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Alexander Shapiro
Alexander Shapiro
Professor, Georgia Tech
Verified email at isye.gatech.edu - Homepage
Title
Cited by
Cited by
Year
Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva
SIAM, 2014
4717*2014
Perturbation analysis of optimization problems
JF Bonnans, A Shapiro
Springer Science & Business Media, 2013
33882013
Robust stochastic approximation approach to stochastic programming
A Nemirovski, A Juditsky, G Lan, A Shapiro
SIAM Journal on optimization 19 (4), 1574-1609, 2009
28182009
The sample average approximation method for stochastic discrete optimization
AJ Kleywegt, A Shapiro, T Homem-de-Mello
SIAM Journal on optimization 12 (2), 479-502, 2002
24862002
A stochastic programming approach for supply chain network design under uncertainty
T Santoso, S Ahmed, M Goetschalckx, A Shapiro
European Journal of Operational Research 167 (1), 96-115, 2005
15782005
Convex approximations of chance constrained programs
A Nemirovski, A Shapiro
SIAM Journal on Optimization 17 (4), 969-996, 2007
14282007
Stochastic programming
SA RuszczyńskiA
Handbooks in operations research and management science. Amsterdam: Elsevier, 2003
1250*2003
Monte Carlo sampling methods
A Shapiro
Handbooks in operations research and management science 10, 353-425, 2003
10222003
Discrete event systems: sensitivity analysis and stochastic optimization by the score function method
RY Rubinstein, A Shapiro
Wiley, 1993
8561993
On the multivariate asymptotic distribution of sequential chi-square statistics
JH Steiger, A Shapiro, MW Browne
Psychometrika 50, 253-263, 1985
7351985
Sample average approximation method for chance constrained programming: theory and applications
BK Pagnoncelli, S Ahmed, A Shapiro
Journal of optimization theory and applications 142 (2), 399-416, 2009
6762009
The sample average approximation method applied to stochastic routing problems: a computational study
B Verweij, S Ahmed, AJ Kleywegt, G Nemhauser, A Shapiro
Computational optimization and applications 24, 289-333, 2003
6282003
Optimization of convex risk functions
A Ruszczyński, A Shapiro
Mathematics of operations research 31 (3), 433-452, 2006
6222006
The empirical behavior of sampling methods for stochastic programming
J Linderoth, A Shapiro, S Wright
Annals of Operations Research 142 (1), 215-241, 2006
590*2006
Analysis of stochastic dual dynamic programming method
A Shapiro
European Journal of Operational Research 209 (1), 63-72, 2011
5742011
Risk neutral and risk averse stochastic dual dynamic programming method
A Shapiro, W Tekaya, JP da Costa, MP Soares
European journal of operational research 224 (2), 375-391, 2013
4872013
On complexity of stochastic programming problems
A Shapiro, A Nemirovski
Continuous optimization: Current trends and modern applications, 111-146, 2005
4832005
On duality theory of conic linear problems
A Shapiro
Nonconvex Optimization and its Applications 57, 135-155, 2001
4632001
On concepts of directional differentiability
A Shapiro
Journal of optimization theory and applications 66, 477-487, 1990
4371990
Optimization problems with perturbations: A guided tour
JF Bonnans, A Shapiro
SIAM review 40 (2), 228-264, 1998
4181998
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