Alexander Shapiro

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4776-0053

H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332

Publications

• Episodic Bayesian Optimal Control with Unknown Randomness Distributions — Operations Research 2026
• Dual Bounds for Periodical Stochastic Programs — Operations Research 2023
• Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping — Operations Research 2022
• Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models — Operations Research 2020
• When Friends Become Competitors: The Design of Resource Exchange Alliances — Management Science 2017
• Rectangular Sets of Probability Measures — Operations Research 2016
• Worst-Case-Expectation Approach to Optimization Under Uncertainty — Operations Research 2013
• Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics — Operations Research 2012
• Optimal Asset Allocation and Risk Shifting in Money Management — The Review of Financial Studies 2007 (name-matched, not ORCID-linked)
• The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence — The Review of Financial Studies 2002
• Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices — The Review of Financial Studies 2001
• On the asymptotics of constrained local $M$-estimators — The Annals of Statistics 2000
• Finding Optimal Material Release Times Using Simulation-Based Optimization — Management Science 1999
• Asymptotic Properties of Statistical Estimators in Stochastic Programming — The Annals of Statistics 1989
• Analysis of Covariance Structures under Elliptical Distributions — Journal of the American Statistical Association 1987
• Adjustments for Kurtosis in Factor Analysis with Elliptically Distributed Errors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1987
• Asymptotic Theory of Overparameterized Structural Models — Journal of the American Statistical Association 1986
• Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints — Biometrika 1985