Roger J.-B. Wets

According to our database, Roger J.-B. Wets authored at least 57 papers between 1968 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2020

Special Issue: On the interface between optimization and probability.

Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal

Math. Program., 2020

2019

Lopsided convergence: an extension and its quantification.

Johannes O. Royset, Roger J.-B. Wets

Math. Program., 2019

2018

On univariate function identification problems.

Johannes O. Royset, Roger J.-B. Wets

Math. Program., 2018

2017

Variational Theory for Optimization under Stochastic Ambiguity.

Johannes O. Royset, Roger J.-B. Wets

SIAM J. Optim., 2017

Stochastic variational inequalities: single-stage to multistage.

R. Tyrrell Rockafellar, Roger J.-B. Wets

Math. Program., 2017

Two-stage stochastic variational inequalities: an ERM-solution procedure.

Xiaojun Chen, Ting Kei Pong, Roger J.-B. Wets

Math. Program., 2017

2016

Equilibrium, uncertainty and risk in hydro-thermal electricity systems.

Andy Philpott, Michael C. Ferris, Roger J.-B. Wets

Math. Program., 2016

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs.

Dinakar Gade, Gabriel Hackebeil, Sarah M. Ryan, Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff

Math. Program., 2016

Optimality Functions and Lopsided Convergence.

Johannes O. Royset, Roger J.-B. Wets

J. Optim. Theory Appl., 2016

2015

Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models.

Xiaojun Chen, Hailin Sun, Roger J.-B. Wets

SIAM J. Optim., 2015

Fusion of hard and soft information in nonparametric density estimation.

Johannes O. Royset, Roger J.-B. Wets

Eur. J. Oper. Res., 2015

Multi-period forecasting and scenario generation with limited data.

Ignacio Rios, Roger J.-B. Wets, David L. Woodruff

Comput. Manag. Sci., 2015

Stochastic optimization models in forest planning: a progressive hedging solution approach.

Fernando Badilla Veliz, Jean-Paul Watson, Andrés Weintraub, Roger J.-B. Wets, David L. Woodruff

Ann. Oper. Res., 2015

2014

Variational Convergence of Bifunctions: Motivating Applications.

Alejandro Jofré, Roger J.-B. Wets

SIAM J. Optim., 2014

Convex analysis and financial equilibrium.

Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets

Math. Program., 2014

2013

Density estimation of simulation output using exponential epi-splines.

Dashi I. Singham, Johannes O. Royset, Roger J.-B. Wets

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012

Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations.

Xiaojun Chen, Roger J.-B. Wets, Yanfang Zhang

SIAM J. Optim., 2012

2010

Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs.

Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff

INFORMS J. Comput., 2010

2009

Variational convergence of bivariate functions: lopsided convergence.

Alejandro Jofré, Roger J.-B. Wets

Math. Program., 2009

2008

Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming.

Dinh The Luc, Roger J.-B. Wets

SIAM J. Optim., 2008

2007

Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis.

N. Sukumar, Roger J.-B. Wets

SIAM J. Optim., 2007

Stability of epsilon-approximate Solutions to Convex Stochastic Programs.

Werner Römisch, Roger J.-B. Wets

SIAM J. Optim., 2007

Variational Inequalities and Economic Equilibrium.

Alejandro Jofré, R. Terry Rockafellar, Roger J.-B. Wets

Math. Oper. Res., 2007

2005

Foreword: Special Issue on Variational Analysis, Optimization, and their Applications.

Roger J.-B. Wets

Math. Program., 2005

19. Stochastic Optimization for Lake Eutrophication Management.

Alan J. King, László Somlyódy, Roger J.-B. Wets

Proceedings of the Applications of Stochastic Programming, 2005

2003

Lipschitz Continuity of inf-Projections.

Roger J.-B. Wets

Comput. Optim. Appl., 2003

2002

Continuity Properties of Walras Equilibrium Points.

Alejandro Jofré, Roger J.-B. Wets

Ann. Oper. Res., 2002

2001

Random LSC Functions: An Ergodic Theorem.

Lisa A. Korf, Roger J.-B. Wets

Math. Oper. Res., 2001

1999

Statistical estimation from an optimization viewpoint.

Roger J.-B. Wets

Ann. Oper. Res., 1999

1998

A class of stochastic programs withdecision dependent random elements.

Tore W. Jonsbråten, Roger J.-B. Wets, David L. Woodruff

Ann. Oper. Res., 1998

Variational Analysis

R. Tyrrell Rockafellar, Roger J.-B. Wets

Grundlehren der mathematischen Wissenschaften 317, Springer, ISBN: 978-3-642-02431-3, 1998

1996

Challenges in stochastic programming.

Roger J.-B. Wets

Math. Program., 1996

1995

Preprocessing in Stochastic Programming: The Case of Capacitated Networks.

Stein W. Wallace, Roger J.-B. Wets

INFORMS J. Comput., 1995

Preface.

Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets

Ann. Oper. Res., 1995

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems.

Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets

Ann. Oper. Res., 1995

Preface.

Giovanni Andreatta, G. Salinetti, Roger J.-B. Wets

Ann. Oper. Res., 1995

1994

Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions.

Zvi Artstein, Roger J.-B. Wets

SIAM J. Optim., 1994

1993

Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning.

Hédy Attouch, Roger J.-B. Wets

SIAM J. Optim., 1993

The facets of the polyhedral set determined by the Gale-Hoffman inequalities.

Stein W. Wallace, Roger J.-B. Wets

Math. Program., 1993

Quantitative stability of variational systems: III. epsilon-approximate solutions.

Hédy Attouch, Roger J.-B. Wets

Math. Program., 1993

Sensors and Information in Optimization Under Stochastic Uncertainty.

Zvi Artstein, Roger J.-B. Wets

Math. Oper. Res., 1993

Production planning via scenario modelling.

Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets

Ann. Oper. Res., 1993

1992

Preprocessing in Stochastic Programming: The Case of Linear Programs.

Stein W. Wallace, Roger J.-B. Wets

INFORMS J. Comput., 1992

1991

Scenarios and Policy Aggregation in Optimization Under Uncertainty.

R. Tyrrell Rockafellar, Roger J.-B. Wets

Math. Oper. Res., 1991

Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema.

Gabriella Salinetti, Roger J.-B. Wets

Ann. Oper. Res., 1991

1989

Sublinear upper bounds for stochastic programs with recourse.

John R. Birge, Roger J.-B. Wets

Math. Program., 1989

Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks.

Stein W. Wallace, Roger J.-B. Wets

INFORMS J. Comput., 1989

1988

Stochastic Optimization Models for Lake Eutrophication Management.

László Somlyódy, Roger J.-B. Wets

Oper. Res., 1988

1987

Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem.

John R. Birge, Roger J.-B. Wets

Math. Oper. Res., 1987

1986

On the Convergence in Probability of Random Sets (Measurable Multifunctions).

G. Salinetti, W. Vervaat, Roger J.-B. Wets

Math. Oper. Res., 1986

1984

Modeling and solution strategies for unconstrained stochastic optimization problems.

Roger J.-B. Wets

Ann. Oper. Res., 1984

1982

Stochastic Programming: Solution Techniques and Approximation Schemes.

Roger J.-B. Wets

Proceedings of the Mathematical Programming The State of the Art, 1982

1981

Minimization by Random Search Techniques.

Francisco J. Solis, Roger J.-B. Wets

Math. Oper. Res., 1981

1974

On decision rules in stochastic programming.

Stanley J. Garstka, Roger J.-B. Wets

Math. Program., 1974

1973

On INF-Compact Mathematical Programs.

Roger J.-B. Wets

Proceedings of the 5th Conference on Optimization Techniques, 1973

1972

Characterization theorems for stochastic programs.

Roger J.-B. Wets

Math. Program., 1972

1968

A Note on Decision Rules for Stochastic Programs.

Roger J.-B. Wets, David W. Walkup

J. Comput. Syst. Sci., 1968