Stochastic programming addresses optimization problems involving random parameters, which arise in many fields of science and engineering, including telecommunications, transportation, energy, medicine, and finance. Professor Alexander Shapiro has made fundamental contributions to the theoretical and methodological foundations of stochastic programming. His pioneering work includes novel modeling approaches, such as risk-averse optimization and distributionally robust Markov decision processes; advancements in duality theory and perturbation analysis; and development of solution techniques like sample average approximation and robust stochastic approximation. These innovations have significantly expanded the scope and capabilities of stochastic programming, enabling it to tackle a broader range of practical and theoretical challenges. Building on his foundational contributions, stochastic programming has become a critical tool in emerging fields such as machine learning and artificial intelligence. This workshop honors Professor Shapiro’s profound influence on the field and celebrates his remarkable contributions.
Alexander Shapiro is the A. Russell Chandler III Chair and Professor in the H. Milton Stewart School of Industrial and Systems Engineering at Georgia Tech. Dr. Shapiro’s research interests are focused on stochastic programming, risk analysis, simulation based optimization, and multivariate statistical analysis. In 2013 he was awarded Khachiyan Prize of INFORMS for lifetime achievements in optimization, and in 2018 he was a recipient of the Dantzig Prize awarded by the Mathematical Optimization Society and Society for Industrial and Applied Mathematics. In 2020 he was elected to the National Academy of Engineering. In 2021 he was a recipient of John von Neumann Theory Prize awarded by the Institute for Operations Research and the Management Sciences (INFORMS). Dr. Shapiro served on the editorial boards of a number of professional journals. He was an area editor (optimization) of Operations Research and the editor-in-chief of Mathematical Programming, Series A.