# Alexander Shapiro

According to our database

Collaborative distances:

^{1}, Alexander Shapiro authored at least 90 papers between 1983 and 2021.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2021

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

Eur. J. Oper. Res., 2021

2020

SIAM J. Optim., 2020

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

Oper. Res., 2020

Eur. J. Oper. Res., 2020

CoRR, 2020

2019

IEEE Trans. Signal Process., 2019

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

SIAM J. Optim., 2019

Math. Program., 2019

Eur. J. Oper. Res., 2019

CoRR, 2019

Proceedings of the IEEE International Conference on Acoustics, 2019

2018

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

SIAM J. Optim., 2018

Eur. J. Oper. Res., 2018

2017

SIAM J. Optim., 2017

Interchangeability principle and dynamic equations in risk averse stochastic programming.

Oper. Res. Lett., 2017

Manag. Sci., 2017

2016

Oper. Res. Lett., 2016

J. Optim. Theory Appl., 2016

Oper. Res., 2016

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

Eur. J. Oper. Res., 2016

2014

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

2013

Math. Oper. Res., 2013

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

Math. Methods Oper. Res., 2013

J. Appl. Probab., 2013

Oper. Res., 2013

Eur. J. Oper. Res., 2013

2012

Oper. Res. Lett., 2012

Oper. Res. Lett., 2012

Math. Program., 2012

Oper. Res., 2012

Eur. J. Oper. Res., 2012

2011

Oper. Res. Lett., 2011

Eur. J. Oper. Res., 2011

2010

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

SIAM J. Matrix Anal. Appl., 2010

2009

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

SIAM J. Optim., 2009

Oper. Res. Lett., 2009

Math. Program., 2009

J. Multivar. Anal., 2009

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

J. Optimization Theory and Applications, 2009

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

2008

Math. Program., 2008

2007

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

Math. Oper. Res., 2007

Eur. J. Oper. Res., 2007

Building an Evolvable Low-Cost HW/SW Educational Platform-Application to Virtual Instrumentation.

Proceedings of the IEEE International Conference on Microelectronic Systems Education, 2007

2006

SIAM J. Optim., 2006

Oper. Res. Lett., 2006

Math. Program., 2006

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

Math. Program., 2006

Math. Oper. Res., 2006

Math. Oper. Res., 2006

Comput. Stat. Data Anal., 2006

Ann. Oper. Res., 2006

A Block-Based Open Source Approach for a Reconfigurable Virtual Instrumentation Platform Using FPGA Technology.

Proceedings of the 2006 IEEE International Conference on Reconfigurable Computing and FPGA's, 2006

2005

Differentiability and semismoothness properties of integral functions and their applications.

Math. Program., 2005

Math. Oper. Res., 2005

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

Eur. J. Oper. Res., 2005

2004

SIAM J. Optim., 2004

Math. Oper. Res., 2004

2003

Math. Oper. Res., 2003

Math. Methods Oper. Res., 2003

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

Comput. Optim. Appl., 2003

2002

SIAM J. Optim., 2002

Optim. Methods Softw., 2002

Math. Program., 2002

2001

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.

SIAM J. Optim., 2000

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

1999

SIAM J. Optim., 1999

1998

SIAM Rev., 1998

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

SIAM J. Optim., 1998

Math. Program., 1998

Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints.

Math. Oper. Res., 1998

1997

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

SIAM J. Optim., 1997

Math. Program., 1997

Acta Informatica, 1997

1996

Proceedings of the 28th conference on Winter simulation, 1996

1995

SIAM Rev., 1995

SIAM J. Optim., 1995

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

Math. Program., 1995

1994

SIAM J. Optim., 1994

Math. Program., 1994

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

Math. Oper. Res., 1994

1993

Math. Oper. Res., 1993

1992

Proceedings of the 24th Winter Simulation Conference, 1992

1991

Ann. Oper. Res., 1991

1990

Math. Program., 1990

1985

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

Math. Program., 1985

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

Math. Oper. Res., 1985

1983

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