Alexander Shapiro

Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares: Risk neutral and risk averse Stochastic Dual Dynamic Programming method. European Journal of Operational Research 224(2): 375-391 (2013)

Alexander Shapiro: On Kusuoka Representation of Law Invariant Risk Measures. Math. Oper. Res. 38(1): 142-152 (2013)

Alexander Shapiro: Minimax and risk averse multistage stochastic programming. European Journal of Operational Research 219(3): 719-726 (2012)

So Yeon Chun, Alexander Shapiro, Stan Uryasev: Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Operations Research 60(4): 739-756 (2012)

Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro: Validation analysis of mirror descent stochastic approximation method. Math. Program. 134(2): 425-458 (2012)

Linwei Xin, Alexander Shapiro: Bounds for nested law invariant coherent risk measures. Oper. Res. Lett. 40(6): 431-435 (2012)

Alexander Shapiro: Time consistency of dynamic risk measures. Oper. Res. Lett. 40(6): 436-439 (2012)

Alexander Shapiro: Analysis of stochastic dual dynamic programming method. European Journal of Operational Research 209(1): 63-72 (2011)

Alexander Shapiro: A dynamic programming approach to adjustable robust optimization. Oper. Res. Lett. 39(2): 83-87 (2011)

So Yeon Chun, Alexander Shapiro: Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis. SIAM J. Matrix Analysis Applications 31(4): 1570-1583 (2010)

Alexander Shapiro: Asymptotic normality of test statistics under alternative hypotheses. J. Multivariate Analysis 100(5): 936-945 (2009)

Jan-J. Rückmann, Alexander Shapiro: Augmented Lagrangians in semi-infinite programming. Math. Program. 116(1-2): 499-512 (2009)

Alexander Shapiro: On a time consistency concept in risk averse multistage stochastic programming. Oper. Res. Lett. 37(3): 143-147 (2009)

Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan, Alexander Shapiro: Robust Stochastic Approximation Approach to Stochastic Programming. SIAM Journal on Optimization 19(4): 1574-1609 (2009)

Alexander Shapiro: Semidefinite Programming: Optimality Conditions and Stability. Encyclopedia of Optimization 2009: 3380-3384

Alexander Shapiro: Stochastic programming approach to optimization under uncertainty. Math. Program. 112(1): 183-220 (2008)

Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro: Coherent risk measures in inventory problems. European Journal of Operational Research 182(1): 226-238 (2007)

Andrzej Ruszczynski, Alexander Shapiro: Corrigendum to: "Optimization of Convex Risk Functions, " Mathematics of Operations Research 31 (2006) 433 - 452. Math. Oper. Res. 32(2): 496 (2007)

Jeff Linderoth, Alexander Shapiro, Stephen Wright: The empirical behavior of sampling methods for stochastic programming. Annals OR 142(1): 215-241 (2006)

Zhiguang Qian, Alexander Shapiro: Simulation-based approach to estimation of latent variable models. Computational Statistics & Data Analysis 51(2): 1243-1259 (2006)

Andrzej Ruszczynski, Alexander Shapiro: Optimization of Convex Risk Functions. Math. Oper. Res. 31(3): 433-452 (2006)

Andrzej Ruszczynski, Alexander Shapiro: Conditional Risk Mappings. Math. Oper. Res. 31(3): 544-561 (2006)

Alexander Shapiro: Worst-case distribution analysis of stochastic programs. Math. Program. 107(1-2): 91-96 (2006)

Jörgen Blomvall, Alexander Shapiro: Solving multistage asset investment problems by the sample average approximation method. Math. Program. 108(2-3): 571-595 (2006)

Alexander Shapiro: On complexity of multistage stochastic programs. Oper. Res. Lett. 34(1): 1-8 (2006)

Arkadi Nemirovski, Alexander Shapiro: Convex Approximations of Chance Constrained Programs. SIAM Journal on Optimization 17(4): 969-996 (2006)

Andres Cicuttin, Maria Liz Crespo, Alexander Shapiro, Nizar Abdallah: A Block-Based Open Source Approach for a Reconfigurable Virtual Instrumentation Platform Using FPGA Technology. ReConFig 2006: 39-46

Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro: A stochastic programming approach for supply chain network design under uncertainty. European Journal of Operational Research 167(1): 96-115 (2005)

Alexander Shapiro: Sensitivity Analysis of Parameterized Variational Inequalities. Math. Oper. Res. 30(1): 109-126 (2005)

Liqun Qi, Alexander Shapiro, Chen Ling: Differentiability and semismoothness properties of integral functions and their applications. Math. Program. 102(2): 223-248 (2005)

Alexander Shapiro, Jie Sun: Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. Math. Oper. Res. 29(3): 479-491 (2004)

Alexander Shapiro, Shabbir Ahmed: On a Class of Minimax Stochastic Programs. SIAM Journal on Optimization 14(4): 1237-1249 (2004)

Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt, George L. Nemhauser, Alexander Shapiro: The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study. Comp. Opt. and Appl. 24(2-3): 289-333 (2003)

Alexander Shapiro: Inference of statistical bounds for multistage stochastic programming problems. Math. Meth. of OR 58(1): 57-68 (2003)

Alexander Shapiro: On a Class of Nonsmooth Composite Functions. Math. Oper. Res. 28(4): 677-692 (2003)

Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim: Conditioning of convex piecewise linear stochastic programs. Math. Program. 94(1): 1-19 (2002)

Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello: The Sample Average Approximation Method for Stochastic Discrete Optimization. SIAM Journal on Optimization 12(2): 479-502 (2002)

Alexander Shapiro: Monte Carlo simulation approach to stochastic programming. Winter Simulation Conference 2001: 428-431

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 11(1): 70-86 (2000)

Alexander Shapiro, Tito Homem-de-Mello: A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81: 301-325 (1998)

Alexander Shapiro: A Generalized Distribution Model for Random Recursive Trees. Acta Inf. 34(3): 211-216 (1997)

Alexander Shapiro: First and second order analysis of nonlinear semidefinite programs. Math. Program. 77: 301-320 (1997)

Alexander Shapiro: Simulation Based Optimization. Winter Simulation Conference 1996: 332-336

Alexander Shapiro: Quantitative stability in stochastic programming. Math. Program. 67: 99-108 (1994)

Reuven Y. Rubinstein, Alexander Shapiro: On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. Winter Simulation Conference 1992: 515-520

Alexander Shapiro: On Differential Stability in Stochastic Programming. Math. Program. 47: 107-116 (1990)

Giacomo Della Riccia, Alexander Shapiro: Fisher Discriminant Analysis and Factor Analysis. IEEE Trans. Pattern Anal. Mach. Intell. 5(1): 99-104 (1983)