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ORCIDRoger J.-B. Wets
Person information
- affiliation: University of California Davis, USA
- award (1997): Frederick W. Lanchester Prize
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2020 – today
- 2020
[j52]Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal
:
Special Issue: On the interface between optimization and probability. Math. Program. 181(2): 225-228 (2020)
2010 – 2019
- 2019
- [j51]Johannes O. Royset, Roger J.-B. Wets:
Lopsided convergence: an extension and its quantification. Math. Program. 177(1-2): 395-423 (2019) - 2018
- [j50]Johannes O. Royset, Roger J.-B. Wets:
On univariate function identification problems. Math. Program. 168(1-2): 449-474 (2018) - 2017
- [j49]Xiaojun Chen, Ting Kei Pong, Roger J.-B. Wets:
Two-stage stochastic variational inequalities: an ERM-solution procedure. Math. Program. 165(1): 71-111 (2017) - [j48]R. Tyrrell Rockafellar, Roger J.-B. Wets:
Stochastic variational inequalities: single-stage to multistage. Math. Program. 165(1): 331-360 (2017) - [j47]Johannes O. Royset, Roger J.-B. Wets:
Variational Theory for Optimization under Stochastic Ambiguity. SIAM J. Optim. 27(2): 1118-1149 (2017) - 2016
- [j46]Johannes O. Royset, Roger J.-B. Wets:
Optimality Functions and Lopsided Convergence. J. Optim. Theory Appl. 169(3): 965-983 (2016) - [j45]Dinakar Gade, Gabriel Hackebeil, Sarah M. Ryan, Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff:
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs. Math. Program. 157(1): 47-67 (2016) - [j44]Andy Philpott, Michael C. Ferris, Roger J.-B. Wets:
Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Math. Program. 157(2): 483-513 (2016) - 2015
- [j43]Fernando Badilla Veliz, Jean-Paul Watson, Andrés Weintraub, Roger J.-B. Wets, David L. Woodruff:
Stochastic optimization models in forest planning: a progressive hedging solution approach. Ann. Oper. Res. 232(1): 259-274 (2015) - [j42]Ignacio Rios, Roger J.-B. Wets, David L. Woodruff:
Multi-period forecasting and scenario generation with limited data. Comput. Manag. Sci. 12(2): 267-295 (2015) - [j41]Johannes O. Royset, Roger J.-B. Wets:
Fusion of hard and soft information in nonparametric density estimation. Eur. J. Oper. Res. 247(2): 532-547 (2015) - [j40]Xiaojun Chen, Hailin Sun, Roger J.-B. Wets:
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models. SIAM J. Optim. 25(1): 53-75 (2015) - 2014
- [j39]Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets:
Convex analysis and financial equilibrium. Math. Program. 148(1-2): 223-239 (2014) - [j38]Alejandro Jofré, Roger J.-B. Wets:
Variational Convergence of Bifunctions: Motivating Applications. SIAM J. Optim. 24(4): 1952-1979 (2014) - 2013
- [c3]Dashi I. Singham, Johannes O. Royset, Roger J.-B. Wets:
Density estimation of simulation output using exponential epi-splines. WSC 2013: 755-765 - 2012
- [j37]Xiaojun Chen, Roger J.-B. Wets, Yanfang Zhang:
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations. SIAM J. Optim. 22(2): 649-673 (2012) - 2010
- [j36]Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff:
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs. INFORMS J. Comput. 22(4): 543-554 (2010)
2000 – 2009
- 2009
- [j35]Alejandro Jofré, Roger J.-B. Wets:
Variational convergence of bivariate functions: lopsided convergence. Math. Program. 116(1-2): 275-295 (2009) - 2008
- [j34]Dinh The Luc, Roger J.-B. Wets:
Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming. SIAM J. Optim. 19(2): 700-713 (2008) - 2007
- [j33]Alejandro Jofré, R. Terry Rockafellar, Roger J.-B. Wets:
Variational Inequalities and Economic Equilibrium. Math. Oper. Res. 32(1): 32-50 (2007) - [j32]N. Sukumar, Roger J.-B. Wets:
Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis. SIAM J. Optim. 18(3): 914-925 (2007) - [j31]Werner Römisch, Roger J.-B. Wets:
Stability of epsilon-approximate Solutions to Convex Stochastic Programs. SIAM J. Optim. 18(3): 961-979 (2007) - 2005
- [j30]Roger J.-B. Wets:
Foreword: Special Issue on Variational Analysis, Optimization, and their Applications. Math. Program. 104(2-3): 203-204 (2005) - [p1]Alan J. King, László Somlyódy, Roger J.-B. Wets:
19. Stochastic Optimization for Lake Eutrophication Management. Applications of Stochastic Programming 2005: 347-378 - 2003
- [j29]Roger J.-B. Wets:
Lipschitz Continuity of inf-Projections. Comput. Optim. Appl. 25(1-3): 269-282 (2003) - 2002
- [j28]Alejandro Jofré, Roger J.-B. Wets:
Continuity Properties of Walras Equilibrium Points. Ann. Oper. Res. 114(1-4): 229-243 (2002) - 2001
- [j27]Lisa A. Korf, Roger J.-B. Wets:
Random LSC Functions: An Ergodic Theorem. Math. Oper. Res. 26(2): 421-445 (2001)
1990 – 1999
- 1999
- [j26]Roger J.-B. Wets:
Statistical estimation from an optimization viewpoint. Ann. Oper. Res. 85: 79-101 (1999) - 1998
- [b1]R. Tyrrell Rockafellar, Roger J.-B. Wets:
Variational Analysis. Grundlehren der mathematischen Wissenschaften 317, Springer 1998, ISBN 978-3-540-62772-2, pp. 1-734 - [j25]Tore W. Jonsbråten, Roger J.-B. Wets, David L. Woodruff:
A class of stochastic programs withdecision dependent random elements. Ann. Oper. Res. 82: 83-106 (1998) - 1996
- [j24]Roger J.-B. Wets:
Challenges in stochastic programming. Math. Program. 75: 115-135 (1996) - 1995
- [j23]Giovanni Andreatta, G. Salinetti, Roger J.-B. Wets:
Preface. Ann. Oper. Res. 56(1) (1995) - [j22]Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets:
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Ann. Oper. Res. 56(1): 189-208 (1995) - [j21]Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets:
Preface. Ann. Oper. Res. 59(1) (1995) - [j20]Stein W. Wallace, Roger J.-B. Wets:
Preprocessing in Stochastic Programming: The Case of Capacitated Networks. INFORMS J. Comput. 7(1): 44-62 (1995) - 1994
- [j19]Zvi Artstein, Roger J.-B. Wets:
Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions. SIAM J. Optim. 4(3): 537-550 (1994) - 1993
- [j18]Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets:
Production planning via scenario modelling. Ann. Oper. Res. 43(6): 309-335 (1993) - [j17]Zvi Artstein, Roger J.-B. Wets:
Sensors and Information in Optimization Under Stochastic Uncertainty. Math. Oper. Res. 18(3): 523-547 (1993) - [j16]Hédy Attouch, Roger J.-B. Wets:
Quantitative stability of variational systems: III. epsilon-approximate solutions. Math. Program. 61: 197-214 (1993) - [j15]Stein W. Wallace, Roger J.-B. Wets:
The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Math. Program. 62: 215-222 (1993) - [j14]Hédy Attouch, Roger J.-B. Wets:
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning. SIAM J. Optim. 3(2): 359-381 (1993) - 1992
- [j13]Stein W. Wallace, Roger J.-B. Wets:
Preprocessing in Stochastic Programming: The Case of Linear Programs. INFORMS J. Comput. 4(1): 45-59 (1992) - 1991
- [j12]Gabriella Salinetti, Roger J.-B. Wets:
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema. Ann. Oper. Res. 30(1): 157-168 (1991) - [j11]R. Tyrrell Rockafellar, Roger J.-B. Wets:
Scenarios and Policy Aggregation in Optimization Under Uncertainty. Math. Oper. Res. 16(1): 119-147 (1991)
1980 – 1989
- 1989
- [j10]Stein W. Wallace, Roger J.-B. Wets:
Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks. INFORMS J. Comput. 1(4): 252-270 (1989) - [j9]John R. Birge, Roger J.-B. Wets:
Sublinear upper bounds for stochastic programs with recourse. Math. Program. 43(1-3): 131-149 (1989) - 1988
- [j8]László Somlyódy, Roger J.-B. Wets:
Stochastic Optimization Models for Lake Eutrophication Management. Oper. Res. 36(5): 660-681 (1988) - 1987
- [j7]John R. Birge, Roger J.-B. Wets:
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem. Math. Oper. Res. 12(1): 149-162 (1987) - 1986
- [j6]G. Salinetti, W. Vervaat, Roger J.-B. Wets:
On the Convergence in Probability of Random Sets (Measurable Multifunctions). Math. Oper. Res. 11(3): 420-422 (1986) - 1984
- [j5]Roger J.-B. Wets:
Modeling and solution strategies for unconstrained stochastic optimization problems. Ann. Oper. Res. 1(1): 3-22 (1984) - 1982
- [c2]Roger J.-B. Wets:
Stochastic Programming: Solution Techniques and Approximation Schemes. ISMP 1982: 566-603 - 1981
- [j4]Francisco J. Solis, Roger J.-B. Wets:
Minimization by Random Search Techniques. Math. Oper. Res. 6(1): 19-30 (1981)
1970 – 1979
- 1974
- [j3]Stanley J. Garstka, Roger J.-B. Wets:
On decision rules in stochastic programming. Math. Program. 7(1): 117-143 (1974) - 1973
- [c1]Roger J.-B. Wets:
On INF-Compact Mathematical Programs. Optimization Techniques 1973: 426-426 - 1972
- [j2]Roger J.-B. Wets:
Characterization theorems for stochastic programs. Math. Program. 2(1): 166-175 (1972)
1960 – 1969
- 1968
- [j1]Roger J.-B. Wets, David W. Walkup:
A Note on Decision Rules for Stochastic Programs. J. Comput. Syst. Sci. 2(3): 305-311 (1968)
Coauthor Index
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