| Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods H Xu, Y Liu, H Sun Mathematical programming 169, 489-529, 2018 | 82 | 2018 |
| Stability analysis of stochastic programs with second order dominance constraints Y Liu, H Xu Mathematical Programming 142, 435-460, 2013 | 50 | 2013 |
| Distributionally robust equilibrium for continuous games: Nash and Stackelberg models Y Liu, H Xu, SJS Yang, J Zhang European Journal of Operational Research 265 (2), 631-643, 2018 | 34 | 2018 |
| Distributionally robust reward-risk ratio optimization with moment constraints Y Liu, R Meskarian, H Xu SIAM Journal on Optimization 27 (2), 957-985, 2017 | 33 | 2017 |
| Discrete approximation and quantification in distributionally robust optimization Y Liu, A Pichler, H Xu Mathematics of Operations Research 44 (1), 19-37, 2019 | 26 | 2019 |
| Partial error bound conditions and the linear convergence rate of the alternating direction method of multipliers Y Liu, X Yuan, S Zeng, J Zhang SIAM Journal on Numerical Analysis 56 (4), 2095-2123, 2018 | 25 | 2018 |
| Quantitative stability analysis of stochastic generalized equations Y Liu, W Römisch, H Xu SIAM Journal on Optimization 24 (1), 467-497, 2014 | 22 | 2014 |
| Stability analysis of two-stage stochastic mathematical programs with complementarity constraints via NLP regularization Y Liu, H Xu, GH Lin SIAM Journal on Optimization 21 (3), 669-705, 2011 | 20 | 2011 |
| Entropic approximation for mathematical programs with robust equilibrium constraints Y Liu, H Xu SIAM Journal on Optimization 24 (3), 933-958, 2014 | 19 | 2014 |
| Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints Y Liu, H Xu, JJ Ye Mathematics of Operations Research 36 (4), 670-694, 2011 | 13 | 2011 |
| Primal–dual hybrid gradient method for distributionally robust optimization problems Y Liu, X Yuan, S Zeng, J Zhang Operations Research Letters 45 (6), 625-630, 2017 | 11 | 2017 |
| Stochastic approximation methods for the two-stage stochastic linear complementarity problem L Chen, Y Liu, X Yang, J Zhang SIAM Journal on Optimization 32 (3), 2129-2155, 2022 | 7 | 2022 |
| Distributed stochastic compositional optimization problems over directed networks S Zhao, Y Liu Computational Optimization and Applications 87 (1), 249-288, 2024 | 6 | 2024 |
| Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization S Zhao, XM Chen, Y Liu Systems & Control Letters 165, 105252, 2022 | 6 | 2022 |
| Discrete approximation scheme in distributionally robust optimization Y Liu, X Yuan, J Zhang Numer Math Theory Methods Appl 14 (2), 285-320, 2021 | 5 | 2021 |
| Distributionally robust reward–risk ratio programming with wasserstein metric Y Zhao, Y Liu, J Zhang, X Yang Available on Optimization Online, 2017 | 5 | 2017 |
| Quantitative stability analysis of stochastic generalized equations Y Liu, W Romisch, H Xu submitted, 2013 | 5 | 2013 |
| Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints Y Liu, GH Lin Asia-Pacific Journal of Operational Research 28 (06), 755-771, 2011 | 5 | 2011 |
| Confidence regions of stochastic variational inequalities: error bound approach Y Liu, J Zhang Optimization 71 (7), 2157-2184, 2022 | 4 | 2022 |
| An approximation scheme for stochastic programs with secondorder dominance constraints Y Liu, H Sun, H Xu Numerical Algebra, Control and Optimization 6 (4), 473-490, 2016 | 4 | 2016 |
