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ORCIDAlexander Shapiro 0001
Person information
- affiliation: Georgia Institute of Technology, School of Industrial and Systems Engineering, Atlanta, GA, USA
Other persons with the same name
- Alexander Shapiro — disambiguation page
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2020 – today
- 2024
[j95]Guanghui Lan, Alexander Shapiro:
Numerical Methods for Convex Multistage Stochastic Optimization. Found. Trends Optim. 6(2): 63-144 (2024)- 2023
- [j94]Vincent Guigues
, Alexander Shapiro, Yi Cheng:
Duality and sensitivity analysis of multistage linear stochastic programs. Eur. J. Oper. Res. 308(2): 752-767 (2023) - [j93]Alexander Shapiro, Yi Cheng:
Dual Bounds for Periodical Stochastic Programs. Oper. Res. 71(1): 120-128 (2023) - [j92]Hailin Sun, Alexander Shapiro, Xiaojun Chen:
Distributionally robust stochastic variational inequalities. Math. Program. 200(1): 279-317 (2023) - [j91]Vincent Guigues, Alexander Shapiro, Yi Cheng:
Risk-averse stochastic optimal control: An efficiently computable statistical upper bound. Oper. Res. Lett. 51(4): 393-400 (2023) - [j90]Alexander Shapiro, Enlu Zhou, Yifan Lin:
Bayesian Distributionally Robust Optimization. SIAM J. Optim. 33(2): 1279-1304 (2023) - [c5]Jose H. Blanchet, Alexander Shapiro:
Statistical Limit Theorems in Distributionally Robust Optimization. WSC 2023: 31-45 - [i4]Guanghui Lan, Alexander Shapiro:
Numerical Methods for Convex Multistage Stochastic Optimization. CoRR abs/2303.15672 (2023) - 2022
- [j89]Alois Pichler, Rui Peng Liu, Alexander Shapiro:
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping. Oper. Res. 70(4): 2439-2455 (2022) - [j88]Alexander Shapiro:
Distributionally robust modeling of optimal control. Oper. Res. Lett. 50(5): 561-567 (2022) - 2021
- [j87]Alexander Shapiro:
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. Eur. J. Oper. Res. 288(1): 1-13 (2021) - [j86]Boris S. Mordukhovich, Juan Parra, Alexander Shapiro:
Special Issue: Continuous Optimization and Stability Analysis. Math. Program. 189(1): 1-5 (2021) - [j85]Alexander Shapiro, Yi Cheng:
Central limit theorem and sample complexity of stationary stochastic programs. Oper. Res. Lett. 49(5): 676-681 (2021) - [j84]Alexander Shapiro:
Distributionally robust Optimal Control and MDP modeling. Oper. Res. Lett. 49(5): 809-814 (2021) - [j83]Alois Pichler, Alexander Shapiro:
Mathematical Foundations of Distributionally Robust Multistage Optimization. SIAM J. Optim. 31(4): 3044-3067 (2021) - [j82]Rui Zhang, Junting Chen, Yao Xie, Alexander Shapiro, Urbashi Mitra:
Testing Rank of Incomplete Unimodal Matrices. IEEE Signal Process. Lett. 28: 877-881 (2021) - [j81]Alexander Shapiro, Yao Xie, Rui Zhang:
On Characteristic Rank for Matrix and Tensor Completion [Lecture Notes]. IEEE Signal Process. Mag. 38(2): 125-129 (2021) - [j80]Alexander Shapiro, Yao Xie, Rui Zhang:
Goodness-of-Fit Tests on Manifolds. IEEE Trans. Inf. Theory 67(4): 2539-2553 (2021) - 2020
- [j79]Rui Peng Liu, Alexander Shapiro:
Risk neutral reformulation approach to risk averse stochastic programming. Eur. J. Oper. Res. 286(1): 21-31 (2020) - [j78]Alexander Shapiro, Linwei Xin:
Technical Note - Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models. Oper. Res. 68(5): 1576-1584 (2020) - [j77]Alexander Shapiro, Lingquan Ding:
Periodical Multistage Stochastic Programs. SIAM J. Optim. 30(3): 2083-2102 (2020) - [i3]Mohit Singh, Alexander Shapiro, Rui Zhang:
Rank one tensor completion problem. CoRR abs/2009.10533 (2020)
2010 – 2019
- 2019
- [j76]Nils Löhndorf, Alexander Shapiro:
Modeling time-dependent randomness in stochastic dual dynamic programming. Eur. J. Oper. Res. 273(2): 650-661 (2019) - [j75]Alexander Shapiro:
Statistical inference of semidefinite programming. Math. Program. 174(1-2): 77-97 (2019) - [j74]Xiaojun Chen, Alexander Shapiro, Hailin Sun:
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations. SIAM J. Optim. 29(1): 135-161 (2019) - [j73]Alexander Shapiro, Yao Xie, Rui Zhang:
Matrix Completion With Deterministic Pattern: A Geometric Perspective. IEEE Trans. Signal Process. 67(4): 1088-1103 (2019) - [c4]Rui Zhang, Alexander Shapiro, Yao Xie:
Statistical Rank Selection for Incomplete Low-rank Matrices. ICASSP 2019: 2912-2916 - [i2]Alexander Shapiro, Yao Xie, Rui Zhang:
Goodness-of-fit tests on manifolds. CoRR abs/1909.05229 (2019) - 2018
- [j72]Alexander Mafusalov, Alexander Shapiro, Stan Uryasev:
Estimation and asymptotics for buffered probability of exceedance. Eur. J. Oper. Res. 270(3): 826-836 (2018) - [j71]Vincent Guigues, Volker Krätschmer, Alexander Shapiro:
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. SIAM J. Optim. 28(2): 1337-1366 (2018) - [i1]Alexander Shapiro, Yao Xie, Rui Zhang:
Matrix completion with deterministic pattern - a geometric perspective. CoRR abs/1802.00047 (2018) - 2017
- [j70]So Yeon Chun, Anton J. Kleywegt, Alexander Shapiro:
When Friends Become Competitors: The Design of Resource Exchange Alliances. Manag. Sci. 63(7): 2127-2145 (2017) - [j69]Alexander Shapiro:
Interchangeability principle and dynamic equations in risk averse stochastic programming. Oper. Res. Lett. 45(4): 377-381 (2017) - [j68]Alexander Shapiro:
Distributionally Robust Stochastic Programming. SIAM J. Optim. 27(4): 2258-2275 (2017) - 2016
- [j67]Sergio Bruno, Shabbir Ahmed, Alexander Shapiro, Alexandre Street:
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Eur. J. Oper. Res. 250(3): 979-989 (2016) - [j66]Alexander Shapiro:
Rectangular Sets of Probability Measures. Oper. Res. 64(2): 528-541 (2016) - [j65]Alexander Shapiro:
Differentiability Properties of Metric Projections onto Convex Sets. J. Optim. Theory Appl. 169(3): 953-964 (2016) - [j64]Alexander Shapiro, Kerem Ugurlu:
Decomposability and time consistency of risk averse multistage programs. Oper. Res. Lett. 44(5): 663-665 (2016) - 2014
- [b3]Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski:
Lectures on Stochastic Programming - Modeling and Theory, Second Edition. MOS-SIAM Series on Optimization 16, SIAM 2014, ISBN 978-1-61197-342-6, pp. I-XVII, 1-494 - 2013
- [j63]Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares:
Risk neutral and risk averse Stochastic Dual Dynamic Programming method. Eur. J. Oper. Res. 224(2): 375-391 (2013) - [j62]Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, Joari Paulo da Costa:
Worst-Case-Expectation Approach to Optimization Under Uncertainty. Oper. Res. 61(6): 1435-1449 (2013) - [j61]Alexander Shapiro:
Consistency of Sample Estimates of Risk Averse Stochastic Programs. J. Appl. Probab. 50(2): 533-541 (2013) - [j60]Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers:
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems. Math. Methods Oper. Res. 77(3): 393-405 (2013) - [j59]Alexander Shapiro:
On Kusuoka Representation of Law Invariant Risk Measures. Math. Oper. Res. 38(1): 142-152 (2013) - 2012
- [j58]Alexander Shapiro:
Minimax and risk averse multistage stochastic programming. Eur. J. Oper. Res. 219(3): 719-726 (2012) - [j57]So Yeon Chun, Alexander Shapiro, Stan Uryasev:
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Oper. Res. 60(4): 739-756 (2012) - [j56]Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro:
Validation analysis of mirror descent stochastic approximation method. Math. Program. 134(2): 425-458 (2012) - [j55]Linwei Xin, Alexander Shapiro:
Bounds for nested law invariant coherent risk measures. Oper. Res. Lett. 40(6): 431-435 (2012) - [j54]Alexander Shapiro:
Time consistency of dynamic risk measures. Oper. Res. Lett. 40(6): 436-439 (2012) - 2011
- [j53]Alexander Shapiro:
Analysis of stochastic dual dynamic programming method. Eur. J. Oper. Res. 209(1): 63-72 (2011) - [j52]Alexander Shapiro:
A dynamic programming approach to adjustable robust optimization. Oper. Res. Lett. 39(2): 83-87 (2011) - 2010
- [j51]Marco A. López, Juan Enrique Martínez-Legaz, Alexander Shapiro:
Preface. Math. Program. 123(1): 1-4 (2010) - [j50]So Yeon Chun, Alexander Shapiro:
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis. SIAM J. Matrix Anal. Appl. 31(4): 1570-1583 (2010)
2000 – 2009
- 2009
- [b2]Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski:
Lectures on Stochastic Programming - Modeling and Theory. MOS-SIAM Series on Optimization, SIAM 2009, ISBN 978-0-89871-687-0, pp. I-XV, 1-431 - [j49]Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro:
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications. J. Optimization Theory and Applications 142(2): 399-416 (2009) - [j48]Alexander Shapiro:
Asymptotic normality of test statistics under alternative hypotheses. J. Multivar. Anal. 100(5): 936-945 (2009) - [j47]Jan-J. Rückmann, Alexander Shapiro:
Augmented Lagrangians in semi-infinite programming. Math. Program. 116(1-2): 499-512 (2009) - [j46]Alexander Shapiro:
On a time consistency concept in risk averse multistage stochastic programming. Oper. Res. Lett. 37(3): 143-147 (2009) - [j45]Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro:
Robust Stochastic Approximation Approach to Stochastic Programming. SIAM J. Optim. 19(4): 1574-1609 (2009) - [r1]Alexander Shapiro:
Semidefinite Programming: Optimality Conditions and Stability. Encyclopedia of Optimization 2009: 3380-3384 - 2008
- [j44]Alexander Shapiro:
Stochastic programming approach to optimization under uncertainty. Math. Program. 112(1): 183-220 (2008) - 2007
- [j43]Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro:
Coherent risk measures in inventory problems. Eur. J. Oper. Res. 182(1): 226-238 (2007) - [j42]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
- [j41]Jeff T. Linderoth, Alexander Shapiro, Stephen J. Wright:
The empirical behavior of sampling methods for stochastic programming. Ann. Oper. Res. 142(1): 215-241 (2006) - [j40]Zhiguang Qian, Alexander Shapiro:
Simulation-based approach to estimation of latent variable models. Comput. Stat. Data Anal. 51(2): 1243-1259 (2006) - [j39]Andrzej Ruszczynski, Alexander Shapiro:
Optimization of Convex Risk Functions. Math. Oper. Res. 31(3): 433-452 (2006) - [j38]Andrzej Ruszczynski, Alexander Shapiro:
Conditional Risk Mappings. Math. Oper. Res. 31(3): 544-561 (2006) - [j37]Alexander Shapiro:
Worst-case distribution analysis of stochastic programs. Math. Program. 107(1-2): 91-96 (2006) - [j36]Jörgen Blomvall, Alexander Shapiro:
Solving multistage asset investment problems by the sample average approximation method. Math. Program. 108(2-3): 571-595 (2006) - [j35]Alexander Shapiro:
On complexity of multistage stochastic programs. Oper. Res. Lett. 34(1): 1-8 (2006) - [j34]Arkadi Nemirovski, Alexander Shapiro:
Convex Approximations of Chance Constrained Programs. SIAM J. Optim. 17(4): 969-996 (2006) - 2005
- [j33]Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro:
A stochastic programming approach for supply chain network design under uncertainty. Eur. J. Oper. Res. 167(1): 96-115 (2005) - [j32]Alexander Shapiro:
Sensitivity Analysis of Parameterized Variational Inequalities. Math. Oper. Res. 30(1): 109-126 (2005) - [j31]Liqun Qi, Alexander Shapiro, Chen Ling:
Differentiability and semismoothness properties of integral functions and their applications. Math. Program. 102(2): 223-248 (2005) - 2004
- [j30]Alexander Shapiro, Jie Sun:
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. Math. Oper. Res. 29(3): 479-491 (2004) - [j29]Alexander Shapiro, Shabbir Ahmed:
On a Class of Minimax Stochastic Programs. SIAM J. Optim. 14(4): 1237-1249 (2004) - 2003
- [j28]Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt, George L. Nemhauser, Alexander Shapiro:
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study. Comput. Optim. Appl. 24(2-3): 289-333 (2003) - [j27]Alexander Shapiro:
Inference of statistical bounds for multistage stochastic programming problems. Math. Methods Oper. Res. 58(1): 57-68 (2003) - [j26]Alexander Shapiro:
On a Class of Nonsmooth Composite Functions. Math. Oper. Res. 28(4): 677-692 (2003) - 2002
- [j25]Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim:
Conditioning of convex piecewise linear stochastic programs. Math. Program. 94(1): 1-19 (2002) - [j24]Alexander Shapiro, Anton J. Kleywegt:
Minimax analysis of stochastic problems. Optim. Methods Softw. 17(3): 523-542 (2002) - [j23]Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello:
The Sample Average Approximation Method for Stochastic Discrete Optimization. SIAM J. Optim. 12(2): 479-502 (2002) - 2001
- [c3]Alexander Shapiro:
Monte Carlo simulation approach to stochastic programming. WSC 2001: 428-431 - 2000
- [b1]J. Frédéric Bonnans, Alexander Shapiro:
Perturbation Analysis of Optimization Problems. Springer Series in Operations Research, Springer 2000, ISBN 978-1-4612-7129-1, pp. 1-601 - [j22]Alexander Shapiro, Tito Homem-de-Mello:
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. SIAM J. Optim. 11(1): 70-86 (2000)
1990 – 1999
- 1999
- [j21]J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro:
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets. SIAM J. Optim. 9(2): 466-492 (1999) - 1998
- [j20]J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro:
Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints. Math. Oper. Res. 23(4): 806-831 (1998) - [j19]Alexander Shapiro, Tito Homem-de-Mello:
A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81: 301-325 (1998) - [j18]J. Frédéric Bonnans, Alexander Shapiro:
Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions. SIAM J. Optim. 8(4): 940-946 (1998) - [j17]J. Frédéric Bonnans, Alexander Shapiro:
Optimization Problems with Perturbations: A Guided Tour. SIAM Rev. 40(2): 228-264 (1998) - 1997
- [j16]Alexander Shapiro:
First and second order analysis of nonlinear semidefinite programs. Math. Program. 77: 301-320 (1997) - [j15]Alexander Shapiro:
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints. SIAM J. Optim. 7(2): 508-518 (1997) - 1996
- [j14]Alexander Shapiro, Yorai Wardi:
Convergence Analysis of Stochastic Algorithms. Math. Oper. Res. 21(3): 615-628 (1996) - [c2]Alexander Shapiro:
Simulation Based Optimization. WSC 1996: 332-336 - 1995
- [j13]Alexander Shapiro:
Directional differentiability of the optimal value function in convex semi-infinite programming. Math. Program. 70: 149-157 (1995) - [j12]Alexander Shapiro, Michael K. H. Fan:
On Eigenvalue Optimization. SIAM J. Optim. 5(3): 552-569 (1995) - [j11]Alexander Shapiro:
Monotone Structure in Discrete-Event Systems (P. Glasserman and D. D. Yao). SIAM Rev. 37(3): 474 (1995) - 1994
- [j10]Alexander Shapiro:
On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs. Math. Oper. Res. 19(3): 743-752 (1994) - [j9]Alexander Shapiro:
Quantitative stability in stochastic programming. Math. Program. 67: 99-108 (1994) - [j8]Alexander Shapiro:
Existence and Differentiability of Metric Projections in Hilbert Spaces. SIAM J. Optim. 4(1): 130-141 (1994) - [j7]Alexander Shapiro, Yorai Wardi:
Nondifferentiability of the steady-state function in discrete event dynamic systems. IEEE Trans. Autom. Control. 39(8): 1707-1711 (1994) - 1993
- [j6]Alexander Shapiro:
Asymptotic Behavior of Optimal Solutions in Stochastic Programming. Math. Oper. Res. 18(4): 829-845 (1993) - 1992
- [c1]Reuven Y. Rubinstein, Alexander Shapiro:
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. WSC 1992: 515-520 - 1991
- [j5]Alexander Shapiro:
Asymptotic analysis of stochastic programs. Ann. Oper. Res. 30(1): 169-186 (1991) - 1990
- [j4]Alexander Shapiro:
On Differential Stability in Stochastic Programming. Math. Program. 47: 107-116 (1990)
1980 – 1989
- 1985
- [j3]Alexander Shapiro:
Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs. Math. Oper. Res. 10(2): 207-219 (1985) - [j2]Alexander Shapiro:
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. Math. Program. 33(3): 280-299 (1985) - 1983
- [j1]Giacomo Della Riccia, Alexander Shapiro:
Fisher Discriminant Analysis and Factor Analysis. IEEE Trans. Pattern Anal. Mach. Intell. 5(1): 99-104 (1983)
Coauthor Index
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