Alexander Shapiro

Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)

765 Ferst Drive

Atlanta, GA 30332-0205

United States

SCHOLARLY PAPERS

5

DOWNLOADS

754

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Optimization of Convex Risk Functions

Number of pages: 32 Posted: 02 Mar 2005
Andrzej Ruszczynski and Alexander Shapiro
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 243 (137,969)
Citation 8

Abstract:

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Convex analysis, stochastic optimization, risk measures, mean-variance models, duality

2.

When Friends Become Competitors: The Design of Resource Exchange Alliances

Georgetown McDonough School of Business Research Paper
Number of pages: 51 Posted: 13 Sep 2013 Last Revised: 13 Nov 2015
So Yeon Chun, Anton Kleywegt and Alexander Shapiro
INSEAD, Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 207 (160,847)

Abstract:

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alliance, resource exchange, pricing, revenue management, stochastic mathematical programming with equilibrium constraints, non-cooperative game

3.

Conditional Risk Mappings

Number of pages: 28 Posted: 04 May 2005
Andrzej Ruszczynski and Alexander Shapiro
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 156 (206,544)
Citation 1

Abstract:

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Risk, convex analysis, conjugate duality, dynamic programming

4.

Modified Distribution-Free Goodness of Fit Test Statistic

Georgetown McDonough School of Business Research Paper No. 2697843
Number of pages: 17 Posted: 03 Dec 2015 Last Revised: 25 Dec 2015
So Yeon Chun, Michael Browne and Alexander Shapiro
INSEAD, Ohio State University (OSU) and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 79 (334,576)

Abstract:

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covariance structures, distribution-free test statistic, asymptotics, chisquare distribution, ill-conditioned problem

5.

Nonparametric Estimation of Concave Production Technologies by Entropic Methods

Journal of Applied Econometrics, September 22, 2005
Number of pages: 27 Posted: 20 Jun 2006
University of Pennsylvania - The Wharton School, Georgia Institute of Technology, Hebrew University of Jerusalem - Department of Economics, Technion-Israel Institute of Technology and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 69 (361,006)

Abstract:

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Entropic , Nonparametric, Concave, Production