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European journal of operational research : EJOR
Operations research letters
15
Mathematics of operations research
10
Psychometrika
8
The review of financial studies
8
European Journal of Operational Research
5
IFA working paper
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
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1
Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 63-72
Persistent link: https://www.econbiz.de/10008798705
Saved in:
2
Minimax and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 719-726
Persistent link: https://www.econbiz.de/10009526593
Saved in:
3
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
Saved in:
4
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
5
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
Costa, Joari Paulo da
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
Saved in:
6
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
7
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
8
Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
Saved in:
9
Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 63-73
Persistent link: https://www.econbiz.de/10008769593
Saved in:
10
Coherent risk measures in inventory problems
Ahmed, Shabbir
;
Çakmak, Ulaş
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
182
(
2007
)
1
,
pp. 226-238
Persistent link: https://www.econbiz.de/10007770740
Saved in:
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