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Author ID: shapiro.alexander Recent zbMATH articles by "Shapiro, Alexander"
Published as: Shapiro, Alexander; Shapiro, A.
Homepage: https://sites.gatech.edu/alexander-shapiro/
External Links: Wikidata · GND · IdRef · theses.fr
all top 5

Co-Authors

78 single-authored
11 Browne, Michael W.
8 Bonnans, Joseph Frédéric
7 Ruszczyński, Andrzej
6 Ahmed, Shabbir
5 Homem-de-Mello, Tito
5 Nemirovski, Arkadi S.
5 Pichler, Alois
4 Rückmann, Jan-Joachim
3 Cheng, Yi
3 Chun, So Yeon
3 Dentcheva, Darinka
3 Guigues, Vincent
3 Kleywegt, Anton J.
3 Lan, Guanghui
3 ten Berge, Jos M. F.
3 Xie, Yao
3 Zhang, Rui
2 Botha, J. D.
2 Chen, Xiaojun
2 Cominetti, Roberto
2 Da Costa, Joari Paulo
2 Della Riccia, Giacomo
2 Ioffe, Alexander Davidovich
2 Lin, Yifan
2 Liu, Ruipeng
2 Soares, Murilo Pereira
2 Sun, Hailin
2 Tekaya, Wajdi
2 Uryasev, Stan
2 Vinnikov, Victor L.
2 Xin, Linwei
2 Xu, Huifu
2 Zhou, Enlu
1 Al-Khayyal, Faiz A.
1 Blanchet, Jose H.
1 Blomvall, Jörgen
1 Bruno, Sergio
1 Çakmak, Ulaş
1 Cohen, Ayala
1 de Maere d’Aertrycke, Gauthier
1 Ding, Lingquan
1 Doveh, E.
1 Fan, Michael Ko-Hui
1 Feigin, Paul David
1 Goetschalckx, Marc
1 Gómez, Juan Alfredo
1 Juditsky, Anatoli B.
1 Kano, Yutaka
1 Kim, Joocheol
1 Klatte, Diethard
1 Kouri, Drew P.
1 Kratschmer, Volker
1 Krijnen, Wim P.
1 Linderoth, Jeff T.
1 Ling, Chen
1 Löhndorf, Nils
1 Mafusalov, Alexander
1 Mordukhovich, Boris S.
1 Nemhauser, George L.
1 Pagnoncelli, Bernardo K.
1 Parra, Juan
1 Qi, Liqun
1 Qian, Zhiguang
1 Rehman, Salim U.
1 Rubinstein, Reuven Y.
1 Santoso, Tjendera
1 Scheinberg, Katya
1 Singh, Mohit
1 Smeers, Yves
1 Spearman, Mark L.
1 Steiger, James H.
1 Stein, Oliver
1 Street, Alexandre
1 Sun, Jie
1 Tezel, Aysun
1 Tichatschke, Rainer
1 Uǧurlu, Kerem
1 Verweij, Bram
1 Wang, Yuhao
1 Wansbeek, Tom J.
1 Weber, Gerhard-Wilhelm
1 Wright, Stephen J.
all top 5

Serials

16 SIAM Journal on Optimization
15 Mathematical Programming. Series A. Series B
11 Mathematics of Operations Research
11 Operations Research Letters
11 European Journal of Operational Research
10 Psychometrika
8 Journal of Optimization Theory and Applications
6 Operations Research
6 Linear Algebra and its Applications
4 SIAM Journal on Control and Optimization
4 South African Statistical Journal
4 Statistics & Probability Letters
3 Optimization
3 Computational Statistics and Data Analysis
2 Journal of Mathematical Analysis and Applications
2 The Annals of Statistics
2 British Journal of Mathematical & Statistical Psychology
2 Journal of the American Statistical Association
2 SIAM Journal on Matrix Analysis and Applications
2 Annals of Operations Research
2 Top
2 Mathematical Methods of Operations Research
2 MOS/SIAM Series on Optimization
1 Acta Informatica
1 IEEE Transactions on Information Theory
1 Linear and Multilinear Algebra
1 Metrika
1 Applied Mathematics and Optimization
1 Biometrika
1 IEEE Transactions on Automatic Control
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
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 IEEE Transactions on Signal Processing
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 Optimization and Applications
1 Set-Valued Analysis
1 Journal of Mathematical Sciences (New York)
1 Journal of Convex Analysis
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Optimization Methods & Software
1 Handbooks in Operations Research and Management Science
1 MPS/SIAM Series on Optimization
1 Springer Series in Operations Research

Publications by Year

Citations contained in zbMATH Open

163 Publications have been cited 7,637 times in 4,670 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
623
2009
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
373
2009
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
341
2001
Stochastic programming. Zbl 1115.90001
289
2003
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
264
2014
Convex approximations of chance constrained programs. Zbl 1126.90056
Nemirovski, Arkadi; Shapiro, Alexander
227
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
180
2005
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
177
2006
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
130
2009
Discrete event systems. Sensitivity analysis and stochastic optimization by the score function method. Zbl 0805.93002
Rubinstein, Reuven Y.; Shapiro, Alexander
124
1993
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
118
2011
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
111
2006
On concepts of directional differentiability. Zbl 0682.49015
Shapiro, A.
105
1990
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
105
2001
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
98
2006
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
89
1997
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
87
2003
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints. Zbl 0596.62019
Shapiro, Alexander
86
1985
Risk neutral and risk averse stochastic dual dynamic programming method. Zbl 1292.90219
Shapiro, Alexander; Tekaya, Wajdi; da Costa, Joari Paulo; Soares, Murilo Pereira
84
2013
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
83
1999
On complexity of stochastic programming problems. Zbl 1115.90041
Shapiro, Alexander; Nemirovski, Arkadi
82
2005
Towards a unified theory of inequality constrained testing in multivariate analysis. Zbl 0661.62042
Shapiro, A.
82
1988
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
81
2008
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
70
2009
Asymptotic analysis of stochastic programs. Zbl 0745.90057
Shapiro, Alexander
70
1991
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs. Zbl 0999.90023
Shapiro, Alexander; Homem-de-Mello, Tito
67
2000
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
64
2002
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
63
1998
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homem-de-Mello, Tito
62
1998
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
61
2007
Scenario approximations of chance constraints. Zbl 1181.90248
Nemirovski, Arkadi; Shapiro, Alexander
58
2006
On eigenvalue optimization. Zbl 0838.90115
Shapiro, Alexander; Fan, Michael K. H.
54
1995
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
54
2004
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
51
2003
Asymptotic properties of statistical estimators in stochastic programming. Zbl 0688.62025
Shapiro, Alexander
51
1989
Asymptotic theory of overparameterized structural models. Zbl 0596.62069
Shapiro, Alexander
49
1986
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
48
2009
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
46
2008
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
44
2012
Sensitivity analysis of nonlinear programs and differentiability properties of metric projections. Zbl 0647.90089
Shapiro, Alexander
42
1988
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
42
2006
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
42
2006
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
40
2003
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
40
2004
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
39
1999
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
39
2017
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis. Zbl 0539.62065
Shapiro, Alexander
36
1982
Variogram fitting with a general class of conditionally nonnegative definite functions. Zbl 0850.65382
Shapiro, A.; Botha, J. D.
33
1991
Existence and differentiability of metric projections in Hilbert spaces. Zbl 0793.41021
Shapiro, Alexander
31
1994
Convergence analysis of sample average approximation of two-stage stochastic generalized equations. Zbl 1410.90134
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin
31
2019
Robustness of normal theory methods in the analysis of linear latent variate models. Zbl 0718.62075
Browne, M. W.; Shapiro, A.
31
1988
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. Zbl 0579.90088
Shapiro, Alexander
30
1985
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
29
2013
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
28
2012
Asymptotic behavior of optimal solutions in stochastic programming. Zbl 0804.90101
Shapiro, Alexander
27
1993
Analysis of covariance structures under elliptical distributions. Zbl 0645.62056
Shapiro, Alexander; Browne, Michael W.
27
1987
Lectures on stochastic programming. Modeling and theory. 3rd edition. Zbl 1487.90507
Shapiro, Alexander; Dentcheva, Darinka; Ruszczynski, Andrzej
27
2021
Asymptotic distribution theory in the analysis of covariance structures. (A unified approach). Zbl 0517.62025
Shapiro, A.
27
1983
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
26
2007
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
26
2003
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
24
2006
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
24
2005
Identifiability of factor analysis: Some results and open problems. Zbl 0584.62089
Shapiro, Alexander
24
1985
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
23
2001
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Zbl 1346.90636
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; Street, Alexandre
23
2016
Quantitative stability in stochastic programming. Zbl 0828.90099
Shapiro, Alexander
22
1994
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
22
2016
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton. Zbl 0654.90083
Shapiro, Alexander
21
1988
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
21
2005
Perturbation analysis of optimization problems in Banach spaces. Zbl 0763.49009
Shapiro, Alexander
21
1992
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
20
2002
On optimality conditions in quasidifferentiable optimization. Zbl 0561.49014
Shapiro, Alexander
20
1984
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
20
2012
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
20
2012
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
19
1998
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
18
1997
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
18
2009
Second-order derivatives of extremal-value functions and optimality conditions for semi-infinite programs. Zbl 0569.90070
Shapiro, Alexander
18
1985
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
17
2000
On the asymptotics of constrained local \(M\)-estimators. Zbl 1105.62305
Shapiro, Alexander
17
2000
Modeling time-dependent randomness in stochastic dual dynamic programming. Zbl 1403.90536
Löhndorf, Nils; Shapiro, Alexander
17
2019
Extremal problems on the set of nonnegative definite matrices. Zbl 0565.90056
Shapiro, Alexander
16
1985
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
16
2015
Minimum rank and minimum trace of covariance matrices. Zbl 0539.62066
Della Riccia, Giacomo; Shapiro, Alexander
16
1982
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
15
1996
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
15
2005
Weighted minimum trace factor analysis. Zbl 0544.62058
Shapiro, Alexander
15
1982
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
14
2006
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
13
2003
Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization. Zbl 0604.49012
Shapiro, Alexander
13
1986
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
13
2011
On differential stability in stochastic programming. Zbl 0705.90063
Shapiro, Alexander
13
1990
Interchangeability principle and dynamic equations in risk averse stochastic programming. Zbl 1409.90125
Shapiro, Alexander
12
2017
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
12
1999
Convergence analysis of gradient descent stochastic algorithms. Zbl 0873.93084
Shapiro, A.; Wardi, Y.
12
1996
The asymptotic covariance matrix of sample correlation coefficients under general conditions. Zbl 0601.62077
Browne, M. W.; Shapiro, A.
12
1986
Optimization of PDEs with uncertain inputs. Zbl 1473.49030
Kouri, Drew P.; Shapiro, Alexander
11
2018
On the multivariate asymptotic distribution of sequential chi-square statistics. Zbl 0596.62020
Steiger, James H.; Shapiro, Alexander; Browne, Michael W.
11
1985
On differentiability of metric projections in \(R^ n\), 1: boundary case. Zbl 0613.41030
Shapiro, Alexander
11
1987
Duality and sensitivity analysis of multistage linear stochastic programs. Zbl 07709202
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi
1
2023
Distributionally robust stochastic variational inequalities. Zbl 1519.90245
Sun, Hailin; Shapiro, Alexander; Chen, Xiaojun
1
2023
Bayesian distributionally robust optimization. Zbl 07711101
Shapiro, Alexander; Zhou, Enlu; Lin, Yifan
1
2023
Risk-averse stochastic programming: time consistency and optimal stopping. Zbl 1500.90037
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander
3
2022
Lectures on stochastic programming. Modeling and theory. 3rd edition. Zbl 1487.90507
Shapiro, Alexander; Dentcheva, Darinka; Ruszczynski, Andrzej
27
2021
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. Zbl 1487.90506
Shapiro, Alexander
10
2021
Mathematical foundations of distributionally robust multistage optimization. Zbl 1481.90242
Pichler, Alois; Shapiro, Alexander
8
2021
Distributionally robust optimal control and MDP modeling. Zbl 1525.90429
Shapiro, Alexander
2
2021
Technical note – time inconsistency of optimal policies of distributionally robust inventory models. Zbl 1455.90014
Shapiro, Alexander; Xin, Linwei
8
2020
Periodical multistage stochastic programs. Zbl 1448.90066
Shapiro, Alexander; Ding, Lingquan
5
2020
Risk neutral reformulation approach to risk averse stochastic programming. Zbl 1443.90264
Liu, Rui Peng; Shapiro, Alexander
3
2020
Convergence analysis of sample average approximation of two-stage stochastic generalized equations. Zbl 1410.90134
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin
31
2019
Modeling time-dependent randomness in stochastic dual dynamic programming. Zbl 1403.90536
Löhndorf, Nils; Shapiro, Alexander
17
2019
Statistical inference of semidefinite programming. Zbl 1416.62155
Shapiro, Alexander
4
2019
Matrix completion with deterministic pattern: a geometric perspective. Zbl 1414.15034
Shapiro, Alexander; Xie, Yao; Zhang, Rui
3
2019
Optimization of PDEs with uncertain inputs. Zbl 1473.49030
Kouri, Drew P.; Shapiro, Alexander
11
2018
Estimation and asymptotics for buffered probability of exceedance. Zbl 1403.90537
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
8
2018
A central limit theorem and hypotheses testing for risk-averse stochastic programs. Zbl 1422.90032
Guigues, Vincent; Krätschmer, Volker; Shapiro, Alexander
4
2018
Modified distribution-free goodness-of-fit test statistic. Zbl 1402.62305
Chun, So Yeon; Browne, Michael W.; Shapiro, Alexander
1
2018
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
39
2017
Interchangeability principle and dynamic equations in risk averse stochastic programming. Zbl 1409.90125
Shapiro, Alexander
12
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
23
2016
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
22
2016
Differentiability properties of metric projections onto convex sets. Zbl 1342.90192
Shapiro, Alexander
11
2016
Decomposability and time consistency of risk averse multistage programs. Zbl 1408.90215
Shapiro, A.; Ugurlu, K.
7
2016
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
16
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
264
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
84
2013
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
29
2013
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
11
2013
Consistency of sample estimates of risk averse stochastic programs. Zbl 1301.62045
Shapiro, Alexander
8
2013
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems. Zbl 1272.90040
de Maere d’Aertrycke, Gauthier; Shapiro, Alexander; Smeers, Yves
1
2013
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
44
2012
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
28
2012
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
20
2012
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
20
2012
Bounds for nested law invariant coherent risk measures. Zbl 1258.91114
Xin, Linwei; Shapiro, Alexander
4
2012
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
118
2011
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
13
2011
Computational complexity of stochastic programming: Monte Carlo sampling approach. Zbl 1229.90111
Shapiro, Alexander
2
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
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
623
2009
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
373
2009
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
130
2009
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
70
2009
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
48
2009
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
18
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
81
2008
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
46
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
61
2007
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
26
2007
Convex approximations of chance constrained programs. Zbl 1126.90056
Nemirovski, Arkadi; Shapiro, Alexander
227
2006
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
177
2006
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
111
2006
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
98
2006
Scenario approximations of chance constraints. Zbl 1181.90248
Nemirovski, Arkadi; Shapiro, Alexander
58
2006
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
42
2006
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
42
2006
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
24
2006
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
14
2006
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
10
2006
On generalized semi-infinite programming. (With comments and rejoinder). Zbl 1111.90114
Rückmann, Jan-J.; Gómez, Juan Alfredo
6
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
180
2005
On complexity of stochastic programming problems. Zbl 1115.90041
Shapiro, Alexander; Nemirovski, Arkadi
82
2005
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
24
2005
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
21
2005
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
15
2005
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
54
2004
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
40
2004
Stochastic programming. Zbl 1115.90001
289
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
87
2003
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
51
2003
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
40
2003
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
26
2003
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
13
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
64
2002
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
20
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
341
2001
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
105
2001
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
23
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
67
2000
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
17
2000
On the asymptotics of constrained local \(M\)-estimators. Zbl 1105.62305
Shapiro, Alexander
17
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.
8
2000
Statistical inference of stochastic optimization problems. Zbl 0979.90096
Shapiro, Alexander
7
2000
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
83
1999
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
39
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
12
1999
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
9
1999
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
63
1998
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homem-de-Mello, Tito
62
1998
...and 63 more Documents
all top 5

Cited by 6,058 Authors

84 Shapiro, Alexander
70 Zhang, Liwei
46 Xu, Huifu
43 Mordukhovich, Boris S.
31 Ahmed, Shabbir
30 Ruszczyński, Andrzej
28 Bonnans, Joseph Frédéric
28 Kuhn, Daniel
27 Chen, Zhiping
25 Van Ackooij, Wim
24 Li, Shengjie
24 Pichler, Alois
24 Qi, Liqun
23 Bentler, Peter M.
23 Lan, Guanghui
22 Sun, Hailin
22 Yao, Jen-Chih
21 Dentcheva, Darinka
21 Guigues, Vincent
21 Izmailov, Alekseĭ F.
20 Royset, Johannes O.
20 Shanbhag, Uday V.
20 Yang, Xiaoqi
19 Escudero, Laureano Fernando
19 Mehlitz, Patrick
19 Sun, Jie
19 Surowiec, Thomas
19 Wachsmuth, Gerd
18 Henrion, René
18 Hintermüller, Michael
18 Homem-de-Mello, Tito
18 Sun, Defeng
17 Jiang, Jie
17 Pang, Jong-Shi
17 Pérez-Aros, Pedro
17 Solodov, Mikhail V.
17 Nguyen Dong Yen
16 Haeser, Gabriel
16 Lin, Guihua
16 Pang, Liping
16 Yuan, Kehai
16 Zhang, Jie
16 Zhou, Jinchuan
15 Arutyunov, Aram Vladimirovic
15 Chen, Xiaojun
15 Kostyukova, Olga Ivanova
15 Pagnoncelli, Bernardo K.
15 Pflug, Georg Ch.
15 Römisch, Werner
15 Sagastizábal, Claudia A.
15 Zegeye, Habtu
15 Zhang, Jin
14 Bertsimas, Dimitris John
14 Dempe, Stephan
14 Gasnikov, Aleksandr V.
14 Kouri, Drew P.
14 Li, Guoyin
14 Liu, Yongchao
14 Maggioni, Francesca
14 Malick, Jérôme
14 Sarabi, M. Ebrahim
14 Shen, Siqian
14 Xiao, Xiantao
13 Bayraksan, Güzin
13 Branda, Martin
13 Christof, Constantin
13 Gfrerer, Helmut
13 Guo, Shaoyan
13 Liu, Jia
13 Outrata, Jiří V.
13 Schultz, Rüdiger
13 Sen, Suvrajeet
13 Tchemisova, Tatiana V.
13 Teo, Kok Lay
13 Xie, Weijun
12 de Oliveira, Welington Luis
12 Dupačová, Jitka
12 Fu, Michael C.
12 Gendreau, Michel
12 Kanzow, Christian
12 López-Cerdá, Marco Antonio
12 Mehrotra, Sanjay
12 Nemirovski, Arkadi S.
12 Norkin, Vladimir I.
12 Rockafellar, Ralph Tyrrell
12 Ye, Jane J.
12 Zhang, Dali
11 Browne, Michael W.
11 Dolgopolik, Maxim Vladimirovich
11 Fukushima, Masao
11 Huang, Ming
11 Jeyakumar, Vaithilingam
11 Lisser, Abdel
11 Luedtke, James R.
11 Morton, David P.
11 Phan Quôc Khánh
11 Song, Wen
11 Song, Yongjia
11 Thai Doan Chuong
11 Toh, Kim Chuan
...and 5,958 more Authors
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Cited in 435 Serials

375 European Journal of Operational Research
352 Mathematical Programming. Series A. Series B
245 SIAM Journal on Optimization
220 Journal of Optimization Theory and Applications
134 Annals of Operations Research
127 Optimization
123 Computational Optimization and Applications
98 Journal of Global Optimization
95 Computers & Operations Research
85 Operations Research Letters
82 Psychometrika
80 Operations Research
78 INFORMS Journal on Computing
75 Optimization Letters
75 Set-Valued and Variational Analysis
57 Mathematics of Operations Research
49 Journal of Mathematical Analysis and Applications
47 Mathematical Methods of Operations Research
47 Journal of Industrial and Management Optimization
46 Optimization Methods & Software
46 Computational Management Science
45 Automatica
44 SIAM Journal on Control and Optimization
42 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
40 Journal of Machine Learning Research (JMLR)
38 Journal of Computational and Applied Mathematics
36 Applied Mathematics and Optimization
34 Computational Statistics and Data Analysis
32 Journal of Multivariate Analysis
32 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
29 Optimization and Engineering
28 Statistics & Probability Letters
27 Journal of Econometrics
27 Numerical Functional Analysis and Optimization
25 The Annals of Statistics
25 Journal of Statistical Planning and Inference
24 Applied Mathematical Modelling
24 Quantitative Finance
23 Top
22 Asia-Pacific Journal of Operational Research
22 Linear Algebra and its Applications
22 Journal of Convex Analysis
22 OR Spectrum
20 SIAM Journal on Scientific Computing
20 International Transactions in Operational Research
19 Applied Mathematics and Computation
19 Naval Research Logistics
19 Journal of the Operations Research Society of China
18 Mathematical Problems in Engineering
17 Insurance Mathematics & Economics
17 Communications in Statistics. Theory and Methods
17 Journal of Inequalities and Applications
17 SIAM/ASA Journal on Uncertainty Quantification
16 Inverse Problems
15 Numerical Algorithms
15 Automation and Remote Control
15 Cybernetics and Systems Analysis
15 Mathematical Finance
14 Kybernetika
14 Positivity
14 EURO Journal on Computational Optimization
13 Computer Methods in Applied Mechanics and Engineering
12 Computers & Mathematics with Applications
12 Mathematics and Financial Economics
11 Acta Mathematica Vietnamica
11 Journal of Scientific Computing
11 Journal of Statistical Computation and Simulation
11 Computational and Applied Mathematics
11 Finance and Stochastics
11 4OR
11 Mathematical Programming Computation
10 Journal of Computational Physics
10 Systems & Control Letters
10 Abstract and Applied Analysis
10 SIAM Journal on Mathematics of Data Science
9 Journal of the American Statistical Association
9 SIAM Journal on Numerical Analysis
9 Transactions of the American Mathematical Society
9 Neural Computation
9 Discrete Event Dynamic Systems
9 Journal of Systems Science and Complexity
9 Fixed Point Theory and Applications
9 Statistics and Computing
8 Annals of the Institute of Statistical Mathematics
8 Biometrics
8 The Annals of Applied Probability
8 Set-Valued Analysis
8 Foundations of Computational Mathematics
8 Journal of Applied Mathematics
8 Electronic Journal of Statistics
8 SIAM Journal on Financial Mathematics
8 Science China. Mathematics
8 Mathematical Control and Related Fields
7 Artificial Intelligence
7 Numerische Mathematik
7 Acta Mathematicae Applicatae Sinica. English Series
7 Machine Learning
7 Methodology and Computing in Applied Probability
7 Numerical Algebra, Control and Optimization
7 INFOR: Information Systems and Operational Research
...and 335 more Serials
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Cited in 53 Fields

3,275 Operations research, mathematical programming (90-XX)
913 Calculus of variations and optimal control; optimization (49-XX)
714 Statistics (62-XX)
655 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
638 Numerical analysis (65-XX)
242 Systems theory; control (93-XX)
231 Computer science (68-XX)
227 Probability theory and stochastic processes (60-XX)
180 Operator theory (47-XX)
136 Partial differential equations (35-XX)
96 Functional analysis (46-XX)
84 Real functions (26-XX)
62 Linear and multilinear algebra; matrix theory (15-XX)
48 Global analysis, analysis on manifolds (58-XX)
45 Convex and discrete geometry (52-XX)
45 Biology and other natural sciences (92-XX)
40 Mechanics of deformable solids (74-XX)
32 Information and communication theory, circuits (94-XX)
27 Ordinary differential equations (34-XX)
23 General topology (54-XX)
22 Approximations and expansions (41-XX)
17 Measure and integration (28-XX)
15 Algebraic geometry (14-XX)
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14 Geophysics (86-XX)
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8 Statistical mechanics, structure of matter (82-XX)
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7 Optics, electromagnetic theory (78-XX)
6 History and biography (01-XX)
5 Combinatorics (05-XX)
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4 General and overarching topics; collections (00-XX)
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4 Order, lattices, ordered algebraic structures (06-XX)
4 Several complex variables and analytic spaces (32-XX)
4 Difference and functional equations (39-XX)
4 Differential geometry (53-XX)
4 Manifolds and cell complexes (57-XX)
4 Mathematics education (97-XX)
3 Commutative algebra (13-XX)
3 Integral equations (45-XX)
2 Integral transforms, operational calculus (44-XX)
2 Mechanics of particles and systems (70-XX)
2 Relativity and gravitational theory (83-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Potential theory (31-XX)
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1 Abstract harmonic analysis (43-XX)
1 Classical thermodynamics, heat transfer (80-XX)

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