- A Tutorial on Stochastic Programming Alexander Shapiro
- Optimization, Vol. 54, No. 6, December 2005, 535543
- PROCEEDINGS O F T H E AMERICAN MATHEMATICAL SOCIETY
- Computational Statistics & Data Analysis 51 (2006) 12431259 www.elsevier.com/locate/csda
- Corrections and additions for the book "Perturbation Analysis of Optimization Problems" by
- Report for technical cooperation between Georgia Institute of Technology and
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- Probablistic Constrained Optimization: Theory and Applications S. P. Uryasev, Editor, c 2000 Kluwer Academic Publishers
- DOI: 10.1007/s10957-005-7566-x journal of optimization theory and applications: Vol. 128, No. 1, pp. 223243, January 2006 ( 2006)
- Author's personal copy Statistics & Probability Letters 78 (2008) 150157
- The Annals of Statistics 2000, Vol. 28, No. 3, 948960
- Proceedings of the 2001 Winter Simulation Conference B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, eds.
- On duality theory of conic linear problems Alexander Shapiro
- Asymptotic Theory of Overparameterized ALEXANDER SHAPIRO*
- SIAM J. MATRIX ANAL. APPL. Vol. 9, No. 3, July 1988
- ON UNIQUENESS OF LAGRANGE MULTIPLIERS IN OPTIMIZATION PROBLEMS SUBJECT TO CONE CONSTRAINTS
- Mathematical Programming77 (1997) 301-320 First and second order analysis of nonlinear
- Mathematical Programming 81 (1998) 301-325 A simulation-based approach to two-stage stochastic
- OPTIMIZATION PROBLEMS WITH PERTURBATIONS: A GUIDED TOUR
- SECOND ORDER OPTIMALITY CONDITIONS BASED ON PARABOLIC SECOND ORDER TANGENT SETS
- JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS: Vol. 101, No. 3, pp. 677-691, JUNE 1999 First-Order Optimally Conditions in
- Set-Valued Analysis 9: 169186, 2001. 2001 Kluwer Academic Publishers. Printed in the Netherlands.
- PSYCHOMETRIKA--VOL.67, NO. 1, 79-94 STATISTICAL INFERENCE OF MINIMUM RANK FACTOR ANALYSIS
- Journal of Statistical Planning and Inference 107 (2002) 289306
- Optimization Methods and Software, Vol. 17, pp. 523542 MINIMAX ANALYSIS OF
- Abstract. We discuss in this paper statistical inference of sample average approximations of multistage stochastic programming problems. We show
- MATHEMATICS OF OPERATIONS RESEARCH Vol. 28, No. 4, November 2003, pp. 677692
- Statistics & Probability Letters 64 (2003) 403406 Sche e's method for constructing simultaneous condence
- Production, Manufacturing and Logistics A stochastic programming approach for supply chain
- MATHEMATICS OF OPERATIONS RESEARCH Vol. 30, No. 1, February 2005, pp. 109126
- Digital Object Identifier (DOI) 10.1007/s10107-004-0523-x Math. Program., Ser. A 102: 223248 (2005)
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- Production, Manufacturing and Logistics Coherent risk measures in inventory problems
- Author's personal copy Financial prediction with constrained tail risk
- Math. Program., Ser. B (2009) 116:499512 DOI 10.1007/s10107-007-0115-7
- Optimization Vol. 58, No. 2, February 2009, 133161
- Operations Research Letters 37 (2009) 143147 Contents lists available at ScienceDirect
- Copyright by SIAM. Unauthorized reproduction of this article is prohibited. SIAM J. MATRIX ANAL. APPL. c 2010 Society for Industrial and Applied Mathematics
- Optimization Vol. 57, No. 3, June 2008, 395418
- Multivariate Behavioral Research, 44:803827, 2009 Copyright Taylor & Francis Group, LLC
- Handbook of Computing and Statistics with Applications, Vol. 1 ISSN: 1871-0301
- Journal of Multivariate Analysis 100 (2009) 936945 Contents lists available at ScienceDirect
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- ~'SVCr~OM~TRIKA-VOL.47, NO.2. RANK-REDUCIBILITY OF A SYMMETRIC MATRIX
- J. Math. Anal. Appl. 325 (2007) 13901399 www.elsevier.com/locate/jmaa
- Computational Optimization and Applications, 24, 289333, 2003 c 2003 Kluwer Academic Publishers. Manufactured in The Netherlands.
- Reprinted from the AMERICAN MATHEMATICAL MONTHLY Vol. 94, No. I, January 1987
- Math. Program., Ser. B (2008) 112:183220 DOI 10.1007/s10107-006-0090-4
- Finding Optimal Material Release Times Using Simulation-Based Optimization
- ON A CLASS OF MINIMAX STOCHASTIC PROGRAMS ALEXANDER SHAPIRO AND SHABBIR AHMED
- MATHEMATICS OF OPERATIONS RESEARCH Vol. 31, No. 3, August 2006, pp. 433452
- MATHEMATICS OF OPERATIONS RESEARCH Vol. 29, No. 3, August 2004, pp. 479491
- Operations Research Letters 34 (2006) 18 www.elsevier.com/locate/orl
- Annals of Operations Research 30 (1991) 169-186 169 ASYMPTOTIC ANALYSIS OF STOCHASTIC PROGRAMS
- Analysis of Covariance Structures Under Elliptical Distributions
- NONDEGENERACY AND QUANTITATIVE STABILITY OF PARAMETERIZED OPTIMIZATION PROBLEMS WITH
- Proceedings of the International Congress of Mathematicians Hyderabad, India, 2010
- J Optim Theory Appl (2009) 142: 399416 DOI 10.1007/s10957-009-9523-6
- DUALITY, OPTIMALITY CONDITIONS AND
- Journal of Mathematical Sciences, Vol. 115, No. 4, 2003 SENSITIVITY ANALYSIS OF GENERALIZED EQUATIONS
- Operations Research Letters 39 (2011) 8387 Contents lists available at ScienceDirect
- SIAM J. OPTIMIZATION Vol. 5, No. 3, pp. 552-569, August 1995
- ELSEVIER Computational Statistics & Data Analysis 22 (1996) 213-233 COMPUTATIONAL
- Topics in Stochastic Programming Alexander Shapiro
- Computational Statistics & Data Analysis 11 (1991) 87-96 North-Holland
- SIAM J. OPTIMIZATION Vol. 4, No. 1, pp. 130-141, February 1994
- Minimax and risk averse multistage stochastic programming q Alexander Shapiro
- Stochastics and Statistics Analysis of stochastic dual dynamic programming method
- Report for technical cooperation between Georgia Institute of Technology and ONS -Operador Nacional
