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Alexander Shapiro
Alexander Shapiro
Professor, Georgia Tech
Dirección de correo verificada de isye.gatech.edu - Página principal
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Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva
SIAM, 2014
4487*2014
Perturbation analysis of optimization problems
JF Bonnans, A Shapiro
Springer Science & Business Media, 2013
32452013
Robust stochastic approximation approach to stochastic programming
A Nemirovski, A Juditsky, G Lan, A Shapiro
SIAM Journal on optimization 19 (4), 1574-1609, 2009
26412009
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
23492002
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
15352005
Stochastic programming
SA RuszczyńskiA
Handbooks in operations research and management science. Amsterdam: Elsevier, 2003
1510*2003
Convex approximations of chance constrained programs
A Nemirovski, A Shapiro
SIAM Journal on Optimization 17 (4), 969-996, 2007
13732007
Monte Carlo sampling methods
A Shapiro
Handbooks in operations research and management science 10, 353-425, 2003
9702003
Discrete event systems: sensitivity analysis and stochastic optimization by the score function method
RY Rubinstein, A Shapiro
Wiley, 1993
8471993
On the multivariate asymptotic distribution of sequential chi-square statistics
JH Steiger, A Shapiro, MW Browne
Psychometrika 50, 253-263, 1985
7171985
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
6472009
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
6102003
Optimization of convex risk functions
A Ruszczyński, A Shapiro
Mathematics of operations research 31 (3), 433-452, 2006
6072006
The empirical behavior of sampling methods for stochastic programming
J Linderoth, A Shapiro, S Wright
Annals of Operations Research 142 (1), 215-241, 2006
584*2006
Analysis of stochastic dual dynamic programming method
A Shapiro
European Journal of Operational Research 209 (1), 63-72, 2011
5402011
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
5042013
On complexity of stochastic programming problems
A Shapiro, A Nemirovski
Continuous optimization: Current trends and modern applications, 111-146, 2005
4652005
On duality theory of conic linear problems
A Shapiro
Nonconvex Optimization and its Applications 57, 135-155, 2001
4442001
On concepts of directional differentiability
A Shapiro
Journal of optimization theory and applications 66, 477-487, 1990
4221990
A simulation-based approach to two-stage stochastic programming with recourse
A Shapiro, T Homem-de-Mello
Mathematical Programming 81 (3), 301-325, 1998
4091998
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Artículos 1–20