According to our database1, Alexander Shapiro authored at least 77 papers between 1983 and 2018.
Legend:Book In proceedings Article PhD thesis Other
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs.
SIAM Journal on Optimization, 2018
Estimation and asymptotics for buffered probability of exceedance.
European Journal of Operational Research, 2018
Matrix completion with deterministic pattern - a geometric perspective.
Distributionally Robust Stochastic Programming.
SIAM Journal on Optimization, 2017
Interchangeability principle and dynamic equations in risk averse stochastic programming.
Oper. Res. Lett., 2017
When Friends Become Competitors: The Design of Resource Exchange Alliances.
Management Science, 2017
Decomposability and time consistency of risk averse multistage programs.
Oper. Res. Lett., 2016
Differentiability Properties of Metric Projections onto Convex Sets.
J. Optimization Theory and Applications, 2016
Rectangular Sets of Probability Measures.
Operations Research, 2016
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty.
European Journal of Operational Research, 2016
Lectures on Stochastic Programming - Modeling and Theory, Second Edition.
MOS-SIAM Series on Optimization 16, SIAM, ISBN: 978-1-61197-342-6, 2014
On Kusuoka Representation of Law Invariant Risk Measures.
Math. Oper. Res., 2013
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems.
Math. Meth. of OR, 2013
Consistency of Sample Estimates of Risk Averse Stochastic Programs.
J. Applied Probability, 2013
Worst-Case-Expectation Approach to Optimization Under Uncertainty.
Operations Research, 2013
Risk neutral and risk averse Stochastic Dual Dynamic Programming method.
European Journal of Operational Research, 2013
Bounds for nested law invariant coherent risk measures.
Oper. Res. Lett., 2012
Time consistency of dynamic risk measures.
Oper. Res. Lett., 2012
Validation analysis of mirror descent stochastic approximation method.
Math. Program., 2012
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics.
Operations Research, 2012
Minimax and risk averse multistage stochastic programming.
European Journal of Operational Research, 2012
A dynamic programming approach to adjustable robust optimization.
Oper. Res. Lett., 2011
Analysis of stochastic dual dynamic programming method.
European Journal of Operational Research, 2011
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis.
SIAM J. Matrix Analysis Applications, 2010
Semidefinite Programming: Optimality Conditions and Stability.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
Robust Stochastic Approximation Approach to Stochastic Programming.
SIAM Journal on Optimization, 2009
On a time consistency concept in risk averse multistage stochastic programming.
Oper. Res. Lett., 2009
Augmented Lagrangians in semi-infinite programming.
Math. Program., 2009
Asymptotic normality of test statistics under alternative hypotheses.
J. Multivariate Analysis, 2009
Stochastic programming approach to optimization under uncertainty.
Math. Program., 2008
Corrigendum to: "Optimization of Convex Risk Functions, " Mathematics of Operations Research 31 (2006) 433 - 452.
Math. Oper. Res., 2007
Coherent risk measures in inventory problems.
European Journal of Operational Research, 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
Convex Approximations of Chance Constrained Programs.
SIAM Journal on Optimization, 2006
On complexity of multistage stochastic programs.
Oper. Res. Lett., 2006
Worst-case distribution analysis of stochastic programs.
Math. Program., 2006
Solving multistage asset investment problems by the sample average approximation method.
Math. Program., 2006
Conditional Risk Mappings.
Math. Oper. Res., 2006
Optimization of Convex Risk Functions.
Math. Oper. Res., 2006
Simulation-based approach to estimation of latent variable models.
Computational Statistics & Data Analysis, 2006
The empirical behavior of sampling methods for stochastic programming.
Annals OR, 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
Differentiability and semismoothness properties of integral functions and their applications.
Math. Program., 2005
Sensitivity Analysis of Parameterized Variational Inequalities.
Math. Oper. Res., 2005
A stochastic programming approach for supply chain network design under uncertainty.
European Journal of Operational Research, 2005
On a Class of Minimax Stochastic Programs.
SIAM Journal on Optimization, 2004
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization.
Math. Oper. Res., 2004
On a Class of Nonsmooth Composite Functions.
Math. Oper. Res., 2003
Inference of statistical bounds for multistage stochastic programming problems.
Math. Meth. of OR, 2003
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study.
Comp. Opt. and Appl., 2003
The Sample Average Approximation Method for Stochastic Discrete Optimization.
SIAM Journal on Optimization, 2002
Minimax analysis of stochastic problems.
Optimization Methods and Software, 2002
Conditioning of convex piecewise linear stochastic programs.
Math. Program., 2002
Monte Carlo simulation approach to stochastic programming.
Proceedings of the 33nd conference on Winter simulation, 2001
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs.
SIAM Journal on Optimization, 2000
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets.
SIAM Journal on Optimization, 1999
Optimization Problems with Perturbations: A Guided Tour.
SIAM Review, 1998
Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions.
SIAM Journal on Optimization, 1998
A simulation-based approach to two-stage stochastic programming with recourse.
Math. Program., 1998
Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints.
Math. Oper. Res., 1998
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints.
SIAM Journal on Optimization, 1997
First and second order analysis of nonlinear semidefinite programs.
Math. Program., 1997
A Generalized Distribution Model for Random Recursive Trees.
Acta Inf., 1997
Simulation Based Optimization.
Proceedings of the 28th conference on Winter simulation, 1996
Monotone Structure in Discrete-Event Systems (P. Glasserman and D. D. Yao).
SIAM Review, 1995
On Eigenvalue Optimization.
SIAM Journal on Optimization, 1995
Directional differentiability of the optimal value function in convex semi-infinite programming.
Math. Program., 1995
Existence and Differentiability of Metric Projections in Hilbert Spaces.
SIAM Journal on Optimization, 1994
Quantitative stability in stochastic programming.
Math. Program., 1994
On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs.
Math. Oper. Res., 1994
Asymptotic Behavior of Optimal Solutions in Stochastic Programming.
Math. Oper. Res., 1993
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.
Proceedings of the 24th Winter Simulation Conference, 1992
Asymptotic analysis of stochastic programs.
Annals OR, 1991
On Differential Stability in Stochastic Programming.
Math. Program., 1990
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
Fisher Discriminant Analysis and Factor Analysis.
IEEE Trans. Pattern Anal. Mach. Intell., 1983