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## Shapiro, Alexander

Compute Distance To:
 Author ID: shapiro.alexander Published as: Shapiro, A.; Shapiro, Alexander
 Documents Indexed: 169 Publications since 1982, including 5 Books Reviewing Activity: 68 Reviews
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#### Co-Authors

 68 single-authored 11 Browne, Michael W. 8 Bonnans, Joseph Frédéric 6 Ahmed, Shabbir 5 Homem-de-Mello, Tito 5 Nemirovski, Arkadi S. 5 Ruszczyński, Andrzej 3 Chun, So Yeon 3 Kleywegt, Anton J. 3 Rückmann, Jan-Joachim 3 Schrader, Gus 3 ten Berge, Jos M. F. 2 Cominetti, Roberto 2 Da Costa, Joari Paulo 2 Della Riccia, Giacomo 2 Dentcheva, Darinka 2 Ioffe, Alexander Davidovich 2 Khoroshkin, Sergey M. 2 Lan, Guanghui 2 Soares, Murilo Pereira 2 Tekaya, Wajdi 2 Uryasev, Stan 2 Xin, Linwei 2 Xu, Huifu 1 Blomvall, Jörgen 1 Bruno, Sergio 1 Çakmak, Ulaş 1 Chen, Xiaojun 1 Cohen, Ayala 1 de Maere d’Aertrycke, Gauthier 1 Ding, Lingquan 1 Fan, Michael Ko-Hui 1 Goetschalckx, Marc 1 Guigues, Vincent 1 Juditsky, Anatoliĭ B. 1 Kano, Yutaka 1 Kim, Joocheol 1 Kouri, Drew P. 1 Kratschmer, Volker 1 Krijnen, Wim P. 1 Linderoth, Jeff T. 1 Ling, Chen 1 Liu, Ruipeng 1 Löhndorf, Nils 1 Mafusalov, Alexander 1 Nazarov, Maxim Leonidovich 1 Nemhauser, George L. 1 Pagnoncelli, Bernardo K. 1 Pichler, Alois 1 Qi, Liqun 1 Qian, Zhiguang 1 Rubinstein, Reuven Y. 1 Santoso, Tjendera 1 Scheinberg, Katya 1 Smeers, Yves 1 Spearman, Mark L. 1 Steiger, James H. 1 Street, Alexandre 1 Sun, Hailin 1 Sun, Jie 1 Verweij, Bram 1 Wansbeek, Tom J. 1 Wright, Stephen J. 1 Xie, Yao 1 Zhang, Rui
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#### Serials

 14 SIAM Journal on Optimization 13 Mathematical Programming. Series A. Series B 10 Mathematics of Operations Research 10 European Journal of Operational Research 9 Psychometrika 6 Operations Research Letters 6 Linear Algebra and its Applications 4 Operations Research 4 SIAM Journal on Control and Optimization 4 South African Statistical Journal 4 Statistics & Probability Letters 3 Journal of Optimization Theory and Applications 3 Optimization 2 Journal of Mathematical Analysis and Applications 2 The Annals of Statistics 2 British Journal of Mathematical & Statistical Psychology 2 Journal of Algebra 2 Journal of the American Statistical Association 2 Annals of Operations Research 2 Mathematical Methods of Operations Research 1 Acta Informatica 1 Metrika 1 Journal of Geometry and Physics 1 Advances in Mathematics 1 Applied Mathematics and Optimization 1 Biometrika 1 Inventiones Mathematicae 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Management Science 1 Mathematical Programming Study 1 Mathematical Programming 1 Numerical Functional Analysis and Optimization 1 Numerische Mathematik 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Numerical Analysis 1 Insurance Mathematics & Economics 1 Communications in Statistics. Stochastic Models 1 SIAM Journal on Matrix Analysis and Applications 1 IEEE Transactions on Signal Processing 1 IMRN. International Mathematics Research Notices 1 Journal of the Royal Statistical Society. Series B 1 SIAM Review 1 IEEE Transactions on Pattern Analysis and Machine Intelligence 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Computational Statistics and Data Analysis 1 Computational Optimization and Applications 1 Set-Valued Analysis 1 Top 1 Optimization Methods & Software 1 MPS/SIAM Series on Optimization 1 MOS/SIAM Series on Optimization
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#### Fields

 103 Operations research, mathematical programming (90-XX) 42 Statistics (62-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Numerical analysis (65-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Nonassociative rings and algebras (17-XX) 4 Probability theory and stochastic processes (60-XX) 3 Real functions (26-XX) 2 Associative rings and algebras (16-XX) 2 Group theory and generalizations (20-XX) 2 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 2 Quantum theory (81-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX)

#### Citations contained in zbMATH Open

156 Publications have been cited 5,140 times in 3,270 Documents Cited by Year
Perturbation analysis of optimization problems. Zbl 0966.49001
Bonnans, J. Frédéric; Shapiro, Alexander
2000
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
2009
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
2001
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
2009
Convex approximations of chance constrained programs. Zbl 1126.90056
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
2005
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
2006
Discrete event systems. Sensitivity analysis and stochastic optimization by the score function method. Zbl 0805.93002
Rubinstein, Reuven Y.; Shapiro, Alexander
1993
On concepts of directional differentiability. Zbl 0682.49015
Shapiro, A.
1990
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
2006
Towards a unified theory of inequality constrained testing in multivariate analysis. Zbl 0661.62042
Shapiro, A.
1988
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
2009
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
2014
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints. Zbl 0596.62019
Shapiro, Alexander
1985
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
2001
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
2006
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
2011
Stochastic programming. Zbl 1115.90001
Ruszczyński, A. (ed.); Shapiro, A. (ed.)
2003
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
1997
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
2008
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
1999
The sample average approximation method applied to stochastic routing problems: a computational study. Zbl 1094.90029
Verweij, Bram; Ahmed, Shabbir; Kleywegt, Anton J.; Nemhauser, George; Shapiro, Alexander
2003
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
2009
Asymptotic analysis of stochastic programs. Zbl 0745.90057
Shapiro, Alexander
1991
Risk neutral and risk averse stochastic dual dynamic programming method. Zbl 1292.90219
Shapiro, Alexander; Tekaya, Wajdi; da Costa, Joari Paulo; Soares, Murilo Pereira
2013
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs. Zbl 0999.90023
Shapiro, Alexander; Homem-de-Mello, Tito
2000
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
2007
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
2006
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homen-de-Mello, Tito
1998
On complexity of stochastic programming problems. Zbl 1115.90041
2005
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
1998
On eigenvalue optimization. Zbl 0838.90115
Shapiro, Alexander; Fan, Michael K. H.
1995
Scenario approximations of chance constraints. Zbl 1181.90248
2006
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
2002
Sensitivity analysis of nonlinear programs and differentiability properties of metric projections. Zbl 0647.90089
Shapiro, Alexander
1988
Asymptotic theory of overparameterized structural models. Zbl 0596.62069
Shapiro, Alexander
1986
Asymptotic properties of statistical estimators in stochastic programming. Zbl 0688.62025
Shapiro, Alexander
1989
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
2004
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis. Zbl 0539.62065
Shapiro, Alexander
1982
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
2008
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
2003
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
1999
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
2003
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
2006
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
2009
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
2012
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
2004
Variogram fitting with a general class of conditionally nonnegative definite functions. Zbl 0850.65382
Shapiro, A.; Botha, J. D.
1991
Robustness of normal theory methods in the analysis of linear latent variate models. Zbl 0718.62075
Browne, M. W.; Shapiro, A.
1988
Existence and differentiability of metric projections in Hilbert spaces. Zbl 0793.41021
Shapiro, Alexander
1994
Analysis of covariance structures under elliptical distributions. Zbl 0645.62056
Shapiro, Alexander; Browne, Michael W.
1987
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. Zbl 0579.90088
Shapiro, Alexander
1985
Asymptotic distribution theory in the analysis of covariance structures. (A unified approach). Zbl 0517.62025
Shapiro, A.
1983
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
2006
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
2005
Quantitative stability in stochastic programming. Zbl 0828.90099
Shapiro, Alexander
1994
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
2001
Perturbation analysis of optimization problems in Banach spaces. Zbl 0763.49009
Shapiro, Alexander
1992
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
2007
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
2003
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
1998
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
2013
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
2005
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
2002
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton. Zbl 0654.90083
Shapiro, Alexander
1988
On optimality conditions in quasidifferentiable optimization. Zbl 0561.49014
Shapiro, Alexander
1984
Identifiability of factor analysis: Some results and open problems. Zbl 0584.62089
Shapiro, Alexander
1985
Second-order derivatives of extremal-value functions and optimality conditions for semi-infinite programs. Zbl 0569.90070
Shapiro, Alexander
1985
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
2017
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Zbl 1346.90636
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; Street, Alexandre
2016
Extremal problems on the set of nonnegative definite matrices. Zbl 0565.90056
Shapiro, Alexander
1985
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
2012
Asymptotic behavior of optimal solutions in stochastic programming. Zbl 0804.90101
Shapiro, Alexander
1993
Minimum rank and minimum trace of covariance matrices. Zbl 0539.62066
Della Riccia, Giacomo; Shapiro, Alexander
1982
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
2012
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
2009
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
1997
Weighted minimum trace factor analysis. Zbl 0544.62058
Shapiro, Alexander
1982
On the asymptotics of constrained local $$M$$-estimators. Zbl 1105.62305
Shapiro, Alexander
2000
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
1996
Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization. Zbl 0604.49012
Shapiro, Alexander
1986
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
2012
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
2006
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
2005
Some new results on correlation-preserving factor scores prediction methods. Zbl 1054.62559
ten Berge, Jos M. F.; Krijnen, Wim P.; Wansbeek, Tom; Shapiro, Alexander
1999
First and second order optimality conditions and perturbation analysis of semi-infinite programming problems. Zbl 0909.90259
Shapiro, Alexander
1998
On differentiability of metric projections in $$R^ n$$, 1: boundary case. Zbl 0613.41030
Shapiro, Alexander
1987
A note on the consistency of estimators in the analysis of moment structures. Zbl 0542.62058
Shapiro, A.
1984
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
2016
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
2011
On differential stability in stochastic programming. Zbl 0705.90063
Shapiro, Alexander
1990
The asymptotic covariance matrix of sample correlation coefficients under general conditions. Zbl 0601.62077
Browne, M. W.; Shapiro, A.
1986
On the multivariate asymptotic distribution of sequential chi-square statistics. Zbl 0596.62020
Steiger, James H.; Shapiro, Alexander; Browne, Michael W.
1985
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
2013
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
2015
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
2006
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
2003
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
2000
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
1999
Nondegeneracy and quantitative stability of parameterized optimization problems with multiple solutions. Zbl 0912.90266
Bonnans, J. Frédéric; Shapiro, Alexander
1998
Periodical multistage stochastic programs. Zbl 1448.90066
Shapiro, Alexander; Ding, Lingquan
2020
Convergence analysis of sample average approximation of two-stage stochastic generalized equations. Zbl 1410.90134
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin
2019
A cluster realization of $$U_q(\mathfrak {sl}_{\mathfrak {n}})$$ from quantum character varieties. Zbl 1451.17006
2019
Modeling time-dependent randomness in stochastic dual dynamic programming. Zbl 1403.90536
Löhndorf, Nils; Shapiro, Alexander
2019
Statistical inference of semidefinite programming. Zbl 1416.62155
Shapiro, Alexander
2019
Matrix completion with deterministic pattern: a geometric perspective. Zbl 1414.15034
Shapiro, Alexander; Xie, Yao; Zhang, Rui
2019
Optimization of PDEs with uncertain inputs. Zbl 07065800
Kouri, Drew P.; Shapiro, Alexander
2018
Estimation and asymptotics for buffered probability of exceedance. Zbl 1403.90537
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
2018
A central limit theorem and hypotheses testing for risk-averse stochastic programs. Zbl 1422.90032
Guigues, Vincent; Krätschmer, Volker; Shapiro, Alexander
2018
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
2017
Interchangeability principle and dynamic equations in risk averse stochastic programming. Zbl 1409.90125
Shapiro, Alexander
2017
Quantum groups, quantum tori, and the Grothendieck-Springer resolution. Zbl 1419.17023
2017
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Zbl 1346.90636
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; Street, Alexandre
2016
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
2016
Decomposability and time consistency of risk averse multistage programs. Zbl 1408.90215
Shapiro, A.; Ugurlu, K.
2016
Differentiability properties of metric projections onto convex sets. Zbl 1342.90192
Shapiro, Alexander
2016
Poisson geometry of monic matrix polynomials. Zbl 1404.53107
Shapiro, Alexander
2016
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
2015
Comment on the asymptotics of a distribution-free goodness of fit test statistic. Zbl 1314.62269
Browne, Michael W.; Shapiro, Alexander
2015
Comments on “Quantifying adventitious error in a covariance structure as a random effect”. Zbl 1323.62122
Shapiro, A.
2015
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
2014
Rational and polynomial representations of Yangians. Zbl 1367.17012
Khoroshkin, Sergey; Nazarov, Maxim; Shapiro, Alexander
2014
Risk neutral and risk averse stochastic dual dynamic programming method. Zbl 1292.90219
Shapiro, Alexander; Tekaya, Wajdi; da Costa, Joari Paulo; Soares, Murilo Pereira
2013
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
2013
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
2013
Consistency of sample estimates of risk averse stochastic programs. Zbl 1301.62045
Shapiro, Alexander
2013
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
2012
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
2012
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
2012
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
2012
Bounds for nested law invariant coherent risk measures. Zbl 1258.91114
Xin, Linwei; Shapiro, Alexander
2012
Rational representations of the Yangian $$\text Y(\mathfrak {gl}_n)$$. Zbl 1282.17011
Shapiro, A.
2012
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
2011
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
2011
Computational complexity of stochastic programming: Monte Carlo sampling approach. Zbl 1229.90111
Shapiro, Alexander
2011
Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis. Zbl 1198.62060
Chun, So Yeon; Shapiro, A.
2010
The weight function for the quantum affine algebra $$U_q(A_2^{(2)})$$. Zbl 1262.17007
Khoroshkin, S.; Shapiro, A.
2010
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
2009
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
2009
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
2009
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
2009
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
2009
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
2009
Asymptotic normality of test statistics under alternative hypotheses. Zbl 1157.62038
Shapiro, Alexander
2009
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
2008
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
2008
Asymptotics of minimax stochastic programs. Zbl 1171.90543
Shapiro, Alexander
2008
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
2007
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
2007
Convex approximations of chance constrained programs. Zbl 1126.90056
2006
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
2006
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
2006
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
2006
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
2006
Scenario approximations of chance constraints. Zbl 1181.90248
2006
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
2006
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
2006
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
2006
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
2006
Simulation-based approach to estimation of latent variable models. Zbl 1157.62347
Qian, Zhiguang; Shapiro, Alexander
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
2005
On complexity of stochastic programming problems. Zbl 1115.90041
2005
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
2005
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
2005
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
2005
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
2004
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
2004
Stochastic programming. Zbl 1115.90001
Ruszczyński, A. (ed.); Shapiro, A. (ed.)
2003
The sample average approximation method applied to stochastic routing problems: a computational study. Zbl 1094.90029
Verweij, Bram; Ahmed, Shabbir; Kleywegt, Anton J.; Nemhauser, George; Shapiro, Alexander
2003
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
2003
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
2003
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
2003
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
2003
Scheffe’s method for constructing simultaneous confidence intervals subject to cone constraints. Zbl 1116.62372
Shapiro, Alexander
2003
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
2002
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
2002
Statistical inference of minimum rank factor analysis. Zbl 1297.62137
Shapiro, Alexander; ten Berge, Jos M. F.
2002
Testing of monotonicity in parametric regression models. Zbl 1015.62014
Doveh, E.; Shapiro, A.; Feigin, P. D.
2002
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
2001
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
2001
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
2001
Perturbation analysis of optimization problems. Zbl 0966.49001
Bonnans, J. Frédéric; Shapiro, Alexander
2000
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs. Zbl 0999.90023
Shapiro, Alexander; Homem-de-Mello, Tito
2000
On the asymptotics of constrained local $$M$$-estimators. Zbl 1105.62305
Shapiro, Alexander
2000
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
2000
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability. Zbl 1291.62245
Shapiro, Alexander; ten Berge, Jos M. F.
2000
Statistical inference of stochastic optimization problems. Zbl 0979.90096
Shapiro, Alexander
2000
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
1999
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
1999
Some new results on correlation-preserving factor scores prediction methods. Zbl 1054.62559
ten Berge, Jos M. F.; Krijnen, Wim P.; Wansbeek, Tom; Shapiro, Alexander
1999
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
1999
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homen-de-Mello, Tito
1998
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
1998
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
1998
First and second order optimality conditions and perturbation analysis of semi-infinite programming problems. Zbl 0909.90259
Shapiro, Alexander
1998
Nondegeneracy and quantitative stability of parameterized optimization problems with multiple solutions. Zbl 0912.90266
Bonnans, J. Frédéric; Shapiro, Alexander
1998
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
1997
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
1997
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
1996
Simulation-based optimization — Convergence analysis and statistical inference. Zbl 0864.93095
Shapiro, Alexander
1996
...and 56 more Documents
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#### Cited by 4,405 Authors

 71 Shapiro, Alexander 56 Zhang, Liwei 36 Xu, Huifu 29 Mordukhovich, Boris S. 26 Ahmed, Shabbir 23 Qi, Liqun 22 Bentler, Peter M. 21 Bonnans, Joseph Frédéric 21 Kuhn, Daniel 20 Ruszczyński, Andrzej 19 Chen, Zhiping 18 Pichler, Alois 18 Van Ackooij, Wim 17 Escudero, Laureano Fernando 17 Izmailov, Alekseĭ F. 17 Royset, Johannes O. 17 Sun, Hailin 16 Lin, Guihua 16 Yuan, Kehai 15 Guigues, Vincent 15 Lan, Guanghui 15 Sun, Jie 15 Zhang, Jie 14 Homem-de-Mello, Tito 14 Pagnoncelli, Bernardo K. 14 Sun, Defeng 14 Yang, Xiaoqi 14 Yao, Jen-Chih 14 Zhou, Jinchuan 13 Dentcheva, Darinka 13 Pang, Liping 13 Pflug, Georg Ch. 12 Branda, Martin 12 Chen, Xiaojun 12 Dupačová, Jitka 12 Norkin, Vladimir I. 12 Pang, Jong-Shi 12 Solodov, Mikhail V. 12 Teo, Kok Lay 11 Browne, Michael W. 11 Dempe, Stephan 11 Jeyakumar, Vaithilingam 11 Kanzow, Christian 11 Li, Guoyin 11 Li, Shengjie 11 Liu, Yongchao 11 Nemirovski, Arkadi S. 11 Outrata, Jiří V. 11 Rockafellar, Ralph Tyrrell 11 Römisch, Werner 11 Shen, Siqian 11 Surowiec, Thomas 11 Wachsmuth, Gerd 11 Xiao, Xiantao 10 Arutyunov, Aram Vladimirovic 10 Barton, Paul I. 10 Bertsimas, Dimitris John 10 Fukushima, Masao 10 Gendreau, Michel 10 Hintermüller, Michael 10 Kibzun, Andrey Ivanovich 10 Kostyukova, Olga Ivanova 10 Mehlitz, Patrick 10 Shanbhag, Uday V. 10 Silva, Francisco J. 10 Song, Yongjia 10 Still, Georg J. 10 Wiesemann, Wolfram 10 Zhang, Dali 10 Zhang, Jin 9 Chen, Jein-Shan 9 Gfrerer, Helmut 9 Huang, Ming 9 Ling, Chen 9 Lisser, Abdel 9 Liu, Jia 9 López-Cerdá, Marco Antonio 9 Maggioni, Francesca 9 Ogasawara, Haruhiko 9 Phan Quôc Khánh 9 Schultz, Rüdiger 9 Song, Wen 9 Tröltzsch, Fredi 9 Wang, Changyu 9 Wu, Soon-Yi 9 Xiu, Naihua 8 Bayraksan, Güzin 8 Bertocchi, Marida 8 Casas, Eduardo 8 Fu, Michael C. 8 Guo, Shaoyan 8 Haskell, William Benjamin 8 Henrion, René 8 Ivanov, Sergeĭ Valer’evich 8 Klatte, Diethard 8 Kouri, Drew P. 8 Lee, Gue Myung 8 Malick, Jérôme 8 Mehrotra, Sanjay 8 Morton, David P. ...and 4,305 more Authors
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#### Cited in 351 Serials

 284 European Journal of Operational Research 271 Mathematical Programming. Series A. Series B 168 SIAM Journal on Optimization 166 Journal of Optimization Theory and Applications 108 Annals of Operations Research 92 Computational Optimization and Applications 80 Optimization 75 Operations Research Letters 74 Psychometrika 66 Journal of Global Optimization 64 Computers & Operations Research 52 Operations Research 47 Optimization Letters 44 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 42 Journal of Mathematical Analysis and Applications 38 Mathematical Methods of Operations Research 38 Set-Valued and Variational Analysis 36 Automatica 36 Computational Management Science 34 Computational Statistics and Data Analysis 33 INFORMS Journal on Computing 32 Journal of Computational and Applied Mathematics 32 Mathematics of Operations Research 30 Journal of Multivariate Analysis 29 Optimization Methods & Software 27 Statistics & Probability Letters 26 Journal of Industrial and Management Optimization 25 SIAM Journal on Control and Optimization 22 Journal of Econometrics 22 Journal of Statistical Planning and Inference 20 The Annals of Statistics 20 Applied Mathematics and Optimization 20 Numerical Functional Analysis and Optimization 20 Linear Algebra and its Applications 19 Top 17 Applied Mathematics and Computation 17 Mathematical Problems in Engineering 16 Applied Mathematical Modelling 16 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 16 OR Spectrum 15 Insurance Mathematics & Economics 15 Asia-Pacific Journal of Operational Research 15 Communications in Statistics. Theory and Methods 14 Kybernetika 14 Automation and Remote Control 14 Optimization and Engineering 14 Journal of Machine Learning Research (JMLR) 13 Quantitative Finance 12 SIAM Journal on Scientific Computing 12 Journal of Inequalities and Applications 12 Journal of the Operations Research Society of China 12 SIAM/ASA Journal on Uncertainty Quantification 11 Mathematics and Financial Economics 10 Cybernetics and Systems Analysis 10 Abstract and Applied Analysis 9 Computers & Mathematics with Applications 9 Transactions of the American Mathematical Society 9 Systems & Control Letters 9 Journal of Statistical Computation and Simulation 9 Finance and Stochastics 9 Positivity 9 Journal of Systems Science and Complexity 9 Fixed Point Theory and Applications 8 Computer Methods in Applied Mechanics and Engineering 8 Acta Mathematica Vietnamica 8 Discrete Event Dynamic Systems 8 Set-Valued Analysis 8 Mathematical Finance 7 Annals of the Institute of Statistical Mathematics 7 Naval Research Logistics 7 Numerische Mathematik 7 Neural Computation 7 Numerical Algorithms 7 Journal of Applied Mathematics 7 4OR 7 Mathematical Programming Computation 7 Science China. Mathematics 7 EURO Journal on Computational Optimization 6 Inverse Problems 6 Metrika 6 Biometrics 6 SIAM Journal on Numerical Analysis 6 Journal of Convex Analysis 6 Journal of Nonparametric Statistics 6 Methodology and Computing in Applied Probability 6 Foundations of Computational Mathematics 6 Proceedings of the Steklov Institute of Mathematics 6 Electronic Journal of Statistics 6 Numerical Algebra, Control and Optimization 5 The Canadian Journal of Statistics 5 Journal of the American Statistical Association 5 Opsearch 5 Applied Numerical Mathematics 5 Acta Mathematicae Applicatae Sinica. English Series 5 Journal of Economic Dynamics & Control 5 Mathematical and Computer Modelling 5 Journal of Scientific Computing 5 The Annals of Applied Probability 5 Journal of Mathematical Sciences (New York) 5 Computational and Applied Mathematics ...and 251 more Serials
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#### Cited in 50 Fields

 2,261 Operations research, mathematical programming (90-XX) 627 Calculus of variations and optimal control; optimization (49-XX) 546 Statistics (62-XX) 476 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 443 Numerical analysis (65-XX) 166 Probability theory and stochastic processes (60-XX) 162 Systems theory; control (93-XX) 129 Computer science (68-XX) 101 Operator theory (47-XX) 71 Partial differential equations (35-XX) 66 Functional analysis (46-XX) 59 Real functions (26-XX) 48 Linear and multilinear algebra; matrix theory (15-XX) 35 Convex and discrete geometry (52-XX) 33 Global analysis, analysis on manifolds (58-XX) 30 Biology and other natural sciences (92-XX) 27 Mechanics of deformable solids (74-XX) 21 Information and communication theory, circuits (94-XX) 17 Ordinary differential equations (34-XX) 15 Algebraic geometry (14-XX) 14 Approximations and expansions (41-XX) 14 General topology (54-XX) 11 Measure and integration (28-XX) 11 Fluid mechanics (76-XX) 10 Nonassociative rings and algebras (17-XX) 10 Quantum theory (81-XX) 9 Geophysics (86-XX) 5 History and biography (01-XX) 5 Combinatorics (05-XX) 5 Several complex variables and analytic spaces (32-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Manifolds and cell complexes (57-XX) 4 Mathematical logic and foundations (03-XX) 4 Commutative algebra (13-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Differential geometry (53-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Number theory (11-XX) 3 Integral equations (45-XX) 3 Mathematics education (97-XX) 2 General and overarching topics; collections (00-XX) 2 Associative rings and algebras (16-XX) 2 Topological groups, Lie groups (22-XX) 2 Difference and functional equations (39-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Functions of a complex variable (30-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Relativity and gravitational theory (83-XX)