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. 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 2,846 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, Andy 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 116 Operations research, mathematical programming (90-XX) 49 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 153 Publications have been cited 5,083 times in 3,712 Documents Cited by ▼ Year ▼ Variational analysis. Zbl 0888.49001Rockafellar, R. Tyrrell; Wets, Roger J.-B. 1,960 1998 L-shaped linear programs with applications to optimal control and stochastic programming. Zbl 0197.45602van Slyke, R. M.; Wets, Roger 281 1969 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 257 1991 Minimization by random search techniques. Zbl 0502.90070Solis, Francisco J.; Wets, Roger J.-B. 95 1981 Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Zbl 0603.90104Birge, John R.; Wets, Roger J.-B. 85 1986 Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018Dupačová, Jitka; Wets, Roger 84 1988 Numerical techniques for stochastic optimization. Zbl 0658.00020 83 1988 Stochastic programs with fixed recourse: The equivalent deterministic program. Zbl 0311.90056Wets, Roger J.-B. 81 1974 Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007Attouch, Hedy; Wets, Roger J.-B. 78 1991 On the convergence of sequences of convex sets in finite dimensions. Zbl 0421.52003Salinetti, Gabriella; Wets, Roger J.-B. 77 1979 The topology of the \(\rho\)-Hausdorff distance. Zbl 0769.54009Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B. 58 1991 On the relations between two types of convergence for convex functions. Zbl 0359.54005Salinetti, Gabriella; Wets, Roger J.-B. 56 1977 A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090Rockafellar, R. T.; Wets, R. J.-B. 47 1986 Stochastic variational inequalities: residual minimization smoothing sample average approximations. Zbl 1263.90098Chen, Xiaojun; Wets, Roger J.-B.; Zhang, Yanfang 46 2012 Stochastic programs with recourse. Zbl 0203.21806Walkup, D. W.; Wets, R. J.-B. 45 1967 Continuity of some convex-cone-valued mappings. Zbl 0145.38004Walkup, D. W.; Wets, R. J.-B. 44 1967 Epi-consistency of convex stochastic programs. Zbl 0733.90049King, Alan J.; Wets, Roger J.-B. 43 1991 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 Lifting projections of convex polyhedra. Zbl 0172.23702Walkup, D. W.; Wets, R. J. B. 41 1969 Stability in two-stage stochastic programming. Zbl 0639.90074Robinson, Stephen M.; Wets, Roger J.-B. 40 1987 Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036Rockafellar, R. T.; Wets, R. J.-B. 37 1990 Variational inequalities and economic equilibrium. Zbl 1276.91070Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B. 37 2007 A convergence theory for saddle functions. Zbl 0525.49009Attouch, Hedy; Wets, Roger J.-B. 35 1983 Quantitative stability of variational systems. II. A framework for nonlinear conditioning. Zbl 0793.49005Attouch, Hedy; Wets, Roger J.- B. 35 1993 Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010Rockafellar, R. Tyrrell; Wets, Roger J-B 35 2017 A class of stochastic programs with decision dependent random elements. Zbl 0911.90268Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L. 34 1998 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. 32 1995 Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093Artstein, Zvi; Wets, Roger J. B. 31 1995 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. 31 2016 Stochastic convex programming: Relatively complete recourse and induced feasibility. Zbl 0346.90058Rockafellar, R. T.; Wets, R. J.-B. 30 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 Production planning via scenario modelling. Zbl 0784.90033Escudero, Laureano F.; Kamesam, Pasumarti V.; King, Alan J.; Wets, Roger J.-B. 27 1993 The optimal recourse problem in discrete time: \(L^1\)-multipliers for inequality constraints. Zbl 0397.90078Rockafellar, R. T.; Wets, R. J-B. 27 1978 Computing bounds for stochastic programming problems by means of a generalized moment problem. Zbl 0619.90053Birge, John R.; Wets, Roger J.-B. 26 1987 On the interchange of subdifferentiation and conditional expectation for convex functionals. Zbl 0487.49006Rockafellar, R. T.; Wets, R. J. B. 26 1982 Programming under uncertainty: The complete problem. Zbl 0133.42601Wets, R. 26 1966 A Lipschitzian characterization of convex polyhedra. Zbl 0182.25003Walkup, David W.; Wets, Roger J.-B. 25 1969 Stochastic convex programming: basic duality. Zbl 0339.90048Rockafellar, R. T.; Wets, R. J.-B. 25 1976 Large scale linear programming techniques. Zbl 0676.90043Wets, R. J.-B. 24 1988 Solving stochastic programs with simple recourse. Zbl 0584.90067Wets, Roger J.-B. 24 1983 A duality theory for abstract mathematical programs with applications to optimal control theory. Zbl 0157.16004Van Slyke, R. M.; Wets, R. J.-B. 23 1968 Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B. 22 2017 Epigraphical analysis. Zbl 0676.49003Attouch, H.; Wets, R. J.-B. 21 1989 Convergence of convex functions, variational inequalities and convex optimization problems. Zbl 0481.90066Wets, R. J. B. 21 1980 A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B. 21 1992 Stability of \(\varepsilon\)-approximate solutions to convex stochastic programs. Zbl 1211.90151Römisch, W.; Wets, R. J.-B. 21 2007 Order-preserving functions; applications to majorization and order statistics. Zbl 0153.38502Marshall, A. W.; Walkup, D. W.; Wets, R. J.-B. 20 1967 Nonanticipativity and \(\mathcal L^1\)-martingales in stochastic optimization problems. Zbl 0377.90073Rockafellar, R. T.; Wets, R. J.-B. 20 1976 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 Epigraphical processes: Laws of large numbers for random LSC functions. Zbl 0744.60021Attouch, Hedy; Wets, Roger J.-B. 17 1990 Convergence of convex-concave saddle functions: Applications to convex programming and mechanics. Zbl 0667.49009Azé, Dominique; Attouch, Hedy; Wets, Roger J.-B. 16 1988 Stochastic programming: Solution techniques and approximation schemes. Zbl 0551.90070Wets, R. 16 1983 On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. Zbl 0578.90080Wets, Roger J.-B. 16 1985 Random-lsc functions: an ergodic theorem. Zbl 1082.90552Korf, Lisa A.; Wets, Roger J.-B. 16 2001 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 Sublinear upper bounds for stochastic programs with recourse. Zbl 0663.90063Birge, John R.; Wets, Roger J.-B. 15 1989 Stochastic convex programming: Kuhn-Tucker conditions. Zbl 0343.90039Rockafellar, R. T.; Wets, R. J.-B. 15 1975 Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality. Zbl 0346.90057Rockafellar, R. T.; Wets, R. J.-B. 15 1976 Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036Jofré, Alejandro; Wets, Roger J.-B. 14 2009 Algorithms for frames and lineality spaces of cones. Zbl 0157.49502Wets, R. J.-B.; Witzgall, C. 13 1967 Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions. Zbl 0802.49009Attouch, Hedy; Wets, Roger J.-B. 13 1993 Uniform convergence of probability measures: Topological criteria. Zbl 0817.60005Lucchetti, Roberto; Salinetti, Gabriella; Wets, Roger J.-B. 12 1994 Preprocessing in stochastic programming: The case of linear programs. Zbl 0760.90074Wallace, Stein W.; Wets, Roger J.-B. 12 1992 Programming under uncertainty. The solution set. Zbl 0149.16502Wets, R. 12 1966 Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. Zbl 0830.90111Artstein, Zvi; Wets, Roger J.-B. 12 1994 Deriving the continuity of maximum-entropy basis functions via variational analysis. Zbl 1157.65042Sukumar, N.; Wets, R. J.-B. 12 2007 Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149Royset, Johannes O.; Wets, Roger J.-B. 12 2017 Preprocessing in stochastic programming: The case of uncapacitated networks. Zbl 0752.90052Wallace, Stein W.; Wets, Roger J.-B. 11 1989 Challenges in stochastic programming. Zbl 0874.90151Wets, Roger J.-B. 11 1996 Stochastic programs with recourse: special forms. Zbl 0264.90036Walkup, D. W.; Wets, R. J. B. 11 1970 Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034Philpott, Andy; Ferris, Michael; Wets, Roger 11 2016 Deterministic and stochastic optimization problems of Bolza type in discrete time. Zbl 0534.49022Rockafellar, R. T.; Wets, R. J.-B. 10 1983 Addendum: “On the convergence of convex sets in finite dimensions”. Zbl 1308.52001Salinetti, Gabriella; Wets, Roger B. 10 1980 Continuity properties of Walras equilibrium points. Zbl 1026.91031Jofré, Alejandro; Wets, Roger J.-B. 10 2002 Continuous versus measurable recourse in N-stage stochastic programming. Zbl 0309.90039Rockafellar, R. Tyrrell; Wets, Roger J. B. 10 1974 Measures as Lagrange multipliers in multistage stochastic programming. Zbl 0369.90091Rockafellar, R. T.; Wets, R. J.-B. 10 1977 Existence results and finite horizon approximates for infinite horizon optimization problems. Zbl 0635.90098Flåm, Sjur D.; Wets, Roger J.-B. 9 1987 Algorithms for stochastic programs: The case of nonstochastic tenders. Zbl 0605.90093Nazareth, J. L.; Wets, R. J.-B. 9 1986 Convergence of set-valued mappings: Equi-outer semicontinuity. Zbl 0884.54011Bagh, Adib; Wets, Roger J.-B. 9 1996 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. 9 2015 On the hypo-convergence of probability measures. Zbl 0624.60008Salinetti, G.; Wets, R. 8 1986 Stochastic optimization models for lake eutrophication management. Zbl 0655.90044Somlyódy, László; Wets, Roger J.-B. 8 1988 Stochastic programming, an introduction. Zbl 0665.90070Ermoliev, Yu.; Wets, R. 8 1988 Variational convergence of bifunctions: motivating applications. Zbl 1334.49031Jofré, Alejandro; Wets, Roger J.-B. 8 2014 Programming under uncertainty and stochastic optimal control. Zbl 0143.21302van Slyke, Richard M.; Wets, R. 8 1966 Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. 8 2010 Characterization theorems for stochastic programs. Zbl 0248.90042Wets, Roger 8 1972 Multivariate epi-splines and evolving function identification problems. Zbl 1356.41004Royset, Johannes O.; Wets, Roger J.-B. 8 2016 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 Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072Royset, Johannes O.; Wets, Roger J.-B. 7 2015 Stochastic programming 84. Parts I, II. Zbl 0583.00042 7 1986 Stochastic programmings with recourse. II: On the continuity of the objective. Zbl 0169.51402Walkup, D. W.; Wets, R. J.-B. 6 1969 Constrained estimation: Consistency and asymptotics. Zbl 0800.62187Wets, Roger J.-B. 6 1991 General economic equilibrium with financial markets and retainability. Zbl 1405.91742Jofré, A.; Rockafellar, R. T.; Wets, R. J-B. 6 2017 On the convergence in probability of random sets (measurable multifunctions). Zbl 0611.60003Salinetti, G.; Vervaat, W.; Wets, R. J.-B. 5 1986 Another isometry for the Legendre-Fenchel transform. Zbl 0644.49010Attouch, Hedy; Wets, Roger J.-B. 5 1988 An optimization primer. Zbl 07372948Royset, Johannes O.; Wets, Roger J.-B. 1 2021 Lopsided convergence: an extension and its quantification. Zbl 1420.49030Royset, Johannes O.; Wets, Roger J.-B. 3 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 35 2017 Two-stage stochastic variational inequalities: an ERM-solution procedure. Zbl 1386.90157Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B. 22 2017 Variational theory for optimization under stochastic ambiguity. Zbl 1366.90149Royset, Johannes O.; Wets, Roger J.-B. 12 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 3 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. 31 2016 Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Zbl 1350.90034Philpott, Andy; Ferris, Michael; Wets, Roger 11 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. 9 2015 Fusion of hard and soft information in nonparametric density estimation. Zbl 1346.62072Royset, Johannes O.; Wets, Roger J.-B. 7 2015 Multi-period forecasting and scenario generation with limited data. Zbl 1319.90047Rios, Ignacio; Wets, Roger J-B; Woodruff, David L. 5 2015 Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models. Zbl 1358.90138Chen, Xiaojun; Sun, Hailin; Wets, Roger J.-B. 5 2015 Modeling and estimating commodity prices: copper prices. Zbl 1321.91114Wets, Roger J.-B.; Rios, Ignacio 4 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. 3 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 46 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 Scalable heuristics for a class of chance-constrained stochastic programs. Zbl 1243.90166Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. 8 2010 Variational convergence of bivariate functions: Lopsided convergence. Zbl 1162.65036Jofré, Alejandro; Wets, Roger J.-B. 14 2009 Variational inequalities and economic equilibrium. Zbl 1276.91070Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B. 37 2007 Stability of \(\varepsilon\)-approximate solutions to convex stochastic programs. Zbl 1211.90151Römisch, W.; Wets, R. J.-B. 21 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. 16 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 4 1999 Variational analysis. Zbl 0888.49001Rockafellar, R. Tyrrell; Wets, Roger J.-B. 1,960 1998 A class of stochastic programs with decision dependent random elements. Zbl 0911.90268Jonsbråten, Tore W.; Wets, Roger J.-B.; Woodruff, David L. 34 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. 9 1996 The minimization of semicontinuous functions: Mollifier subgradients. Zbl 0822.49016Ermoliev, Yuri M.; Norkin, Vladimir I.; Wets, Roger J.-B. 32 1995 Consistency of minimizers and the SLLN for stochastic programs. Zbl 0837.90093Artstein, Zvi; Wets, Roger J. B. 31 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. 12 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. 35 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. 13 1993 Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030Lucchetti, Roberto; Wets, R. J.-B. 5 1993 Sensors and information in optimization under stochastic uncertainty. Zbl 0780.90070Artstein, Zvi; Wets, Roger J.-B. 5 1993 The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Zbl 0802.90041Wallace, Stein W.; 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. 21 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. 257 1991 Quantitative stability of variational systems. I: The epigraphical distance. Zbl 0753.49007Attouch, Hedy; Wets, Roger J.-B. 78 1991 The topology of the \(\rho\)-Hausdorff distance. Zbl 0769.54009Attouch, Hedy; Lucchetti, Roberto; Wets, Roger J.-B. 58 1991 Epi-consistency of convex stochastic programs. Zbl 0733.90049King, Alan J.; Wets, Roger J.-B. 43 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. 37 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 Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Zbl 0667.62018Dupačová, Jitka; Wets, Roger 84 1988 Numerical techniques for stochastic optimization. Zbl 0658.00020 83 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. 16 1988 Stochastic optimization models for lake eutrophication management. Zbl 0655.90044Somlyódy, László; Wets, Roger J.-B. 8 1988 Stochastic programming, an introduction. Zbl 0665.90070Ermoliev, Yu.; Wets, R. 8 1988 Another isometry for the Legendre-Fenchel transform. Zbl 0644.49010Attouch, Hedy; Wets, Roger J.-B. 5 1988 Stable approximations of set-valued maps. Zbl 0681.54012Aubin, Jean-Pierre; 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. 2 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. 85 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 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 Stochastic programming 84. Parts I, II. Zbl 0583.00042 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. 16 1985 Algorithmic procedures for stochastic optimization. Zbl 0603.90106Wets, Roger J. B. 1 1985 On a compactness theorem for epi-convergent sequences of functions. Zbl 0533.49006Wets, Roger J.-B. 1 1984 ...and 53 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 4,103 Authors 84 Mordukhovich, Boris S. 52 Wets, Roger Jean-Baptiste 47 Beer, Gerald Alan 44 Zhang, Liwei 38 Escudero, Laureano Fernando 36 Penot, Jean-Paul 34 Yang, Xiaoqi 31 Papageorgiou, Nikolaos S. 31 Rockafellar, Ralph Tyrrell 27 Outrata, Jiří V. 25 Chen, Xiaojun 24 Flåm, Sjur Didrik 24 Royset, Johannes O. 23 Shapiro, Alexander 23 Ye, Jane J. 22 Attouch, Hedy 22 López-Cerdá, Marco Antonio 22 Sen, Suvrajeet 22 Thibault, Lionel 21 Bauschke, Heinz H. 21 Cánovas, María Josefa 21 Kruger, Alexander Ya. 21 Parra, Juan 21 Seeger, Alberto 21 Wang, Shawn Xianfu 20 Birge, John R. 20 Xu, Huifu 20 Zhou, Jinchuan 19 Römisch, Werner 18 Pennanen, Teemu 18 Pong, Ting Kei 18 Ruszczyński, Andrzej 17 Ahmed, Shabbir 17 Hantoute, Abderrahim 17 Lin, Guihua 17 Schultz, Rüdiger 17 Yao, Jen-Chih 16 Araceli Garín, María 16 Gfrerer, Helmut 16 Henrion, René 16 Iusem, Alfredo Noel 16 Lewis, Adrian S. 16 Qi, Liqun 16 Sun, Jie 16 Zhang, Jin 15 Adly, Samir 15 Daniilidis, Aris 15 Nam, Nguyen Mau 15 Pang, Jong-Shi 14 Nguyen Dong Yen 13 Chen, Zhiping 13 Dempe, Stephan 13 Goberna, Miguel Angel 13 Klatte, Diethard 13 Kuhn, Daniel 13 López, Ruben 13 Milasi, Monica 13 Pang, Liping 13 Pérez, Gloria 13 Wallace, Stein W. 12 Burachik, Regina Sandra 12 Chen, Jein-Shan 12 Ermoliev, Yuri M. 12 Goebel, Rafal 12 Solodov, Mikhail V. 12 Théra, Michel A. 12 Zheng, Xiyin 11 Azé, Dominique 11 Borwein, Jonathan Michael 11 Burke, James V. 11 Gaivoronski, Alexei A. 11 Kurzhanskiĭ, Aleksandr Borisovich 11 Moursi, Walaa M. 11 Norkin, Vladimir I. 11 Roberto, Lucchetti E. 11 Sun, Defeng 11 Sun, Hailin 11 Van Ackooij, Wim 11 van der Vlerk, Maarten H. 11 Weintraub, Andrés P. 11 Yang, Xinmin 10 Dentcheva, Darinka 10 Donato, Maria Bernadette 10 Dupačová, Jitka 10 Ioffe, Alexander Davidovich 10 Izmailov, Alekseĭ F. 10 Kanzow, Christian 10 Merino, María 10 Pérez-Aros, Pedro 10 Phạm Tiên So’n 10 Sarabi, M. Ebrahim 10 Shanbhag, Uday V. 10 Song, Wen 10 Toledo, Fco. Javier 10 Watson, Jean-Paul 10 Xiu, Naihua 10 Yuan, Xiaoming 10 Zhang, Jie 9 Alonso-Ayuso, Antonio 9 Anh, Nguyen Le Hoang ...and 4,003 more Authors all top 5 Cited in 401 Serials 301 Mathematical Programming. Series A. Series B 253 Journal of Optimization Theory and Applications 196 European Journal of Operational Research 152 Journal of Mathematical Analysis and Applications 136 Annals of Operations Research 134 SIAM Journal on Optimization 115 Optimization 113 Set-Valued and Variational Analysis 110 Journal of Global Optimization 97 Nonlinear Analysis. Theory, Methods & Applications. 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Mathematics of Control, Signals, and Systems 6 Computational Statistics and Data Analysis 6 Applied and Computational Harmonic Analysis 6 Economic Theory 6 Discrete and Continuous Dynamical Systems 6 Fixed Point Theory and Applications 6 Journal of Fixed Point Theory and Applications ...and 301 more Serials all top 5 Cited in 54 Fields 2,430 Operations research, mathematical programming (90-XX) 1,140 Calculus of variations and optimal control; optimization (49-XX) 522 Numerical analysis (65-XX) 416 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 249 Operator theory (47-XX) 207 Systems theory; control (93-XX) 176 General topology (54-XX) 169 Probability theory and stochastic processes (60-XX) 163 Statistics (62-XX) 137 Functional analysis (46-XX) 136 Real functions (26-XX) 132 Computer science (68-XX) 118 Convex and discrete geometry (52-XX) 113 Ordinary differential equations (34-XX) 74 Global analysis, analysis on manifolds (58-XX) 73 Partial differential equations (35-XX) 65 Measure and integration (28-XX) 60 Information and communication theory, circuits (94-XX) 59 Linear and multilinear algebra; matrix theory (15-XX) 42 Mechanics of deformable solids (74-XX) 33 Biology and other natural sciences (92-XX) 30 Dynamical systems and ergodic theory (37-XX) 27 Approximations and expansions (41-XX) 15 Mechanics of particles and systems (70-XX) 12 Differential geometry (53-XX) 11 Algebraic geometry (14-XX) 10 Combinatorics (05-XX) 10 Sequences, series, summability (40-XX) 9 General and overarching topics; collections (00-XX) 9 Mathematical logic and foundations (03-XX) 8 Several complex variables and analytic spaces (32-XX) 7 Order, lattices, ordered algebraic structures (06-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Quantum theory (81-XX) 5 History and biography (01-XX) 5 Geometry (51-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Integral equations (45-XX) 4 Manifolds and cell complexes (57-XX) 4 Fluid mechanics (76-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) 2 Commutative algebra (13-XX) 2 Nonassociative rings and algebras (17-XX) 2 Difference and functional equations (39-XX) 2 Algebraic topology (55-XX) 2 Optics, electromagnetic theory (78-XX) 1 Field theory and polynomials (12-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-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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