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subject:"Welt"
type:"article"
~subject:"Stochastischer Prozess"
~person:"Shapiro, Alexander"
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Shapiro, Alexander
Escudero, Laureano F.
35
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23
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21
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17
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16
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European journal of operational research : EJOR
8
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4
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1
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1
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1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
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
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
Saved in:
5
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:
6
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:
7
Interchangeability principle and dynamic equations in risk averse stochastic programming
Shapiro, Alexander
- In:
Operations research letters
45
(
2017
)
4
,
pp. 377-381
Persistent link: https://www.econbiz.de/10011740612
Saved in:
8
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:
9
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
Saved in:
10
Minimal representation of insurance prices
Pichler, Alois
;
Shapiro, Alexander
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011312072
Saved in:
11
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
De Maere d'Aertrycke, Gauthier
;
Shapiro, Alexander
; …
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10009774882
Saved in:
12
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:
13
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:
14
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:
15
On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander
- In:
Operations research letters
37
(
2009
)
3
,
pp. 143-147
Persistent link: https://www.econbiz.de/10003903823
Saved in:
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