Alexander Shapiro
Active 1964–2025
- 159
- Papers
- 26,238
- Citations
- 62
- h-index
- 128
- i10-index
Citations
Citation sources
Countries
Institutions
Fields
- Computer Science30%
- Engineering22.2%
- Decision Sciences21.9%
- Mathematics9.5%
- Business, Management and Accounting6.9%
- Economics, Econometrics and Finance2.2%
- Other7.3%
Topics
- Risk and Portfolio Optimization7.6%
- Advanced Optimization Algorithms Research5.3%
- Optimization and Variational Analysis5.3%
- Sparse and Compressive Sensing Techniques4.2%
- Stochastic Gradient Optimization Techniques4%
- Optimization and Mathematical Programming2.5%
- Other71.1%
Coauthors
- Andrzej Ruszczynski8
- Arkadi Nemirovski6
- J. Frédéric Bonnans6
- Rui Zhang6
- Shabbir Ahmed6
- Yao Xie5
- Anton J. Kleywegt4
- Guanghui Lan4
- Tito Homem-de-Mello4
- Yi Cheng4
- Alois Pichler3
- Darinka Dentcheva3
- Jan-J. Rückmann3
- Michael W. Browne3
- So Yeon Chun3
- Vincent Guigues3
- Anatoli B. Juditsky2
- Andres Cicuttin2
- Enlu Zhou2
- Giacomo Della Riccia2
- Hailin Sun2
- Joari Paulo da Costa2
- Jos M. F. ten Berge2
- Linwei Xin2
All papers
- Robust Stochastic Approximation Approach to Stochastic Programming
Authors: Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro - SIAM Journal on Optimization, SIAM J. Optim. 2009 cited by 2,095
- The Sample Average Approximation Method for Stochastic Discrete Optimization
Authors: Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello - SIAM Journal on Optimization, SIAM J. Optim. 2002 cited by 2,011
- Perturbation Analysis of Optimization Problems
Authors: J. Frédéric Bonnans, Alexander Shapiro - IEEE Symposium on Security and Privacy, SP 2000 cited by 2,456
- Lectures on Stochastic Programming: Modeling and Theory, Third Edition
Authors: Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczyński - Society for Industrial and Applied Mathematics eBooks 2021 cited by 288
- Convex Approximations of Chance Constrained Programs
Authors: Arkadi Nemirovski, Alexander Shapiro - SIAM Journal on Optimization, SIAM J. Optim. 2006 cited by 1,156
- Monte Carlo Sampling Methods
Authors: Alexander Shapiro - Handbooks in operations research and management science 2003 cited by 912
- Lectures on Stochastic Programming - Modeling and Theory
Authors: Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski - Society for Industrial and Applied Mathematics eBooks 2009 cited by 1,740
- Lectures on Stochastic Programming - Modeling and Theory, Second Edition
Authors: Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski - Society for Industrial and Applied Mathematics eBooks 2014 cited by 560
- Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications
Authors: Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro - Journal of Optimization Theory and Applications, J. Optimization Theory and Applications 2009 cited by 521
- A stochastic programming approach for supply chain network design under uncertainty
Authors: Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro - European Journal of Operational Research, Eur. J. Oper. Res. 2003 cited by 1,132
- Analysis of stochastic dual dynamic programming method
Authors: Alexander Shapiro - European Journal of Operational Research, Eur. J. Oper. Res. 2010 cited by 438
- The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study
Authors: Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt, George L. Nemhauser, Alexander Shapiro - Computational Optimization and Applications, Comput. Optim. Appl. 2003 cited by 483
- On Duality Theory of Conic Linear Problems
Authors: Alexander Shapiro - Nonconvex optimization and its applications 2001 cited by 328
- Modeling time-dependent randomness in stochastic dual dynamic programming
Authors: Nils Löhndorf, Alexander Shapiro - European Journal of Operational Research, Eur. J. Oper. Res. 2018 cited by 83
- Distributionally Robust Stochastic Programming
Authors: Alexander Shapiro - SIAM Journal on Optimization, SIAM J. Optim. 2017 cited by 128
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Authors: Alexander Shapiro - European Journal of Operational Research, Eur. J. Oper. Res. 2020 cited by 53
- Stochastic Programming Models
Authors: Andrzej Ruszczyński, Alexander Shapiro - Handbooks in operations research and management science 2003 cited by 448
- On Complexity of Stochastic Programming Problems
Authors: Alexander Shapiro, Arkadi Nemirovski - Applied optimization 2006 cited by 312
- Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Authors: Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares - European Journal of Operational Research, Eur. J. Oper. Res. 2012 cited by 259
- Scenario Approximations of Chance Constraints
Authors: Arkadi Nemirovski, Alexander Shapiro - Probabilistic and Randomized Methods for Design under Uncertainty 2006 cited by 194
- Automated long-term tracking and social behavioural phenotyping of animal colonies within a semi-natural environment
Authors: Aharon Weissbrod, Alexander Shapiro, Genadiy Vasserman, Liat Edry, Molly Dayan, Assif Yitzhaky, Libi Hertzberg, Ofer Feinerman, Tali Kimchi - Nature Communications 2013 cited by 257
- Minimax analysis of stochastic problems
Authors: Alexander Shapiro, Anton J. Kleywegt - Optimization methods & software, Optim. Methods Softw. 2002 cited by 253
- Coherent risk measures in inventory problems
Authors: Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro - European Journal of Operational Research, Eur. J. Oper. Res. 2005 cited by 211
- Asymptotic analysis of stochastic programs
Authors: Alexander Shapiro - Annals of Operations Research, Ann. Oper. Res. 1991 cited by 269
