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2009 | ||
---|---|---|

21 | EE | Alexander Shapiro: Semidefinite Programming: Optimality Conditions and Stability. Encyclopedia of Optimization 2009: 3380-3384 |

20 | EE | Jan-J. Rückmann, Alexander Shapiro: Augmented Lagrangians in semi-infinite programming. Math. Program. 116(1-2): 499-512 (2009) |

2008 | ||

19 | EE | Alexander Shapiro: Stochastic programming approach to optimization under uncertainty. Math. Program. 112(1): 183-220 (2008) |

2007 | ||

18 | EE | Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro: Coherent risk measures in inventory problems. European Journal of Operational Research 182(1): 226-238 (2007) |

2006 | ||

17 | EE | Jeff Linderoth, Alexander Shapiro, Stephen Wright: The empirical behavior of sampling methods for stochastic programming. Annals OR 142(1): 215-241 (2006) |

16 | EE | Zhiguang Qian, Alexander Shapiro: Simulation-based approach to estimation of latent variable models. Computational Statistics & Data Analysis 51(2): 1243-1259 (2006) |

15 | EE | Alexander Shapiro: Worst-case distribution analysis of stochastic programs. Math. Program. 107(1-2): 91-96 (2006) |

14 | EE | Jörgen Blomvall, Alexander Shapiro: Solving multistage asset investment problems by the sample average approximation method. Math. Program. 108(2-3): 571-595 (2006) |

13 | EE | Alexander Shapiro: On complexity of multistage stochastic programs. Oper. Res. Lett. 34(1): 1-8 (2006) |

2005 | ||

12 | EE | Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro: A stochastic programming approach for supply chain network design under uncertainty. European Journal of Operational Research 167(1): 96-115 (2005) |

11 | EE | Liqun Qi, Alexander Shapiro, Chen Ling: Differentiability and semismoothness properties of integral functions and their applications. Math. Program. 102(2): 223-248 (2005) |

2004 | ||

10 | EE | Alexander Shapiro, Jie Sun: Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. Math. Oper. Res. 29(3): 479-491 (2004) |

2003 | ||

9 | EE | Alexander Shapiro: On a Class of Nonsmooth Composite Functions. Math. Oper. Res. 28(4): 677-692 (2003) |

2001 | ||

8 | EE | Alexander Shapiro: Monte Carlo simulation approach to stochastic programming. Winter Simulation Conference 2001: 428-431 |

1998 | ||

7 | Alexander Shapiro, Tito Homem-de-Mello: A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81: 301-325 (1998) | |

1997 | ||

6 | Alexander Shapiro: A Generalized Distribution Model for Random Recursive Trees. Acta Inf. 34(3): 211-216 (1997) | |

5 | Alexander Shapiro: First and second order analysis of nonlinear semidefinite programs. Math. Program. 77: 301-320 (1997) | |

1996 | ||

4 | EE | Alexander Shapiro: Simulation Based Optimization. Winter Simulation Conference 1996: 332-336 |

1994 | ||

3 | Alexander Shapiro: Quantitative stability in stochastic programming. Math. Program. 67: 99-108 (1994) | |

1992 | ||

2 | EE | Reuven Y. Rubinstein, Alexander Shapiro: On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. Winter Simulation Conference 1992: 515-520 |

1990 | ||

1 | Alexander Shapiro: On Differential Stability in Stochastic Programming. Math. Program. 47: 107-116 (1990) |

1 | Shabbir Ahmed | [12] [18] |

2 | Jörgen Blomvall | [14] |

3 | Ulas Çakmak | [18] |

4 | Marc Goetschalckx | [12] |

5 | Tito Homem-de-Mello | [7] |

6 | Jeff T. Linderoth (Jeff Linderoth) | [17] |

7 | Chen Ling | [11] |

8 | Liqun Qi | [11] |

9 | Zhiguang Qian | [16] |

10 | Reuven Y. Rubinstein | [2] |

11 | Jan-J. Rückmann | [20] |

12 | Tjendera Santoso | [12] |

13 | Jie Sun | [10] |

14 | Stephen Wright | [17] |