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Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander; Cheng, Yi - In: Operations research letters 49 (2021) 5, pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
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Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander; Xin, Linwei - In: Operations research 68 (2020) 5, pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576
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Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander; Ugurlu, K. - In: Operations research letters 44 (2016) 5, pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
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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
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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
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When friends become competitors : the design of resource exchange alliances
Chun, So Yeon; Kleywegt, Anton J.; Shapiro, Alexander - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2127-2145
Persistent link: https://www.econbiz.de/10011729348
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Duality and sensitivity analysis of multistage linear stochastic programs
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: European journal of operational research : EJOR 308 (2023) 2, pp. 752-767
Persistent link: https://www.econbiz.de/10014283124
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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
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Dual bounds for periodical stochastic programs
Shapiro, Alexander; Cheng, Yi - In: Operations research 71 (2023) 1, pp. 120-128
Persistent link: https://www.econbiz.de/10014308404
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The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex - In: The review of financial studies 15 (2002) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10001639611