Information about the author Alexander Shapiro will soon be added to the site.

Found 30 papers in total

2017

Many carriers, such as airlines and ocean carriers, collaborate through the formation...

2016

It is known that directional differentiability of metric projection onto a closed...

2013

We take advantage of the interpretation of stochastic capacity expansion problems as...

2011

In this paper we consider the adjustable robust approach to multistage optimization,...

2012

In this paper we discuss time consistency of risk averse multistage stochastic...

2012

With every law invariant coherent risk measure is associated its conditional analogue....

2013

In this paper we discuss risk neutral and risk averse approaches to multistage...

2012

In this paper we study relations between the minimax, risk averse and nested...

2011

In this paper we discuss statistical properties and convergence of the Stochastic Dual...

2009

We discuss time consistency of multistage risk averse stochastic programming problems....

2006

We introduce an axiomatic definition of a conditional convex risk mapping and we...

2006

We consider optimization problems involving convex risk functions. By employing...

2004

A large class of optimization problems can be modeled as minimization of an objective...

2003

We discuss in this paper a class of nonsmooth functions which can be represented, in a...

2006

We investigate the quality of solutions obtained from sample-average approximations to...

2005

This paper proposes a stochastic programming model and solution algorithm for solving...

2005

In this article we discuss weak and strong duality properties of convex semi-infinite...

2006

In this paper, we discuss here-and-now type stochastic programs with equilibrium...

2006

In this paper we derive estimates of the sample sizes required to solve a multistage...

2005

In this paper we discuss local uniqueness, continuity, and differentiability...

2002

In practical applications of stochastic programming the involved probability...

1999

In this paper, we consider a generalized semi-infinite optimization problem where the...

1999

We present a method for setting release times for jobs with due dates in a stochastic...

1998

In this paper we consider stochastic programming problems where the objective function...

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