Utility preference robust optimization with moment-type information structure S Guo, H Xu, S Zhang Operations Research 72 (5), 2241-2261, 2024 | 18 | 2024 |
Distributional utility preference robust optimization models in multi-attribute decision making J Hu, D Zhang, H Xu, S Zhang Mathematical Programming, 1-47, 2024 | 9* | 2024 |
Quantitative Statistical Robustness in Distributionally Robust Optimization Models H Xu, S Zhang Pacific Journal of Optimization 19 (02), 335-361, 2023 | 7 | 2023 |
Statistical robustness of kernel learning estimator with respect to data perturbation S Zhang, H Xu, H Sun arXiv preprint arXiv:2406.10555, 2024 | 4 | 2024 |
Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem Q Duan, M Xu, L Zhang, S Zhang Journal of Industrial and Management Optimization 6 (17), 3085-3098, 2021 | 4 | 2021 |
Insurance premium-based shortfall risk measure induced by cumulative prospect theory S Zhang, H Xu Computational Management Science 19 (4), 703-738, 2022 | 3* | 2022 |
Preference robust generalized shortfall risk measure based on the cumulative prospect theory when the value function and weighting functions are ambiguous S Zhang, H Xu arXiv preprint arXiv:2112.10142, 2021 | 3 | 2021 |
On distributionally robust optimization problems with k-th order stochastic dominance constraints induced by full random quadratic recourse S Zhang, S Guo, L Zhang, H Zhang Journal of Mathematical Analysis and Applications 493 (2), 124564, 2021 | 3 | 2021 |
Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach Q Wu, W Wang, S Zhang, H Xu European Journal of Operational Research 323 (1), 170-191, 2025 | 2* | 2025 |
Quantitative stability of full random two-stage problems with quadratic recourse S Zhang, S Guo, H Zhang, L Zhang Optimization, 2019 | 1 | 2019 |
Hadamard directional differentiability of the optimal value function of a quadratic programming problem S Zhang, L Zhang, H Zhang, Q Duan Asia-Pacific Journal of Operational Research 35 (03), 1850012, 2018 | 1 | 2018 |
Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse S Zhang, S Guo, L Zhang, H Zhang Journal of Mathematical Analysis and Applications 485 (2), 123812, 2020 | | 2020 |