Alexander Shapiro
Georgia Institute of Technology
H-index: 77
North America-United States
Top articles of Alexander Shapiro
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound | Operations Research Letters | Vincent Guigues Alexander Shapiro Yi Cheng | 2023/7/1 |
Dual bounds for periodical stochastic programs | Operations Research | Alexander Shapiro Yi Cheng | 2023/1 |
Statistical limit theorems in distributionally robust optimization | Jose Blanchet Alexander Shapiro | 2023/12/10 | |
Bayesian distributionally robust optimization | SIAM Journal on Optimization | Alexander Shapiro Enlu Zhou Yifan Lin | 2023/6/30 |
Rectangularity and duality of distributionally robust Markov Decision Processes | arXiv preprint arXiv:2308.11139 | Yan Li Alexander Shapiro | 2023/8/22 |
Conditional distributionally robust functionals | Operations Research | Alexander Shapiro Alois Pichler | 2023/6/29 |
Episodic Bayesian Optimal Control with Unknown Randomness Distributions | arXiv preprint arXiv:2308.08478 | Alexander Shapiro Enlu Zhou Yifan Lin Yuhao Wang | 2023/8/16 |
Distributionally robust stochastic variational inequalities | Mathematical Programming | Hailin Sun Alexander Shapiro Xiaojun Chen | 2023/6 |
Duality and sensitivity analysis of multistage linear stochastic programs | European Journal of Operational Research | Vincent Guigues Alexander Shapiro Yi Cheng | 2023/7/16 |
Numerical Methods for Convex Multistage Stochastic Optimization | arXiv preprint arXiv:2303.15672 | Guanghui Lan Alexander Shapiro | 2023/3/28 |
Distributionally robust modeling of optimal control | Operations Research Letters | Alexander Shapiro | 2022/9/1 |
Risk-averse stochastic programming: Time consistency and optimal stopping | Operations Research | Alois Pichler Rui Peng Liu Alexander Shapiro | 2022/7 |
Testing rank of incomplete unimodal matrices | IEEE Signal Processing Letters | Rui Zhang Junting Chen Yao Xie Alexander Shapiro Urbashi Mitra | 2021/4/2 |
Distributionally robust optimal control and MDP modeling | Operations Research Letters | Alexander Shapiro | 2021/9/1 |
On Characteristic Rank for Matrix and Tensor Completion [Lecture Notes] | IEEE Signal Processing Magazine | Alexander Shapiro Yao Xie Rui Zhang | 2021/2/26 |
Chapter 8: Computational Methods | Alexander Shapiro | 2021/7/7 | |
Goodness-of-fit tests on manifolds | IEEE Transactions on Information Theory | Alexander Shapiro Yao Xie Rui Zhang | 2021/1/11 |
Chapter 7: Distributionally robust stochastic programming | Alexander Shapiro | 2021/7/7 | |
Mathematical foundations of distributionally robust multistage optimization | SIAM Journal on Optimization | Alois Pichler Alexander Shapiro | 2021 |
Chapter 3: Multistage Problems | Andrzej Ruszczyński Alexander Shapiro | 2021/7/7 |
Co-Authors
