Alexander Shapiro

According to our database, Alexander Shapiro authored at least 105 papers between 1983 and 2023.

Collaborative distances:

• Dijkstra number of three.
• Erdős number of three.

2023

Risk-averse stochastic optimal control: An efficiently computable statistical upper bound.

Vincent Guigues, Alexander Shapiro, Yi Cheng

Oper. Res. Lett., July, 2023

Duality and sensitivity analysis of multistage linear stochastic programs.

Vincent Guigues, Alexander Shapiro, Yi Cheng

Eur. J. Oper. Res., July, 2023

Bayesian Distributionally Robust Optimization.

Alexander Shapiro, Enlu Zhou, Yifan Lin

SIAM J. Optim., June, 2023

Dual Bounds for Periodical Stochastic Programs.

Alexander Shapiro, Yi Cheng

Oper. Res., January, 2023

Distributionally robust stochastic variational inequalities.

Hailin Sun, Alexander Shapiro, Xiaojun Chen

Math. Program., 2023

Numerical Methods for Convex Multistage Stochastic Optimization.

Guanghui Lan, Alexander Shapiro

CoRR, 2023

Statistical Limit Theorems in Distributionally Robust Optimization.

Jose H. Blanchet, Alexander Shapiro

Proceedings of the Winter Simulation Conference, 2023

2022

Distributionally robust modeling of optimal control.

Alexander Shapiro

Oper. Res. Lett., 2022

Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping.

Alois Pichler, Rui Peng Liu, Alexander Shapiro

Oper. Res., 2022

2021

Goodness-of-Fit Tests on Manifolds.

Alexander Shapiro, Yao Xie, Rui Zhang

IEEE Trans. Inf. Theory, 2021

On Characteristic Rank for Matrix and Tensor Completion [Lecture Notes].

Alexander Shapiro, Yao Xie, Rui Zhang

IEEE Signal Process. Mag., 2021

Testing Rank of Incomplete Unimodal Matrices.

Rui Zhang, Junting Chen, Yao Xie, Alexander Shapiro, Urbashi Mitra

IEEE Signal Process. Lett., 2021

Mathematical Foundations of Distributionally Robust Multistage Optimization.

Alois Pichler, Alexander Shapiro

SIAM J. Optim., 2021

Central limit theorem and sample complexity of stationary stochastic programs.

Alexander Shapiro, Yi Cheng

Oper. Res. Lett., 2021

Distributionally robust Optimal Control and MDP modeling.

Alexander Shapiro

Oper. Res. Lett., 2021

Special Issue: Continuous Optimization and Stability Analysis.

Boris S. Mordukhovich, Juan Parra, Alexander Shapiro

Math. Program., 2021

Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming.

Alexander Shapiro

Eur. J. Oper. Res., 2021

2020

Periodical Multistage Stochastic Programs.

Alexander Shapiro, Lingquan Ding

SIAM J. Optim., 2020

Technical Note - Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models.

Alexander Shapiro, Linwei Xin

Oper. Res., 2020

Risk neutral reformulation approach to risk averse stochastic programming.

Rui Peng Liu, Alexander Shapiro

Eur. J. Oper. Res., 2020

Rank one tensor completion problem.

Mohit Singh, Alexander Shapiro, Rui Zhang

CoRR, 2020

2019

Matrix Completion With Deterministic Pattern: A Geometric Perspective.

Alexander Shapiro, Yao Xie, Rui Zhang

IEEE Trans. Signal Process., 2019

Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations.

Xiaojun Chen, Alexander Shapiro, Hailin Sun

SIAM J. Optim., 2019

Statistical inference of semidefinite programming.

Alexander Shapiro

Math. Program., 2019

Modeling time-dependent randomness in stochastic dual dynamic programming.

Nils Löhndorf, Alexander Shapiro

Eur. J. Oper. Res., 2019

Statistical Rank Selection for Incomplete Low-rank Matrices.

Rui Zhang, Alexander Shapiro, Yao Xie

Proceedings of the IEEE International Conference on Acoustics, 2019

2018

A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs.

Vincent Guigues, Volker Krätschmer, Alexander Shapiro

SIAM J. Optim., 2018

Estimation and asymptotics for buffered probability of exceedance.

Alexander Mafusalov, Alexander Shapiro, Stan Uryasev

Eur. J. Oper. Res., 2018

2017

Distributionally Robust Stochastic Programming.

Alexander Shapiro

SIAM J. Optim., 2017

Interchangeability principle and dynamic equations in risk averse stochastic programming.

Alexander Shapiro

Oper. Res. Lett., 2017

When Friends Become Competitors: The Design of Resource Exchange Alliances.

So Yeon Chun, Anton J. Kleywegt, Alexander Shapiro

Manag. Sci., 2017

2016

Decomposability and time consistency of risk averse multistage programs.

Alexander Shapiro, Kerem Ugurlu

Oper. Res. Lett., 2016

Differentiability Properties of Metric Projections onto Convex Sets.

Alexander Shapiro

J. Optim. Theory Appl., 2016

Rectangular Sets of Probability Measures.

Alexander Shapiro

Oper. Res., 2016

Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty.

Sergio Bruno, Shabbir Ahmed, Alexander Shapiro, Alexandre Street

Eur. J. Oper. Res., 2016

2014

Lectures on Stochastic Programming - Modeling and Theory, Second Edition.

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski

MOS-SIAM Series on Optimization 16, SIAM, ISBN: 978-1-61197-342-6, 2014

2013

On Kusuoka Representation of Law Invariant Risk Measures.

Alexander Shapiro

Math. Oper. Res., 2013

Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems.

Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers

Math. Methods Oper. Res., 2013

Consistency of Sample Estimates of Risk Averse Stochastic Programs.

Alexander Shapiro

J. Appl. Probab., 2013

Worst-Case-Expectation Approach to Optimization Under Uncertainty.

Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, Joari Paulo da Costa

Oper. Res., 2013

Risk neutral and risk averse Stochastic Dual Dynamic Programming method.

Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares

Eur. J. Oper. Res., 2013

2012

Bounds for nested law invariant coherent risk measures.

Linwei Xin, Alexander Shapiro

Oper. Res. Lett., 2012

Time consistency of dynamic risk measures.

Alexander Shapiro

Oper. Res. Lett., 2012

Validation analysis of mirror descent stochastic approximation method.

Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro

Math. Program., 2012

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics.

So Yeon Chun, Alexander Shapiro, Stan Uryasev

Oper. Res., 2012

Minimax and risk averse multistage stochastic programming.

Alexander Shapiro

Eur. J. Oper. Res., 2012

2011

A dynamic programming approach to adjustable robust optimization.

Alexander Shapiro

Oper. Res. Lett., 2011

Analysis of stochastic dual dynamic programming method.

Alexander Shapiro

Eur. J. Oper. Res., 2011

2010

Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis.

So Yeon Chun, Alexander Shapiro

SIAM J. Matrix Anal. Appl., 2010

Preface.

Marco A. López, Juan Enrique Martínez-Legaz, Alexander Shapiro

Math. Program., 2010

2009

Semidefinite Programming: Optimality Conditions and Stability.

Alexander Shapiro

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Robust Stochastic Approximation Approach to Stochastic Programming.

Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro

SIAM J. Optim., 2009

On a time consistency concept in risk averse multistage stochastic programming.

Alexander Shapiro

Oper. Res. Lett., 2009

Augmented Lagrangians in semi-infinite programming.

Jan-J. Rückmann, Alexander Shapiro

Math. Program., 2009

Asymptotic normality of test statistics under alternative hypotheses.

Alexander Shapiro

J. Multivar. Anal., 2009

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications.

Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro

J. Optimization Theory and Applications, 2009

Lectures on Stochastic Programming - Modeling and Theory

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski

MOS-SIAM Series on Optimization, SIAM, ISBN: 978-0-89871-875-1, 2009

2008

Stochastic programming approach to optimization under uncertainty.

Alexander Shapiro

Math. Program., 2008

2007

Corrigendum to: "Optimization of Convex Risk Functions, " <i>Mathematics of Operations Research</i> 31 (2006) 433 - 452.

Andrzej Ruszczynski, Alexander Shapiro

Math. Oper. Res., 2007

Coherent risk measures in inventory problems.

Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro

Eur. J. Oper. Res., 2007

2006

Convex Approximations of Chance Constrained Programs.

Arkadi Nemirovski, Alexander Shapiro

SIAM J. Optim., 2006

On complexity of multistage stochastic programs.

Alexander Shapiro

Oper. Res. Lett., 2006

Worst-case distribution analysis of stochastic programs.

Alexander Shapiro

Math. Program., 2006

Solving multistage asset investment problems by the sample average approximation method.

Jörgen Blomvall, Alexander Shapiro

Math. Program., 2006

Conditional Risk Mappings.

Andrzej Ruszczynski, Alexander Shapiro

Math. Oper. Res., 2006

Optimization of Convex Risk Functions.

Andrzej Ruszczynski, Alexander Shapiro

Math. Oper. Res., 2006

Simulation-based approach to estimation of latent variable models.

Zhiguang Qian, Alexander Shapiro

Comput. Stat. Data Anal., 2006

The empirical behavior of sampling methods for stochastic programming.

Jeff T. Linderoth, Alexander Shapiro, Stephen J. Wright

Ann. Oper. Res., 2006

2005

Differentiability and semismoothness properties of integral functions and their applications.

Liqun Qi, Alexander Shapiro, Chen Ling

Math. Program., 2005

Sensitivity Analysis of Parameterized Variational Inequalities.

Alexander Shapiro

Math. Oper. Res., 2005

A stochastic programming approach for supply chain network design under uncertainty.

Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro

Eur. J. Oper. Res., 2005

2004

On a Class of Minimax Stochastic Programs.

Alexander Shapiro, Shabbir Ahmed

SIAM J. Optim., 2004

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization.

Alexander Shapiro, Jie Sun

Math. Oper. Res., 2004

2003

On a Class of Nonsmooth Composite Functions.

Alexander Shapiro

Math. Oper. Res., 2003

Inference of statistical bounds for multistage stochastic programming problems.

Alexander Shapiro

Math. Methods Oper. Res., 2003

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study.

Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt, George L. Nemhauser, Alexander Shapiro

Comput. Optim. Appl., 2003

2002

The Sample Average Approximation Method for Stochastic Discrete Optimization.

Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello

SIAM J. Optim., 2002

Minimax analysis of stochastic problems.

Alexander Shapiro, Anton J. Kleywegt

Optim. Methods Softw., 2002

Conditioning of convex piecewise linear stochastic programs.

Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim

Math. Program., 2002

2001

Monte Carlo simulation approach to stochastic programming.

Alexander Shapiro

Proceedings of the 33nd conference on Winter simulation, 2001

2000

On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs.

Alexander Shapiro, Tito Homem-de-Mello

SIAM J. Optim., 2000

Perturbation Analysis of Optimization Problems

J. Frédéric Bonnans, Alexander Shapiro

Springer Series in Operations Research, Springer, ISBN: 978-1-4612-1394-9, 2000

1999

Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets.

J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro

SIAM J. Optim., 1999

1998

Optimization Problems with Perturbations: A Guided Tour.

J. Frédéric Bonnans, Alexander Shapiro

SIAM Rev., 1998

Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions.

J. Frédéric Bonnans, Alexander Shapiro

SIAM J. Optim., 1998

A simulation-based approach to two-stage stochastic programming with recourse.

Alexander Shapiro, Tito Homem-de-Mello

Math. Program., 1998

Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints.

J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro

Math. Oper. Res., 1998

1997

On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints.

Alexander Shapiro

SIAM J. Optim., 1997

First and second order analysis of nonlinear semidefinite programs.

Alexander Shapiro

Math. Program., 1997

1996

Convergence Analysis of Stochastic Algorithms.

Alexander Shapiro, Yorai Wardi

Math. Oper. Res., 1996

Simulation Based Optimization.

Alexander Shapiro

Proceedings of the 28th conference on Winter simulation, 1996

1995

Monotone Structure in Discrete-Event Systems (P. Glasserman and D. D. Yao).

Alexander Shapiro

SIAM Rev., 1995

On Eigenvalue Optimization.

Alexander Shapiro, Michael K. H. Fan

SIAM J. Optim., 1995

Directional differentiability of the optimal value function in convex semi-infinite programming.

Alexander Shapiro

Math. Program., 1995

1994

Nondifferentiability of the steady-state function in discrete event dynamic systems.

Alexander Shapiro, Yorai Wardi

IEEE Trans. Autom. Control., 1994

Existence and Differentiability of Metric Projections in Hilbert Spaces.

Alexander Shapiro

SIAM J. Optim., 1994

Quantitative stability in stochastic programming.

Alexander Shapiro

Math. Program., 1994

On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs.

Alexander Shapiro

Math. Oper. Res., 1994

1993

Asymptotic Behavior of Optimal Solutions in Stochastic Programming.

Alexander Shapiro

Math. Oper. Res., 1993

1992

On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.

Reuven Y. Rubinstein, Alexander Shapiro

Proceedings of the 24th Winter Simulation Conference, 1992

1991

Asymptotic analysis of stochastic programs.

Alexander Shapiro

Ann. Oper. Res., 1991

1990

On Differential Stability in Stochastic Programming.

Alexander Shapiro

Math. Program., 1990

1985

Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs.

Alexander Shapiro

Math. Program., 1985

Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs.

Alexander Shapiro

Math. Oper. Res., 1985

1983

Fisher Discriminant Analysis and Factor Analysis.

Giacomo Della Riccia, Alexander Shapiro

IEEE Trans. Pattern Anal. Mach. Intell., 1983