| Lectures on stochastic programming: modeling and theory A Shapiro, D Dentcheva SIAM, 2014 | 5318* | 2014 |
| Perturbation analysis of optimization problems JF Bonnans, A Shapiro Springer Science & Business Media, 2013 | 3682 | 2013 |
| Robust stochastic approximation approach to stochastic programming A Nemirovski, A Juditsky, G Lan, A Shapiro SIAM Journal on optimization 19 (4), 1574-1609, 2009 | 3137 | 2009 |
| The sample average approximation method for stochastic discrete optimization AJ Kleywegt, A Shapiro, T Homem-de-Mello SIAM Journal on optimization 12 (2), 479-502, 2002 | 2737 | 2002 |
| A stochastic programming approach for supply chain network design under uncertainty T Santoso, S Ahmed, M Goetschalckx, A Shapiro European Journal of Operational Research 167 (1), 96-115, 2005 | 1652 | 2005 |
| Convex approximations of chance constrained programs A Nemirovski, A Shapiro SIAM Journal on Optimization 17 (4), 969-996, 2007 | 1567 | 2007 |
| Stochastic programming SA RuszczyńskiA Handbooks in operations research and management science. Amsterdam: Elsevier, 2003 | 1473* | 2003 |
| Monte Carlo sampling methods A Shapiro Handbooks in operations research and management science 10, 353-425, 2003 | 1151 | 2003 |
| Discrete event systems: Sensitivity analysis and stochastic optimization by the score function method RY Rubinstein, A Shapiro Wiley, 1993 | 898 | 1993 |
| On the multivariate asymptotic distribution of sequential chi-square statistics JH Steiger, A Shapiro, MW Browne Psychometrika 50 (3), 253-263, 1985 | 752 | 1985 |
| Sample average approximation method for chance constrained programming: theory and applications BK Pagnoncelli, S Ahmed, A Shapiro Journal of optimization theory and applications 142 (2), 399-416, 2009 | 739 | 2009 |
| The sample average approximation method applied to stochastic routing problems: a computational study B Verweij, S Ahmed, AJ Kleywegt, G Nemhauser, A Shapiro Computational optimization and applications 24 (2), 289-333, 2003 | 678 | 2003 |
| Optimization of convex risk functions A Ruszczyński, A Shapiro Mathematics of operations research 31 (3), 433-452, 2006 | 657 | 2006 |
| Analysis of stochastic dual dynamic programming method A Shapiro European Journal of Operational Research 209 (1), 63-72, 2011 | 629 | 2011 |
| The empirical behavior of sampling methods for stochastic programming J Linderoth, A Shapiro, S Wright Annals of Operations Research 142 (1), 215-241, 2006 | 602* | 2006 |
| On complexity of stochastic programming problems A Shapiro, A Nemirovski Continuous optimization: Current trends and modern applications, 111-146, 2005 | 522 | 2005 |
| Risk neutral and risk averse stochastic dual dynamic programming method A Shapiro, W Tekaya, JP da Costa, MP Soares European journal of operational research 224 (2), 375-391, 2013 | 513 | 2013 |
| On duality theory of conic linear problems A Shapiro Nonconvex Optimization and its Applications 57, 135-155, 2001 | 508 | 2001 |
| On concepts of directional differentiability A Shapiro Journal of optimization theory and applications 66 (3), 477-487, 1990 | 476 | 1990 |
| On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs A Shapiro, T Homem-de-Mello SIAM journal on optimization 11 (1), 70-86, 2000 | 438 | 2000 |
Andrzej RuszczyńskiBoard of Governors Professor of Rutgers UniversityVerified email at business.rutgers.edu
