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Shapiro, Alexander

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Author ID: shapiro.alexander Recent zbMATH articles by "Shapiro, Alexander"
Published as: Shapiro, Alexander; Shapiro, A.
Documents Indexed: 170 Publications since 1982, including 5 Books
Reviewing Activity: 68 Reviews
all top 5

Serials

14 SIAM Journal on Optimization
13 Mathematical Programming. Series A. Series B
11 Mathematics of Operations Research
10 Psychometrika
10 European Journal of Operational Research
8 Journal of Optimization Theory and Applications
7 Operations Research Letters
6 Linear Algebra and its Applications
4 Operations Research
4 SIAM Journal on Control and Optimization
4 South African Statistical Journal
4 Statistics & Probability Letters
3 Optimization
3 Computational Statistics and Data Analysis
2 Journal of Mathematical Analysis and Applications
2 Journal of Geometry and Physics
2 The Annals of Statistics
2 British Journal of Mathematical & Statistical Psychology
2 Journal of Algebra
2 Journal of the American Statistical Association
2 SIAM Journal on Matrix Analysis and Applications
2 Annals of Operations Research
2 Mathematical Methods of Operations Research
1 Acta Informatica
1 IEEE Transactions on Information Theory
1 Linear and Multilinear Algebra
1 Metrika
1 Advances in Mathematics
1 Applied Mathematics and Optimization
1 Biometrika
1 IEEE Transactions on Automatic Control
1 International Statistical Review
1 Inventiones Mathematicae
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Management Science
1 Mathematical Programming Study
1 Mathematical Programming
1 Numerical Functional Analysis and Optimization
1 Numerische Mathematik
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Numerical Analysis
1 Insurance Mathematics & Economics
1 Communications in Statistics. Stochastic Models
1 IEEE Transactions on Signal Processing
1 IMRN. International Mathematics Research Notices
1 Journal of the Royal Statistical Society. Series B
1 SIAM Review
1 IEEE Transactions on Pattern Analysis and Machine Intelligence
1 Comptes Rendus de l’Académie des Sciences. Série I
1 Computational Optimization and Applications
1 Set-Valued Analysis
1 Journal of Mathematical Sciences (New York)
1 Top
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Optimization Methods & Software
1 Handbooks in Operations Research and Management Science
1 MPS/SIAM Series on Optimization
1 MOS/SIAM Series on Optimization

Publications by Year

Citations contained in zbMATH Open

157 Publications have been cited 5,156 times in 3,113 Documents Cited by Year
Perturbation analysis of optimization problems. Zbl 0966.49001
Bonnans, J. Frédéric; Shapiro, Alexander
721
2000
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
382
2009
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
224
2009
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
224
2001
Convex approximations of chance constrained programs. Zbl 1126.90056
Nemirovski, Arkadi; Shapiro, Alexander
153
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
147
2005
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
133
2006
Discrete event systems. Sensitivity analysis and stochastic optimization by the score function method. Zbl 0805.93002
Rubinstein, Reuven Y.; Shapiro, Alexander
102
1993
On concepts of directional differentiability. Zbl 0682.49015
Shapiro, A.
85
1990
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
83
2009
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
83
2006
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
80
2014
Towards a unified theory of inequality constrained testing in multivariate analysis. Zbl 0661.62042
Shapiro, A.
80
1988
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints. Zbl 0596.62019
Shapiro, Alexander
77
1985
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
76
2001
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
75
2011
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
74
2006
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
66
1999
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
66
1997
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
64
2008
Stochastic programming. Zbl 1115.90001
Ruszczyński, A. (ed.); Shapiro, A. (ed.)
60
2003
The sample average approximation method applied to stochastic routing problems: a computational study. Zbl 1094.90029
Verweij, Bram; Ahmed, Shabbir; Kleywegt, Anton J.; Nemhauser, George; Shapiro, Alexander
60
2003
Asymptotic analysis of stochastic programs. Zbl 0745.90057
Shapiro, Alexander
55
1991
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
54
2009
Risk neutral and risk averse stochastic dual dynamic programming method. Zbl 1292.90219
Shapiro, Alexander; Tekaya, Wajdi; da Costa, Joari Paulo; Soares, Murilo Pereira
52
2013
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs. Zbl 0999.90023
Shapiro, Alexander; Homem-de-Mello, Tito
51
2000
On complexity of stochastic programming problems. Zbl 1115.90041
Shapiro, Alexander; Nemirovski, Arkadi
50
2005
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
50
2007
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homen-de-Mello, Tito
50
1998
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
44
1998
Scenario approximations of chance constraints. Zbl 1181.90248
Nemirovski, Arkadi; Shapiro, Alexander
41
2006
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
40
2004
Asymptotic theory of overparameterized structural models. Zbl 0596.62069
Shapiro, Alexander
40
1986
On eigenvalue optimization. Zbl 0838.90115
Shapiro, Alexander; Fan, Michael K. H.
40
1995
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
40
2002
Sensitivity analysis of nonlinear programs and differentiability properties of metric projections. Zbl 0647.90089
Shapiro, Alexander
40
1988
Asymptotic properties of statistical estimators in stochastic programming. Zbl 0688.62025
Shapiro, Alexander
39
1989
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
37
2003
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
37
2008
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
36
1999
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
35
2003
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis. Zbl 0539.62065
Shapiro, Alexander
35
1982
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
34
2006
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
33
2009
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
32
2004
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
31
2012
Variogram fitting with a general class of conditionally nonnegative definite functions. Zbl 0850.65382
Shapiro, A.; Botha, J. D.
30
1991
Robustness of normal theory methods in the analysis of linear latent variate models. Zbl 0718.62075
Browne, M. W.; Shapiro, A.
30
1988
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
29
2006
Analysis of covariance structures under elliptical distributions. Zbl 0645.62056
Shapiro, Alexander; Browne, Michael W.
27
1987
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. Zbl 0579.90088
Shapiro, Alexander
27
1985
Asymptotic distribution theory in the analysis of covariance structures. (A unified approach). Zbl 0517.62025
Shapiro, A.
26
1983
Existence and differentiability of metric projections in Hilbert spaces. Zbl 0793.41021
Shapiro, Alexander
25
1994
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
23
2005
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
23
2006
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
20
2001
Quantitative stability in stochastic programming. Zbl 0828.90099
Shapiro, Alexander
20
1994
Perturbation analysis of optimization problems in Banach spaces. Zbl 0763.49009
Shapiro, Alexander
19
1992
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
19
2003
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
18
2013
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
18
2005
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
18
1998
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
18
2002
On optimality conditions in quasidifferentiable optimization. Zbl 0561.49014
Shapiro, Alexander
18
1984
Second-order derivatives of extremal-value functions and optimality conditions for semi-infinite programs. Zbl 0569.90070
Shapiro, Alexander
18
1985
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
17
2017
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
17
2007
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton. Zbl 0654.90083
Shapiro, Alexander
17
1988
Identifiability of factor analysis: Some results and open problems. Zbl 0584.62089
Shapiro, Alexander
17
1985
Asymptotic behavior of optimal solutions in stochastic programming. Zbl 0804.90101
Shapiro, Alexander
16
1993
Extremal problems on the set of nonnegative definite matrices. Zbl 0565.90056
Shapiro, Alexander
16
1985
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
16
2012
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Zbl 1346.90636
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; Street, Alexandre
15
2016
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
15
2009
Minimum rank and minimum trace of covariance matrices. Zbl 0539.62066
Della Riccia, Giacomo; Shapiro, Alexander
15
1982
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
15
2012
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
14
1997
Weighted minimum trace factor analysis. Zbl 0544.62058
Shapiro, Alexander
14
1982
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
13
1996
On the asymptotics of constrained local \(M\)-estimators. Zbl 1105.62305
Shapiro, Alexander
13
2000
Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization. Zbl 0604.49012
Shapiro, Alexander
13
1986
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
12
2006
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
12
2005
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
12
2012
Some new results on correlation-preserving factor scores prediction methods. Zbl 1054.62559
ten Berge, Jos M. F.; Krijnen, Wim P.; Wansbeek, Tom; Shapiro, Alexander
11
1999
On differential stability in stochastic programming. Zbl 0705.90063
Shapiro, Alexander
11
1990
A note on the consistency of estimators in the analysis of moment structures. Zbl 0542.62058
Shapiro, A.
11
1984
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
10
2016
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
10
2011
On the multivariate asymptotic distribution of sequential chi-square statistics. Zbl 0596.62020
Steiger, James H.; Shapiro, Alexander; Browne, Michael W.
10
1985
First and second order optimality conditions and perturbation analysis of semi-infinite programming problems. Zbl 0909.90259
Shapiro, Alexander
10
1998
The asymptotic covariance matrix of sample correlation coefficients under general conditions. Zbl 0601.62077
Browne, M. W.; Shapiro, A.
10
1986
On differentiability of metric projections in \(R^ n\), 1: boundary case. Zbl 0613.41030
Shapiro, Alexander
10
1987
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
9
2013
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
9
2000
Convergence analysis of sample average approximation of two-stage stochastic generalized equations. Zbl 1410.90134
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin
9
2019
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
8
1999
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
8
2006
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
8
2003
Directionally nondifferentiable metric projection. Zbl 0807.90107
Shapiro, A.
8
1994
Technical note – time inconsistency of optimal policies of distributionally robust inventory models. Zbl 1455.90014
Shapiro, Alexander; Xin, Linwei
1
2020
Periodical multistage stochastic programs. Zbl 1448.90066
Shapiro, Alexander; Ding, Lingquan
1
2020
Convergence analysis of sample average approximation of two-stage stochastic generalized equations. Zbl 1410.90134
Chen, Xiaojun; Shapiro, Alexander; Sun, Hailin
9
2019
A cluster realization of \(U_q(\mathfrak {sl}_{\mathfrak {n}})\) from quantum character varieties. Zbl 1451.17006
Schrader, Gus; Shapiro, Alexander
4
2019
Modeling time-dependent randomness in stochastic dual dynamic programming. Zbl 1403.90536
Löhndorf, Nils; Shapiro, Alexander
3
2019
Matrix completion with deterministic pattern: a geometric perspective. Zbl 1414.15034
Shapiro, Alexander; Xie, Yao; Zhang, Rui
2
2019
Statistical inference of semidefinite programming. Zbl 1416.62155
Shapiro, Alexander
2
2019
Estimation and asymptotics for buffered probability of exceedance. Zbl 1403.90537
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
3
2018
Optimization of PDEs with uncertain inputs. Zbl 07065800
Kouri, Drew P.; Shapiro, Alexander
3
2018
A central limit theorem and hypotheses testing for risk-averse stochastic programs. Zbl 1422.90032
Guigues, Vincent; Krätschmer, Volker; Shapiro, Alexander
2
2018
Distributionally robust stochastic programming. Zbl 1373.90089
Shapiro, Alexander
17
2017
Interchangeability principle and dynamic equations in risk averse stochastic programming. Zbl 1409.90125
Shapiro, Alexander
4
2017
Quantum groups, quantum tori, and the Grothendieck-Springer resolution. Zbl 1419.17023
Schrader, Gus; Shapiro, Alexander
3
2017
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Zbl 1346.90636
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; Street, Alexandre
15
2016
Rectangular sets of probability measures. Zbl 1342.90118
Shapiro, Alexander
10
2016
Differentiability properties of metric projections onto convex sets. Zbl 1342.90192
Shapiro, Alexander
6
2016
Decomposability and time consistency of risk averse multistage programs. Zbl 1408.90215
Shapiro, A.; Ugurlu, K.
5
2016
Poisson geometry of monic matrix polynomials. Zbl 1404.53107
Shapiro, Alexander
1
2016
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
8
2015
Comment on the asymptotics of a distribution-free goodness of fit test statistic. Zbl 1314.62269
Browne, Michael W.; Shapiro, Alexander
2
2015
Comments on “Quantifying adventitious error in a covariance structure as a random effect”. Zbl 1323.62122
Shapiro, A.
1
2015
Lectures on stochastic programming. Modeling and theory. 2nd ed. Zbl 1302.90003
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
80
2014
Rational and polynomial representations of Yangians. Zbl 1367.17012
Khoroshkin, Sergey; Nazarov, Maxim; Shapiro, Alexander
2
2014
Risk neutral and risk averse stochastic dual dynamic programming method. Zbl 1292.90219
Shapiro, Alexander; Tekaya, Wajdi; da Costa, Joari Paulo; Soares, Murilo Pereira
52
2013
On Kusuoka representation of law invariant risk measures. Zbl 1291.91125
Shapiro, Alexander
18
2013
Worst-case-expectation approach to optimization under uncertainty. Zbl 1291.90154
Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; Da Costa, Joari Paulo
9
2013
Consistency of sample estimates of risk averse stochastic programs. Zbl 1301.62045
Shapiro, Alexander
5
2013
Validation analysis of mirror descent stochastic approximation method. Zbl 1273.90154
Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander
31
2012
Minimax and risk averse multistage stochastic programming. Zbl 1253.90181
Shapiro, Alexander
16
2012
Time consistency of dynamic risk measures. Zbl 1258.91111
Shapiro, Alexander
15
2012
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
12
2012
Bounds for nested law invariant coherent risk measures. Zbl 1258.91114
Xin, Linwei; Shapiro, Alexander
3
2012
Rational representations of the Yangian \(\text Y(\mathfrak {gl}_n)\). Zbl 1282.17011
Shapiro, A.
1
2012
Analysis of stochastic dual dynamic programming method. Zbl 1208.90126
Shapiro, Alexander
75
2011
A dynamic programming approach to adjustable robust optimization. Zbl 1218.90186
Shapiro, Alexander
10
2011
Computational complexity of stochastic programming: Monte Carlo sampling approach. Zbl 1229.90111
Shapiro, Alexander
1
2011
The weight function for the quantum affine algebra \(U_q(A_2^{(2)})\). Zbl 1262.17007
Khoroshkin, S.; Shapiro, A.
1
2010
Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis. Zbl 1198.62060
Chun, So Yeon; Shapiro, A.
1
2010
Lectures on stochastic programming. Modeling and theory. Zbl 1183.90005
Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej
382
2009
Robust stochastic approximation approach to stochastic programming. Zbl 1189.90109
Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.
224
2009
Sample average approximation method for chance constrained programming: Theory and applications. Zbl 1175.90306
Pagnoncelli, B. K.; Ahmed, S.; Shapiro, A.
83
2009
On a time consistency concept in risk averse multistage stochastic programming. Zbl 1167.90613
Shapiro, Alexander
54
2009
Semi-infinite programming, duality, discretization and optimality conditions. Zbl 1158.90410
Shapiro, Alexander
33
2009
Augmented lagrangians in semi-infinite programming. Zbl 1165.90030
Rückmann, Jan-J.; Shapiro, Alexander
15
2009
Asymptotic normality of test statistics under alternative hypotheses. Zbl 1157.62038
Shapiro, Alexander
2
2009
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation. Zbl 1145.90047
Shapiro, Alexander; Xu, Huifu
64
2008
Stochastic programming approach to optimization under uncertainty. Zbl 1135.90033
Shapiro, Alexander
37
2008
Asymptotics of minimax stochastic programs. Zbl 1171.90543
Shapiro, Alexander
4
2008
Coherent risk measures in inventory problems. Zbl 1128.90002
Ahmed, Shabbir; Çakmak, Ulaş; Shapiro, Alexander
50
2007
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions. Zbl 1109.60030
Shapiro, Alexander; Xu, Huifu
17
2007
Convex approximations of chance constrained programs. Zbl 1126.90056
Nemirovski, Arkadi; Shapiro, Alexander
153
2006
Optimization of convex risk functions. Zbl 1278.90283
Ruszczynski, Andrzej; Shapiro, Alexander
133
2006
The empirical behavior of sampling methods for stochastic programming. Zbl 1122.90391
Linderoth, Jeff; Shapiro, Alexander; Wright, Stephen
83
2006
Conditional risk mappings. Zbl 1278.90284
Ruszczynski, Andrzej; Shapiro, Alexander
74
2006
Scenario approximations of chance constraints. Zbl 1181.90248
Nemirovski, Arkadi; Shapiro, Alexander
41
2006
On complexity of multistage stochastic programs. Zbl 1080.90056
Shapiro, Alexander
34
2006
Optimization of risk measures. Zbl 1181.90281
Ruszczyński, Andrzej; Shapiro, Alexander
29
2006
Stochastic programming with equilibrium constraints. Zbl 1130.90032
Shapiro, A.
23
2006
Solving multistage asset investment problems by the sample average approximation method. Zbl 1130.90373
Blomvall, Jörgen; Shapiro, Alexander
12
2006
Worst-case distribution analysis of stochastic programs. Zbl 1149.90112
Shapiro, Alexander
8
2006
Simulation-based approach to estimation of latent variable models. Zbl 1157.62347
Qian, Zhiguang; Shapiro, Alexander
2
2006
A stochastic programming approach for supply chain network design under uncertainty. Zbl 1075.90010
Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander
147
2005
On complexity of stochastic programming problems. Zbl 1115.90041
Shapiro, Alexander; Nemirovski, Arkadi
50
2005
Differentiability and semismoothness properties of integral functions and their applications. Zbl 1079.90143
Qi, Liqun; Shapiro, Alexander; Ling, Chen
23
2005
Sensitivity analysis of parameterized variational inequalities. Zbl 1082.49015
Shapiro, Alexander
18
2005
On duality theory of convex semi-infinite programming. Zbl 1147.90403
Shapiro, Alexander
12
2005
On a class of minimax stochastic programs. Zbl 1073.90027
Shapiro, Alexander; Ahmed, Shabbir
40
2004
Some properties of the augmented Lagrangian in cone constrained optimization. Zbl 1082.90109
Shapiro, Alexander; Sun, Jie
32
2004
Stochastic programming. Zbl 1115.90001
Ruszczyński, A.; Shapiro, A.
60
2003
The sample average approximation method applied to stochastic routing problems: a computational study. Zbl 1094.90029
Verweij, Bram; Ahmed, Shabbir; Kleywegt, Anton J.; Nemhauser, George; Shapiro, Alexander
60
2003
Inference of statistical bounds for multistage stochastic programming problems. Zbl 1116.90384
Shapiro, Alexander
37
2003
Monte Carlo sampling approach to stochastic programming. Zbl 1053.90103
Shapiro, A.
35
2003
Sensitivity analysis of generalized equations. Zbl 1136.90482
Shapiro, A.
19
2003
On a class of nonsmooth composite functions. Zbl 1082.90117
Shapiro, Alexander
8
2003
Scheffe’s method for constructing simultaneous confidence intervals subject to cone constraints. Zbl 1116.62372
Shapiro, Alexander
1
2003
Minimax analysis of stochastic problems. Zbl 1040.90030
Shapiro, Alexander; Kleywegt, Anton
40
2002
Conditioning of convex piecewise linear stochastic programs. Zbl 1023.90044
Shapiro, Alexander; Homem-de-Mello, Tito; Kim, Joocheol
18
2002
Statistical inference of minimum rank factor analysis. Zbl 1297.62137
Shapiro, Alexander; ten Berge, Jos M. F.
7
2002
Testing of monotonicity in parametric regression models. Zbl 1015.62014
Doveh, E.; Shapiro, A.; Feigin, P. D.
3
2002
The sample average approximation method for stochastic discrete optimization. Zbl 0991.90090
Kleywegt, Anton J.; Shapiro, Alexander; Homem-de-Mello, Tito
224
2001
On duality theory of conic linear problems. Zbl 1055.90088
Shapiro, Alexander
76
2001
Second-order optimality conditions in generalized semi-infinite programming. Zbl 0984.90056
Rückmann, Jan-J.; Shapiro, Alexander
20
2001
Perturbation analysis of optimization problems. Zbl 0966.49001
Bonnans, J. Frédéric; Shapiro, Alexander
721
2000
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs. Zbl 0999.90023
Shapiro, Alexander; Homem-de-Mello, Tito
51
2000
On the asymptotics of constrained local \(M\)-estimators. Zbl 1105.62305
Shapiro, Alexander
13
2000
Duality and optimality conditions. Zbl 0957.90517
Shapiro, Alexander; Scheinberg, Katya
9
2000
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability. Zbl 1291.62245
Shapiro, Alexander; ten Berge, Jos M. F.
7
2000
Statistical inference of stochastic optimization problems. Zbl 0979.90096
Shapiro, Alexander
5
2000
Second order optimality conditions based on parabolic second order tangent sets. Zbl 0990.90127
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
66
1999
First-order optimality conditions in generalized semi-infinite programming. Zbl 0956.90055
Rückmann, J. J.; Shapiro, A.
36
1999
Some new results on correlation-preserving factor scores prediction methods. Zbl 1054.62559
ten Berge, Jos M. F.; Krijnen, Wim P.; Wansbeek, Tom; Shapiro, Alexander
11
1999
Finding optimal material release times using simulation-based optimization. Zbl 1231.91275
Homem-De-Mello, Tito; Shapiro, Alexander; Spearman, Mark L.
8
1999
A simulation-based approach to two-stage stochastic programming with recourse. Zbl 0919.90120
Shapiro, Alexander; Homen-de-Mello, Tito
50
1998
Optimization problems with perturbations: A guided tour. Zbl 0915.49021
Bonnans, J. Frédéric; Shapiro, Alexander
44
1998
Sensitivity analysis of optimization problems under second order regular constraints. Zbl 0977.90053
Bonnans, J. Frédéric; Cominetti, Roberto; Shapiro, Alexander
18
1998
First and second order optimality conditions and perturbation analysis of semi-infinite programming problems. Zbl 0909.90259
Shapiro, Alexander
10
1998
Nondegeneracy and quantitative stability of parameterized optimization problems with multiple solutions. Zbl 0912.90266
Bonnans, J. Frédéric; Shapiro, Alexander
7
1998
First and second order analysis of nonlinear semidefinite programs. Zbl 0888.90127
Shapiro, Alexander
66
1997
On uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. Zbl 0872.90086
Shapiro, Alexander
14
1997
Convergence analysis of stochastic algorithms. Zbl 0868.90114
Shapiro, A.; Wardi, Y.
13
1996
...and 57 more Documents
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Cited by 4,006 Authors

69 Shapiro, Alexander
54 Zhang, Liwei
34 Xu, Huifu
29 Mordukhovich, Boris S.
26 Ahmed, Shabbir
22 Bentler, Peter M.
21 Bonnans, Joseph Frédéric
21 Ruszczyński, Andrzej
20 Kuhn, Daniel
18 Pichler, Alois
17 Chen, Zhiping
17 Escudero, Laureano Fernando
17 Izmailov, Alekseĭ F.
17 Qi, Liqun
17 Sun, Hailin
17 Van Ackooij, Wim
16 Lan, Guanghui
16 Royset, Johannes O.
16 Yuan, Kehai
15 Guigues, Vincent
15 Zhang, Jie
14 Pagnoncelli, Bernardo K.
14 Yang, Xiaoqi
14 Yao, Jen-Chih
13 Homem-de-Mello, Tito
13 Lin, Guihua
13 Pang, Liping
13 Pflug, Georg Ch.
13 Zhou, Jinchuan
12 Branda, Martin
12 Dentcheva, Darinka
12 Dupačová, Jitka
12 Solodov, Mikhail V.
12 Sun, Defeng
12 Teo, Kok Lay
11 Bertsimas, Dimitris John
11 Browne, Michael W.
11 Dempe, Stephan
11 Jeyakumar, Vaithilingam
11 Li, Guoyin
11 Liu, Yongchao
11 Mehlitz, Patrick
11 Nemirovski, Arkadi S.
11 Norkin, Vladimir I.
11 Shanbhag, Uday V.
11 Shen, Siqian
11 Sun, Jie
11 Surowiec, Thomas
11 Wachsmuth, Gerd
10 Arutyunov, Aram Vladimirovic
10 Gendreau, Michel
10 Hintermüller, Michael
10 Kanzow, Christian
10 Kibzun, Andrey Ivanovich
10 Kostyukova, Olga Ivanova
10 Outrata, Jiří V.
10 Rockafellar, Ralph Tyrrell
10 Xiao, Xiantao
10 Zhang, Dali
10 Zhang, Jin
9 Barton, Paul I.
9 Gfrerer, Helmut
9 Huang, Ming
9 Ling, Chen
9 Lisser, Abdel
9 López-Cerdá, Marco Antonio
9 Ogasawara, Haruhiko
9 Phan Quôc Khánh
9 Römisch, Werner
9 Schultz, Rüdiger
9 Silva, Francisco J.
9 Song, Wen
9 Song, Yongjia
9 Tröltzsch, Fredi
9 Wang, Changyu
9 Wiesemann, Wolfram
9 Wu, Soon-Yi
8 Bayraksan, Güzin
8 Casas, Eduardo
8 Chen, Xiaojun
8 Guo, Shaoyan
8 Haskell, William Benjamin
8 Ivanov, Sergeĭ Valer’evich
8 Jiang, Jie
8 Kouri, Drew P.
8 Lee, Gue Myung
8 Li, Shengjie
8 Liu, Jia
8 Maggioni, Francesca
8 Malick, Jérôme
8 Mehrotra, Sanjay
8 Morton, David P.
8 Nedić, Angelia
8 Paula, Gilberto A.
8 Qi, Houduo
8 Sim, Melvyn
8 Still, Georg J.
8 Tchemisova, Tatiana V.
8 ten Berge, Jos M. F.
8 Tuan, Nguyen Dinh
...and 3,906 more Authors
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Cited in 336 Serials

270 European Journal of Operational Research
256 Mathematical Programming. Series A. Series B
169 SIAM Journal on Optimization
166 Journal of Optimization Theory and Applications
104 Annals of Operations Research
93 Computational Optimization and Applications
77 Optimization
73 Psychometrika
68 Journal of Global Optimization
67 Operations Research Letters
60 Computers & Operations Research
53 Operations Research
48 Optimization Letters
40 INFORMS Journal on Computing
39 Set-Valued and Variational Analysis
38 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
37 Journal of Mathematical Analysis and Applications
36 Mathematical Methods of Operations Research
35 Automatica
35 Mathematics of Operations Research
34 Computational Management Science
29 Journal of Computational and Applied Mathematics
28 Optimization Methods & Software
27 Computational Statistics and Data Analysis
27 Journal of Industrial and Management Optimization
26 Journal of Multivariate Analysis
25 SIAM Journal on Control and Optimization
22 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
20 Journal of Econometrics
20 Numerical Functional Analysis and Optimization
20 Statistics & Probability Letters
20 Top
19 Applied Mathematics and Optimization
18 Linear Algebra and its Applications
17 The Annals of Statistics
17 Journal of Statistical Planning and Inference
17 Mathematical Problems in Engineering
17 Journal of Machine Learning Research (JMLR)
16 Applied Mathematical Modelling
15 Insurance Mathematics & Economics
15 Asia-Pacific Journal of Operational Research
15 OR Spectrum
14 Kybernetika
14 Automation and Remote Control
14 Optimization and Engineering
13 Applied Mathematics and Computation
13 Quantitative Finance
12 Journal of Inequalities and Applications
12 Journal of the Operations Research Society of China
11 Cybernetics and Systems Analysis
11 SIAM Journal on Scientific Computing
11 Positivity
11 Mathematics and Financial Economics
11 SIAM/ASA Journal on Uncertainty Quantification
9 Computers & Mathematics with Applications
9 Communications in Statistics. Theory and Methods
9 Abstract and Applied Analysis
9 Fixed Point Theory and Applications
8 Acta Mathematica Vietnamica
8 Transactions of the American Mathematical Society
8 Neural Computation
8 Discrete Event Dynamic Systems
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8 Finance and Stochastics
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8 Journal of Systems Science and Complexity
7 Naval Research Logistics
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7 Set-Valued Analysis
7 Journal of Applied Mathematics
7 4OR
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7 EURO Journal on Computational Optimization
6 Computer Methods in Applied Mechanics and Engineering
6 Inverse Problems
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6 Methodology and Computing in Applied Probability
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6 Proceedings of the Steklov Institute of Mathematics
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5 Metrika
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5 Annals of the Institute of Statistical Mathematics
5 Journal of the American Statistical Association
5 Opsearch
5 SIAM Journal on Numerical Analysis
5 Acta Mathematicae Applicatae Sinica. English Series
5 Mathematical and Computer Modelling
5 Computational and Applied Mathematics
5 Journal of Convex Analysis
5 ACM Transactions on Modeling and Computer Simulation
5 Vietnam Journal of Mathematics
5 RAIRO. Operations Research
5 Networks and Spatial Economics
5 Electronic Journal of Statistics
5 SIAM Journal on Financial Mathematics
5 Numerical Algebra, Control and Optimization
5 Mathematical Control and Related Fields
...and 236 more Serials
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Cited in 51 Fields

2,218 Operations research, mathematical programming (90-XX)
601 Calculus of variations and optimal control; optimization (49-XX)
471 Statistics (62-XX)
454 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
395 Numerical analysis (65-XX)
154 Systems theory; control (93-XX)
146 Probability theory and stochastic processes (60-XX)
131 Computer science (68-XX)
103 Operator theory (47-XX)
74 Partial differential equations (35-XX)
63 Functional analysis (46-XX)
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46 Linear and multilinear algebra; matrix theory (15-XX)
32 Convex and discrete geometry (52-XX)
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26 Biology and other natural sciences (92-XX)
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18 Ordinary differential equations (34-XX)
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3 Mathematics education (97-XX)
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