## Wets, Roger Jean-Baptiste

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 Author ID: wets.roger-j-b Published as: Wets, Roger J.-B.; Wets, R. J.-B.; Wets, Roger; Wets, R.; Wets, R. J. B.; Wets, Roger J. B.; Wets, Roger J-B.; Wets, Roger J-B; Wets, R. J-B.; Wets, Roger J.- B.; Wetts, Roger J.-B.; Wets, Roger B. more...less Homepage: https://www.math.ucdavis.edu/~rjbw/mypage/Home.html External Links: MGP · Wikidata · GND · IdRef · theses.fr
 Documents Indexed: 172 Publications since 1964, including 3 Books 11 Contributions as Editor Co-Authors: 94 Co-Authors with 146 Joint Publications 2,925 Co-Co-Authors
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### Co-Authors

 37 single-authored 27 Rockafellar, Ralph Tyrrell 14 Salinetti, Gabriella 11 Attouch, Hedy 9 Royset, Johannes O. 9 Walkup, David W. 8 Jofré, Alejandro 6 King, Alan J. 5 Artstein, Zvi 5 Woodruff, David L. 4 Chen, Xiaojun 4 Roberto, Lucchetti E. 4 van Slyke, Richard M. 4 Wallace, Stein W. 3 Birge, John R. 3 Ermoliev, Yuri M. 3 Rios, Ignacio 3 Somlyódy, László 3 Watson, Jean-Paul 2 Flåm, Sjur Didrik 2 Korf, Lisa A. 2 Pavon, Michele 2 Sorensen, Danny C. 2 Weintraub, Andrés P. 2 Witzgall, Christoph J. 1 Andreatta, G. B. 1 Arkin, Vadim I. 1 Aubin, Jean-Pierre 1 Azé, Dominique 1 Bagh, Adib 1 Beer, Gerald Alan 1 Bhattacharjee, Manish C. 1 Bianchi, Stephen W. 1 Bickel, Peter John 1 Brillinger, David R. 1 Chernoff, Herman 1 Cottle, Richard W. 1 Der Kiureghian, Armen 1 Diaconis, Persi Warren 1 Dinh The Luc 1 Dolecki, Szymon 1 Dong, Michael X. 1 Dupačová, Jitka 1 Ellis, Johnson 1 Escudero, Laureano Fernando 1 Ferguson, Thomas S. 1 Ferris, Michael C. 1 Gade, Dinakar 1 Garstka, Stanley J. 1 Goodman, Leo A. 1 Hackebeil, Gabriel A. 1 Hiriart-Urruty, Jean-Baptiste 1 Jonsbråten, Tore W. 1 Kamesam, Pasumarti V. 1 Kaniovski, Yuri M. 1 Kovacevic, Raimund M. 1 Lemaréchal, Claude 1 Lo, Albert Y. 1 Lockhart, Richard A. 1 Marshall, Albert W. 1 Mordukhovich, Boris S. 1 Nazareth, John Lawrence 1 Nazareth, Larry 1 Norkin, Vladimir I. 1 Parikh, Shailendra C. 1 Pflug, Georg Ch. 1 Philpott, Andrew B. 1 Polak, Elijah (Lucien) 1 Pong, Ting Kei 1 Prékopa, András 1 Puri, Madan Lal 1 Robinson, Stephen M. 1 Rolph, John E. 1 Römisch, Werner 1 Rosenblatt, Murray 1 Roussas, George Gregory 1 Ryan, Sarah M. 1 Samaniego, Francisco J. 1 Shaffer, Juliet 1 Shiraev, Albert N. 1 Solís, Francisco Javier 1 Stigler, Stephen M. 1 Sudderth, William D. 1 Sukumar, Natarajan 1 Sun, Hailin 1 Sun, Jie 1 Torre, Anna 1 Tucker, Howard G. 1 Varaiya, Pravin Pratap 1 Veliz, Fernando Badilla 1 Vervaat, Wim 1 Wozabal, David 1 Yang, Liming 1 Yatracos, Yannis G. 1 Zhang, Yanfang 1 Ziemba, William T.
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### Serials

 15 Mathematical Programming. Series A. Series B 9 Annals of Operations Research 9 SIAM Journal on Optimization 8 Mathematics of Operations Research 6 Journal of Mathematical Analysis and Applications 5 Mathematical Programming Study 5 SIAM Journal on Control and Optimization 5 Transactions of the American Mathematical Society 4 Pacific Journal of Mathematics 4 SIAM Journal on Applied Mathematics 4 Mathematical Programming Study 3 Stochastics 3 Proceedings of the American Mathematical Society 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 3 ORSA Journal on Computing 3 SIAM Review 2 The Annals of Statistics 2 Journal of Mathematical Economics 2 Journal of Multivariate Analysis 2 Mathematical Programming 2 Operations Research 2 Applied Stochastic Models and Data Analysis 2 Notices of the American Mathematical Society 2 Stochastics and Stochastics Reports 2 Journal of Nonparametric Statistics 2 SIAM Journal on Control 2 Set-Valued and Variational Analysis 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Canadian Mathematical Bulletin 1 Econometrica 1 Journal of Computer and System Sciences 1 Journal of Optimization Theory and Applications 1 Numerische Mathematik 1 Statistics & Decisions 1 European Journal of Operational Research 1 Computational Optimization and Applications 1 Set-Valued Analysis 1 Topology Proceedings 1 Economic Theory 1 Journal of Convex Analysis 1 INFORMS Journal on Computing 1 Quantitative Finance 1 Computational Management Science 1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 1 Seminarbericht, Humboldt-Universität zu Berlin, Sektion Mathematik 1 Journal of Research of the National Bureau of Standards 1 Operations-Research-Verfahren 1 Grundlehren der Mathematischen Wissenschaften 1 Lecture Notes in Control and Information Sciences 1 Lecture Notes in Economics and Mathematical Systems 1 Springer Series in Computational Mathematics 1 Mathematics and Financial Economics 1 Séminaire d’Analyse Convexe 1 Springer Series in Operations Research and Financial Engineering
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### Fields

 117 Operations research, mathematical programming (90-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 24 Numerical analysis (65-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 General topology (54-XX) 13 Probability theory and stochastic processes (60-XX) 13 Systems theory; control (93-XX) 11 General and overarching topics; collections (00-XX) 11 Convex and discrete geometry (52-XX) 10 Statistics (62-XX) 9 Real functions (26-XX) 4 Measure and integration (28-XX) 3 Operator theory (47-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 History and biography (01-XX) 2 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 2 Biology and other natural sciences (92-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX)

### Citations contained in zbMATH Open

155 Publications have been cited 5,400 times in 3,930 Documents Cited by Year
Variational analysis. Zbl 0888.49001
Rockafellar, R. Tyrrell; Wets, Roger J.-B.
1998
L-shaped linear programs with applications to optimal control and stochastic programming. Zbl 0197.45602
van Slyke, R. M.; Wets, Roger
1969
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
Rockafellar, R. T.; Wets, Roger J.-B.
1991
Minimization by random search techniques. Zbl 0502.90070
Solis, Francisco J.; Wets, Roger J.-B.
1981
Numerical techniques for stochastic optimization. Zbl 0658.00020
1988
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger
1988
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Zbl 0603.90104
Birge, John R.; Wets, Roger J.-B.
1986
Stochastic programs with fixed recourse: The equivalent deterministic program. Zbl 0311.90056
Wets, Roger J.-B.
1974
On the convergence of sequences of convex sets in finite dimensions. Zbl 0421.52003
Salinetti, Gabriella; Wets, Roger J.-B.
1979
Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007
Attouch, Hedy; Wets, Roger J.-B.
1991
The topology of the $$\rho$$-Hausdorff distance. Zbl 0769.54009
Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B.
1991
On the relations between two types of convergence for convex functions. Zbl 0359.54005
Salinetti, Gabriella; Wets, Roger J.-B.
1977
Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098
Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang
2012
Epi-consistency of convex stochastic programs. Zbl 0733.90049
King, Alan J.; Wets, Roger J.-B.
1991
Stochastic programs with recourse. Zbl 0203.21806
Walkup, D. W.; Wets, R. J.-B.
1967
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090
Rockafellar, R. T.; Wets, R. J.-B.
1986
Continuity of some convex-cone-valued mappings. Zbl 0145.38004
Walkup, D. W.; Wets, R. J.-B.
1967
Lifting projections of convex polyhedra. Zbl 0172.23702
Walkup, D. W.; Wets, R. J. B.
1969
Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010
Rockafellar, R. Tyrrell; Wets, Roger J-B
2017
On the convergence in distribution of measurable multifunctions (random sets), normal integrands, stochastic processes and stochastic infima. Zbl 0611.60004
Salinetti, Gabriella; Wets, Roger J.-B.
1986
Isometries for the Legendre-Fenchel transform. Zbl 0607.49009
Attouch, Hedy; Wets, Roger J. B.
1986
Variational inequalities and economic equilibrium. Zbl 1276.91070
Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B.
2007
Stability in two-stage stochastic programming. Zbl 0639.90074
Robinson, Stephen M.; Wets, Roger J.-B.
1987
A class of stochastic programs with decision dependent random elements. Zbl 0911.90268
Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L.
1998
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036
Rockafellar, R. T.; Wets, R. J.-B.
1990
A convergence theory for saddle functions. Zbl 0525.49009
Attouch, Hedy; Wets, Roger J.-B.
1983
Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005
Attouch, Hedy; Wets, Roger J.- B.
1993
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs. Zbl 1338.90282
Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L.
2016
On the convergence of closed-valued measurable multifunctions. Zbl 0501.28005
Salinetti, Gabriella; Wets, Roger J.-B.
1981
The minimization of semicontinuous functions: Mollifier subgradients. Zbl 0822.49016
Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B.
1995
Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093
Artstein, Zvi; Wets, Roger J. B.
1995
Stochastic convex programming: Relatively complete recourse and induced feasibility. Zbl 0346.90058
Rockafellar, R. T.; Wets, R. J.-B.
1976
On decision rules in stochastic programming. Zbl 0326.90049
Garstka, Stanley J.; Wets, Roger J.-B.
1974
Convergence of functions: Equi-semicontinuity. Zbl 0504.49006
Dolecki, Szymon; Salinetti, Gabriella; Wets, Roger J.-B.
1983
Programming under uncertainty: The complete problem. Zbl 0133.42601
Wets, R.
1966
A Lipschitzian characterization of convex polyhedra. Zbl 0182.25003
Walkup, David W.; Wets, Roger J.-B.
1969
The optimal recourse problem in discrete time: $$L^1$$-multipliers for inequality constraints. Zbl 0397.90078
Rockafellar, R. T.; Wets, R. J-B.
1978
Production planning via scenario modelling. Zbl 0784.90033
Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B.
1993
On the interchange of subdifferentiation and conditional expectation for convex functionals. Zbl 0487.49006
Rockafellar, R. T.; Wets, R. J. B.
1982
Stochastic convex programming: basic duality. Zbl 0339.90048
Rockafellar, R. T.; Wets, R. J.-B.
1976
Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157
Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B.
2017
Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053
Birge, John R.; Wets, Roger J.-B.
1987
Solving stochastic programs with simple recourse. Zbl 0584.90067
Wets, Roger J.-B.
1983
A duality theory for abstract mathematical programs with applications to optimal control theory. Zbl 0157.16004
Van Slyke, R. M.; Wets, R. J.-B.
1968
Large scale linear programming techniques. Zbl 0676.90043
Wets, R. J.-B.
1988
Convergence of convex functions, variational inequalities and convex optimization problems. Zbl 0481.90066
Wets, R. J. B.
1980
Stability of $$\varepsilon$$-approximate solutions to convex stochastic programs. Zbl 1211.90151
Römisch, W.; Wets, R. J.-B.
2007
A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011
Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B.
1992
Order-preserving functions; applications to majorization and order statistics. Zbl 0153.38502
Marshall, A. W.; Walkup, D. W.; Wets, R. J.-B.
1967
Nonanticipativity and $$\mathcal L^1$$-martingales in stochastic optimization problems. Zbl 0377.90073
Rockafellar, R. T.; Wets, R. J.-B.
1976
Epigraphical analysis. Zbl 0676.49003
Attouch, H.; Wets, R. J.-B.
1989
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Zbl 0835.90055
Kaniovski, Yuri M.; King, Alan J.; Wets, Roger J.-B.
1995
Stochastic convex programming: Kuhn-Tucker conditions. Zbl 0343.90039
Rockafellar, R. T.; Wets, R. J.-B.
1975
Random-lsc functions: an ergodic theorem. Zbl 1082.90552
Korf, Lisa A.; Wets, Roger J.-B.
2001
Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149
Royset, Johannes O.; Wets, Roger J.-B.
2017
Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021
Attouch, Hedy; Wets, Roger J.-B.
1990
On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. Zbl 0578.90080
Wets, Roger J.-B.
1985
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009
Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B.
1988
Stochastic programming: Solution techniques and approximation schemes. Zbl 0551.90070
Wets, R.
1983
Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality. Zbl 0346.90057
Rockafellar, R. T.; Wets, R. J.-B.
1976
A variational inequality scheme for determining an economic equilibrium of classical or extended type. Zbl 1113.49013
Jofre, A.; Rockafellar, R. T.; Wets, R. J.-B.
2005
Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036
Jofré, Alejandro; Wets, Roger J.-B.
2009
Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063
Birge, John R.; Wets, Roger J.-B.
1989
Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034
Philpott, Andy; Ferris, Michael; Wets, Roger
2016
Quantitative stability of variational systems. III: $$\varepsilon$$- approximate solutions. Zbl 0802.49009
Attouch, Hedy; Wets, Roger J.-B.
1993
Algorithms for frames and lineality spaces of cones. Zbl 0157.49502
Wets, R. J.-B.; Witzgall, C.
1967
Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005
Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B.
1994
Programming under uncertainty. The solution set. Zbl 0149.16502
Wets, R.
1966
Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042
Sukumar, N.; Wets, R. J.-B.
2007
Stochastic programs with recourse: special forms. Zbl 0264.90036
Walkup, D. W.; Wets, R. J. B.
1970
Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074
Wallace, Stein W.; Wets, Roger J.-B.
1992
Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111
Artstein, Zvi; Wets, Roger J.-B.
1994
Stochastic optimization models in forest planning: a progressive hedging solution approach. Zbl 1323.90046
Veliz, Fernando Badilla; Watson, Jean-Paul; Weintraub, Andres; Wets, Roger J.-B.; Woodruff, David L.
2015
Challenges in stochastic programming. Zbl 0874.90151
Wets, Roger J.-B.
1996
Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052
Wallace, Stein W.; Wets, Roger J.-B.
1989
Deterministic and stochastic optimization problems of Bolza type in discrete time. Zbl 0534.49022
Rockafellar, R. T.; Wets, R. J.-B.
1983
Continuous versus measurable recourse in N-stage stochastic programming. Zbl 0309.90039
Rockafellar, R. Tyrrell; Wets, Roger J. B.
1974
Addendum: “On the convergence of convex sets in finite dimensions”. Zbl 1308.52001
Salinetti, Gabriella; Wets, Roger B.
1980
Measures as Lagrange multipliers in multistage stochastic programming. Zbl 0369.90091
Rockafellar, R. T.; Wets, R. J.-B.
1977
Stochastic programming 84. Parts I, II. Zbl 0583.00042
1986
Continuity properties of Walras equilibrium points. Zbl 1026.91031
Jofré, Alejandro; Wets, Roger J.-B.
2002
Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011
1996
Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166
Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L.
2010
Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072
Royset, Johannes O.; Wets, Roger J.-B.
2015
Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093
Nazareth, J. L.; Wets, R. J.-B.
1986
Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098
Flåm, Sjur D.; Wets, Roger J.-B.
1987
Stochastic optimization models for lake eutrophication management. Zbl 0655.90044
Somlyódy, László; Wets, Roger J.-B.
1988
Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004
Royset, Johannes O.; Wets, Roger J.-B.
2016
Programming under uncertainty and stochastic optimal control. Zbl 0143.21302
van Slyke, Richard M.; Wets, R.
1966
Variational convergence of bifunctions: motivating applications. Zbl 1334.49031
Jofré, Alejandro; Wets, Roger J.-B.
2014
On the hypo-convergence of probability measures. Zbl 0624.60008
Salinetti, G.; Wets, R.
1986
Stochastic programming, an introduction. Zbl 0665.90070
Ermoliev, Yu.; Wets, R.
1988
Characterization theorems for stochastic programs. Zbl 0248.90042
Wets, Roger
1972
Statistical estimation from an optimization viewpoint. Zbl 0919.90121
Wets, Roger J.-B.
1999
Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm. Zbl 0661.90065
Rockafellar, R. T.; Wets, R. J.-B.
1986
General economic equilibrium with financial markets and retainability. Zbl 1405.91742
Jofré, A.; Rockafellar, R. T.; Wets, R. J-B.
2017
Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030
Lucchetti, Roberto; Wets, R. J.-B.
1993
Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138
Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B.
2015
Stochastic programmings with recourse. II: On the continuity of the objective. Zbl 0169.51402
Walkup, D. W.; Wets, R. J.-B.
1969
Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047
Rios, Ignacio; Wets, Roger J-B; Woodruff, David L.
2015
An optimization primer. Zbl 07372948
Royset, Johannes O.; Wets, Roger J.-B.
2021
Variational analysis of constrained M-estimators. Zbl 1460.62067
Royset, Johannes O.; Wets, Roger J-B.
2020
Lopsided convergence: an extension and its quantification. Zbl 1420.49030
Royset, Johannes O.; Wets, Roger J.-B.
2019
On univariate function identification problems. Zbl 1395.90230
Royset, Johannes O.; Wets, Roger J.-B.
2018
Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010
Rockafellar, R. Tyrrell; Wets, Roger J-B
2017
Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157
Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B.
2017
Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149
Royset, Johannes O.; Wets, Roger J.-B.
2017
General economic equilibrium with financial markets and retainability. Zbl 1405.91742
Jofré, A.; Rockafellar, R. T.; Wets, R. J-B.
2017
Preface. Zbl 1378.00102
2017
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs. Zbl 1338.90282
Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L.
2016
Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034
Philpott, Andy; Ferris, Michael; Wets, Roger
2016
Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004
Royset, Johannes O.; Wets, Roger J.-B.
2016
Erratum to: “Multivariate epi-splines and evolving function identification problems”. Zbl 1476.41007
Royset, Johannes O.; Wets, Roger J-B
2016
Optimality functions and lopsided convergence. Zbl 1342.90220
Royset, Johannes O.; Wets, Roger J.-B.
2016
Stochastic optimization models in forest planning: a progressive hedging solution approach. Zbl 1323.90046
Veliz, Fernando Badilla; Watson, Jean-Paul; Weintraub, Andres; Wets, Roger J.-B.; Woodruff, David L.
2015
Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072
Royset, Johannes O.; Wets, Roger J.-B.
2015
Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138
Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B.
2015
Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047
Rios, Ignacio; Wets, Roger J-B; Woodruff, David L.
2015
Modeling and estimating commodity prices: copper prices. Zbl 1321.91114
Wets, Roger J.-B.; Rios, Ignacio
2015
Variational convergence of bifunctions: motivating applications. Zbl 1334.49031
Jofré, Alejandro; Wets, Roger J.-B.
2014
Convex analysis and financial equilibrium. Zbl 1309.91086
Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B.
2014
Shape-restricted nonparametric regression with overall noisy measurements. Zbl 1297.62092
Pflug, Georg Ch.; Wets, Roger J.-B.
2013
Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098
Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang
2012
A time-embedded approach to economic equilibrium with incomplete financial markets. Zbl 1216.91041
Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B.
2011
A tribute to David Blackwell. Zbl 1225.01082
Bhattacharjee, Manish; Lockhart, Richard; Rolph, John; Tucker, Howard; Wets, Roger J.-B.; Bickel, Peter; Ferguson, Thomas S.; Lo, Albert; Puri, Madan L.; Stigler, Stephen; Sudderth, W.; Yatracos, Yannis; Brillinger, David; Goodman, Leo A.; Shaffer, Juliet; Chernoff, Herman; Diaconis, Persi; Rosenblatt, Murray; Samaniego, Francisco J.
2011
Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166
Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L.
2010
Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036
Jofré, Alejandro; Wets, Roger J.-B.
2009
Variational inequalities and economic equilibrium. Zbl 1276.91070
Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B.
2007
Stability of $$\varepsilon$$-approximate solutions to convex stochastic programs. Zbl 1211.90151
Römisch, W.; Wets, R. J.-B.
2007
Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042
Sukumar, N.; Wets, R. J.-B.
2007
George B. Dantzig (1914–2005). Zbl 1142.01331
Cottle, Richard; Ellis, Johnson; Wets, Roger
2007
A variational inequality scheme for determining an economic equilibrium of classical or extended type. Zbl 1113.49013
Jofre, A.; Rockafellar, R. T.; Wets, R. J.-B.
2005
Special issue: Variational analysis, optimization, and their application. Dedicated to the life and work of R. Tyrrell Rockfellar on the occasion of his 70th birthday. Zbl 1078.90504
2005
Lipschitz continuity of inf-projections. Zbl 1047.90070
Wets, Roger J.-B.
2003
Continuity properties of Walras equilibrium points. Zbl 1026.91031
Jofré, Alejandro; Wets, Roger J.-B.
2002
Stochastic programming models: Wait-and-see versus here-and-now. Zbl 1029.90049
Wets, Roger J.-B.
2002
Random-lsc functions: an ergodic theorem. Zbl 1082.90552
Korf, Lisa A.; Wets, Roger J.-B.
2001
Estimating density functions: a constrained maximum likelihood approach. Zbl 0998.62028
Dong, Michael X.; Wets, Roger J.-B.
2000
On an approach to optimization problems with a probabilistic cost and or constraints. Zbl 0973.90054
Polak, Elijah; Wets, Roger J.-B.; Der Kiureghian, Armen
2000
An ergodic theorem for stochastic programming problems. Zbl 0973.90053
Korf, Lisa A.; Wets, Roger J.-B.
2000
Statistical estimation from an optimization viewpoint. Zbl 0919.90121
Wets, Roger J.-B.
1999
Stochastic programming, state of the art. 8th international conference, Univ. of British Columbia, Vancouver, Canada, August 8–16, 1998. Zbl 0919.00088
1999
Variational analysis. Zbl 0888.49001
Rockafellar, R. Tyrrell; Wets, Roger J.-B.
1998
A class of stochastic programs with decision dependent random elements. Zbl 0911.90268
Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L.
1998
Stochastic programs with chance constraints: Generalized convexity and approximation issues. Zbl 0997.90052
Wets, Roger J.-B.
1998
Challenges in stochastic programming. Zbl 0874.90151
Wets, Roger J.-B.
1996
Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011
1996
The minimization of semicontinuous functions: Mollifier subgradients. Zbl 0822.49016
Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B.
1995
Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093
Artstein, Zvi; Wets, Roger J. B.
1995
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Zbl 0835.90055
Kaniovski, Yuri M.; King, Alan J.; Wets, Roger J.-B.
1995
Preprocessing in stochastic programming: The case of capacitated networks. Zbl 0822.90106
Wallace, Stein W.; Wets, Roger J.-B.
1995
Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005
Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B.
1994
Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111
Artstein, Zvi; Wets, Roger J.-B.
1994
Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005
Attouch, Hedy; Wets, Roger J.- B.
1993
Production planning via scenario modelling. Zbl 0784.90033
Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B.
1993
Quantitative stability of variational systems. III: $$\varepsilon$$- approximate solutions. Zbl 0802.49009
Attouch, Hedy; Wets, Roger J.-B.
1993
Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030
Lucchetti, Roberto; Wets, R. J.-B.
1993
The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Zbl 0802.90041
Wallace, Stein W.; Wets, Roger J.-B.
1993
Sensors and information in optimization under stochastic uncertainty. Zbl 0780.90070
Artstein, Zvi; Wets, Roger J.-B.
1993
A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011
Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B.
1992
Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074
Wallace, Stein W.; Wets, Roger J.-B.
1992
Cosmic convergence. Zbl 0793.49007
Rockafellar, R. T.; Wets, R. J.-B.
1992
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002
Rockafellar, R. T.; Wets, Roger J.-B.
1992
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
Rockafellar, R. T.; Wets, Roger J.-B.
1991
Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007
Attouch, Hedy; Wets, Roger J.-B.
1991
The topology of the $$\rho$$-Hausdorff distance. Zbl 0769.54009
Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B.
1991
Epi-consistency of convex stochastic programs. Zbl 0733.90049
King, Alan J.; Wets, Roger J.-B.
1991
Constrained estimation: Consistency and asymptotics. Zbl 0800.62187
Wets, Roger J.-B.
1991
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036
Rockafellar, R. T.; Wets, R. J.-B.
1990
Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021
Attouch, Hedy; Wets, Roger J.-B.
1990
Epigraphical analysis. Zbl 0676.49003
Attouch, H.; Wets, R. J.-B.
1989
Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063
Birge, John R.; Wets, Roger J.-B.
1989
Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052
Wallace, Stein W.; Wets, Roger J.-B.
1989
Stochastic dynamic optimization approaches and computation. Zbl 0813.90086
Varaiya, Pravin; Wets, Roger J.-B.
1989
Numerical techniques for stochastic optimization. Zbl 0658.00020
1988
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger
1988
Large scale linear programming techniques. Zbl 0676.90043
Wets, R. J.-B.
1988
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009
Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B.
1988
Stochastic optimization models for lake eutrophication management. Zbl 0655.90044
Somlyódy, László; Wets, Roger J.-B.
1988
Stochastic programming, an introduction. Zbl 0665.90070
Ermoliev, Yu.; Wets, R.
1988
Stable approximations of set-valued maps. Zbl 0681.54012
Aubin, Jean-Pierre; Wets, Roger J. B.
1988
Another isometry for the Legendre-Fenchel transform. Zbl 0644.49010
Attouch, Hedy; Wets, Roger J.-B.
1988
A note about projections in the implementation of stochastic quasigradient methods. Zbl 0664.90067
Rockafellar, R. T.; Wets, R. J.-B.
1988
Nonlinear programming techniques applied to stochastic programs with recourse. Zbl 0665.90066
Nazareth, L.; Wets, R. J.-B.
1988
Approximating the integral of a multifunction. Zbl 0649.28010
Artstein, Zvi; Wets, Roger J.-B.
1988
Lake eutrophication management: The Lake Balaton project. Zbl 0661.90097
King, A. J.; Rockafellar, R. T.; Somlyódy, L.; Wets, R. J.-B.
1988
Stability in two-stage stochastic programming. Zbl 0639.90074
Robinson, Stephen M.; Wets, Roger J.-B.
1987
Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053
Birge, John R.; Wets, Roger J.-B.
1987
Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098
Flåm, Sjur D.; Wets, Roger J.-B.
1987
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Zbl 0603.90104
Birge, John R.; Wets, Roger J.-B.
1986
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090
Rockafellar, R. T.; Wets, R. J.-B.
1986
On the convergence in distribution of measurable multifunctions (random sets), normal integrands, stochastic processes and stochastic infima. Zbl 0611.60004
Salinetti, Gabriella; Wets, Roger J.-B.
1986
Isometries for the Legendre-Fenchel transform. Zbl 0607.49009
Attouch, Hedy; Wets, Roger J. B.
1986
Stochastic programming 84. Parts I, II. Zbl 0583.00042
1986
Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093
Nazareth, J. L.; Wets, R. J.-B.
1986
On the hypo-convergence of probability measures. Zbl 0624.60008
Salinetti, G.; Wets, R.
1986
Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm. Zbl 0661.90065
Rockafellar, R. T.; Wets, R. J.-B.
1986
On the convergence in probability of random sets (measurable multifunctions). Zbl 0611.60003
Salinetti, G.; Vervaat, W.; Wets, R. J.-B.
1986
Finite horizon approximates of infinite horizon stochastic programs. Zbl 0596.90070
Flåm, Sjur D.; Wets, Roger J.-B.
1986
On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. Zbl 0578.90080
Wets, Roger J.-B.
1985
...and 55 more Documents
all top 5

### Cited by 4,362 Authors

 86 Mordukhovich, Boris S. 52 Wets, Roger Jean-Baptiste 47 Beer, Gerald Alan 44 Zhang, Liwei 38 Escudero, Laureano Fernando 35 Penot, Jean-Paul 34 Yang, Xiaoqi 31 Papageorgiou, Nikolaos S. 31 Rockafellar, Ralph Tyrrell 27 Outrata, Jiří V. 26 Chen, Xiaojun 25 Royset, Johannes O. 25 Ye, Jane J. 24 Flåm, Sjur Didrik 24 Thibault, Lionel 23 Shapiro, Alexander 22 Attouch, Hedy 22 Bauschke, Heinz H. 22 Kruger, Alexander Y. 22 López-Cerdá, Marco Antonio 22 Sen, Suvrajeet 21 Cánovas, María Josefa 21 Parra, Juan 21 Seeger, Alberto 21 Wang, Shawn Xianfu 21 Zhou, Jinchuan 20 Birge, John R. 20 Xu, Huifu 19 Pennanen, Teemu 19 Pong, Ting Kei 19 Römisch, Werner 18 Adly, Samir 18 Ahmed, Shabbir 18 Ruszczyński, Andrzej 17 Gfrerer, Helmut 17 Hantoute, Abderrahim 17 Lewis, Adrian S. 17 Lin, Guihua 17 Pang, Jong-Shi 17 Schultz, Rüdiger 17 Yao, Jen-Chih 17 Zhang, Jin 16 Araceli Garín, María 16 Henrion, René 16 Iusem, Alfredo Noel 16 Qi, Liqun 16 Sun, Jie 15 Chen, Zhiping 15 Daniilidis, Aris 15 Milasi, Monica 15 Nam, Nguyen Mau 14 López, Ruben 14 Pang, Liping 14 Nguyen Dong Yen 13 Chen, Jein-Shan 13 Dempe, Stephan 13 Goberna, Miguel Angel 13 Klatte, Diethard 13 Kuhn, Daniel 13 Pérez, Gloria 13 Sun, Defeng 13 Wallace, Stein W. 12 Burachik, Regina Sandra 12 Ermoliev, Yuri M. 12 Goebel, Rafal 12 Phan Quôc Khánh 12 Solodov, Mikhail V. 12 Théra, Michel A. 12 Van Ackooij, Wim 12 Xiu, Naihua 12 Yang, Xinmin 12 Zheng, Xiyin 11 Anh, Nguyen Le Hoang 11 Azé, Dominique 11 Borwein, Jonathan Michael 11 Burke, James V. 11 Dentcheva, Darinka 11 Donato, Maria Bernadette 11 Dupačová, Jitka 11 Gaivoronski, Alexei A. 11 Kanzow, Christian 11 Kurzhanskiĭ, Aleksandr Borisovich 11 Li, Guoyin 11 Mehrotra, Sanjay 11 Morton, David P. 11 Moursi, Walaa M. 11 Norkin, Vladimir I. 11 Pan, Shaohua 11 Pérez-Aros, Pedro 11 Roberto, Lucchetti E. 11 Shanbhag, Uday V. 11 Sun, Hailin 11 van der Vlerk, Maarten H. 11 Weintraub, Andrés P. 11 Zhang, Jie 10 Aravkin, Aleksandr Y. 10 Eberhard, Andrew C. 10 Ioffe, Alexander Davidovich 10 Izmailov, Alekseĭ F. 10 Jiang, Jie ...and 4,262 more Authors
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### Cited in 422 Serials

 312 Mathematical Programming. Series A. Series B 266 Journal of Optimization Theory and Applications 203 European Journal of Operational Research 153 Journal of Mathematical Analysis and Applications 148 SIAM Journal on Optimization 140 Annals of Operations Research 122 Set-Valued and Variational Analysis 120 Journal of Global Optimization 119 Optimization 97 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 96 Computational Optimization and Applications 80 Optimization Letters 65 Computers & Operations Research 42 Transactions of the American Mathematical Society 42 Set-Valued Analysis 38 Journal of Computational and Applied Mathematics 38 Operations Research Letters 36 Automatica 36 Proceedings of the American Mathematical Society 35 INFORMS Journal on Computing 35 Optimization Methods & Software 33 Positivity 32 Numerical Functional Analysis and Optimization 29 Mathematical Methods of Operations Research 28 Kybernetika 27 Mathematics of Operations Research 26 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 26 Computational Management Science 24 Applied Mathematics and Computation 24 Journal of Industrial and Management Optimization 23 Mathematical Programming 22 Journal of Differential Equations 21 Journal of Scientific Computing 20 SIAM Journal on Control and Optimization 20 Journal of Inequalities and Applications 19 Cybernetics and Systems Analysis 19 Top 19 Optimization and Engineering 18 Mathematical Problems in Engineering 17 Applied Mathematics and Optimization 16 Operations Research 16 Linear Algebra and its Applications 16 SIAM Journal on Imaging Sciences 15 Applicable Analysis 15 Journal of Mathematical Economics 15 Journal of Mathematical Imaging and Vision 15 Abstract and Applied Analysis 14 Asia-Pacific Journal of Operational Research 14 Journal of the Operations Research Society of China 13 The Annals of Statistics 13 Nonlinear Analysis. Theory, Methods & Applications 12 Bulletin of the Australian Mathematical Society 12 Computers & Mathematics with Applications 12 Journal of Functional Analysis 12 Journal of Multivariate Analysis 12 Applied Mathematical Modelling 12 SIAM Journal on Scientific Computing 11 Journal of Convex Analysis 11 Vietnam Journal of Mathematics 11 Proceedings of the Steklov Institute of Mathematics 10 Journal of Approximation Theory 10 Systems & Control Letters 10 Acta Mathematicae Applicatae Sinica. English Series 9 Stochastics 9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 9 Numerical Algorithms 9 Automation and Remote Control 9 Journal of Mathematical Sciences (New York) 9 Computational and Applied Mathematics 9 Finance and Stochastics 9 Networks and Spatial Economics 9 Mathematical Programming Computation 8 International Journal of Systems Science 8 Inverse Problems 8 Annali di Matematica Pura ed Applicata. Serie Quarta 8 Fuzzy Sets and Systems 8 Information Sciences 8 Stochastic Analysis and Applications 8 Journal of Economic Dynamics & Control 8 Communications in Statistics. Theory and Methods 8 Calculus of Variations and Partial Differential Equations 8 Electronic Journal of Statistics 7 Computer Methods in Applied Mechanics and Engineering 7 Archiv der Mathematik 7 Journal of Economic Theory 7 The Annals of Applied Probability 7 ZOR. Zeitschrift für Operations Research 7 Economic Theory 7 RAIRO. Operations Research 7 Mathematics and Financial Economics 7 Nonlinear Analysis. Hybrid Systems 6 Discrete Applied Mathematics 6 Networks 6 Topology and its Applications 6 Mathematical Social Sciences 6 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 6 International Journal of Approximate Reasoning 6 MCSS. Mathematics of Control, Signals, and Systems 6 Computational Statistics and Data Analysis 6 Applied and Computational Harmonic Analysis ...and 322 more Serials
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### Cited in 55 Fields

 2,608 Operations research, mathematical programming (90-XX) 1,201 Calculus of variations and optimal control; optimization (49-XX) 569 Numerical analysis (65-XX) 439 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 262 Operator theory (47-XX) 215 Systems theory; control (93-XX) 176 General topology (54-XX) 175 Probability theory and stochastic processes (60-XX) 173 Statistics (62-XX) 149 Functional analysis (46-XX) 144 Computer science (68-XX) 143 Real functions (26-XX) 126 Convex and discrete geometry (52-XX) 116 Ordinary differential equations (34-XX) 77 Partial differential equations (35-XX) 74 Global analysis, analysis on manifolds (58-XX) 70 Measure and integration (28-XX) 63 Linear and multilinear algebra; matrix theory (15-XX) 63 Information and communication theory, circuits (94-XX) 43 Mechanics of deformable solids (74-XX) 35 Biology and other natural sciences (92-XX) 31 Dynamical systems and ergodic theory (37-XX) 26 Approximations and expansions (41-XX) 16 Mechanics of particles and systems (70-XX) 14 Differential geometry (53-XX) 11 Algebraic geometry (14-XX) 11 Sequences, series, summability (40-XX) 10 Mathematical logic and foundations (03-XX) 10 Combinatorics (05-XX) 8 Several complex variables and analytic spaces (32-XX) 7 General and overarching topics; collections (00-XX) 7 Order, lattices, ordered algebraic structures (06-XX) 6 History and biography (01-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Geometry (51-XX) 6 Quantum theory (81-XX) 5 Integral equations (45-XX) 5 Fluid mechanics (76-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Manifolds and cell complexes (57-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 Number theory (11-XX) 3 Group theory and generalizations (20-XX) 3 Special functions (33-XX) 3 Integral transforms, operational calculus (44-XX) 3 Optics, electromagnetic theory (78-XX) 2 Commutative algebra (13-XX) 2 Nonassociative rings and algebras (17-XX) 2 Algebraic topology (55-XX) 1 Field theory and polynomials (12-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX)

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