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On Kusuoka representation of law invariant risk measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
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Sensitivity Analysis of Parameterized Variational Inequalities
Shapiro, Alexander
- In:
Mathematics of operations research
30
(
2005
)
1
,
pp. 109-126
Persistent link: https://www.econbiz.de/10006417425
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Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
Shapiro, Alexander
;
Sun, Jie
- In:
Mathematics of operations research
29
(
2004
)
3
,
pp. 479-491
Persistent link: https://www.econbiz.de/10006417599
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On a Class of Nonsmooth Composite Functions
Shapiro, Alexander
- In:
Mathematics of operations research
28
(
2003
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10006417859
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5
Sensitivity Analysis of Optimization Problems under Second Order Regular Constraints
Bonnans, J.Frédéric
;
Cominetti, Roberto
;
Shapiro, …
- In:
Mathematics of operations research
23
(
1998
)
4
,
pp. 806-831
Persistent link: https://www.econbiz.de/10006419756
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On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-infinite Programs
Shapiro, Alexander
- In:
Mathematics of operations research
19
(
1994
)
3
,
pp. 743-752
Persistent link: https://www.econbiz.de/10006421084
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7
Asymptotic Behavior of Optimal Solutions in Stochastic Programming
Shapiro, Alexander
- In:
Mathematics of operations research
18
(
1993
)
4
,
pp. 829-845
Persistent link: https://www.econbiz.de/10006421302
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8
Conditional Risk Mappings
Ruszczynski, Andrzej
;
Shapiro, Alexander
- In:
Mathematics of operations research
31
(
2006
)
3
,
pp. 544-561
Persistent link: https://www.econbiz.de/10007282673
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9
Optimization of Convex Risk Functions
Ruszczynski, Andrzej
;
Shapiro, Alexander
- In:
Mathematics of operations research
31
(
2006
)
3
,
pp. 433-452
Persistent link: https://www.econbiz.de/10007282679
Saved in:
10
On Kusuoka Representation of Law Invariant Risk Measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10010084134
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