The following pages link to Alexander Shapiro (Q207146):
Displayed 50 items.
- A note on the consistency of estimators in the analysis of moment structures (Q3330328) (← links)
- Upper bounds for nearly optimal diagonal scaling of matrices (Q3348107) (← links)
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
- On duality theory of convex semi-infinite programming (Q3534642) (← links)
- Semi-infinite programming, duality, discretization and optimality conditions† (Q3622011) (← links)
- Lectures on Stochastic Programming (Q3643498) (← links)
- Robust Stochastic Approximation Approach to Stochastic Programming (Q3648521) (← links)
- (Q3666044) (← links)
- Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs (Q3686438) (← links)
- (Q3694478) (← links)
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs (Q3703671) (← links)
- Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints (Q3729812) (← links)
- Asymptotic Theory of Overparameterized Structural Models (Q3729851) (← links)
- Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization (Q3742228) (← links)
- (Q3761473) (← links)
- (Q3776399) (← links)
- (Q3785793) (← links)
- Analysis of Covariance Structures Under Elliptical Distributions (Q3788906) (← links)
- Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections (Q3792503) (← links)
- Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis (Q3810696) (← links)
- Dual Algorithm for Orthogonal Procrustes Rotations (Q3814650) (← links)
- (Q3840140) (← links)
- Fisher Discriminant Analysis and Factor Analysis (Q3965426) (← links)
- (Q4014788) (← links)
- (Q4026942) (← links)
- Perturbation analysis of optimization problems in banach spaces (Q4029131) (← links)
- Sensitivity Analysis of Parametrized Programs under Cone Constraints (Q4030365) (← links)
- Optimization Problems with Perturbations: A Guided Tour (Q4210338) (← links)
- Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions (Q4229455) (← links)
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming (Q4286936) (← links)
- Sensitivity Analysis of Parametrized Programs via Generalized Equations (Q4291173) (← links)
- Existence and Differentiability of Metric Projections in Hilbert Spaces (Q4294747) (← links)
- On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs (Q4316555) (← links)
- On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints (Q4340810) (← links)
- (Q4400634) (← links)
- Monte Carlo sampling approach to stochastic programming (Q4452116) (← links)
- (Q4503250) (← links)
- (Q4517099) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations (Q4620415) (← links)
- Matrix Completion With Deterministic Pattern: A Geometric Perspective (Q4628264) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- On a Class of Minimax Stochastic Programs (Q4651991) (← links)
- Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets (Q4702295) (← links)
- Minimax analysis of stochastic problems (Q4709737) (← links)
- On Differentiability of Metric Projections in R n , 1: Boundary Case (Q4720166) (← links)
- On Eigenvalue Optimization (Q4852580) (← links)
- Simulation-based optimization—convergence analysis and statistical inference (Q4895649) (← links)
- Goodness-of-Fit Tests on Manifolds (Q5001648) (← links)
- Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589) (← links)