Edit Profile (opens in new tab) Wets, Roger Jean-Baptiste Compute Distance To: Compute 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 all top 5 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. all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 155 Publications have been cited 5,400 times in 3,930 Documents Cited by ▼ Year ▼ Variational analysis. Zbl 0888.49001Rockafellar, R. Tyrrell; Wets, Roger J.-B. 2,088 1998 L-shaped linear programs with applications to optimal control and stochastic programming. Zbl 0197.45602van Slyke, R. M.; Wets, Roger 297 1969 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 280 1991 Minimization by random search techniques. Zbl 0502.90070Solis, Francisco J.; Wets, Roger J.-B. 103 1981 Numerical techniques for stochastic optimization. Zbl 0658.00020 97 1988 Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018Dupačová, Jitka; Wets, Roger 91 1988 Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Zbl 0603.90104Birge, John R.; Wets, Roger J.-B. 88 1986 Stochastic programs with fixed recourse: The equivalent deterministic program. Zbl 0311.90056Wets, Roger J.-B. 85 1974 On the convergence of sequences of convex sets in finite dimensions. Zbl 0421.52003Salinetti, Gabriella; Wets, Roger J.-B. 81 1979 Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007Attouch, Hedy; Wets, Roger J.-B. 81 1991 The topology of the \(\rho\)-Hausdorff distance. Zbl 0769.54009Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B. 60 1991 On the relations between two types of convergence for convex functions. Zbl 0359.54005Salinetti, Gabriella; Wets, Roger J.-B. 58 1977 Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang 51 2012 Epi-consistency of convex stochastic programs. Zbl 0733.90049King, Alan J.; Wets, Roger J.-B. 48 1991 Stochastic programs with recourse. Zbl 0203.21806Walkup, D. W.; Wets, R. J.-B. 47 1967 A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090Rockafellar, R. T.; Wets, R. J.-B. 47 1986 Continuity of some convex-cone-valued mappings. Zbl 0145.38004Walkup, D. W.; Wets, R. J.-B. 45 1967 Lifting projections of convex polyhedra. Zbl 0172.23702Walkup, D. W.; Wets, R. J. B. 43 1969 Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010Rockafellar, R. Tyrrell; Wets, Roger J-B 42 2017 On the convergence in distribution of measurable multifunctions (random sets), normal integrands, stochastic processes and stochastic infima. Zbl 0611.60004Salinetti, Gabriella; Wets, Roger J.-B. 42 1986 Isometries for the Legendre-Fenchel transform. Zbl 0607.49009Attouch, Hedy; Wets, Roger J. B. 41 1986 Variational inequalities and economic equilibrium. Zbl 1276.91070Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B. 40 2007 Stability in two-stage stochastic programming. Zbl 0639.90074Robinson, Stephen M.; Wets, Roger J.-B. 40 1987 A class of stochastic programs with decision dependent random elements. Zbl 0911.90268Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L. 40 1998 Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036Rockafellar, R. T.; Wets, R. J.-B. 39 1990 A convergence theory for saddle functions. Zbl 0525.49009Attouch, Hedy; Wets, Roger J.-B. 37 1983 Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005Attouch, Hedy; Wets, Roger J.- B. 37 1993 Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs. Zbl 1338.90282Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. 37 2016 On the convergence of closed-valued measurable multifunctions. Zbl 0501.28005Salinetti, Gabriella; Wets, Roger J.-B. 33 1981 The minimization of semicontinuous functions: Mollifier subgradients. Zbl 0822.49016Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B. 33 1995 Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093Artstein, Zvi; Wets, Roger J. B. 33 1995 Stochastic convex programming: Relatively complete recourse and induced feasibility. Zbl 0346.90058Rockafellar, R. T.; Wets, R. J.-B. 32 1976 On decision rules in stochastic programming. Zbl 0326.90049Garstka, Stanley J.; Wets, Roger J.-B. 28 1974 Convergence of functions: Equi-semicontinuity. Zbl 0504.49006Dolecki, Szymon; Salinetti, Gabriella; Wets, Roger J.-B. 27 1983 Programming under uncertainty: The complete problem. Zbl 0133.42601Wets, R. 27 1966 A Lipschitzian characterization of convex polyhedra. Zbl 0182.25003Walkup, David W.; Wets, Roger J.-B. 27 1969 The optimal recourse problem in discrete time: \(L^1\)-multipliers for inequality constraints. Zbl 0397.90078Rockafellar, R. T.; Wets, R. J-B. 27 1978 Production planning via scenario modelling. Zbl 0784.90033Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B. 27 1993 On the interchange of subdifferentiation and conditional expectation for convex functionals. Zbl 0487.49006Rockafellar, R. T.; Wets, R. J. B. 27 1982 Stochastic convex programming: basic duality. Zbl 0339.90048Rockafellar, R. T.; Wets, R. J.-B. 26 1976 Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B. 26 2017 Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053Birge, John R.; Wets, Roger J.-B. 26 1987 Solving stochastic programs with simple recourse. Zbl 0584.90067Wets, Roger J.-B. 25 1983 A duality theory for abstract mathematical programs with applications to optimal control theory. Zbl 0157.16004Van Slyke, R. M.; Wets, R. J.-B. 24 1968 Large scale linear programming techniques. Zbl 0676.90043Wets, R. J.-B. 24 1988 Convergence of convex functions, variational inequalities and convex optimization problems. Zbl 0481.90066Wets, R. J. B. 24 1980 Stability of \(\varepsilon\)-approximate solutions to convex stochastic programs. Zbl 1211.90151Römisch, W.; Wets, R. J.-B. 22 2007 A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B. 22 1992 Order-preserving functions; applications to majorization and order statistics. Zbl 0153.38502Marshall, A. W.; Walkup, D. W.; Wets, R. J.-B. 21 1967 Nonanticipativity and \(\mathcal L^1\)-martingales in stochastic optimization problems. Zbl 0377.90073Rockafellar, R. T.; Wets, R. J.-B. 21 1976 Epigraphical analysis. Zbl 0676.49003Attouch, H.; Wets, R. J.-B. 21 1989 Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Zbl 0835.90055Kaniovski, Yuri M.; King, Alan J.; Wets, Roger J.-B. 19 1995 Stochastic convex programming: Kuhn-Tucker conditions. Zbl 0343.90039Rockafellar, R. T.; Wets, R. J.-B. 17 1975 Random-lsc functions: an ergodic theorem. Zbl 1082.90552Korf, Lisa A.; Wets, Roger J.-B. 17 2001 Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149Royset, Johannes O.; Wets, Roger J.-B. 17 2017 Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021Attouch, Hedy; Wets, Roger J.-B. 17 1990 On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. Zbl 0578.90080Wets, Roger J.-B. 17 1985 Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B. 17 1988 Stochastic programming: Solution techniques and approximation schemes. Zbl 0551.90070Wets, R. 16 1983 Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality. Zbl 0346.90057Rockafellar, R. T.; Wets, R. J.-B. 16 1976 A variational inequality scheme for determining an economic equilibrium of classical or extended type. Zbl 1113.49013Jofre, A.; Rockafellar, R. T.; Wets, R. J.-B. 16 2005 Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036Jofré, Alejandro; Wets, Roger J.-B. 15 2009 Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063Birge, John R.; Wets, Roger J.-B. 15 1989 Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034Philpott, Andy; Ferris, Michael; Wets, Roger 14 2016 Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions. Zbl 0802.49009Attouch, Hedy; Wets, Roger J.-B. 14 1993 Algorithms for frames and lineality spaces of cones. Zbl 0157.49502Wets, R. J.-B.; Witzgall, C. 13 1967 Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B. 13 1994 Programming under uncertainty. The solution set. Zbl 0149.16502Wets, R. 12 1966 Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042Sukumar, N.; Wets, R. J.-B. 12 2007 Stochastic programs with recourse: special forms. Zbl 0264.90036Walkup, D. W.; Wets, R. J. B. 12 1970 Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074Wallace, Stein W.; Wets, Roger J.-B. 12 1992 Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111Artstein, Zvi; Wets, Roger J.-B. 12 1994 Stochastic optimization models in forest planning: a progressive hedging solution approach. Zbl 1323.90046Veliz, Fernando Badilla; Watson, Jean-Paul; Weintraub, Andres; Wets, Roger J.-B.; Woodruff, David L. 11 2015 Challenges in stochastic programming. Zbl 0874.90151Wets, Roger J.-B. 11 1996 Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052Wallace, Stein W.; Wets, Roger J.-B. 11 1989 Deterministic and stochastic optimization problems of Bolza type in discrete time. Zbl 0534.49022Rockafellar, R. T.; Wets, R. J.-B. 10 1983 Continuous versus measurable recourse in N-stage stochastic programming. Zbl 0309.90039Rockafellar, R. Tyrrell; Wets, Roger J. B. 10 1974 Addendum: “On the convergence of convex sets in finite dimensions”. Zbl 1308.52001Salinetti, Gabriella; Wets, Roger B. 10 1980 Measures as Lagrange multipliers in multistage stochastic programming. Zbl 0369.90091Rockafellar, R. T.; Wets, R. J.-B. 10 1977 Stochastic programming 84. Parts I, II. Zbl 0583.00042 10 1986 Continuity properties of Walras equilibrium points. Zbl 1026.91031Jofré, Alejandro; Wets, Roger J.-B. 10 2002 Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011Bagh, Adib; Wets, Roger J.-B. 10 1996 Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. 9 2010 Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072Royset, Johannes O.; Wets, Roger J.-B. 9 2015 Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093Nazareth, J. L.; Wets, R. J.-B. 9 1986 Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098Flåm, Sjur D.; Wets, Roger J.-B. 9 1987 Stochastic optimization models for lake eutrophication management. Zbl 0655.90044Somlyódy, László; Wets, Roger J.-B. 9 1988 Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004Royset, Johannes O.; Wets, Roger J.-B. 8 2016 Programming under uncertainty and stochastic optimal control. Zbl 0143.21302van Slyke, Richard M.; Wets, R. 8 1966 Variational convergence of bifunctions: motivating applications. Zbl 1334.49031Jofré, Alejandro; Wets, Roger J.-B. 8 2014 On the hypo-convergence of probability measures. Zbl 0624.60008Salinetti, G.; Wets, R. 8 1986 Stochastic programming, an introduction. Zbl 0665.90070Ermoliev, Yu.; Wets, R. 8 1988 Characterization theorems for stochastic programs. Zbl 0248.90042Wets, Roger 7 1972 Statistical estimation from an optimization viewpoint. Zbl 0919.90121Wets, Roger J.-B. 7 1999 Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm. Zbl 0661.90065Rockafellar, R. T.; Wets, R. J.-B. 7 1986 General economic equilibrium with financial markets and retainability. Zbl 1405.91742Jofré, A.; Rockafellar, R. T.; Wets, R. J-B. 6 2017 Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030Lucchetti, Roberto; Wets, R. J.-B. 6 1993 Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B. 6 2015 Stochastic programmings with recourse. II: On the continuity of the objective. Zbl 0169.51402Walkup, D. W.; Wets, R. J.-B. 6 1969 Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047Rios, Ignacio; Wets, Roger J-B; Woodruff, David L. 6 2015 An optimization primer. Zbl 07372948Royset, Johannes O.; Wets, Roger J.-B. 1 2021 Variational analysis of constrained M-estimators. Zbl 1460.62067Royset, Johannes O.; Wets, Roger J-B. 1 2020 Lopsided convergence: an extension and its quantification. Zbl 1420.49030Royset, Johannes O.; Wets, Roger J.-B. 4 2019 On univariate function identification problems. Zbl 1395.90230Royset, Johannes O.; Wets, Roger J.-B. 3 2018 Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010Rockafellar, R. Tyrrell; Wets, Roger J-B 42 2017 Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B. 26 2017 Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149Royset, Johannes O.; Wets, Roger J.-B. 17 2017 General economic equilibrium with financial markets and retainability. Zbl 1405.91742Jofré, A.; Rockafellar, R. T.; Wets, R. J-B. 6 2017 Preface. Zbl 1378.00102 4 2017 Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs. Zbl 1338.90282Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. 37 2016 Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034Philpott, Andy; Ferris, Michael; Wets, Roger 14 2016 Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004Royset, Johannes O.; Wets, Roger J.-B. 8 2016 Erratum to: “Multivariate epi-splines and evolving function identification problems”. Zbl 1476.41007Royset, Johannes O.; Wets, Roger J-B 2 2016 Optimality functions and lopsided convergence. Zbl 1342.90220Royset, Johannes O.; Wets, Roger J.-B. 2 2016 Stochastic optimization models in forest planning: a progressive hedging solution approach. Zbl 1323.90046Veliz, Fernando Badilla; Watson, Jean-Paul; Weintraub, Andres; Wets, Roger J.-B.; Woodruff, David L. 11 2015 Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072Royset, Johannes O.; Wets, Roger J.-B. 9 2015 Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B. 6 2015 Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047Rios, Ignacio; Wets, Roger J-B; Woodruff, David L. 6 2015 Modeling and estimating commodity prices: copper prices. Zbl 1321.91114Wets, Roger J.-B.; Rios, Ignacio 5 2015 Variational convergence of bifunctions: motivating applications. Zbl 1334.49031Jofré, Alejandro; Wets, Roger J.-B. 8 2014 Convex analysis and financial equilibrium. Zbl 1309.91086Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B. 4 2014 Shape-restricted nonparametric regression with overall noisy measurements. Zbl 1297.62092Pflug, Georg Ch.; Wets, Roger J.-B. 2 2013 Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang 51 2012 A time-embedded approach to economic equilibrium with incomplete financial markets. Zbl 1216.91041Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B. 2 2011 A tribute to David Blackwell. Zbl 1225.01082Bhattacharjee, 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. 1 2011 Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. 9 2010 Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036Jofré, Alejandro; Wets, Roger J.-B. 15 2009 Variational inequalities and economic equilibrium. Zbl 1276.91070Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B. 40 2007 Stability of \(\varepsilon\)-approximate solutions to convex stochastic programs. Zbl 1211.90151Römisch, W.; Wets, R. J.-B. 22 2007 Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042Sukumar, N.; Wets, R. J.-B. 12 2007 George B. Dantzig (1914–2005). Zbl 1142.01331Cottle, Richard; Ellis, Johnson; Wets, Roger 3 2007 A variational inequality scheme for determining an economic equilibrium of classical or extended type. Zbl 1113.49013Jofre, A.; Rockafellar, R. T.; Wets, R. J.-B. 16 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 1 2005 Lipschitz continuity of inf-projections. Zbl 1047.90070Wets, Roger J.-B. 2 2003 Continuity properties of Walras equilibrium points. Zbl 1026.91031Jofré, Alejandro; Wets, Roger J.-B. 10 2002 Stochastic programming models: Wait-and-see versus here-and-now. Zbl 1029.90049Wets, Roger J.-B. 4 2002 Random-lsc functions: an ergodic theorem. Zbl 1082.90552Korf, Lisa A.; Wets, Roger J.-B. 17 2001 Estimating density functions: a constrained maximum likelihood approach. Zbl 0998.62028Dong, Michael X.; Wets, Roger J.-B. 5 2000 On an approach to optimization problems with a probabilistic cost and or constraints. Zbl 0973.90054Polak, Elijah; Wets, Roger J.-B.; Der Kiureghian, Armen 3 2000 An ergodic theorem for stochastic programming problems. Zbl 0973.90053Korf, Lisa A.; Wets, Roger J.-B. 1 2000 Statistical estimation from an optimization viewpoint. Zbl 0919.90121Wets, Roger J.-B. 7 1999 Stochastic programming, state of the art. 8th international conference, Univ. of British Columbia, Vancouver, Canada, August 8–16, 1998. Zbl 0919.00088 3 1999 Variational analysis. Zbl 0888.49001Rockafellar, R. Tyrrell; Wets, Roger J.-B. 2,088 1998 A class of stochastic programs with decision dependent random elements. Zbl 0911.90268Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L. 40 1998 Stochastic programs with chance constraints: Generalized convexity and approximation issues. Zbl 0997.90052Wets, Roger J.-B. 2 1998 Challenges in stochastic programming. Zbl 0874.90151Wets, Roger J.-B. 11 1996 Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011Bagh, Adib; Wets, Roger J.-B. 10 1996 The minimization of semicontinuous functions: Mollifier subgradients. Zbl 0822.49016Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B. 33 1995 Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093Artstein, Zvi; Wets, Roger J. B. 33 1995 Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Zbl 0835.90055Kaniovski, Yuri M.; King, Alan J.; Wets, Roger J.-B. 19 1995 Preprocessing in stochastic programming: The case of capacitated networks. Zbl 0822.90106Wallace, Stein W.; Wets, Roger J.-B. 2 1995 Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B. 13 1994 Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111Artstein, Zvi; Wets, Roger J.-B. 12 1994 Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005Attouch, Hedy; Wets, Roger J.- B. 37 1993 Production planning via scenario modelling. Zbl 0784.90033Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B. 27 1993 Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions. Zbl 0802.49009Attouch, Hedy; Wets, Roger J.-B. 14 1993 Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030Lucchetti, Roberto; Wets, R. J.-B. 6 1993 The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Zbl 0802.90041Wallace, Stein W.; Wets, Roger J.-B. 5 1993 Sensors and information in optimization under stochastic uncertainty. Zbl 0780.90070Artstein, Zvi; Wets, Roger J.-B. 5 1993 A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B. 22 1992 Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074Wallace, Stein W.; Wets, Roger J.-B. 12 1992 Cosmic convergence. Zbl 0793.49007Rockafellar, R. T.; Wets, R. J.-B. 4 1992 A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002Rockafellar, R. T.; Wets, Roger J.-B. 4 1992 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 280 1991 Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007Attouch, Hedy; Wets, Roger J.-B. 81 1991 The topology of the \(\rho\)-Hausdorff distance. Zbl 0769.54009Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B. 60 1991 Epi-consistency of convex stochastic programs. Zbl 0733.90049King, Alan J.; Wets, Roger J.-B. 48 1991 Constrained estimation: Consistency and asymptotics. Zbl 0800.62187Wets, Roger J.-B. 6 1991 Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036Rockafellar, R. T.; Wets, R. J.-B. 39 1990 Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021Attouch, Hedy; Wets, Roger J.-B. 17 1990 Epigraphical analysis. Zbl 0676.49003Attouch, H.; Wets, R. J.-B. 21 1989 Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063Birge, John R.; Wets, Roger J.-B. 15 1989 Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052Wallace, Stein W.; Wets, Roger J.-B. 11 1989 Stochastic dynamic optimization approaches and computation. Zbl 0813.90086Varaiya, Pravin; Wets, Roger J.-B. 3 1989 Numerical techniques for stochastic optimization. Zbl 0658.00020 97 1988 Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018Dupačová, Jitka; Wets, Roger 91 1988 Large scale linear programming techniques. Zbl 0676.90043Wets, R. J.-B. 24 1988 Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B. 17 1988 Stochastic optimization models for lake eutrophication management. Zbl 0655.90044Somlyódy, László; Wets, Roger J.-B. 9 1988 Stochastic programming, an introduction. Zbl 0665.90070Ermoliev, Yu.; Wets, R. 8 1988 Stable approximations of set-valued maps. Zbl 0681.54012Aubin, Jean-Pierre; Wets, Roger J. B. 5 1988 Another isometry for the Legendre-Fenchel transform. Zbl 0644.49010Attouch, Hedy; Wets, Roger J.-B. 5 1988 A note about projections in the implementation of stochastic quasigradient methods. Zbl 0664.90067Rockafellar, R. T.; Wets, R. J.-B. 4 1988 Nonlinear programming techniques applied to stochastic programs with recourse. Zbl 0665.90066Nazareth, L.; Wets, R. J.-B. 4 1988 Approximating the integral of a multifunction. Zbl 0649.28010Artstein, Zvi; Wets, Roger J.-B. 3 1988 Lake eutrophication management: The Lake Balaton project. Zbl 0661.90097King, A. J.; Rockafellar, R. T.; Somlyódy, L.; Wets, R. J.-B. 1 1988 Stability in two-stage stochastic programming. Zbl 0639.90074Robinson, Stephen M.; Wets, Roger J.-B. 40 1987 Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053Birge, John R.; Wets, Roger J.-B. 26 1987 Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098Flåm, Sjur D.; Wets, Roger J.-B. 9 1987 Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Zbl 0603.90104Birge, John R.; Wets, Roger J.-B. 88 1986 A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090Rockafellar, R. T.; Wets, R. J.-B. 47 1986 On the convergence in distribution of measurable multifunctions (random sets), normal integrands, stochastic processes and stochastic infima. Zbl 0611.60004Salinetti, Gabriella; Wets, Roger J.-B. 42 1986 Isometries for the Legendre-Fenchel transform. Zbl 0607.49009Attouch, Hedy; Wets, Roger J. B. 41 1986 Stochastic programming 84. Parts I, II. Zbl 0583.00042 10 1986 Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093Nazareth, J. L.; Wets, R. J.-B. 9 1986 On the hypo-convergence of probability measures. Zbl 0624.60008Salinetti, G.; Wets, R. 8 1986 Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm. Zbl 0661.90065Rockafellar, R. T.; Wets, R. J.-B. 7 1986 On the convergence in probability of random sets (measurable multifunctions). Zbl 0611.60003Salinetti, G.; Vervaat, W.; Wets, R. J.-B. 5 1986 Finite horizon approximates of infinite horizon stochastic programs. Zbl 0596.90070Flåm, Sjur D.; Wets, Roger J.-B. 2 1986 On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. Zbl 0578.90080Wets, Roger J.-B. 17 1985 ...and 55 more Documents all cited Publications top 5 cited Publications 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 all top 5 Cited in 422 Serials 312 Mathematical Programming. 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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 all top 5 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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