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Shapiro, Alexander

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Author ID: shapiro.alexander Recent zbMATH articles by "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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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

Publications by Year

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
707
2000
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
384
2009
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
219
2001
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
209
2009
Convex approximations of chance constrained programs. Zbl 1126.90056
Nemirovski, Arkadi; Shapiro, Alexander
152
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
146
2005
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
141
2006
Discrete event systems. Sensitivity analysis and stochastic optimization by the score function method. Zbl 0805.93002
Rubinstein, Reuven Y.; Shapiro, Alexander
111
1993
On concepts of directional differentiability. Zbl 0682.49015
Shapiro, A.
85
1990
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
83
2006
Towards a unified theory of inequality constrained testing in multivariate analysis. Zbl 0661.62042
Shapiro, A.
81
1988
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
80
2009
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
78
2014
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints. Zbl 0596.62019
Shapiro, Alexander
77
1985
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
75
2001
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
74
2006
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
73
2011
Stochastic programming. Zbl 1115.90001
Ruszczyński, A. (ed.); Shapiro, A. (ed.)
65
2003
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
65
1997
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
64
2008
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
64
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
59
2003
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
54
2009
Asymptotic analysis of stochastic programs. Zbl 0745.90057
Shapiro, Alexander
54
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
52
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
51
2000
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
50
2007
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
50
2006
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homen-de-Mello, Tito
49
1998
On complexity of stochastic programming problems. Zbl 1115.90041
Shapiro, Alexander; Nemirovski, Arkadi
48
2005
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
42
1998
On eigenvalue optimization. Zbl 0838.90115
Shapiro, Alexander; Fan, Michael K. H.
41
1995
Scenario approximations of chance constraints. Zbl 1181.90248
Nemirovski, Arkadi; Shapiro, Alexander
40
2006
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
40
2002
Sensitivity analysis of nonlinear programs and differentiability properties of metric projections. Zbl 0647.90089
Shapiro, Alexander
40
1988
Asymptotic theory of overparameterized structural models. Zbl 0596.62069
Shapiro, Alexander
40
1986
Asymptotic properties of statistical estimators in stochastic programming. Zbl 0688.62025
Shapiro, Alexander
39
1989
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
38
2004
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis. Zbl 0539.62065
Shapiro, Alexander
38
1982
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
36
2008
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
36
2003
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
36
1999
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
35
2003
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
34
2006
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
32
2009
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
30
2012
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
30
2004
Variogram fitting with a general class of conditionally nonnegative definite functions. Zbl 0850.65382
Shapiro, A.; Botha, J. D.
30
1991
Robustness of normal theory methods in the analysis of linear latent variate models. Zbl 0718.62075
Browne, M. W.; Shapiro, A.
30
1988
Existence and differentiability of metric projections in Hilbert spaces. Zbl 0793.41021
Shapiro, Alexander
27
1994
Analysis of covariance structures under elliptical distributions. Zbl 0645.62056
Shapiro, Alexander; Browne, Michael W.
27
1987
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. Zbl 0579.90088
Shapiro, Alexander
27
1985
Asymptotic distribution theory in the analysis of covariance structures. (A unified approach). Zbl 0517.62025
Shapiro, A.
26
1983
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
23
2006
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
23
2005
Quantitative stability in stochastic programming. Zbl 0828.90099
Shapiro, Alexander
21
1994
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
20
2001
Perturbation analysis of optimization problems in Banach spaces. Zbl 0763.49009
Shapiro, Alexander
20
1992
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
19
2007
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
19
2003
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
19
1998
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
18
2013
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
18
2005
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
18
2002
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton. Zbl 0654.90083
Shapiro, Alexander
18
1988
On optimality conditions in quasidifferentiable optimization. Zbl 0561.49014
Shapiro, Alexander
18
1984
Identifiability of factor analysis: Some results and open problems. Zbl 0584.62089
Shapiro, Alexander
17
1985
Second-order derivatives of extremal-value functions and optimality conditions for semi-infinite programs. Zbl 0569.90070
Shapiro, Alexander
17
1985
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
16
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
16
2016
Extremal problems on the set of nonnegative definite matrices. Zbl 0565.90056
Shapiro, Alexander
16
1985
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
15
2012
Asymptotic behavior of optimal solutions in stochastic programming. Zbl 0804.90101
Shapiro, Alexander
15
1993
Minimum rank and minimum trace of covariance matrices. Zbl 0539.62066
Della Riccia, Giacomo; Shapiro, Alexander
15
1982
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
14
2012
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
14
2009
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
14
1997
Weighted minimum trace factor analysis. Zbl 0544.62058
Shapiro, Alexander
14
1982
On the asymptotics of constrained local \(M\)-estimators. Zbl 1105.62305
Shapiro, Alexander
13
2000
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
13
1996
Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization. Zbl 0604.49012
Shapiro, Alexander
13
1986
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
12
2012
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
12
2006
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
11
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
11
1999
First and second order optimality conditions and perturbation analysis of semi-infinite programming problems. Zbl 0909.90259
Shapiro, Alexander
11
1998
On differentiability of metric projections in \(R^ n\), 1: boundary case. Zbl 0613.41030
Shapiro, Alexander
11
1987
A note on the consistency of estimators in the analysis of moment structures. Zbl 0542.62058
Shapiro, A.
11
1984
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
10
2016
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
10
2011
On differential stability in stochastic programming. Zbl 0705.90063
Shapiro, Alexander
10
1990
The asymptotic covariance matrix of sample correlation coefficients under general conditions. Zbl 0601.62077
Browne, M. W.; Shapiro, A.
10
1986
On the multivariate asymptotic distribution of sequential chi-square statistics. Zbl 0596.62020
Steiger, James H.; Shapiro, Alexander; Browne, Michael W.
10
1985
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
9
2013
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
8
2015
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
8
2006
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
8
2003
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
8
2000
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
8
1999
Nondegeneracy and quantitative stability of parameterized optimization problems with multiple solutions. Zbl 0912.90266
Bonnans, J. Frédéric; Shapiro, Alexander
8
1998
Periodical multistage stochastic programs. Zbl 1448.90066
Shapiro, Alexander; Ding, Lingquan
1
2020
Convergence analysis of sample average approximation of two-stage stochastic generalized equations. Zbl 1410.90134
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin
7
2019
A cluster realization of \(U_q(\mathfrak {sl}_{\mathfrak {n}})\) from quantum character varieties. Zbl 1451.17006
Schrader, Gus; Shapiro, Alexander
3
2019
Modeling time-dependent randomness in stochastic dual dynamic programming. Zbl 1403.90536
Löhndorf, Nils; Shapiro, Alexander
3
2019
Statistical inference of semidefinite programming. Zbl 1416.62155
Shapiro, Alexander
2
2019
Matrix completion with deterministic pattern: a geometric perspective. Zbl 1414.15034
Shapiro, Alexander; Xie, Yao; Zhang, Rui
2
2019
Optimization of PDEs with uncertain inputs. Zbl 07065800
Kouri, Drew P.; Shapiro, Alexander
3
2018
Estimation and asymptotics for buffered probability of exceedance. Zbl 1403.90537
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
3
2018
A central limit theorem and hypotheses testing for risk-averse stochastic programs. Zbl 1422.90032
Guigues, Vincent; Krätschmer, Volker; Shapiro, Alexander
2
2018
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
16
2017
Interchangeability principle and dynamic equations in risk averse stochastic programming. Zbl 1409.90125
Shapiro, Alexander
4
2017
Quantum groups, quantum tori, and the Grothendieck-Springer resolution. Zbl 1419.17023
Schrader, Gus; Shapiro, Alexander
3
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
16
2016
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
10
2016
Decomposability and time consistency of risk averse multistage programs. Zbl 1408.90215
Shapiro, A.; Ugurlu, K.
5
2016
Differentiability properties of metric projections onto convex sets. Zbl 1342.90192
Shapiro, Alexander
4
2016
Poisson geometry of monic matrix polynomials. Zbl 1404.53107
Shapiro, Alexander
1
2016
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
8
2015
Comment on the asymptotics of a distribution-free goodness of fit test statistic. Zbl 1314.62269
Browne, Michael W.; Shapiro, Alexander
2
2015
Comments on “Quantifying adventitious error in a covariance structure as a random effect”. Zbl 1323.62122
Shapiro, A.
1
2015
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
78
2014
Rational and polynomial representations of Yangians. Zbl 1367.17012
Khoroshkin, Sergey; Nazarov, Maxim; Shapiro, Alexander
2
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
52
2013
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
18
2013
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
9
2013
Consistency of sample estimates of risk averse stochastic programs. Zbl 1301.62045
Shapiro, Alexander
5
2013
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
30
2012
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
15
2012
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
14
2012
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
12
2012
Bounds for nested law invariant coherent risk measures. Zbl 1258.91114
Xin, Linwei; Shapiro, Alexander
3
2012
Rational representations of the Yangian \(\text Y(\mathfrak {gl}_n)\). Zbl 1282.17011
Shapiro, A.
1
2012
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
73
2011
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
10
2011
Computational complexity of stochastic programming: Monte Carlo sampling approach. Zbl 1229.90111
Shapiro, Alexander
1
2011
Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis. Zbl 1198.62060
Chun, So Yeon; Shapiro, A.
1
2010
The weight function for the quantum affine algebra \(U_q(A_2^{(2)})\). Zbl 1262.17007
Khoroshkin, S.; Shapiro, A.
1
2010
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
384
2009
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
209
2009
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
80
2009
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
54
2009
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
32
2009
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
14
2009
Asymptotic normality of test statistics under alternative hypotheses. Zbl 1157.62038
Shapiro, Alexander
2
2009
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
64
2008
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
36
2008
Asymptotics of minimax stochastic programs. Zbl 1171.90543
Shapiro, Alexander
4
2008
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
50
2007
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
19
2007
Convex approximations of chance constrained programs. Zbl 1126.90056
Nemirovski, Arkadi; Shapiro, Alexander
152
2006
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
141
2006
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
83
2006
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
74
2006
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
50
2006
Scenario approximations of chance constraints. Zbl 1181.90248
Nemirovski, Arkadi; Shapiro, Alexander
40
2006
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
34
2006
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
23
2006
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
12
2006
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
8
2006
Simulation-based approach to estimation of latent variable models. Zbl 1157.62347
Qian, Zhiguang; Shapiro, Alexander
2
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
146
2005
On complexity of stochastic programming problems. Zbl 1115.90041
Shapiro, Alexander; Nemirovski, Arkadi
48
2005
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
23
2005
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
18
2005
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
11
2005
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
38
2004
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
30
2004
Stochastic programming. Zbl 1115.90001
Ruszczyński, A. (ed.); Shapiro, A. (ed.)
65
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
59
2003
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
36
2003
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
35
2003
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
19
2003
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
8
2003
Scheffe’s method for constructing simultaneous confidence intervals subject to cone constraints. Zbl 1116.62372
Shapiro, Alexander
1
2003
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
40
2002
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
18
2002
Statistical inference of minimum rank factor analysis. Zbl 1297.62137
Shapiro, Alexander; ten Berge, Jos M. F.
7
2002
Testing of monotonicity in parametric regression models. Zbl 1015.62014
Doveh, E.; Shapiro, A.; Feigin, P. D.
3
2002
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
219
2001
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
75
2001
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
20
2001
Perturbation analysis of optimization problems. Zbl 0966.49001
Bonnans, J. Frédéric; Shapiro, Alexander
707
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
51
2000
On the asymptotics of constrained local \(M\)-estimators. Zbl 1105.62305
Shapiro, Alexander
13
2000
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
8
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.
7
2000
Statistical inference of stochastic optimization problems. Zbl 0979.90096
Shapiro, Alexander
6
2000
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
64
1999
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
36
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
11
1999
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
8
1999
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homen-de-Mello, Tito
49
1998
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
42
1998
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
19
1998
First and second order optimality conditions and perturbation analysis of semi-infinite programming problems. Zbl 0909.90259
Shapiro, Alexander
11
1998
Nondegeneracy and quantitative stability of parameterized optimization problems with multiple solutions. Zbl 0912.90266
Bonnans, J. Frédéric; Shapiro, Alexander
8
1998
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
65
1997
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
14
1997
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
13
1996
Simulation-based optimization — Convergence analysis and statistical inference. Zbl 0864.93095
Shapiro, Alexander
7
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
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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
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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
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9 Positivity
9 Journal of Systems Science and Complexity
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8 Computer Methods in Applied Mechanics and Engineering
8 Acta Mathematica Vietnamica
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7 Annals of the Institute of Statistical Mathematics
7 Naval Research Logistics
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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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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)
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162 Systems theory; control (93-XX)
129 Computer science (68-XX)
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66 Functional analysis (46-XX)
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35 Convex and discrete geometry (52-XX)
33 Global analysis, analysis on manifolds (58-XX)
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3 Order, lattices, ordered algebraic structures (06-XX)
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3 Mathematics education (97-XX)
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