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List of works by Alexander Shapiro

A dynamic programming approach to adjustable robust optimization

scientific article published in 2011

Asymptotic analysis of stochastic programs

scientific article published in 1991

Conditional Risk Mappings

scientific article published in 2006

Convex Approximations of Chance Constrained Programs

article by Arkadi Nemirovski & Alexander Shapiro published January 2007 in SIAM Journal on Optimization

Distributionally Robust Stochastic Programming

scientific article published in 2017

Extremal problems on the set of nonnegative definite matrices

scientific article published in 1985

Interchangeability principle and dynamic equations in risk averse stochastic programming

scientific article published in 2017

Minimax analysis of stochastic problems

scientific article published in 2002

On a Class of Minimax Stochastic Programs

scientific article published in 2004

Optimization of Convex Risk Functions

scientific article published in 2006

Rectangular Sets of Probability Measures

scientific article published in 2016

Robust Stochastic Approximation Approach to Stochastic Programming

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

scientific article published in 2003

The Sample Average Approximation Method for Stochastic Discrete Optimization

scientific article published in 2001

Worst-case distribution analysis of stochastic programs

scientific article published in 2006

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