Zobrazeno 1 - 10
of 156
pro vyhledávání: '"Huifu Xu"'
Autor:
Yangcan Ming, Shengnan Cheng, Zhixin Chen, Wen Su, Shuangyan Lu, Na Wang, Huifu Xu, Lizhe Zhang, Jing Yu, Jianqiao Tang
Publikováno v:
PeerJ, Vol 11, p e15071 (2023)
Background Infectious mononucleosis (IM) is a common viral infection that typically presents with fever, pharyngitis and cervical lymphadenopathy. Our aim was to identify the different pathogens causing IM in children admitted to our hospital and to
Externí odkaz:
https://doaj.org/article/b1c83fde39164d81acb5aae8d689768c
Publikováno v:
EURO Journal on Computational Optimization, Vol 8, Iss 2, Pp 141-172 (2020)
In this paper, we consider a facility location problem where customer demand constitutes considerable uncertainty, and where complete information on the distribution of the uncertainty is unavailable. We formulate the optimal decision problem as a tw
Externí odkaz:
https://doaj.org/article/35aa5129c63d4c06bcf8298ae16c7dcc
Publikováno v:
European Journal of Operational Research. 306:322-347
Publikováno v:
Mathematical Finance. 33:389-434
Distortion risk measure (DRM) plays a crucial role in management science and finance particularly actuarial science. Various DRMs have been introduced but little is discussed on which DRM at hand should be chosen to address a decision maker's (DM's)
Publikováno v:
Operations Research. 70:3511-3518
Utility-based shortfall risk measures effectively captures a decision maker's risk attitude on tail losses. In this paper, we consider a situation where the decision maker's risk attitude toward tail losses is ambiguous and introduce a robust version
Autor:
Sainan Zhang, Huifu Xu
Publikováno v:
Computational Management Science. 19:703-738
Publikováno v:
Operations Research.
Utility Preference Robust Optimization with Moment-Type Information Structure In some decision-making problems, information on the true utility function of the decision maker may be incomplete, which may bring potential modeling risk. In “Utility P
Publikováno v:
SIAM Journal on Optimization. 32:1446-1470
Autor:
Shaoyan Guo, Huifu Xu
Publikováno v:
Mathematical Programming.
Autor:
Shaoyan Guo, Huifu Xu
Publikováno v:
Mathematical Programming. 194:305-340
Choice of a risk measure for quantifying risk of an investment portfolio depends on the decision maker’s risk preference. In this paper, we consider the case when such a preference can be described by a law invariant coherent risk measure but the c