| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Alexander Shapiro |
Minimax and risk averse multistage stochastic programming.  |
European Journal of Operational Research  |
2012 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
A dynamic programming approach to adjustable robust optimization. |
Oper. Res. Lett. |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
Analysis of stochastic dual dynamic programming method. |
European Journal of Operational Research |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
On a time consistency concept in risk averse multistage stochastic programming. |
Oper. Res. Lett. |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan, Alexander Shapiro |
Robust Stochastic Approximation Approach to Stochastic Programming. |
SIAM Journal on Optimization |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
Asymptotic normality of test statistics under alternative hypotheses. |
J. Multivariate Analysis |
2009 |
DBLP DOI BibTeX RDF |
|
| 1 | Jan-J. Rückmann, Alexander Shapiro |
Augmented Lagrangians in semi-infinite programming. |
Math. Program. |
2009 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 90C34 |
| 1 | Alexander Shapiro |
Semidefinite Programming: Optimality Conditions and Stability. |
Encyclopedia of Optimization |
2009 |
DBLP DOI BibTeX RDF |
Tangent cone, Complementarity condition, Stability, Sensitivity analysis, Semidefinite programming, Duality, Lagrange multipliers, Nondegeneracy |
| 1 | Alexander Shapiro |
Stochastic programming approach to optimization under uncertainty. |
Math. Program. |
2008 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 90C15 |
| 1 | Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro |
Coherent risk measures in inventory problems. |
European Journal of Operational Research |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrzej Ruszczynski, Alexander Shapiro |
Corrigendum to: "Optimization of Convex Risk Functions, " Mathematics of Operations Research 31 (2006) 433 - 452. |
Math. Oper. Res. |
2007 |
DBLP DOI BibTeX RDF |
|
| 1 | Zhiguang Qian, Alexander Shapiro |
Simulation-based approach to estimation of latent variable models. |
Computational Statistics & Data Analysis |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
On complexity of multistage stochastic programs. |
Oper. Res. Lett. |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Arkadi Nemirovski, Alexander Shapiro |
Convex Approximations of Chance Constrained Programs. |
SIAM Journal on Optimization |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrzej Ruszczynski, Alexander Shapiro |
Optimization of Convex Risk Functions. |
Math. Oper. Res. |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrzej Ruszczynski, Alexander Shapiro |
Conditional Risk Mappings. |
Math. Oper. Res. |
2006 |
DBLP DOI BibTeX RDF |
|
| 1 | Jeff Linderoth, Alexander Shapiro, Stephen Wright |
The empirical behavior of sampling methods for stochastic programming. |
Annals OR |
2006 |
DBLP DOI BibTeX RDF |
Stochastic linear programming, Sample average approximations, Optimality gap, Statistical KKT test, Computational grid, Monte Carlo sampling, Recourse |
| 1 | Alexander Shapiro |
Worst-case distribution analysis of stochastic programs. |
Math. Program. |
2006 |
DBLP DOI BibTeX RDF |
Min-max Stochastic Programming, Ambiguous Chance Constraints, Uniformity Principle, Robust Optimization |
| 1 | Jörgen Blomvall, Alexander Shapiro |
Solving multistage asset investment problems by the sample average approximation method. |
Math. Program. |
2006 |
DBLP DOI BibTeX RDF |
Asset allocation, SAA method, Statistical bounds, Stochastic programming, Monte Carlo sampling |
| 1 | Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro |
A stochastic programming approach for supply chain network design under uncertainty. |
European Journal of Operational Research |
2005 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
Sensitivity Analysis of Parameterized Variational Inequalities. |
Math. Oper. Res. |
2005 |
DBLP DOI BibTeX RDF |
|
| 1 | Liqun Qi, Alexander Shapiro, Chen Ling |
Differentiability and semismoothness properties of integral functions and their applications. |
Math. Program. |
2005 |
DBLP DOI BibTeX RDF |
Semismoothness, Option price problem, Smoothness, Semi-infinite programming, Shape-preserving interpolation |
| 1 | Alexander Shapiro, Shabbir Ahmed |
On a Class of Minimax Stochastic Programs. |
SIAM Journal on Optimization |
2004 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro, Jie Sun 0001 |
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. |
Math. Oper. Res. |
2004 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
On a Class of Nonsmooth Composite Functions. |
Math. Oper. Res. |
2003 |
DBLP DOI BibTeX RDF |
|
| 1 | Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello |
The Sample Average Approximation Method for Stochastic Discrete Optimization. |
SIAM Journal on Optimization |
2002 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim |
Conditioning of convex piecewise linear stochastic programs. |
Math. Program. |
2002 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
Monte Carlo simulation approach to stochastic programming. |
Winter Simulation Conference |
2001 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro, Tito Homem-de-Mello |
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. |
SIAM Journal on Optimization |
2000 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro, Tito Homem-de-Mello |
A simulation-based approach to two-stage stochastic programming with recourse. |
Math. Program. |
1998 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
A Generalized Distribution Model for Random Recursive Trees. |
Acta Inf. |
1997 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
First and second order analysis of nonlinear semidefinite programs. |
Math. Program. |
1997 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
Simulation Based Optimization. |
Winter Simulation Conference |
1996 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
Quantitative stability in stochastic programming. |
Math. Program. |
1994 |
DBLP DOI BibTeX RDF |
|
| 1 | Reuven Y. Rubinstein, Alexander Shapiro |
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. |
Winter Simulation Conference |
1992 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Shapiro |
On Differential Stability in Stochastic Programming. |
Math. Program. |
1990 |
DBLP DOI BibTeX RDF |
|
| 1 | Giacomo Della Riccia, Alexander Shapiro |
Fisher Discriminant Analysis and Factor Analysis. |
IEEE Trans. Pattern Anal. Mach. Intell. |
1983 |
DBLP DOI BibTeX RDF |
|
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