The following pages link to Alexander Shapiro (Q207146):
Displayed 29 items.
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Periodical Multistage Stochastic Programs (Q5116550) (← links)
- Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models (Q5144782) (← links)
- Lectures on Stochastic Programming: Modeling and Theory, Third Edition (Q5161579) (← links)
- Worst-Case-Expectation Approach to Optimization Under Uncertainty (Q5166293) (← links)
- On Kusuoka Representation of Law Invariant Risk Measures (Q5169659) (← links)
- On Optimality Conditions in Quasidifferentiable Optimization (Q5186238) (← links)
- Optimal Block Diagonal $l_2 $-Scaling of Matrices (Q5186632) (← links)
- (Q5201292) (← links)
- (Q5201296) (← links)
- Consistency of Sample Estimates of Risk Averse Stochastic Programs (Q5299576) (← links)
- Optimization of Convex Risk Functions (Q5387990) (← links)
- Conditional Risk Mappings (Q5387996) (← links)
- Convex Approximations of Chance Constrained Programs (Q5426893) (← links)
- (Q5494167) (← links)
- On a Class of Nonsmooth Composite Functions (Q5704146) (← links)
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization (Q5704185) (← links)
- Sensitivity Analysis of Parameterized Variational Inequalities (Q5704214) (← links)
- Rectangular Sets of Probability Measures (Q5740228) (← links)
- Robustness of normal theory methods in the analysis of linear latent variate models (Q5750143) (← links)
- Second-order optimality conditions in generalized semi-infinite programming (Q5945283) (← links)
- Comments on: Stability in linear optimization and related topics. A personal tour (Q5970641) (← links)
- Distributionally robust stochastic variational inequalities (Q6044981) (← links)
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
- Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560) (← links)
- Uniqueness of Kusuoka Representations (Q6236685) (← links)
- Risk averse stochastic programming: time consistency and optimal stopping (Q6306085) (← links)
- On characteristic rank for matrix and tensor completion (Q6348368) (← links)
- Rank one tensor completion problem (Q6349634) (← links)