The following pages link to Alexander Shapiro (Q207146):
Displayed 50 items.
- Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints. (Q1423112) (← links)
- Inference of statistical bounds for multistage stochastic programming problems (Q1423707) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Modified distribution-free goodness-of-fit test statistic (Q1643430) (← links)
- Interchangeability principle and dynamic equations in risk averse stochastic programming (Q1728267) (← links)
- Statistical inference of semidefinite programming (Q1739028) (← links)
- Decomposability and time consistency of risk averse multistage programs (Q1755843) (← links)
- Differentiability and semismoothness properties of integral functions and their applications (Q1771309) (← links)
- On concepts of directional differentiability (Q1824192) (← links)
- On the unsolvability of inverse eigenvalues problems almost everywhere (Q1837260) (← links)
- On the asymptotics of constrained local \(M\)-estimators. (Q1848809) (← links)
- The sample average approximation method applied to stochastic routing problems: a computational study (Q1866135) (← links)
- Testing of monotonicity in parametric regression models (Q1866206) (← links)
- Variogram fitting with a general class of conditionally nonnegative definite functions (Q1896059) (← links)
- Directional differentiability of the optimal value function in convex semi-infinite programming (Q1906068) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Central limit theorem and sample complexity of stationary stochastic programs (Q2060347) (← links)
- Distributionally robust optimal control and MDP modeling (Q2060388) (← links)
- Risk neutral reformulation approach to risk averse stochastic programming (Q2184085) (← links)
- The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability (Q2250641) (← links)
- Risk neutral and risk averse stochastic dual dynamic programming method (Q2253437) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- On parametric nonlinear programming (Q2276886) (← links)
- Suggested research topics in sensitivity and stability analysis for semi- infinite programming problems (Q2276890) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Comment on the asymptotics of a distribution-free goodness of fit test statistic (Q2348192) (← links)
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
- Optimization of PDEs with uncertain inputs (Q2419399) (← links)
- Asymptotics of minimax stochastic programs (Q2476823) (← links)
- On the spans of polynomials and their derivatives (Q2484262) (← links)
- A stochastic programming approach for supply chain network design under uncertainty (Q2484345) (← links)
- Worst-case distribution analysis of stochastic programs (Q2492684) (← links)
- Stochastic programming with equilibrium constraints (Q2499380) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- On complexity of multistage stochastic programs (Q2583700) (← links)
- On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (Q2706316) (← links)
- (Q2724707) (← links)
- Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints (Q2757567) (← links)
- (Q2776650) (← links)
- The Sample Average Approximation Method for Stochastic Discrete Optimization (Q2784421) (← links)
- (Q2925334) (← links)
- Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis (Q3053111) (← links)
- (Q3096726) (← links)
- Finding Optimal Material Release Times Using Simulation-Based Optimization (Q3116626) (← links)
- (Q3141922) (← links)
- Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics (Q3144391) (← links)