Alexander Shapiro

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On Complexity of Stochastic Programming Problems

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2005 .

Conditional Risk Mappings

Alexander Shapiro, Andrzej Ruszczynski, A. Ruszczynski, 2005, Math. Oper. Res..

Solving multistage asset investment problems by the sample average approximation method

Alexander Shapiro, Jörgen Blomvall, A. Shapiro, 2006, Math. Program..

Analysis of stochastic dual dynamic programming method

Alexander Shapiro, A. Shapiro, 2011, Eur. J. Oper. Res..

Stochastic programming by Monte Carlo simulation methods

Alexander Shapiro, A. Shapiro, 2000 .

A stochastic programming approach for supply chain network design under uncertainty

Marc Goetschalckx, Alexander Shapiro, Shabbir Ahmed, 2004, Eur. J. Oper. Res..

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

Alexander Shapiro, Xiaojun Chen, Hailin Sun, 2018, SIAM J. Optim..

Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs

Alexander Shapiro, A. Shapiro, 1985, Math. Program..

Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints

Alexander Shapiro, J. Frédéric Bonnans, Roberto Cominetti, 1998, Math. Oper. Res..

Optimization of Convex Risk Functions

Alexander Shapiro, Andrzej Ruszczynski, A. Ruszczynski, 2006, Math. Oper. Res..

Existence and Differentiability of Metric Projections in Hilbert Spaces

Alexander Shapiro, 1994, SIAM J. Optim..

Statistical inference of semidefinite programming

Alexander Shapiro, A. Shapiro, 2019, Math. Program..

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

Alexander Shapiro, So Yeon Chun, A. Shapiro, 2010, SIAM J. Matrix Anal. Appl..

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

Alexander Shapiro, A. Shapiro, 1994, Math. Oper. Res..

Differentiability and semismoothness properties of integral functions and their applications

Alexander Shapiro, Chen Ling, Liqun Qi, 2005, Math. Program..

Asymptotic normality of test statistics under alternative hypotheses

Alexander Shapiro, A. Shapiro, 2009, J. Multivar. Anal..

Stochastic programming approach to optimization under uncertainty

Alexander Shapiro, A. Shapiro, Alexander Shapiro, 2007, Math. Program..

On a Class of Minimax Stochastic Programs

Alexander Shapiro, Shabbir Ahmed, A. Shapiro, 2004, SIAM J. Optim..

Rectangular Sets of Probability Measures

Alexander Shapiro, A. Shapiro, 2016, Oper. Res..

The Sample Average Approximation Method for Stochastic Discrete Optimization

Alexander Shapiro, Anton J. Kleywegt, Tito Homem-de-Mello, 2002, SIAM J. Optim..

Comments on: Stability in linear optimization and related topics. A personal tour

Alexander Shapiro, 2012 .

Conditioning of convex piecewise linear stochastic programs

Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim, 2002, Math. Program..

Minimax analysis of stochastic problems

Alexander Shapiro, Anton J. Kleywegt, A. Shapiro, 2002, Optim. Methods Softw..

The empirical behavior of sampling methods for stochastic programming

Alexander Shapiro, Stephen J. Wright, Jeff T. Linderoth, 2006, Ann. Oper. Res..

Multistage stochastic convex optimization

Alexander Shapiro, Anton J. Kleywegt, So Yeon Chun, 2008 .

Asymptotic analysis of stochastic programs

Alexander Shapiro, A. Shapiro, 1991, Ann. Oper. Res..

Validation analysis of mirror descent stochastic approximation method

Alexander Shapiro, Guanghui Lan, Arkadi Nemirovski, 2012, Math. Program..

Rank one tensor completion problem pdf

Mohit Singh, Alexander Shapiro, Rui Zhang, 2020, ArXiv.

5. Statistical Inference

Alexander Shapiro, 2009 .

Simulation-based approach to estimation of latent variable models

Alexander Shapiro, Zhiguang Qian, A. Shapiro, 2006, Comput. Stat. Data Anal..

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

Alexander Shapiro, 1995, Math. Program..

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, 2013, Eur. J. Oper. Res..

On optimal choice of reference parameters in the likelihood ratio method

Alexander Shapiro, Reuven Y. Rubinstein, R. Rubinstein, 1992, WSC '92.

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

Alexander Shapiro, 1997, SIAM J. Optim..

First and second order analysis of nonlinear semidefinite programs

Alexander Shapiro, A. Shapiro, 1997, Math. Program..

Risk neutral reformulation approach to risk averse stochastic programming

Alexander Shapiro, Rui Peng Liu, 2020, Eur. J. Oper. Res..

Lectures on Stochastic Programming - Modeling and Theory, Second Edition

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski, 2014, MOS-SIAM Series on Optimization.

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization

Alexander Shapiro, Jie Sun, A. Shapiro, 2004, Math. Oper. Res..

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

Alexander Shapiro, Andres Cicuttin, Nizar Abdallah, 2006, 2006 IEEE International Conference on Reconfigurable Computing and FPGA's (ReConFig 2006).

Production, Manufacturing and Logistics A stochastic programming approach for supply chain network design under uncertainty

Marc Goetschalckx, Alexander Shapiro, Shabbir Ahmed, 2005 .

Finding Optimal Material Release Times Using Simulation-Based Optimization

Alexander Shapiro, Mark L. Spearman, Tito Homem-de-Mello, 1999 .

Interchangeability principle and dynamic equations in risk averse stochastic programming

Alexander Shapiro, 2017, Oper. Res. Lett..

Worst-case distribution analysis of stochastic programs

Alexander Shapiro, A. Shapiro, 2006, Math. Program..

Periodical Multistage Stochastic Programs

Alexander Shapiro, Lingquan Ding, A. Shapiro, 2020, SIAM J. Optim..

Minimax and risk averse multistage stochastic programming

Alexander Shapiro, A. Shapiro, 2012, Eur. J. Oper. Res..

Differentiability Properties of Metric Projections onto Convex Sets

Alexander Shapiro, 2016, J. Optim. Theory Appl..

A Tutorial on Stochastic Programming

Alexander Shapiro, Andy Philpott, A. Shapiro, 2007 .

On a Class of Nonsmooth Composite Functions

Alexander Shapiro, A. Shapiro, 2003, Math. Oper. Res..

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

Alexander Shapiro, A. Shapiro, 1985, Math. Oper. Res..

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

Alexander Shapiro, A. Shapiro, 1995, SIAM Review.

Estimation and asymptotics for buffered probability of exceedance

Alexander Shapiro, Stan Uryasev, Alexander Mafusalov, 2018, Eur. J. Oper. Res..

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

Alexander Shapiro, Shabbir Ahmed, Sergio Bruno, 2016, Eur. J. Oper. Res..

Lectures on Stochastic Programming: Modeling and Theory

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczyński, 2009 .

A generalized distribution model for random recursive trees

Alexander Shapiro, 1997, Acta Informatica.

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

Alexander Shapiro, Tito Homem-de-Mello, A. Shapiro, 1998, Math. Program..

On Kusuoka Representation of Law Invariant Risk Measures

Alexander Shapiro, A. Shapiro, 2013, Math. Oper. Res..

Optimization Problems with Perturbations: A Guided Tour

Alexander Shapiro, J. Frédéric Bonnans, J. F. Bonnans, 1998, SIAM Rev..

Stochastic Approximation approach to Stochastic Programming

Alexander Shapiro, Guanghui Lan, Anatoli Juditsky, 2013 .

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

Alexander Shapiro, Linwei Xin, A. Shapiro, 2020, Oper. Res..

On complexity of multistage stochastic programs

Alexander Shapiro, A. Shapiro, 2006, Oper. Res. Lett..

When Friends Become Competitors: The Design of Resource Exchange Alliances

Alexander Shapiro, Anton J. Kleywegt, So Yeon Chun, 2013, Manag. Sci..

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

Alexander Shapiro, George L. Nemhauser, Shabbir Ahmed, 2003, Comput. Optim. Appl..

Modeling time-dependent randomness in stochastic dual dynamic programming

Alexander Shapiro, Nils Löhndorf, A. Shapiro, 2019, Eur. J. Oper. Res..

Monte Carlo simulation approach to stochastic programming

Alexander Shapiro, A. Shapiro, 2001, Proceeding of the 2001 Winter Simulation Conference (Cat. No.01CH37304).

Inference of statistical bounds for multistage stochastic programming problems

Alexander Shapiro, A. Shapiro, 2003, Math. Methods Oper. Res..

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

Alexander Shapiro, Tito Homem-de-Mello, A. Shapiro, 2000, SIAM J. Optim..

On a time consistency concept in risk averse multistage stochastic programming

Alexander Shapiro, A. Shapiro, 2009, Oper. Res. Lett..

On Eigenvalue Optimization

Alexander Shapiro, Michael K. H. Fan, A. Shapiro, 1995, SIAM J. Optim..

Streamline Simulation with Capillary Effects: Applied to Petroleum Engineering Problems

Alexander Shapiro, Erling Halfdan Stenby, Alexander Shapiro, 2009 .

Sensitivity Analysis of Parameterized Variational Inequalities

Alexander Shapiro, A. Shapiro, 2005, Math. Oper. Res..

Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets

Alexander Shapiro, J. Frédéric Bonnans, Roberto Cominetti, 1999, SIAM J. Optim..

Statistical Rank Selection for Incomplete Low-rank Matrices

Alexander Shapiro, Rui Zhang, Yao Xie, 2019, ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Optimization of PDEs with Uncertain Inputs

Alexander Shapiro, Drew P. Kouri, A. Shapiro, 2018 .

Consistency of Sample Estimates of Risk Averse Stochastic Programs

Alexander Shapiro, A. Shapiro, 2013, Journal of Applied Probability.

Fisher Discriminant Analysis and Factor Analysis

Alexander Shapiro, Giacomo Della Riccia, A. Shapiro, 1983, IEEE Transactions on Pattern Analysis and Machine Intelligence.

Distributionally Robust Stochastic Programming

Alexander Shapiro, A. Shapiro, 2017, SIAM J. Optim..

Bounds for nested law invariant coherent risk measures

Alexander Shapiro, Linwei Xin, 2012, Oper. Res. Lett..

Ceramic 3D printed Joule Thomson mini cryocooler intended for HOT IR detectors

Alexander Shapiro, L. Fraiman, A. Parahovnik, 2017, Defense + Security.

Time consistency of dynamic risk measures

Alexander Shapiro, 2012, Oper. Res. Lett..

Matrix Completion With Deterministic Pattern: A Geometric Perspective

Alexander Shapiro, Rui Zhang, Yao Xie, 2018, IEEE Transactions on Signal Processing.

Quantitative stability in stochastic programming

Alexander Shapiro, A. Shapiro, 1994, Math. Program..

The Complex Effects of Simplifying Network Structure: A Modeling Evaluation of Chemical Migration in Fracture-Controlled Aquifers

Alexander Shapiro, Theresa Wellman, A. Shapiro, 2007 .

A dynamic programming approach to adjustable robust optimization

Alexander Shapiro, A. Shapiro, 2011, Oper. Res. Lett..

Convex Approximations of Chance Constrained Programs

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2006, SIAM J. Optim..

Coherent risk measures in inventory problems

Alexander Shapiro, Shabbir Ahmed, Ulas Çakmak, 2007, Eur. J. Oper. Res..

Stochastic Approximation approach to Stochastic Programming

Alexander Shapiro, Guanghui Lan, Arkadi Nemirovski, 2013 .

Decomposability and time consistency of risk averse multistage programs

Alexander Shapiro, Kerem Ugurlu, 2016, Oper. Res. Lett..

Augmented Lagrangians in semi-infinite programming

Alexander Shapiro, Jan-J. Rückmann, A. Shapiro, 2008, Math. Program..

Simulation based optimization

Alexander Shapiro, 1996, Winter Simulation Conference.

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

Alexander Shapiro, Stan Uryasev, So Yeon Chun, 2012, Oper. Res..

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

Alexander Shapiro, Andrzej Ruszczynski, 2007, Math. Oper. Res..

On differential stability in stochastic programming

Alexander Shapiro, A. Shapiro, 1990, Math. Program..

Semidefinite Programming: Optimality Conditions and Stability

Alexander Shapiro, A. Shapiro, 2009, Encyclopedia of Optimization.

Additional Material and Applications

Alexander Shapiro, J. Frédéric Bonnans, 2000 .

Worst-Case-Expectation Approach to Optimization Under Uncertainty

Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, 2013, Oper. Res..

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

Alexander Shapiro, Shabbir Ahmed, Bernardo K. Pagnoncelli, 2009, J. Optimization Theory and Applications.

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

Alexander Shapiro, Volker Krätschmer, Vincent Guigues, 2018, SIAM J. Optim..

Testing Rank of Incomplete Unimodal Matrices

Urbashi Mitra, Alexander Shapiro, Junting Chen, 2021, IEEE Signal Processing Letters.

Bayesian Distributionally Robust Optimization

Alexander Shapiro, Enlu Zhou, Yifan Lin, 2021, 2112.08625.

Chapter 7: Distributionally Robust Stochastic Programming

Alexander Shapiro, 2021, Lectures on Stochastic Programming: Modeling and Theory, Third Edition.

Risk-Averse Stochastic Optimal Control: an efficiently computable statistical upper bound

Alexander Shapiro, Vincent Guigues, Yi Cheng, 2021 .

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

Alexander Shapiro, Yao Xie, Rui Zhang, 2020, IEEE Signal Processing Magazine.

Distributionally robust Optimal Control and MDP modeling

Alexander Shapiro, A. Shapiro, 2021, Oper. Res. Lett..

Central limit theorem and sample complexity of stationary stochastic programs

Alexander Shapiro, Yi Cheng, 2021, Oper. Res. Lett..

Mathematical Foundations of Distributionally Robust Multistage Optimization

Alexander Shapiro, Alois Pichler, A. Shapiro, 2021, SIAM J. Optim..

Special Issue: Continuous Optimization and Stability Analysis

Alexander Shapiro, Boris S. Mordukhovich, Juan Parra, 2021, Math. Program..

Finite Capacity Production Planning with Random Demand and Limited Information

Alexander Shapiro, Mark L. Spearman, A. Shapiro, 2000 .

On complexity of Shmoys-Swamy class of two-stage linear stochastic programming problems

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2006 .

On differentiability of symmetric matrix valued functions

Alexander Shapiro, A. Shapiro, 2002 .

Second-Order Optimality Conditions in Generalized Semi-Infinite Programming

Alexander Shapiro, Jan-J. Rückmann, A. Shapiro, 2001 .

Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization

Alexander Shapiro, A. Shapiro, 1986 .

A note on the consistency of estimators in the analysis of moment structures

Alexander Shapiro, 1984 .

First-Order Optimality Conditions in Generalized Semi-Infinite Programming

Alexander Shapiro, Jan-J. Rückmann, A. Shapiro, 1999 .

On the asymptotics of constrained local M-estimators

Alexander Shapiro, A. Shapiro, 2000 .

Optimality and Duality in Stochastic Programming

Alexander Shapiro, Andrzej Ruszczyński, A. Ruszczynski, 2003 .

First and Second Order Optimality Conditions and Perturbation Analysis of Semi-Infinite Programming Problems

Alexander Shapiro, A. Shapiro, 1998 .

On differentiability of metric projections in ⁿ. I. Boundary case

Alexander Shapiro, A. Shapiro, 1987 .

Variogram fitting with a general class of conditionally nonnegative definite functions

Alexander Shapiro, A. Shapiro, J. Botha, 1991 .

Normal Versus Noncentral Chi-square Asymptotics of Misspecified Models

Alexander Shapiro, So Yeon Chun, A. Shapiro, 2009, Multivariate behavioral research.

Final report for technical cooperation between Georgia Institute of Technology

Alexander Shapiro, Wajdi Tekaya, 2012 .

Time and Dynamic Consistency of Risk Averse Stochastic Programs

Alexander Shapiro, Alois Pichler, A. Shapiro, 2016 .

Uniqueness of Kusuoka Representations

Alexander Shapiro, Alois Pichler, 2013 .

Identifiability of factor analysis: Some results and open problems

Alexander Shapiro, A. Shapiro, 1985 .

A Python package for multi-stage stochastic programming

Alexander Shapiro, Lingquan Ding, Shabbir Ahmed, 2019 .

Dual algorithms for orthogonal Procrustes rotations

Alexander Shapiro, A. Shapiro, J. Botha, 1988 .

Distributionally robust multistage inventory models with moment constraints

Alexander Shapiro, Linwei Xin, A. Shapiro, 2013 .

DUALITY, OPTIMALITY CONDITIONS AND PERTURBATION ANALYSIS

Alexander Shapiro, A. Shapiro, 2000 .

Upper bound for optimal value of risk averse multistage problems

Alexander Shapiro, Lingquan Ding, 2016 .

Statistical inference of minimum rank factor analysis

Alexander Shapiro, Jos M. F. ten Berge, A. Shapiro, 2002 .

Duality of linear conic problems

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2003 .

3. Multistage Problems

Alexander Shapiro, Andrzej Ruszczyński, 2009 .

Chapter 9 – Diffusion in Multicomponent Mixtures

Alexander Shapiro, P. K. Davis, A. Shapiro, 2004 .

Minimal representation of insurance prices

Alexander Shapiro, Alois Pichler, A. Shapiro, 2015 .

Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping

Alexander Shapiro, Alois Pichler, A. Shapiro, 2018, Oper. Res..

Sensitivity Analysis of Parametrized Programs via Generalized Equations

Alexander Shapiro, A. Shapiro, 1994 .

6. Risk Averse Optimization

Alexander Shapiro, Andrzej Ruszczyński, 2009 .

On the asymptotic bias of estimators under parameter drift

Alexander Shapiro, Michael W. Browne, A. Shapiro, 1988 .

Upper bounds for nearly optimal diagonal scaling of matrices

Alexander Shapiro, 1991 .

Asymptotic distribution theory in the analysis of covariance structures

Alexander Shapiro, A. Shapiro, 1983 .

The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability

Alexander Shapiro, Jos M. F. ten Berge, A. Shapiro, 2000 .

Statistical Inference of Moment Structures

Alexander Shapiro, A. Shapiro, 2007 .

On Optimality Conditions in Quasidifferentiable Optimization

Alexander Shapiro, A. Shapiro, 1984 .

Strategic Design of Robust Global Supply Chains: Two Case Studies from the Paper Industry

Marc Goetschalckx, Alexander Shapiro, Tjendera Santoso, 2004 .

Some new results on correlation-preserving factor scores prediction methods

Alexander Shapiro, Tom Wansbeek, Wim P. Krijnen, 1999 .

The asymptotic covariance matrix of sample correlation coefficients under general conditions

Alexander Shapiro, Michael W. Browne, A. Shapiro, 1986 .

Directional differentiability of metric projections onto moving sets at boundary points

Alexander Shapiro, 1988 .

' s personal copy Financial prediction with constrained tail risk

Alexander Shapiro, Stan Uryasev, A. Alexandre Trindade, 2007 .