Alexander Shapiro
Alexander Shapiro
Professor, Georgia Tech
Bestätigte E-Mail-Adresse bei isye.gatech.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Lectures on stochastic programming: modeling and theory
A Shapiro, D Dentcheva
SIAM, 2014
29452014
Perturbation analysis of optimization problems
JF Bonnans, A Shapiro
Springer Science & Business Media, 2013
24892013
Robust stochastic approximation approach to stochastic programming
A Nemirovski, A Juditsky, G Lan, A Shapiro
SIAM Journal on optimization 19 (4), 1574-1609, 2009
17502009
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
15942002
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
12802005
Stochastic programming
SA RuszczyńskiA
Handbooks in operations research and management science. Amsterdam: Elsevier, 2003
1106*2003
Convex approximations of chance constrained programs
A Nemirovski, A Shapiro
SIAM Journal on Optimization 17 (4), 969-996, 2007
9662007
Discrete event systems: Sensitivity analysis and stochastic optimization by the score function method
RY Rubinstein, A Shapiro
John Wiley & Sons Inc, 1993
7781993
Monte Carlo sampling methods
A Shapiro
Handbooks in operations research and management science 10, 353-425, 2003
6792003
On the multivariate asymptotic distribution of sequential chi-square statistics
JH Steiger, A Shapiro, MW Browne
Psychometrika 50 (3), 253-263, 1985
6221985
The empirical behavior of sampling methods for stochastic programming
J Linderoth, A Shapiro, S Wright
Annals of Operations Research 142 (1), 215-241, 2006
506*2006
Optimization of convex risk functions
A Ruszczyński, A Shapiro
Mathematics of operations research 31 (3), 433-452, 2006
4782006
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
4442009
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 (2-3), 289-333, 2003
4412003
Analysis of stochastic dual dynamic programming method
A Shapiro
European Journal of Operational Research 209 (1), 63-72, 2011
3772011
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
A Shapiro, T Homem-de-Mello
SIAM journal on optimization 11 (1), 70-86, 2000
3642000
A simulation-based approach to two-stage stochastic programming with recourse
A Shapiro, T Homem-de-Mello
Mathematical Programming 81 (3), 301-325, 1998
3441998
Optimization problems with perturbations: A guided tour
JF Bonnans, A Shapiro
SIAM review 40 (2), 228-264, 1998
3361998
On complexity of stochastic programming problems
A Shapiro, A Nemirovski
Continuous optimization, 111-146, 2005
3232005
On concepts of directional differentiability
A Shapiro
Journal of optimization theory and applications 66 (3), 477-487, 1990
3231990
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