Alexander Shapiro
- On the Multivariate Asymptotic Distribution of Sequential Chi-Square Statistics
1985/09/01 by James H. Steiger, Alexander Shapiro, Michael W. Browne · 8 citations
Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Methods and Mixture Models #Advanced Statistical Methods and Models
- Convergence analysis of gradient descent stochastic algorithms
1996/11/01 by Alexander Shapiro, A. Shapiro, Y. Wardi · 4 citations
Decision Sciences · Business, Management and Accounting · Mathematics · #Simulation Techniques and Applications #Advanced Queuing Theory Analysis #Markov Chains and Monte Carlo Methods
- The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study
2003/02/01 by Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt +3 · 3 citations
Business, Management and Accounting · Engineering · Social Sciences · #Supply Chain and Inventory Management #Transportation Planning and Optimization #Vehicle Routing Optimization Methods
- Risk averse stochastic programming: time consistency and optimal\n stopping
2018/08/31 by Alois Pichler, Alexander Shapiro, Pichler, Alois +1 · 2 citations
Decision Sciences · #Risk and Portfolio Optimization
- Bayesian Distributionally Robust Optimization
2021/12/16 by Alexander Shapiro, Enlu Zhou, Shapiro, Alexander +3 · 2 citations
Decision Sciences · Mathematics · #Risk and Portfolio Optimization #Forecasting Techniques and Applications #Statistical Methods and Inference
- K-theoretic Coulomb branches of quiver gauge theories and cluster varieties
2019/10/07 by Gus Schrader, Alexander Shapiro, Schrader, Gus +1 · 1 citation
Mathematics · Physics and Astronomy · #Algebraic structures and combinatorial models #Black Holes and Theoretical Physics #Nonlinear Waves and Solitons
- Rank one tensor completion problem
2020/09/18 by Mohit Singh, Singh, Mohit, Alexander Shapiro +3 · 1 citation
Computer Science · Engineering · Mathematics · #FOS: Mathematics #Image and Signal Denoising Methods #Numerical Analysis (math.NA) #Sparse and Compressive Sensing Techniques #Tensor decomposition and applications
- Convergence Analysis of Sample Average Approximation of Two-stage Stochastic Generalized Equations
2018/01/11 by Xiaojun Chen, Alexander Shapiro, Chen, Xiaojun +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #90C15 #90C33 #Economic theories and models #FOS: Mathematics #Fuzzy Systems and Optimization #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- Distributionally robust stochastic optimal control
2024/06/09 by Alexander Shapiro, Shapiro, Alexander, Yan Li +1 · 1 citation
Engineering · #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC)