Alexander Shapiro

Robust Stochastic Approximation Approach to Stochastic Programming

Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan et al. · SIAM Journal on Optimization · 2009 · 2.1K citations

Natural Sciences, Mathematics, Algorithms +13

The Sample Average Approximation Method for Stochastic Discrete Optimization

Anton J. Kleywegt, Alexander Shapiro, Tito Homem‐de‐Mello · SIAM Journal on Optimization · 2002 · 2K citations · Full text

Natural Sciences, Mathematics, Optimization +16

Convex Approximations of Chance Constrained Programs

Arkadi Nemirovski, Alexander Shapiro · SIAM Journal on Optimization · 2006 · 1.2K citations

Natural Sciences, Computer Science, Mathematics +17

A stochastic programming approach for supply chain network design under uncertainty

Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro · European Journal of Operational Research · 2004 · 1.1K citations

Engineering, Industrial Engineering, Supply Chain Management +14

Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices

Suleyman Basak, Alexander Shapiro · Review of Financial Studies · 2001 · 872 citations

Management, Finance, Risk Management +17