 | 2009 |
|---|
| 26 |       | Alexander Shapiro:
Semidefinite Programming: Optimality Conditions and Stability.
Encyclopedia of Optimization 2009: 3380-3384 |
| 25 | | Jan-J. Rückmann,
Alexander Shapiro:
Augmented Lagrangians in semi-infinite programming.
Math. Program. 116(1-2): 499-512 (2009) |
| 24 | | Alexander Shapiro:
On a time consistency concept in risk averse multistage stochastic programming.
Oper. Res. Lett. 37(3): 143-147 (2009) |
| 2008 |
|---|
| 23 | | Alexander Shapiro:
Stochastic programming approach to optimization under uncertainty.
Math. Program. 112(1): 183-220 (2008) |
| 2007 |
|---|
| 22 | | Shabbir Ahmed,
Ulas Çakmak,
Alexander Shapiro:
Coherent risk measures in inventory problems.
European Journal of Operational Research 182(1): 226-238 (2007) |
| 21 | | Andrzej Ruszczynski,
Alexander Shapiro:
Corrigendum to: "Optimization of Convex Risk Functions, " Mathematics of Operations Research 31 (2006) 433 - 452.
Math. Oper. Res. 32(2): 496 (2007) |
| 2006 |
|---|
| 20 | | Jeff Linderoth,
Alexander Shapiro,
Stephen Wright:
The empirical behavior of sampling methods for stochastic programming.
Annals OR 142(1): 215-241 (2006) |
| 19 | | Zhiguang Qian,
Alexander Shapiro:
Simulation-based approach to estimation of latent variable models.
Computational Statistics & Data Analysis 51(2): 1243-1259 (2006) |
| 18 | | Andrzej Ruszczynski,
Alexander Shapiro:
Optimization of Convex Risk Functions.
Math. Oper. Res. 31(3): 433-452 (2006) |
| 17 | | Andrzej Ruszczynski,
Alexander Shapiro:
Conditional Risk Mappings.
Math. Oper. Res. 31(3): 544-561 (2006) |
| 16 | | Alexander Shapiro:
Worst-case distribution analysis of stochastic programs.
Math. Program. 107(1-2): 91-96 (2006) |
| 15 | | Jörgen Blomvall,
Alexander Shapiro:
Solving multistage asset investment problems by the sample average approximation method.
Math. Program. 108(2-3): 571-595 (2006) |
| 14 | | Alexander Shapiro:
On complexity of multistage stochastic programs.
Oper. Res. Lett. 34(1): 1-8 (2006) |
| 2005 |
|---|
| 13 | | Tjendera Santoso,
Shabbir Ahmed,
Marc Goetschalckx,
Alexander Shapiro:
A stochastic programming approach for supply chain network design under uncertainty.
European Journal of Operational Research 167(1): 96-115 (2005) |
| 12 | | Alexander Shapiro:
Sensitivity Analysis of Parameterized Variational Inequalities.
Math. Oper. Res. 30(1): 109-126 (2005) |
| 11 | | Liqun Qi,
Alexander Shapiro,
Chen Ling:
Differentiability and semismoothness properties of integral functions and their applications.
Math. Program. 102(2): 223-248 (2005) |
| 2004 |
|---|
| 10 | | Alexander Shapiro,
Jie Sun:
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization.
Math. Oper. Res. 29(3): 479-491 (2004) |
| 2003 |
|---|
| 9 | | Alexander Shapiro:
On a Class of Nonsmooth Composite Functions.
Math. Oper. Res. 28(4): 677-692 (2003) |
| 2001 |
|---|
| 8 | | Alexander Shapiro:
Monte Carlo simulation approach to stochastic programming.
Winter Simulation Conference 2001: 428-431 |
| 1998 |
|---|
| 7 |  | Alexander Shapiro,
Tito Homem-de-Mello:
A simulation-based approach to two-stage stochastic programming with recourse.
Math. Program. 81: 301-325 (1998) |
| 1997 |
|---|
| 6 | | Alexander Shapiro:
A Generalized Distribution Model for Random Recursive Trees.
Acta Inf. 34(3): 211-216 (1997) |
| 5 | | Alexander Shapiro:
First and second order analysis of nonlinear semidefinite programs.
Math. Program. 77: 301-320 (1997) |
| 1996 |
|---|
| 4 | | Alexander Shapiro:
Simulation Based Optimization.
Winter Simulation Conference 1996: 332-336 |
| 1994 |
|---|
| 3 | | Alexander Shapiro:
Quantitative stability in stochastic programming.
Math. Program. 67: 99-108 (1994) |
| 1992 |
|---|
| 2 | | Reuven Y. Rubinstein,
Alexander Shapiro:
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.
Winter Simulation Conference 1992: 515-520 |
| 1990 |
|---|
| 1 | | Alexander Shapiro:
On Differential Stability in Stochastic Programming.
Math. Program. 47: 107-116 (1990) |
