Fisher Discriminant Analysis and Factor Analysis. - Giacomo Della Riccia; Alexander Shapiro 001 (IEEE Trans. Pattern Anal. Mach. Intell., 1983)

Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs. - Alexander Shapiro 001 (Math. Oper. Res., 1985)

Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. - Alexander Shapiro 001 (Math. Program., 1985)

On Differential Stability in Stochastic Programming. - Alexander Shapiro 001 (Math. Program., 1990)

Asymptotic analysis of stochastic programs. - Alexander Shapiro 001 (Ann. Oper. Res., 1991)

On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. - Reuven Y. Rubinstein; Alexander Shapiro 001 (WSC, 1992)

Asymptotic Behavior of Optimal Solutions in Stochastic Programming. - Alexander Shapiro 001 (Math. Oper. Res., 1993)

On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs. - Alexander Shapiro 001 (Math. Oper. Res., 1994)

Quantitative stability in stochastic programming. - Alexander Shapiro 001 (Math. Program., 1994)

Existence and Differentiability of Metric Projections in Hilbert Spaces. - Alexander Shapiro 001 (SIAM J. Optim., 1994)

Nondifferentiability of the steady-state function in discrete event dynamic systems. - Alexander Shapiro 001; Yorai Wardi (IEEE Trans. Autom. Control., 1994)

Directional differentiability of the optimal value function in convex semi-infinite programming. - Alexander Shapiro 001 (Math. Program., 1995)

On Eigenvalue Optimization. - Alexander Shapiro 001; Michael K. H. Fan (SIAM J. Optim., 1995)

Monotone Structure in Discrete-Event Systems (P. Glasserman and D. D. Yao). - Alexander Shapiro 001 (SIAM Rev., 1995)

Simulation Based Optimization. - Alexander Shapiro 001 (WSC, 1996)

Convergence Analysis of Stochastic Algorithms. - Alexander Shapiro 001; Yorai Wardi (Math. Oper. Res., 1996)

First and second order analysis of nonlinear semidefinite programs. - Alexander Shapiro 001 (Math. Program., 1997)

On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints. - Alexander Shapiro 001 (SIAM J. Optim., 1997)

Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints. - J. Frédéric Bonnans; Roberto Cominetti; Alexander Shapiro 001 (Math. Oper. Res., 1998)

A simulation-based approach to two-stage stochastic programming with recourse. - Alexander Shapiro 001; Tito Homem-de-Mello (Math. Program., 1998)

Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions. - J. Frédéric Bonnans; Alexander Shapiro 001 (SIAM J. Optim., 1998)

Optimization Problems with Perturbations: A Guided Tour. - J. Frédéric Bonnans; Alexander Shapiro 001 (SIAM Rev., 1998)

Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets. - J. Frédéric Bonnans; Roberto Cominetti; Alexander Shapiro 001 (SIAM J. Optim., 1999)

Perturbation Analysis of Optimization Problems - J. Frédéric Bonnans; Alexander Shapiro 001 (Springer, 2000)

On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. - Alexander Shapiro 001; Tito Homem-de-Mello (SIAM J. Optim., 2000)

Monte Carlo simulation approach to stochastic programming. - Alexander Shapiro 001 (WSC, 2001)

Conditioning of convex piecewise linear stochastic programs. - Alexander Shapiro 001; Tito Homem-de-Mello; Joocheol Kim (Math. Program., 2002)

Minimax analysis of stochastic problems. - Alexander Shapiro 001; Anton J. Kleywegt (Optim. Methods Softw., 2002)

The Sample Average Approximation Method for Stochastic Discrete Optimization. - Anton J. Kleywegt; Alexander Shapiro 001; Tito Homem-de-Mello (SIAM J. Optim., 2002)

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study. - Bram Verweij; Shabbir Ahmed 001; Anton J. Kleywegt; George L. Nemhauser; Alexander Shapiro 001 (Comput. Optim. Appl., 2003)

Inference of statistical bounds for multistage stochastic programming problems. - Alexander Shapiro 001 (Math. Methods Oper. Res., 2003)

On a Class of Nonsmooth Composite Functions. - Alexander Shapiro 001 (Math. Oper. Res., 2003)

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. - Alexander Shapiro 001; Jie Sun 001 (Math. Oper. Res., 2004)

On a Class of Minimax Stochastic Programs. - Alexander Shapiro 001; Shabbir Ahmed 001 (SIAM J. Optim., 2004)

A stochastic programming approach for supply chain network design under uncertainty. - Tjendera Santoso; Shabbir Ahmed 001; Marc Goetschalckx; Alexander Shapiro 001 (Eur. J. Oper. Res., 2005)

Sensitivity Analysis of Parameterized Variational Inequalities. - Alexander Shapiro 001 (Math. Oper. Res., 2005)

Differentiability and semismoothness properties of integral functions and their applications. - Liqun Qi 001; Alexander Shapiro 001; Chen Ling 001 (Math. Program., 2005)

The empirical behavior of sampling methods for stochastic programming. - Jeff T. Linderoth; Alexander Shapiro 001; Stephen J. Wright 001 (Ann. Oper. Res., 2006)

Simulation-based approach to estimation of latent variable models. - Zhiguang Qian; Alexander Shapiro 001 (Comput. Stat. Data Anal., 2006)

Optimization of Convex Risk Functions. - Andrzej Ruszczynski; Alexander Shapiro 001 (Math. Oper. Res., 2006)

Conditional Risk Mappings. - Andrzej Ruszczynski; Alexander Shapiro 001 (Math. Oper. Res., 2006)

Solving multistage asset investment problems by the sample average approximation method. - Jörgen Blomvall; Alexander Shapiro 001 (Math. Program., 2006)

Worst-case distribution analysis of stochastic programs. - Alexander Shapiro 001 (Math. Program., 2006)

On complexity of multistage stochastic programs. - Alexander Shapiro 001 (Oper. Res. Lett., 2006)

Convex Approximations of Chance Constrained Programs. - Arkadi Nemirovski; Alexander Shapiro 001 (SIAM J. Optim., 2006)

Coherent risk measures in inventory problems. - Shabbir Ahmed 001; Ulas Çakmak; Alexander Shapiro 001 (Eur. J. Oper. Res., 2007)

Corrigendum to: "Optimization of Convex Risk Functions, " Mathematics of Operations Research 31 (2006) 433 - 452. - Andrzej Ruszczynski; Alexander Shapiro 001 (Math. Oper. Res., 2007)

Stochastic programming approach to optimization under uncertainty. - Alexander Shapiro 001 (Math. Program., 2008)

Lectures on Stochastic Programming - Modeling and Theory - Alexander Shapiro 001; Darinka Dentcheva; Andrzej Ruszczynski (SIAM, 2009)

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications. - Bernardo K. Pagnoncelli; Shabbir Ahmed 001; Alexander Shapiro 001 (J. Optimization Theory and Applications, 2009)

Asymptotic normality of test statistics under alternative hypotheses. - Alexander Shapiro 001 (J. Multivar. Anal., 2009)

Augmented Lagrangians in semi-infinite programming. - Jan-J. Rückmann; Alexander Shapiro 001 (Math. Program., 2009)

On a time consistency concept in risk averse multistage stochastic programming. - Alexander Shapiro 001 (Oper. Res. Lett., 2009)

Robust Stochastic Approximation Approach to Stochastic Programming. - Arkadi Nemirovski; Anatoli B. Juditsky; Guanghui Lan; Alexander Shapiro 001 (SIAM J. Optim., 2009)

Semidefinite Programming: Optimality Conditions and Stability. - Alexander Shapiro 001 (Encyclopedia of Optimization, 2009)

Preface. - Marco A. López 001; Juan Enrique Martínez-Legaz; Alexander Shapiro 001 (Math. Program., 2010)

Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis. - So Yeon Chun; Alexander Shapiro 001 (SIAM J. Matrix Anal. Appl., 2010)

Analysis of stochastic dual dynamic programming method. - Alexander Shapiro 001 (Eur. J. Oper. Res., 2011)

A dynamic programming approach to adjustable robust optimization. - Alexander Shapiro 001 (Oper. Res. Lett., 2011)

Minimax and risk averse multistage stochastic programming. - Alexander Shapiro 001 (Eur. J. Oper. Res., 2012)

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. - So Yeon Chun; Alexander Shapiro 001; Stan Uryasev (Oper. Res., 2012)

Validation analysis of mirror descent stochastic approximation method. - Guanghui Lan; Arkadi Nemirovski; Alexander Shapiro 001 (Math. Program., 2012)

Time consistency of dynamic risk measures. - Alexander Shapiro 001 (Oper. Res. Lett., 2012)

Bounds for nested law invariant coherent risk measures. - Linwei Xin; Alexander Shapiro 001 (Oper. Res. Lett., 2012)

Risk neutral and risk averse Stochastic Dual Dynamic Programming method. - Alexander Shapiro 001; Wajdi Tekaya; Joari Paulo da Costa; Murilo Pereira Soares (Eur. J. Oper. Res., 2013)

Worst-Case-Expectation Approach to Optimization Under Uncertainty. - Alexander Shapiro 001; Wajdi Tekaya; Murilo Pereira Soares; Joari Paulo da Costa (Oper. Res., 2013)

Consistency of Sample Estimates of Risk Averse Stochastic Programs. - Alexander Shapiro 001 (J. Appl. Probab., 2013)

Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems. - Gauthier de Maere d'Aertrycke; Alexander Shapiro 001; Yves Smeers (Math. Methods Oper. Res., 2013)

On Kusuoka Representation of Law Invariant Risk Measures. - Alexander Shapiro 001 (Math. Oper. Res., 2013)

Lectures on Stochastic Programming - Modeling and Theory, Second Edition. - Alexander Shapiro 001; Darinka Dentcheva; Andrzej Ruszczynski (SIAM, 2014)

Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. - Sergio Bruno; Shabbir Ahmed 001; Alexander Shapiro 001; Alexandre Street (Eur. J. Oper. Res., 2016)

Rectangular Sets of Probability Measures. - Alexander Shapiro 001 (Oper. Res., 2016)

Differentiability Properties of Metric Projections onto Convex Sets. - Alexander Shapiro 001 (J. Optim. Theory Appl., 2016)

Decomposability and time consistency of risk averse multistage programs. - Alexander Shapiro 001; Kerem Ugurlu (Oper. Res. Lett., 2016)

When Friends Become Competitors: The Design of Resource Exchange Alliances. - So Yeon Chun; Anton J. Kleywegt; Alexander Shapiro 001 (Manag. Sci., 2017)

Interchangeability principle and dynamic equations in risk averse stochastic programming. - Alexander Shapiro 001 (Oper. Res. Lett., 2017)

Distributionally Robust Stochastic Programming. - Alexander Shapiro 001 (SIAM J. Optim., 2017)

Estimation and asymptotics for buffered probability of exceedance. - Alexander Mafusalov; Alexander Shapiro 001; Stan Uryasev (Eur. J. Oper. Res., 2018)

A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. - Vincent Guigues; Volker Krätschmer; Alexander Shapiro 001 (SIAM J. Optim., 2018)

Statistical Rank Selection for Incomplete Low-rank Matrices. - Rui Zhang 053; Alexander Shapiro 001; Yao Xie 002 (ICASSP, 2019)

Modeling time-dependent randomness in stochastic dual dynamic programming. - Nils Löhndorf; Alexander Shapiro 001 (Eur. J. Oper. Res., 2019)

Statistical inference of semidefinite programming. - Alexander Shapiro 001 (Math. Program., 2019)

Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations. - Xiaojun Chen 001; Alexander Shapiro 001; Hailin Sun (SIAM J. Optim., 2019)

Matrix Completion With Deterministic Pattern: A Geometric Perspective. - Alexander Shapiro 001; Yao Xie 002; Rui Zhang 053 (IEEE Trans. Signal Process., 2019)

Rank one tensor completion problem. - Mohit Singh; Alexander Shapiro 001; Rui Zhang 053 (CoRR, 2020)

Risk neutral reformulation approach to risk averse stochastic programming. - Rui Peng Liu; Alexander Shapiro 001 (Eur. J. Oper. Res., 2020)

Technical Note - Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models. - Alexander Shapiro 001; Linwei Xin (Oper. Res., 2020)

Periodical Multistage Stochastic Programs. - Alexander Shapiro 001; Lingquan Ding (SIAM J. Optim., 2020)

Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. - Alexander Shapiro 001 (Eur. J. Oper. Res., 2021)

Special Issue: Continuous Optimization and Stability Analysis. - Boris S. Mordukhovich; Juan Parra; Alexander Shapiro 001 (Math. Program., 2021)

Distributionally robust Optimal Control and MDP modeling. - Alexander Shapiro 001 (Oper. Res. Lett., 2021)

Central limit theorem and sample complexity of stationary stochastic programs. - Alexander Shapiro 001; Yi Cheng (Oper. Res. Lett., 2021)

Mathematical Foundations of Distributionally Robust Multistage Optimization. - Alois Pichler; Alexander Shapiro 001 (SIAM J. Optim., 2021)

Testing Rank of Incomplete Unimodal Matrices. - Rui Zhang 053; Junting Chen; Yao Xie 002; Alexander Shapiro 001; Urbashi Mitra (IEEE Signal Process. Lett., 2021)

On Characteristic Rank for Matrix and Tensor Completion [Lecture Notes]. - Alexander Shapiro 001; Yao Xie 002; Rui Zhang 053 (IEEE Signal Process. Mag., 2021)

Goodness-of-Fit Tests on Manifolds. - Alexander Shapiro 001; Yao Xie 002; Rui Zhang 053 (IEEE Trans. Inf. Theory, 2021)

Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping. - Alois Pichler; Rui Peng Liu; Alexander Shapiro 001 (Oper. Res., 2022)

Distributionally robust modeling of optimal control. - Alexander Shapiro 001 (Oper. Res. Lett., 2022)

Statistical Limit Theorems in Distributionally Robust Optimization. - Jose H. Blanchet; Alexander Shapiro 001 (WSC, 2023)

Distributionally robust stochastic variational inequalities. - Hailin Sun; Alexander Shapiro 001; Xiaojun Chen 001 (Math. Program., 2023)

Dual Bounds for Periodical Stochastic Programs. - Alexander Shapiro 001; Yi Cheng (Oper. Res., 2023)

Bayesian Distributionally Robust Optimization. - Alexander Shapiro 001; Enlu Zhou; Yifan Lin (SIAM J. Optim., 2023)

Duality and sensitivity analysis of multistage linear stochastic programs. - Vincent Guigues; Alexander Shapiro 001; Yi Cheng (Eur. J. Oper. Res., 2023)

Risk-averse stochastic optimal control: An efficiently computable statistical upper bound. - Vincent Guigues; Alexander Shapiro 001; Yi Cheng (Oper. Res. Lett., 2023)

Numerical Methods for Convex Multistage Stochastic Optimization. - Guanghui Lan; Alexander Shapiro 001 (Found. Trends Optim., 2024)

Conditional Distributionally Robust Functionals. - Alexander Shapiro 001; Alois Pichler (Oper. Res., 2024)

Distributionally robust stochastic optimal control. - Alexander Shapiro 001; Yan Li (Oper. Res. Lett., 2025)