu, Yongchao;  Pichler, Alois;  Xu, Huifu
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods 期刊论文
MATHEMATICAL PROGRAMMING, 2018, 卷号: 169, 页码: 489-529
作者:  Xu, Huifu;  Liu, Yongchao;  Sun, Hailin
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/02
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 265, 页码: 631-643
作者:  Liu, Yongchao;  Xu, Huifu;  Yang, Shu-Jung Sunny;  Zhang, Jin
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints 期刊论文
17th British-French-German Conference on Optimization, 2017, 卷号: 32, 页码: 770-789
作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02
CONVERGENCE ANALYSIS FOR MATHEMATICAL PROGRAMS WITH DISTRIBUTIONALLY ROBUST CHANCE CONSTRAINT 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2017, 卷号: 27, 页码: 784-816
作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/02
DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO OPTIMIZATION WITH MOMENT CONSTRAINTS 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2017, 卷号: 27, 页码: 957-985
作者:  Liu, Yongchao;  Meskarian, Rudabeh;  Xu, Huifu
收藏  |  浏览/下载：19/0  |  提交时间：2019/12/02
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications 期刊论文
MATHEMATICAL PROGRAMMING, 2017, 卷号: 165, 页码: 433-470
作者:  Zhang, Jie;  Xu, Huifu;  Zhang, Liwei
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/03
QUANTITATIVE STABILITY ANALYSIS FOR DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH MOMENT CONSTRAINTS 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2016, 卷号: 26, 页码: 1855-1882
作者:  Zhang, Jie;  Xu, Huifu;  Zhang, Liwei
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/09
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2012, 卷号: 152, 页码: 537-555
作者:  Liu, Yongchao;  Xu, Huifu;  Lin, Gui-Hua
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/13

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