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The University of Southampton
Centre for Risk Research
(023) 8059 3657

Professor Huifu Xu BSc, MSc, PhD

Professor of Operational Research

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Professor Huifu Xu is a Professor of Operational Research at the University of Southampton.


Huifu obtained a BSc degree and MSc degree in computational mathematics from Nanjing University, China. He worked at Ningbo University for a few years before moving to Australia to obtain a PhD degree in numerical optimization at University of Ballarat. Following three years postdoctoral research at Australian Graduate School of Management, he became a lecturer and then senior lecturer at the University of Southampton. In 2013 he was appointed as a professor of operational research at City University London and returned to Southampton in 2015. Huifu has 26 years research experience in continuous optimization with particular focus on stochastic programming and robust optimization since 2002. He is an associate editor of Computational Management Science and Linear algebra, Control and Optimization.

Research interests

Huifu's recent interest is in optimal decision making problems that involve uncertain data. This includes developing and/or investigating new mathematical models which capture the uncertainty and other features such as competition, equilibrium and hierarchical relationships between decision makers. Typical examples are stochastic principal agent models (Stackelberg leader follower models), stochastic Nash equilibrium models, stochastic bilevel programming models, stochastic mathematical programs with equilibrium constraints (SMPEC) models and stochastic equilibrium programs with equilibrium constraints (SEPEC) models. The new stochastic optimization and equilibrium models have many applications in the study of optimal strategy and competition in energy industry, stability of power system/networks, equilibrium of transportation networks, capacity expansion/investment, optimal policy setting, engineering design etc. He is also interested in risk management models such as condition value at risk models and dominance constrained stochastic program models. More recently Huifu is actively working on distributionally robust optimization where the true probability distribution of the underlying uncertainty is unknown. His focus is on uncertainty quantification and approximation under various metrics.


Research group

Operational Research

Affiliate research groups

Computational Optimisation, Stochastic Programming and Simulation

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Book Chapter

MATH3016 Optimization

MATH6119 Case Studies

MATH6158 Managing Uncertainty & Risk



Professor Huifu Xu
Southampton Business School, University of Southampton, Southampton SO17 1BJ, UK.

Room Number : 54/10013

Professor Huifu Xu's personal home page
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