27 citations · 76 across the 19 of their papers we have counts for
4 papers · 1 filter
Computing with Hamiltonian operators
R. Vitolo
Hamiltonian operators are used in the theory of integrable partial differential equations to prove the existence of infinite sequences of commuting symmetries or integrals. In this…
Decomposability and time consistency of risk averse multistage programs
Alexander Shapiro, Kerem Ugurlu
Two approaches to time consistency of risk averse multistage stochastic problems were discussed in the recent literature. In one approach certain properties of the cor-responding r…
Matrix completion with deterministic pattern - a geometric perspective
Alexander Shapiro, Yao Xie, Rui Zhang
We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at l…
Convergence Analysis of Sample Average Approximation of Two-stage Stochastic Generalized Equations
Xiaojun Chen, Alexander Shapiro, Hailin Sun
A solution of two-stage stochastic generalized equations is a pair: a first stage solution which is independent of realization of the random data and a second stage solution which…