Person:207146

Available identifiers

zbMath Open shapiro.alexanderWikidataQ83802152 ScholiaQ83802152MaRDI QIDQ207146

List of research outcomes

Publication	Date of Publication	Type
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound	2023-09-12	Paper
Duality and sensitivity analysis of multistage linear stochastic programs	2023-07-10	Paper
Distributionally robust stochastic variational inequalities	2023-05-25	Paper
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping	2022-09-19	Paper
Central limit theorem and sample complexity of stationary stochastic programs	2021-12-13	Paper
Distributionally robust optimal control and MDP modeling	2021-12-13	Paper
Mathematical Foundations of Distributionally Robust Multistage Optimization	2021-12-01	Paper
Lectures on Stochastic Programming: Modeling and Theory, Third Edition	2021-10-30	Paper
Goodness-of-Fit Tests on Manifolds	2021-07-22	Paper
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming	2021-06-03	Paper
Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models	2021-01-19	Paper
Rank one tensor completion problem	2020-09-18	Paper
On characteristic rank for matrix and tensor completion	2020-09-03	Paper
Periodical Multistage Stochastic Programs	2020-08-18	Paper
Risk neutral reformulation approach to risk averse stochastic programming	2020-05-27	Paper
Optimization of PDEs with uncertain inputs	2019-06-13	Paper
Statistical inference of semidefinite programming	2019-04-24	Paper
Matrix Completion With Deterministic Pattern: A Geometric Perspective	2019-03-06	Paper
Interchangeability principle and dynamic equations in risk averse stochastic programming	2019-02-22	Paper
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations	2019-02-08	Paper
Decomposability and time consistency of risk averse multistage programs	2019-01-11	Paper
Modeling time-dependent randomness in stochastic dual dynamic programming	2018-11-19	Paper
Risk averse stochastic programming: time consistency and optimal stopping	2018-08-31	Paper
Estimation and asymptotics for buffered probability of exceedance	2018-07-25	Paper
Modified distribution-free goodness-of-fit test statistic	2018-06-19	Paper
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs	2018-05-18	Paper
Distributionally Robust Stochastic Programming	2017-11-03	Paper
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty	2016-10-07	Paper
Rectangular Sets of Probability Measures	2016-07-25	Paper
Differentiability properties of metric projections onto convex sets	2016-07-01	Paper
Comments on ``Quantifying adventitious error in a covariance structure as a random effect	2015-11-04	Paper
Comment on the asymptotics of a distribution-free goodness of fit test statistic	2015-06-11	Paper
Minimal representation of insurance prices	2015-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q2925334	2014-10-21	Paper
Statistical inference of minimum rank factor analysis	2014-10-15	Paper
Risk neutral and risk averse stochastic dual dynamic programming method	2014-07-27	Paper
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability	2014-07-18	Paper
On Kusuoka Representation of Law Invariant Risk Measures	2014-07-11	Paper
Worst-Case-Expectation Approach to Optimization Under Uncertainty	2014-06-26	Paper
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems	2013-08-02	Paper
Consistency of Sample Estimates of Risk Averse Stochastic Programs	2013-06-26	Paper
Bounds for nested law invariant coherent risk measures	2013-03-05	Paper
Time consistency of dynamic risk measures	2013-03-05	Paper
Comments on: Stability in linear optimization and related topics. A personal tour	2013-02-26	Paper
Minimax and risk averse multistage stochastic programming	2012-12-29	Paper
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics	2012-12-07	Paper
Uniqueness of Kusuoka Representations	2012-10-26	Paper
Validation analysis of mirror descent stochastic approximation method	2012-10-15	Paper
Finding Optimal Material Release Times Using Simulation-Based Optimization	2012-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3096726	2011-11-11	Paper
A dynamic programming approach to adjustable robust optimization	2011-08-09	Paper
Analysis of stochastic dual dynamic programming method	2011-01-21	Paper
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis	2010-11-04	Paper
Robust Stochastic Approximation Approach to Stochastic Programming	2009-11-27	Paper
Lectures on Stochastic Programming	2009-11-09	Paper
Sample average approximation method for chance constrained programming: Theory and applications	2009-11-04	Paper
On a time consistency concept in risk averse multistage stochastic programming	2009-08-14	Paper
Semi-infinite programming, duality, discretization and optimality conditions†	2009-04-23	Paper
Simulation-based approach to estimation of latent variable models	2009-04-06	Paper
Asymptotic normality of test statistics under alternative hypotheses	2009-03-25	Paper
Augmented lagrangians in semi-infinite programming	2008-12-16	Paper
On duality theory of convex semi-infinite programming	2008-11-04	Paper
Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation	2008-06-20	Paper
Optimization of Convex Risk Functions	2008-05-27	Paper
Conditional Risk Mappings	2008-05-27	Paper
Asymptotics of minimax stochastic programs	2008-03-12	Paper
Convex Approximations of Chance Constrained Programs	2007-11-16	Paper
Stochastic programming approach to optimization under uncertainty	2007-09-10	Paper
Coherent risk measures in inventory problems	2007-05-11	Paper
Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions	2006-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q5494167	2006-10-17	Paper
The empirical behavior of sampling methods for stochastic programming	2006-10-11	Paper
Solving multistage asset investment problems by the sample average approximation method	2006-09-12	Paper
Stochastic programming with equilibrium constraints	2006-08-14	Paper
Worst-case distribution analysis of stochastic programs	2006-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q5201292	2006-04-18	Paper
https://portal.mardi4nfdi.de/entity/Q5201296	2006-04-18	Paper
On complexity of multistage stochastic programs	2006-01-18	Paper
On a Class of Nonsmooth Composite Functions	2005-11-11	Paper
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization	2005-11-11	Paper
Sensitivity Analysis of Parameterized Variational Inequalities	2005-11-11	Paper
A stochastic programming approach for supply chain network design under uncertainty	2005-08-01	Paper
Differentiability and semismoothness properties of integral functions and their applications	2005-04-19	Paper
On a Class of Minimax Stochastic Programs	2005-02-23	Paper
Inference of statistical bounds for multistage stochastic programming problems	2004-03-07	Paper
Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints.	2004-02-14	Paper
Monte Carlo sampling approach to stochastic programming	2004-02-11	Paper
Sensitivity analysis of generalized equations	2003-09-16	Paper
Conditioning of convex piecewise linear stochastic programs	2003-07-13	Paper
The sample average approximation method applied to stochastic routing problems: a computational study	2003-04-03	Paper
Testing of monotonicity in parametric regression models	2003-04-03	Paper
On the asymptotics of constrained local \(M\)-estimators.	2002-11-14	Paper
Second-order optimality conditions in generalized semi-infinite programming	2002-05-14	Paper
The Sample Average Approximation Method for Stochastic Discrete Optimization	2002-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q2724707	2002-02-25	Paper
Minimax analysis of stochastic problems	2002-01-01	Paper
Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints	2001-11-26	Paper
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs	2001-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q2776650	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4517099	2000-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4503250	2000-09-05	Paper
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets	1999-11-24	Paper
Some new results on correlation-preserving factor scores prediction methods	1999-11-11	Paper
First-order optimality conditions in generalized semi-infinite programming	1999-09-12	Paper
Sensitivity Analysis of Parametrized Programs via Generalized Equations	1999-08-29	Paper
A simulation-based approach to two-stage stochastic programming with recourse	1999-06-03	Paper
Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions	1999-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q3840140	1998-11-05	Paper
Optimization Problems with Perturbations: A Guided Tour	1998-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q4400634	1998-08-02	Paper
First and second order analysis of nonlinear semidefinite programs	1997-11-25	Paper
Simulation-based optimization—convergence analysis and statistical inference	1997-06-23	Paper
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints	1997-06-12	Paper
An integral transform approach to cross-variograms modeling	1997-02-27	Paper
Directional differentiability of the optimal value function in convex semi-infinite programming	1996-02-06	Paper
On Eigenvalue Optimization	1995-11-01	Paper
Variogram fitting with a general class of conditionally nonnegative definite functions	1995-08-17	Paper
On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs	1994-12-11	Paper
Quantitative stability in stochastic programming	1994-12-11	Paper
Directionally nondifferentiable metric projection	1994-08-09	Paper
First-order conditions for isolated locally optimal solutions	1994-07-17	Paper
Existence and Differentiability of Metric Projections in Hilbert Spaces	1994-05-18	Paper
Asymptotic Behavior of Optimal Solutions in Stochastic Programming	1994-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q3141922	1993-11-02	Paper
Sensitivity Analysis of Parametrized Programs under Cone Constraints	1993-04-01	Paper
Perturbation analysis of optimization problems in banach spaces	1993-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4026942	1993-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q4014788	1992-12-07	Paper
Invariance of covariance structures under groups of transformations	1992-06-28	Paper
Asymptotic analysis of stochastic programs	1992-06-26	Paper
Upper bounds for nearly optimal diagonal scaling of matrices	1991-01-01	Paper
Testing and estimation of equal variances for correlated variables	1990-01-01	Paper
On the treatment of correlation structures as covariance structures	1990-01-01	Paper
On differential stability in stochastic programming	1990-01-01	Paper
On concepts of directional differentiability	1990-01-01	Paper
Asymptotic properties of statistical estimators in stochastic programming	1989-01-01	Paper
Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections	1988-01-01	Paper
Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis	1988-01-01	Paper
Dual Algorithm for Orthogonal Procrustes Rotations	1988-01-01	Paper
Robustness of normal theory methods in the analysis of linear latent variate models	1988-01-01	Paper
Directional differentiability of metric projections onto moving sets at boundary points	1988-01-01	Paper
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton	1988-01-01	Paper
On the asymptotic bias of estimators under parameter drift	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3761473	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3776399	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3785793	1987-01-01	Paper
Analysis of Covariance Structures Under Elliptical Distributions	1987-01-01	Paper
On Differentiability of Metric Projections in R n , 1: Boundary Case	1987-01-01	Paper
Asymptotic Theory of Overparameterized Structural Models	1986-01-01	Paper
Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization	1986-01-01	Paper
The asymptotic covariance matrix of sample correlation coefficients under general conditions	1986-01-01	Paper
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs	1985-01-01	Paper
Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints	1985-01-01	Paper
Optimal Block Diagonal $l_2 $-Scaling of Matrices	1985-01-01	Paper
Extremal problems on the set of nonnegative definite matrices	1985-01-01	Paper
Identifiability of factor analysis: Some results and open problems	1985-01-01	Paper
On the multivariate asymptotic distribution of sequential chi-square statistics	1985-01-01	Paper
Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3694478	1985-01-01	Paper
On Optimality Conditions in Quasidifferentiable Optimization	1984-01-01	Paper
A note on the consistency of estimators in the analysis of moment structures	1984-01-01	Paper
Fisher Discriminant Analysis and Factor Analysis	1983-01-01	Paper
On the investigation of local identifiability: A counterexample	1983-01-01	Paper
On the unsolvability of inverse eigenvalues problems almost everywhere	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3666044	1983-01-01	Paper
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis	1982-01-01	Paper
Minimum rank and minimum trace of covariance matrices	1982-01-01	Paper
Weighted minimum trace factor analysis	1982-01-01	Paper
Optimally scaled matrices, necessary and sufficient conditions	1982-01-01	Paper

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