Alexander Shapiro

110 papers Misc 5Journal 101
YearRankTypeTitle / Venue / Authors
2025 J jnl
Distributionally robust stochastic optimal control.
Oper. Res. Lett.
Alexander Shapiro, Yan Li
2024 J jnl
Conditional Distributionally Robust Functionals.
Oper. Res.
Alexander Shapiro, Alois Pichler
2024 J jnl
Numerical Methods for Convex Multistage Stochastic Optimization.
Found. Trends Optim.
Guanghui Lan, Alexander Shapiro
2023 J jnl
Bayesian Distributionally Robust Optimization.
SIAM J. Optim.
Alexander Shapiro, Enlu Zhou, Yifan Lin
2023 J jnl
Distributionally robust stochastic variational inequalities.
Math. Program.
Hailin Sun, Alexander Shapiro, Xiaojun Chen
2023 J jnl
Dual Bounds for Periodical Stochastic Programs.
Oper. Res.
Alexander Shapiro, Yi Cheng
2023 J jnl
Duality and sensitivity analysis of multistage linear stochastic programs.
Eur. J. Oper. Res.
Vincent Guigues, Alexander Shapiro, Yi Cheng
2023 J jnl
Numerical Methods for Convex Multistage Stochastic Optimization.
CoRR
Guanghui Lan, Alexander Shapiro
2023 J jnl
Risk-averse stochastic optimal control: An efficiently computable statistical upper bound.
Oper. Res. Lett.
Vincent Guigues, Alexander Shapiro, Yi Cheng
2023 Misc conf
Statistical Limit Theorems in Distributionally Robust Optimization.
WSC
Jose H. Blanchet, Alexander Shapiro
2022 J jnl
Distributionally robust modeling of optimal control.
Oper. Res. Lett.
Alexander Shapiro
2022 J jnl
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping.
Oper. Res.
Alois Pichler, Rui Peng Liu, Alexander Shapiro
2021 J jnl
Central limit theorem and sample complexity of stationary stochastic programs.
Oper. Res. Lett.
Alexander Shapiro, Yi Cheng
2021 J jnl
Distributionally robust Optimal Control and MDP modeling.
Oper. Res. Lett.
Alexander Shapiro
2021 J jnl
Goodness-of-Fit Tests on Manifolds.
IEEE Trans. Inf. Theory
Alexander Shapiro, Yao Xie, Rui Zhang
2021 J jnl
Mathematical Foundations of Distributionally Robust Multistage Optimization.
SIAM J. Optim.
Alois Pichler, Alexander Shapiro
2021 J jnl
On Characteristic Rank for Matrix and Tensor Completion [Lecture Notes].
IEEE Signal Process. Mag.
Alexander Shapiro, Yao Xie, Rui Zhang
2021 J jnl
Special Issue: Continuous Optimization and Stability Analysis.
Math. Program.
Boris S. Mordukhovich, Juan Parra, Alexander Shapiro
2021 J jnl
Testing Rank of Incomplete Unimodal Matrices.
IEEE Signal Process. Lett.
Rui Zhang, Junting Chen, Yao Xie, Alexander Shapiro, Urbashi Mitra
2021 J jnl
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming.
Eur. J. Oper. Res.
Alexander Shapiro
2020 J jnl
Periodical Multistage Stochastic Programs.
SIAM J. Optim.
Alexander Shapiro, Lingquan Ding
2020 J jnl
Rank one tensor completion problem.
CoRR
Mohit Singh, Alexander Shapiro, Rui Zhang
2020 J jnl
Risk neutral reformulation approach to risk averse stochastic programming.
Eur. J. Oper. Res.
Rui Peng Liu, Alexander Shapiro
2020 J jnl
Technical Note - Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models.
Oper. Res.
Alexander Shapiro, Linwei Xin
2019 J jnl
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations.
SIAM J. Optim.
Xiaojun Chen, Alexander Shapiro, Hailin Sun
2019 J jnl
Goodness-of-fit tests on manifolds.
CoRR
Alexander Shapiro, Yao Xie, Rui Zhang
2019 J jnl
Matrix Completion With Deterministic Pattern: A Geometric Perspective.
IEEE Trans. Signal Process.
Alexander Shapiro, Yao Xie, Rui Zhang
2019 J jnl
Modeling time-dependent randomness in stochastic dual dynamic programming.
Eur. J. Oper. Res.
Nils Löhndorf, Alexander Shapiro
2019 Misc conf
Statistical Rank Selection for Incomplete Low-rank Matrices.
ICASSP
Rui Zhang, Alexander Shapiro, Yao Xie
2019 J jnl
Statistical inference of semidefinite programming.
Math. Program.
Alexander Shapiro
2018 J jnl
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs.
SIAM J. Optim.
Vincent Guigues, Volker Krätschmer, Alexander Shapiro
2018 J jnl
Estimation and asymptotics for buffered probability of exceedance.
Eur. J. Oper. Res.
Alexander Mafusalov, Alexander Shapiro, Stan Uryasev
2018 J jnl
Matrix completion with deterministic pattern - a geometric perspective.
CoRR
Alexander Shapiro, Yao Xie, Rui Zhang
2017 J jnl
Distributionally Robust Stochastic Programming.
SIAM J. Optim.
Alexander Shapiro
2017 J jnl
Interchangeability principle and dynamic equations in risk averse stochastic programming.
Oper. Res. Lett.
Alexander Shapiro
2017 J jnl
When Friends Become Competitors: The Design of Resource Exchange Alliances.
Manag. Sci.
So Yeon Chun, Anton J. Kleywegt, Alexander Shapiro
2016 J jnl
Decomposability and time consistency of risk averse multistage programs.
Oper. Res. Lett.
Alexander Shapiro, Kerem Ugurlu
2016 J jnl
Differentiability Properties of Metric Projections onto Convex Sets.
J. Optim. Theory Appl.
Alexander Shapiro
2016 J jnl
Rectangular Sets of Probability Measures.
Oper. Res.
Alexander Shapiro
2016 J jnl
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty.
Eur. J. Oper. Res.
Sergio Bruno, Shabbir Ahmed, Alexander Shapiro, Alexandre Street
2014 — book
Lectures on Stochastic Programming - Modeling and Theory, Second Edition.
Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
2013 J jnl
Consistency of Sample Estimates of Risk Averse Stochastic Programs.
J. Appl. Probab.
Alexander Shapiro
2013 J jnl
On Kusuoka Representation of Law Invariant Risk Measures.
Math. Oper. Res.
Alexander Shapiro
2013 J jnl
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems.
Math. Methods Oper. Res.
Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers
2013 J jnl
Risk neutral and risk averse Stochastic Dual Dynamic Programming method.
Eur. J. Oper. Res.
Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares
2013 J jnl
Worst-Case-Expectation Approach to Optimization Under Uncertainty.
Oper. Res.
Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, Joari Paulo da Costa
2012 J jnl
Bounds for nested law invariant coherent risk measures.
Oper. Res. Lett.
Linwei Xin, Alexander Shapiro
2012 J jnl
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics.
Oper. Res.
So Yeon Chun, Alexander Shapiro, Stan Uryasev
2012 J jnl
Minimax and risk averse multistage stochastic programming.
Eur. J. Oper. Res.
Alexander Shapiro
2012 J jnl
Time consistency of dynamic risk measures.
Oper. Res. Lett.
Alexander Shapiro
2012 J jnl
Validation analysis of mirror descent stochastic approximation method.
Math. Program.
Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro
2011 J jnl
A dynamic programming approach to adjustable robust optimization.
Oper. Res. Lett.
Alexander Shapiro
2011 J jnl
Analysis of stochastic dual dynamic programming method.
Eur. J. Oper. Res.
Alexander Shapiro
2010 J jnl
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis.
SIAM J. Matrix Anal. Appl.
So Yeon Chun, Alexander Shapiro
2010 J jnl
Preface.
Math. Program.
Marco A. López, Juan Enrique Martínez-Legaz, Alexander Shapiro
2009 J jnl
Asymptotic normality of test statistics under alternative hypotheses.
J. Multivar. Anal.
Alexander Shapiro
2009 J jnl
Augmented Lagrangians in semi-infinite programming.
Math. Program.
Jan-J. Rückmann, Alexander Shapiro
2009 — book
Lectures on Stochastic Programming - Modeling and Theory
Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
2009 J jnl
On a time consistency concept in risk averse multistage stochastic programming.
Oper. Res. Lett.
Alexander Shapiro
2009 J jnl
Robust Stochastic Approximation Approach to Stochastic Programming.
SIAM J. Optim.
Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro
2009 J jnl
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications.
J. Optimization Theory and Applications
Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro
2009 — ch.
Semidefinite Programming: Optimality Conditions and Stability.
Encyclopedia of Optimization
Alexander Shapiro
2008 J jnl
Stochastic programming approach to optimization under uncertainty.
Math. Program.
Alexander Shapiro
2007 J jnl
Coherent risk measures in inventory problems.
Eur. J. Oper. Res.
Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro
2007 J jnl
Corrigendum to: "Optimization of Convex Risk Functions, "
Math. Oper. Res.
Andrzej Ruszczynski, Alexander Shapiro
2006 J jnl
Conditional Risk Mappings.
Math. Oper. Res.
Andrzej Ruszczynski, Alexander Shapiro
2006 J jnl
Convex Approximations of Chance Constrained Programs.
SIAM J. Optim.
Arkadi Nemirovski, Alexander Shapiro
2006 J jnl
On complexity of multistage stochastic programs.
Oper. Res. Lett.
Alexander Shapiro
2006 J jnl
Optimization of Convex Risk Functions.
Math. Oper. Res.
Andrzej Ruszczynski, Alexander Shapiro
2006 J jnl
Simulation-based approach to estimation of latent variable models.
Comput. Stat. Data Anal.
Zhiguang Qian, Alexander Shapiro
2006 J jnl
Solving multistage asset investment problems by the sample average approximation method.
Math. Program.
Jörgen Blomvall, Alexander Shapiro
2006 J jnl
The empirical behavior of sampling methods for stochastic programming.
Ann. Oper. Res.
Jeff T. Linderoth, Alexander Shapiro, Stephen J. Wright
2006 J jnl
Worst-case distribution analysis of stochastic programs.
Math. Program.
Alexander Shapiro
2005 J jnl
A stochastic programming approach for supply chain network design under uncertainty.
Eur. J. Oper. Res.
Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro
2005 J jnl
Differentiability and semismoothness properties of integral functions and their applications.
Math. Program.
Liqun Qi, Alexander Shapiro, Chen Ling
2005 J jnl
Sensitivity Analysis of Parameterized Variational Inequalities.
Math. Oper. Res.
Alexander Shapiro
2004 J jnl
On a Class of Minimax Stochastic Programs.
SIAM J. Optim.
Alexander Shapiro, Shabbir Ahmed
2004 J jnl
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization.
Math. Oper. Res.
Alexander Shapiro, Jie Sun
2003 J jnl
Inference of statistical bounds for multistage stochastic programming problems.
Math. Methods Oper. Res.
Alexander Shapiro
2003 J jnl
On a Class of Nonsmooth Composite Functions.
Math. Oper. Res.
Alexander Shapiro
2003 J jnl
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study.
Comput. Optim. Appl.
Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt, George L. Nemhauser, Alexander Shapiro
2002 J jnl
Conditioning of convex piecewise linear stochastic programs.
Math. Program.
Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim
2002 J jnl
Minimax analysis of stochastic problems.
Optim. Methods Softw.
Alexander Shapiro, Anton J. Kleywegt
2002 J jnl
The Sample Average Approximation Method for Stochastic Discrete Optimization.
SIAM J. Optim.
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello
2001 Misc conf
Monte Carlo simulation approach to stochastic programming.
WSC
Alexander Shapiro
2000 J jnl
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs.
SIAM J. Optim.
Alexander Shapiro, Tito Homem-de-Mello
2000 — book
Perturbation Analysis of Optimization Problems
J. Frédéric Bonnans, Alexander Shapiro
1999 J jnl
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets.
SIAM J. Optim.
J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro
1998 J jnl
A simulation-based approach to two-stage stochastic programming with recourse.
Math. Program.
Alexander Shapiro, Tito Homem-de-Mello
1998 J jnl
Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions.
SIAM J. Optim.
J. Frédéric Bonnans, Alexander Shapiro
1998 J jnl
Optimization Problems with Perturbations: A Guided Tour.
SIAM Rev.
J. Frédéric Bonnans, Alexander Shapiro
1998 J jnl
Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints.
Math. Oper. Res.
J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro
1997 J jnl
First and second order analysis of nonlinear semidefinite programs.
Math. Program.
Alexander Shapiro
1997 J jnl
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints.
SIAM J. Optim.
Alexander Shapiro
1996 J jnl
Convergence Analysis of Stochastic Algorithms.
Math. Oper. Res.
Alexander Shapiro, Yorai Wardi
1996 Misc conf
Simulation Based Optimization.
WSC
Alexander Shapiro
1995 J jnl
Directional differentiability of the optimal value function in convex semi-infinite programming.
Math. Program.
Alexander Shapiro
1995 J jnl
Monotone Structure in Discrete-Event Systems (P. Glasserman and D. D. Yao).
SIAM Rev.
Alexander Shapiro
1995 J jnl
On Eigenvalue Optimization.
SIAM J. Optim.
Alexander Shapiro, Michael K. H. Fan
1994 J jnl
Existence and Differentiability of Metric Projections in Hilbert Spaces.
SIAM J. Optim.
Alexander Shapiro
1994 J jnl
Nondifferentiability of the steady-state function in discrete event dynamic systems.
IEEE Trans. Autom. Control.
Alexander Shapiro, Yorai Wardi
1994 J jnl
On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs.
Math. Oper. Res.
Alexander Shapiro
1994 J jnl
Quantitative stability in stochastic programming.
Math. Program.
Alexander Shapiro
1993 J jnl
Asymptotic Behavior of Optimal Solutions in Stochastic Programming.
Math. Oper. Res.
Alexander Shapiro
1992 Misc conf
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.
WSC
Reuven Y. Rubinstein, Alexander Shapiro
1991 J jnl
Asymptotic analysis of stochastic programs.
Ann. Oper. Res.
Alexander Shapiro
1990 J jnl
On Differential Stability in Stochastic Programming.
Math. Program.
Alexander Shapiro
1985 J jnl
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs.
Math. Program.
Alexander Shapiro
1985 J jnl
Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs.
Math. Oper. Res.
Alexander Shapiro
1983 J jnl
Fisher Discriminant Analysis and Factor Analysis.
IEEE Trans. Pattern Anal. Mach. Intell.
Giacomo Della Riccia, Alexander Shapiro