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Wets, Roger Jean-Baptiste

Author ID: wets.roger-j-b Recent zbMATH articles by "Wets, Roger Jean-Baptiste"
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.
Homepage: https://www.math.ucdavis.edu/~rjbw/mypage/Home.html
External Links: MGP · Wikidata · GND · IdRef · theses.fr
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Co-Authors

38 single-authored
28 Rockafellar, Ralph Tyrrell
14 Salinetti, Gabriella
11 Attouch, Hedy
10 Jofré, Alejandro
9 Royset, Johannes O.
9 Walkup, David W.
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 Deride, Julio
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
3 Journal of Convex Analysis
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 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

Publications by Year

Citations contained in zbMATH Open

159 Publications have been cited 6,255 times in 4,593 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
325
1969
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
Rockafellar, R. T.; Wets, Roger J.-B.
315
1991
Minimization by random search techniques. Zbl 0502.90070
Solis, Francisco J.; Wets, Roger J.-B.
109
1981
Numerical techniques for stochastic optimization. Zbl 0658.00020
106
1988
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger
100
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.
91
1986
Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007
Attouch, Hedy; Wets, Roger J.-B.
90
1991
Stochastic programs with fixed recourse: The equivalent deterministic program. Zbl 0311.90056
Wets, Roger J.-B.
88
1974
On the convergence of sequences of convex sets in finite dimensions. Zbl 0421.52003
Salinetti, Gabriella; Wets, Roger J.-B.
84
1979
Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098
Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang
66
2012
The topology of the \(\rho\)-Hausdorff distance. Zbl 0769.54009
Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B.
61
1991
On the relations between two types of convergence for convex functions. Zbl 0359.54005
Salinetti, Gabriella; Wets, Roger J.-B.
58
1977
Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010
Rockafellar, R. Tyrrell; Wets, Roger J-B
58
2017
Epi-consistency of convex stochastic programs. Zbl 0733.90049
King, Alan J.; Wets, Roger J.-B.
54
1991
Continuity of some convex-cone-valued mappings. Zbl 0145.38004
Walkup, D. W.; Wets, R. J.-B.
48
1967
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090
Rockafellar, R. T.; Wets, R. J.-B.
47
1986
Stochastic programs with recourse. Zbl 0203.21806
Walkup, D. W.; Wets, R. J.-B.
47
1967
Lifting projections of convex polyhedra. Zbl 0172.23702
Walkup, D. W.; Wets, R. J. B.
46
1969
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.
45
2016
A class of stochastic programs with decision dependent random elements. Zbl 0911.90268
Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L.
44
1998
Variational inequalities and economic equilibrium. Zbl 1276.91070
Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B.
43
2007
Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005
Attouch, Hedy; Wets, Roger J.- B.
43
1993
Stability in two-stage stochastic programming. Zbl 0639.90074
Robinson, Stephen M.; Wets, Roger J.-B.
41
1987
Isometries for the Legendre-Fenchel transform. Zbl 0607.49009
Attouch, Hedy; Wets, Roger J. B.
41
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.
41
1986
Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093
Artstein, Zvi; Wets, Roger J. B.
40
1995
A convergence theory for saddle functions. Zbl 0525.49009
Attouch, Hedy; Wets, Roger J.-B.
39
1983
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036
Rockafellar, R. T.; Wets, R. J.-B.
39
1990
The minimization of semicontinuous functions: mollifier subgradients. Zbl 0822.49016
Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B.
38
1995
Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157
Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B.
37
2017
Stochastic convex programming: Relatively complete recourse and induced feasibility. Zbl 0346.90058
Rockafellar, R. T.; Wets, R. J.-B.
35
1976
On the interchange of subdifferentiation and conditional expectation for convex functionals. Zbl 0487.49006
Rockafellar, R. T.; Wets, R. J. B.
34
1982
On the convergence of closed-valued measurable multifunctions. Zbl 0501.28005
Salinetti, Gabriella; Wets, Roger J.-B.
33
1981
A Lipschitzian characterization of convex polyhedra. Zbl 0182.25003
Walkup, David W.; Wets, Roger J.-B.
31
1969
Production planning via scenario modelling. Zbl 0784.90033
Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B.
31
1993
The optimal recourse problem in discrete time: \(L^1\)-multipliers for inequality constraints. Zbl 0397.90078
Rockafellar, R. T.; Wets, R. J-B.
29
1978
Programming under uncertainty: The complete problem. Zbl 0133.42601
Wets, R.
28
1966
On decision rules in stochastic programming. Zbl 0326.90049
Garstka, Stanley J.; Wets, Roger J.-B.
28
1974
Convergence of functions: Equi-semicontinuity. Zbl 0504.49006
Dolecki, Szymon; Salinetti, Gabriella; Wets, Roger J.-B.
27
1983
Stochastic convex programming: basic duality. Zbl 0339.90048
Rockafellar, R. T.; Wets, R. J.-B.
27
1976
Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053
Birge, John R.; Wets, Roger J.-B.
27
1987
Convergence of convex functions, variational inequalities and convex optimization problems. Zbl 0481.90066
Wets, R. J. B.
26
1980
Nonanticipativity and \(\mathcal L^1\)-martingales in stochastic optimization problems. Zbl 0377.90073
Rockafellar, R. T.; Wets, R. J.-B.
26
1976
Solving stochastic programs with simple recourse. Zbl 0584.90067
Wets, Roger J.-B.
25
1983
Large scale linear programming techniques. Zbl 0676.90043
Wets, R. J.-B.
24
1988
A duality theory for abstract mathematical programs with applications to optimal control theory. Zbl 0157.16004
Van Slyke, R. M.; Wets, R. J.-B.
24
1968
A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011
Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B.
23
1992
Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149
Royset, Johannes O.; Wets, Roger J.-B.
22
2017
Stability of \(\varepsilon\)-approximate solutions to convex stochastic programs. Zbl 1211.90151
Römisch, W.; Wets, R. J.-B.
22
2007
Epigraphical analysis. Zbl 0676.49003
Attouch, H.; Wets, R. J.-B.
21
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.
21
1995
Random-lsc functions: an ergodic theorem. Zbl 1082.90552
Korf, Lisa A.; Wets, Roger J.-B.
21
2001
Order-preserving functions; applications to majorization and order statistics. Zbl 0153.38502
Marshall, A. W.; Walkup, D. W.; Wets, R. J.-B.
21
1967
On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. Zbl 0578.90080
Wets, Roger J.-B.
21
1985
Stochastic programming: Solution techniques and approximation schemes. Zbl 0551.90070
Wets, R.
20
1983
Stochastic convex programming: Kuhn-Tucker conditions. Zbl 0343.90039
Rockafellar, R. T.; Wets, R. J.-B.
19
1975
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009
Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B.
18
1988
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.
18
2005
Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality. Zbl 0346.90057
Rockafellar, R. T.; Wets, R. J.-B.
18
1976
Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021
Attouch, Hedy; Wets, Roger J.-B.
18
1990
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.
18
2015
Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034
Philpott, Andy; Ferris, Michael; Wets, Roger
18
2016
Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063
Birge, John R.; Wets, Roger J.-B.
17
1989
Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions. Zbl 0802.49009
Attouch, Hedy; Wets, Roger J.-B.
17
1993
Algorithms for frames and lineality spaces of cones. Zbl 0157.49502
Wets, R. J.-B.; Witzgall, C.
16
1967
Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036
Jofré, Alejandro; Wets, Roger J.-B.
15
2009
Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005
Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B.
13
1994
Deterministic and stochastic optimization problems of Bolza type in discrete time. Zbl 0534.49022
Rockafellar, R. T.; Wets, R. J.-B.
12
1983
Programming under uncertainty. The solution set. Zbl 0149.16502
Wets, R.
12
1966
Stochastic programs with recourse: special forms. Zbl 0264.90036
Walkup, D. W.; Wets, R. J. B.
12
1970
Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074
Wallace, Stein W.; Wets, Roger J.-B.
12
1992
Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111
Artstein, Zvi; Wets, Roger J.-B.
12
1994
Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042
Sukumar, N.; Wets, R. J.-B.
12
2007
Stochastic programming, an introduction. Zbl 0665.90070
Ermoliev, Yu.; Wets, R.
11
1988
Continuity properties of Walras equilibrium points. Zbl 1026.91031
Jofré, Alejandro; Wets, Roger J.-B.
11
2002
Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052
Wallace, Stein W.; Wets, Roger J.-B.
11
1989
Challenges in stochastic programming. Zbl 0874.90151
Wets, Roger J.-B.
11
1996
Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072
Royset, Johannes O.; Wets, Roger J.-B.
11
2015
Continuous versus measurable recourse in N-stage stochastic programming. Zbl 0309.90039
Rockafellar, R. Tyrrell; Wets, Roger J. B.
10
1974
Stochastic programming 84. Parts I, II. Zbl 0583.00042
10
1986
Measures as Lagrange multipliers in multistage stochastic programming. Zbl 0369.90091
Rockafellar, R. T.; Wets, R. J.-B.
10
1977
Addendum: “On the convergence of convex sets in finite dimensions”. Zbl 1308.52001
Salinetti, Gabriella; Wets, Roger B.
10
1980
Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098
Flåm, Sjur D.; Wets, Roger J.-B.
9
1987
Stochastic optimization models for lake eutrophication management. Zbl 0655.90044
Somlyódy, László; Wets, Roger J.-B.
9
1988
Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093
Nazareth, J. L.; Wets, R. J.-B.
9
1986
Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011
Bagh, Adib; Wets, Roger J.-B.
9
1996
Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166
Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L.
9
2010
Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138
Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B.
9
2015
Variational convergence of bifunctions: motivating applications. Zbl 1334.49031
Jofré, Alejandro; Wets, Roger J.-B.
9
2014
General economic equilibrium with financial markets and retainability. Zbl 1405.91742
Jofré, A.; Rockafellar, R. T.; Wets, R. J-B.
9
2017
Programming under uncertainty and stochastic optimal control. Zbl 0143.21302
van Slyke, Richard M.; Wets, R.
8
1966
Characterization theorems for stochastic programs. Zbl 0248.90042
Wets, Roger
8
1972
On the hypo-convergence of probability measures. Zbl 0624.60008
Salinetti, G.; Wets, R.
8
1986
Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004
Royset, Johannes O.; Wets, Roger J.-B.
8
2016
Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm. Zbl 0661.90065
Rockafellar, R. T.; Wets, R. J.-B.
7
1986
Statistical estimation from an optimization viewpoint. Zbl 0919.90121
Wets, Roger J.-B.
7
1999
Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030
Lucchetti, Roberto; Wets, R. J.-B.
7
1993
Estimating density functions: a constrained maximum likelihood approach. Zbl 0998.62028
Dong, Michael X.; Wets, Roger J.-B.
6
2000
Stochastic programmings with recourse. II: On the continuity of the objective. Zbl 0169.51402
Walkup, D. W.; Wets, R. J.-B.
6
1969
An optimization primer. Zbl 1527.90001
Royset, Johannes O.; Wets, Roger J.-B.
6
2021
Variational analysis of constrained M-estimators. Zbl 1460.62067
Royset, Johannes O.; Wets, Roger J-B.
4
2020
Lopsided convergence: an extension and its quantification. Zbl 1420.49030
Royset, Johannes O.; Wets, Roger J.-B.
6
2019
On univariate function identification problems. Zbl 1395.90230
Royset, Johannes O.; Wets, Roger J.-B.
3
2018
Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010
Rockafellar, R. Tyrrell; Wets, Roger J-B
58
2017
Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157
Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B.
37
2017
Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149
Royset, Johannes O.; Wets, Roger J.-B.
22
2017
General economic equilibrium with financial markets and retainability. Zbl 1405.91742
Jofré, A.; Rockafellar, R. T.; Wets, R. J-B.
9
2017
Preface. Zbl 1378.00102
4
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.
45
2016
Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034
Philpott, Andy; Ferris, Michael; Wets, Roger
18
2016
Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004
Royset, Johannes O.; Wets, Roger J.-B.
8
2016
Building a stochastic programming model from scratch: a harvesting management example. Zbl 1468.91109
Rios, Ignacio; Weintraub, Andres; Wets, Roger J.-B.
5
2016
Erratum to: “Multivariate epi-splines and evolving function identification problems”. Zbl 1476.41007
Royset, Johannes O.; Wets, Roger J-B
3
2016
Optimality functions and lopsided convergence. Zbl 1342.90220
Royset, Johannes O.; Wets, Roger J.-B.
3
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.
18
2015
Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072
Royset, Johannes O.; Wets, Roger J.-B.
11
2015
Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138
Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B.
9
2015
Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047
Rios, Ignacio; Wets, Roger J-B; Woodruff, David L.
6
2015
Modeling and estimating commodity prices: copper prices. Zbl 1321.91114
Wets, Roger J.-B.; Rios, Ignacio
5
2015
Variational convergence of bifunctions: motivating applications. Zbl 1334.49031
Jofré, Alejandro; Wets, Roger J.-B.
9
2014
Convex analysis and financial equilibrium. Zbl 1309.91086
Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B.
6
2014
Shape-restricted nonparametric regression with overall noisy measurements. Zbl 1297.62092
Pflug, Georg Ch.; Wets, Roger J.-B.
2
2013
Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098
Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang
66
2012
A time-embedded approach to economic equilibrium with incomplete financial markets. Zbl 1216.91041
Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B.
4
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.
1
2011
Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166
Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L.
9
2010
Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036
Jofré, Alejandro; Wets, Roger J.-B.
15
2009
Outer semicontinuity of positive hull mappings with application to semi-infinite and stochastic programming. Zbl 1161.49014
Luc, Dinh The; Wets, Roger J.-B.
1
2008
Variational inequalities and economic equilibrium. Zbl 1276.91070
Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B.
43
2007
Stability of \(\varepsilon\)-approximate solutions to convex stochastic programs. Zbl 1211.90151
Römisch, W.; Wets, R. J.-B.
22
2007
Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042
Sukumar, N.; Wets, R. J.-B.
12
2007
George B. Dantzig (1914–2005). Zbl 1142.01331
Cottle, Richard; Ellis, Johnson; Wets, Roger
4
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.
18
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 1047.90070
Wets, Roger J.-B.
2
2003
Continuity properties of Walras equilibrium points. Zbl 1026.91031
Jofré, Alejandro; Wets, Roger J.-B.
11
2002
Stochastic programming models: Wait-and-see versus here-and-now. Zbl 1029.90049
Wets, Roger J.-B.
4
2002
Random-lsc functions: an ergodic theorem. Zbl 1082.90552
Korf, Lisa A.; Wets, Roger J.-B.
21
2001
Estimating density functions: a constrained maximum likelihood approach. Zbl 0998.62028
Dong, Michael X.; Wets, Roger J.-B.
6
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
3
2000
An ergodic theorem for stochastic programming problems. Zbl 0973.90053
Korf, Lisa A.; Wets, Roger J.-B.
1
2000
Statistical estimation from an optimization viewpoint. Zbl 0919.90121
Wets, 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 0888.49001
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.
44
1998
Stochastic programs with chance constraints: Generalized convexity and approximation issues. Zbl 0997.90052
Wets, Roger J.-B.
2
1998
Challenges in stochastic programming. Zbl 0874.90151
Wets, Roger J.-B.
11
1996
Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011
Bagh, Adib; Wets, Roger J.-B.
9
1996
Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093
Artstein, Zvi; Wets, Roger J. B.
40
1995
The minimization of semicontinuous functions: mollifier subgradients. Zbl 0822.49016
Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B.
38
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.
21
1995
Preprocessing in stochastic programming: The case of capacitated networks. Zbl 0822.90106
Wallace, Stein W.; Wets, Roger J.-B.
2
1995
Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005
Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B.
13
1994
Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111
Artstein, Zvi; Wets, Roger J.-B.
12
1994
Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005
Attouch, Hedy; Wets, Roger J.- B.
43
1993
Production planning via scenario modelling. Zbl 0784.90033
Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B.
31
1993
Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions. Zbl 0802.49009
Attouch, Hedy; Wets, Roger J.-B.
17
1993
Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030
Lucchetti, Roberto; Wets, R. J.-B.
7
1993
Sensors and information in optimization under stochastic uncertainty. Zbl 0780.90070
Artstein, Zvi; Wets, Roger J.-B.
5
1993
The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Zbl 0802.90041
Wallace, Stein W.; Wets, Roger J.-B.
5
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.
23
1992
Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074
Wallace, Stein W.; Wets, Roger J.-B.
12
1992
Cosmic convergence. Zbl 0793.49007
Rockafellar, R. T.; Wets, R. J.-B.
4
1992
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002
Rockafellar, R. T.; Wets, Roger J.-B.
4
1992
Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067
Rockafellar, R. T.; Wets, Roger J.-B.
315
1991
Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007
Attouch, Hedy; Wets, Roger J.-B.
90
1991
The topology of the \(\rho\)-Hausdorff distance. Zbl 0769.54009
Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B.
61
1991
Epi-consistency of convex stochastic programs. Zbl 0733.90049
King, Alan J.; Wets, Roger J.-B.
54
1991
Constrained estimation: Consistency and asymptotics. Zbl 0800.62187
Wets, Roger J.-B.
6
1991
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036
Rockafellar, R. T.; Wets, R. J.-B.
39
1990
Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021
Attouch, Hedy; Wets, Roger J.-B.
18
1990
Epigraphical analysis. Zbl 0676.49003
Attouch, H.; Wets, R. J.-B.
21
1989
Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063
Birge, John R.; Wets, Roger J.-B.
17
1989
Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052
Wallace, Stein W.; Wets, Roger J.-B.
11
1989
Stochastic dynamic optimization approaches and computation. Zbl 0813.90086
Varaiya, Pravin; Wets, Roger J.-B.
3
1989
Decentralized allocation of resources among many producers. Zbl 0689.90011
Artstein, Zvi; Wets, Roger J.-B.
1
1989
Numerical techniques for stochastic optimization. Zbl 0658.00020
106
1988
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018
Dupačová, Jitka; Wets, Roger
100
1988
Large scale linear programming techniques. Zbl 0676.90043
Wets, R. J.-B.
24
1988
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009
Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B.
18
1988
Stochastic programming, an introduction. Zbl 0665.90070
Ermoliev, Yu.; Wets, R.
11
1988
Stochastic optimization models for lake eutrophication management. Zbl 0655.90044
Somlyódy, László; Wets, Roger J.-B.
9
1988
Another isometry for the Legendre-Fenchel transform. Zbl 0644.49010
Attouch, Hedy; Wets, Roger J.-B.
5
1988
Stable approximations of set-valued maps. Zbl 0681.54012
Aubin, Jean-Pierre; Wets, Roger J. B.
5
1988
Approximating the integral of a multifunction. Zbl 0649.28010
Artstein, Zvi; Wets, Roger J.-B.
4
1988
A note about projections in the implementation of stochastic quasigradient methods. Zbl 0664.90067
Rockafellar, R. T.; Wets, R. J.-B.
4
1988
Nonlinear programming techniques applied to stochastic programs with recourse. Zbl 0665.90066
Nazareth, L.; Wets, R. J.-B.
4
1988
Lake eutrophication management: The Lake Balaton project. Zbl 0661.90097
King, A. J.; Rockafellar, R. T.; Somlyódy, L.; Wets, R. J.-B.
1
1988
Stability in two-stage stochastic programming. Zbl 0639.90074
Robinson, Stephen M.; Wets, Roger J.-B.
41
1987
Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053
Birge, John R.; Wets, Roger J.-B.
27
1987
Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098
Flåm, Sjur D.; Wets, Roger J.-B.
9
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.
91
1986
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090
Rockafellar, R. T.; Wets, R. J.-B.
47
1986
Isometries for the Legendre-Fenchel transform. Zbl 0607.49009
Attouch, Hedy; Wets, Roger J. B.
41
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.
41
1986
Stochastic programming 84. Parts I, II. Zbl 0583.00042
10
1986
Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093
Nazareth, J. L.; Wets, R. J.-B.
9
1986
On the hypo-convergence of probability measures. Zbl 0624.60008
Salinetti, G.; Wets, R.
8
1986
Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm. Zbl 0661.90065
Rockafellar, R. T.; Wets, R. J.-B.
7
1986
...and 59 more Documents
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Cited by 5,072 Authors

94 Mordukhovich, Boris S.
54 Wets, Roger Jean-Baptiste
50 Zhang, Liwei
47 Beer, Gerald Alan
41 Escudero, Laureano Fernando
40 Yang, Xiaoqi
38 Penot, Jean-Paul
36 Rockafellar, Ralph Tyrrell
34 Wang, Shawn Xianfu
32 Papageorgiou, Nikolaos S.
31 Royset, Johannes O.
30 Bauschke, Heinz H.
30 Outrata, Jiří V.
30 Ye, Jane J.
29 Chen, Xiaojun
28 Thibault, Lionel
26 Kruger, Alexander Y.
25 Flåm, Sjur Didrik
25 López-Cerdá, Marco Antonio
25 Shapiro, Alexander
24 Cánovas, María Josefa
24 Parra, Juan
24 Seeger, Alberto
23 Attouch, Hedy
23 Gfrerer, Helmut
22 Adly, Samir
22 Lewis, Adrian S.
22 Pennanen, Teemu
22 Pong, Ting Kei
22 Sen, Suvrajeet
22 Xu, Huifu
22 Zhang, Jin
22 Zhou, Jinchuan
21 Yao, Jen-Chih
20 Birge, John R.
20 Pang, Jong-Shi
20 Pang, Liping
20 Römisch, Werner
20 Nguyen Dong Yen
19 Lin, Guihua
19 Nam, Nguyen Mau
19 Ruszczyński, Andrzej
19 Sun, Jie
18 Ahmed, Shabbir
18 Iusem, Alfredo Noel
18 Qi, Liqun
17 Araceli Garín, María
17 Hantoute, Abderrahim
17 Henrion, René
17 López, Ruben
17 Pan, Shaohua
17 Pérez-Aros, Pedro
17 Schultz, Rüdiger
16 Chen, Zhiping
16 Li, Shengjie
16 Sagastizábal, Claudia A.
16 Sun, Defeng
15 Daniilidis, Aris
15 Ermoliev, Yuri M.
15 Kanzow, Christian
15 Kuhn, Daniel
15 Li, Guoyin
15 Solodov, Mikhail V.
14 Borwein, Jonathan Michael
14 Burachik, Regina Sandra
14 Burke, James V.
14 Dempe, Stephan
14 Eberhard, Andrew C.
14 Ioffe, Alexander Davidovich
14 Jiang, Jie
14 Klatte, Diethard
14 Milasi, Monica
14 Moursi, Walaa M.
14 Pérez, Gloria
14 Phan Quôc Khánh
14 Théra, Michel A.
14 Wallace, Stein W.
14 Weintraub, Andrés P.
14 Xiu, Naihua
14 Yang, Xinmin
13 Anh, Nguyen Le Hoang
13 Chen, Jein-Shan
13 Drusvyatskiy, Dmitriy
13 Gaivoronski, Alexei A.
13 Goberna, Miguel Angel
13 Goebel, Rafal
13 Mehlitz, Patrick
13 Phạm Tiên So’n
13 Shanbhag, Uday V.
13 Sun, Hailin
13 Toh, Kim Chuan
13 Zhang, Jie
12 Dupačová, Jitka
12 Morton, David P.
12 Perkkiö, Ari-Pekka
12 Stein, Oliver
12 Van Ackooij, Wim
12 Yuan, Xiaoming
12 Zheng, Xiyin
11 Aravkin, Aleksandr Y.
...and 4,972 more Authors
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Cited in 460 Serials

335 Mathematical Programming. Series A. Series B
297 Journal of Optimization Theory and Applications
230 European Journal of Operational Research
198 SIAM Journal on Optimization
159 Journal of Mathematical Analysis and Applications
157 Set-Valued and Variational Analysis
145 Optimization
143 Annals of Operations Research
136 Journal of Global Optimization
128 Computational Optimization and Applications
109 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
83 Optimization Letters
72 Computers & Operations Research
48 Automatica
45 Journal of Computational and Applied Mathematics
44 Journal of Convex Analysis
43 Operations Research Letters
42 Transactions of the American Mathematical Society
42 Set-Valued Analysis
41 Optimization Methods & Software
38 Positivity
37 INFORMS Journal on Computing
36 Numerical Functional Analysis and Optimization
36 Proceedings of the American Mathematical Society
34 Journal of Industrial and Management Optimization
33 SIAM Journal on Control and Optimization
29 Mathematics of Operations Research
29 Journal of Scientific Computing
29 Mathematical Methods of Operations Research
29 Computational Management Science
28 Kybernetika
28 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
27 Applied Mathematics and Computation
26 Applied Mathematics and Optimization
23 Journal of Differential Equations
23 Mathematical Programming
23 SIAM Journal on Imaging Sciences
21 Cybernetics and Systems Analysis
20 Journal of Inequalities and Applications
20 Optimization and Engineering
19 Top
19 Mathematical Problems in Engineering
19 Journal of the Operations Research Society of China
18 Operations Research
18 Asia-Pacific Journal of Operational Research
18 Linear Algebra and its Applications
17 Journal of Mathematical Imaging and Vision
17 SIAM Journal on Scientific Computing
16 Applicable Analysis
16 Computers & Mathematics with Applications
15 The Annals of Statistics
15 Journal of Mathematical Economics
15 Abstract and Applied Analysis
14 Journal of Functional Analysis
14 Numerical Algorithms
14 Applied Mathematical Modelling
14 Nonlinear Analysis. Theory, Methods & Applications
12 Bulletin of the Australian Mathematical Society
12 Inverse Problems
12 Journal of Multivariate Analysis
12 Computational and Applied Mathematics
12 International Transactions in Operational Research
11 Networks
11 Systems & Control Letters
11 Calculus of Variations and Partial Differential Equations
11 Vietnam Journal of Mathematics
11 Journal of Machine Learning Research (JMLR)
11 Proceedings of the Steklov Institute of Mathematics
10 Information Sciences
10 Journal of Approximation Theory
10 Acta Mathematicae Applicatae Sinica. English Series
10 Journal of Economic Dynamics & Control
10 Mathematical Programming Computation
10 Journal of Nonlinear and Variational Analysis
9 Stochastics
9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
9 Automation and Remote Control
9 Communications in Statistics. Theory and Methods
9 Journal of Mathematical Sciences (New York)
9 Finance and Stochastics
9 Networks and Spatial Economics
8 International Journal of Systems Science
8 Annali di Matematica Pura ed Applicata. Serie Quarta
8 Fuzzy Sets and Systems
8 Stochastic Analysis and Applications
8 The Annals of Applied Probability
8 Discrete and Continuous Dynamical Systems
8 RAIRO. Operations Research
8 Electronic Journal of Statistics
7 Computer Methods in Applied Mechanics and Engineering
7 Archiv der Mathematik
7 Journal of Economic Theory
7 MCSS. Mathematics of Control, Signals, and Systems
7 ZOR. Zeitschrift für Operations Research
7 Economic Theory
7 Foundations of Computational Mathematics
7 Journal of Fixed Point Theory and Applications
7 Mathematics and Financial Economics
7 Nonlinear Analysis. Hybrid Systems
7 SIAM Journal on Mathematics of Data Science
...and 360 more Serials
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Cited in 55 Fields

3,049 Operations research, mathematical programming (90-XX)
1,421 Calculus of variations and optimal control; optimization (49-XX)
727 Numerical analysis (65-XX)
495 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
326 Operator theory (47-XX)
261 Systems theory; control (93-XX)
203 Statistics (62-XX)
199 Probability theory and stochastic processes (60-XX)
189 General topology (54-XX)
182 Real functions (26-XX)
175 Computer science (68-XX)
166 Functional analysis (46-XX)
155 Convex and discrete geometry (52-XX)
135 Ordinary differential equations (34-XX)
92 Partial differential equations (35-XX)
89 Global analysis, analysis on manifolds (58-XX)
83 Linear and multilinear algebra; matrix theory (15-XX)
81 Measure and integration (28-XX)
77 Information and communication theory, circuits (94-XX)
56 Mechanics of deformable solids (74-XX)
43 Dynamical systems and ergodic theory (37-XX)
42 Biology and other natural sciences (92-XX)
31 Approximations and expansions (41-XX)
19 Differential geometry (53-XX)
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3 Number theory (11-XX)
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1 Potential theory (31-XX)

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