Alexander Shapiro
Orcid: 0000-0002-4776-0053Affiliations:
- Georgia Institute of Technology, School of Industrial and Systems Engineering, Atlanta, GA, USA
According to our database1,
Alexander Shapiro
authored at least 107 papers
between 1983 and 2025.
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Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
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On csauthors.net:
Bibliography
2025
2024
Found. Trends Optim., 2024
2023
Risk-averse stochastic optimal control: An efficiently computable statistical upper bound.
Oper. Res. Lett., July, 2023
Eur. J. Oper. Res., July, 2023
Proceedings of the Winter Simulation Conference, 2023
2022
Oper. Res., 2022
2021
IEEE Signal Process. Mag., 2021
SIAM J. Optim., 2021
Oper. Res. Lett., 2021
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming.
Eur. J. Oper. Res., 2021
2020
Technical Note - Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models.
Oper. Res., 2020
Eur. J. Oper. Res., 2020
2019
IEEE Trans. Signal Process., 2019
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations.
SIAM J. Optim., 2019
Eur. J. Oper. Res., 2019
Proceedings of the IEEE International Conference on Acoustics, 2019
2018
SIAM J. Optim., 2018
Eur. J. Oper. Res., 2018
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
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
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems.
Math. Methods Oper. Res., 2013
J. Appl. Probab., 2013
Eur. J. Oper. Res., 2013
2012
Math. Program., 2012
Oper. Res., 2012
2011
Oper. Res. Lett., 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
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
2006
Solving multistage asset investment problems by the sample average approximation method.
Math. Program., 2006
Comput. Stat. Data Anal., 2006
Ann. Oper. Res., 2006
2005
Differentiability and semismoothness properties of integral functions and their applications.
Math. Program., 2005
Math. Oper. Res., 2005
Eur. J. Oper. Res., 2005
2004
Math. Oper. Res., 2004
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
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
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
1996
Proceedings of the 28th conference on Winter simulation, 1996
1995
SIAM Rev., 1995
Directional differentiability of the optimal value function in convex semi-infinite programming.
Math. Program., 1995
1994
IEEE Trans. Autom. Control., 1994
SIAM J. Optim., 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
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