Roger J.-B. Wets

Affiliations:
  • University of California Davis, USA


According to our database1, Roger J.-B. Wets authored at least 57 papers between 1968 and 2020.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2020
Special Issue: On the interface between optimization and probability.
Math. Program., 2020

2019
Lopsided convergence: an extension and its quantification.
Math. Program., 2019

2018
On univariate function identification problems.
Math. Program., 2018

2017
Variational Theory for Optimization under Stochastic Ambiguity.
SIAM J. Optim., 2017

Stochastic variational inequalities: single-stage to multistage.
Math. Program., 2017

Two-stage stochastic variational inequalities: an ERM-solution procedure.
Math. Program., 2017

2016
Equilibrium, uncertainty and risk in hydro-thermal electricity systems.
Math. Program., 2016

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs.
Math. Program., 2016

Optimality Functions and Lopsided Convergence.
J. Optim. Theory Appl., 2016

2015
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models.
SIAM J. Optim., 2015

Fusion of hard and soft information in nonparametric density estimation.
Eur. J. Oper. Res., 2015

Multi-period forecasting and scenario generation with limited data.
Comput. Manag. Sci., 2015

Stochastic optimization models in forest planning: a progressive hedging solution approach.
Ann. Oper. Res., 2015

2014
Variational Convergence of Bifunctions: Motivating Applications.
SIAM J. Optim., 2014

Convex analysis and financial equilibrium.
Math. Program., 2014

2013
Density estimation of simulation output using exponential epi-splines.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations.
SIAM J. Optim., 2012

2010
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs.
INFORMS J. Comput., 2010

2009
Variational convergence of bivariate functions: lopsided convergence.
Math. Program., 2009

2008
Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming.
SIAM J. Optim., 2008

2007
Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis.
SIAM J. Optim., 2007

Stability of epsilon-approximate Solutions to Convex Stochastic Programs.
SIAM J. Optim., 2007

Variational Inequalities and Economic Equilibrium.
Math. Oper. Res., 2007

2005
Foreword: Special Issue on Variational Analysis, Optimization, and their Applications.
Math. Program., 2005

19. Stochastic Optimization for Lake Eutrophication Management.
Proceedings of the Applications of Stochastic Programming, 2005

2003
Lipschitz Continuity of inf-Projections.
Comput. Optim. Appl., 2003

2002
Continuity Properties of Walras Equilibrium Points.
Ann. Oper. Res., 2002

2001
Random LSC Functions: An Ergodic Theorem.
Math. Oper. Res., 2001

1999
Statistical estimation from an optimization viewpoint.
Ann. Oper. Res., 1999

1998
A class of stochastic programs withdecision dependent random elements.
Ann. Oper. Res., 1998

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

1996
Challenges in stochastic programming.
Math. Program., 1996

1995
Preprocessing in Stochastic Programming: The Case of Capacitated Networks.
INFORMS J. Comput., 1995

Preface.
Ann. Oper. Res., 1995

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems.
Ann. Oper. Res., 1995

Preface.
Ann. Oper. Res., 1995

1994
Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions.
SIAM J. Optim., 1994

1993
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning.
SIAM J. Optim., 1993

The facets of the polyhedral set determined by the Gale-Hoffman inequalities.
Math. Program., 1993

Quantitative stability of variational systems: III. epsilon-approximate solutions.
Math. Program., 1993

Sensors and Information in Optimization Under Stochastic Uncertainty.
Math. Oper. Res., 1993

Production planning via scenario modelling.
Ann. Oper. Res., 1993

1992
Preprocessing in Stochastic Programming: The Case of Linear Programs.
INFORMS J. Comput., 1992

1991
Scenarios and Policy Aggregation in Optimization Under Uncertainty.
Math. Oper. Res., 1991

Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema.
Ann. Oper. Res., 1991

1989
Sublinear upper bounds for stochastic programs with recourse.
Math. Program., 1989

Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks.
INFORMS J. Comput., 1989

1988
Stochastic Optimization Models for Lake Eutrophication Management.
Oper. Res., 1988

1987
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem.
Math. Oper. Res., 1987

1986
On the Convergence in Probability of Random Sets (Measurable Multifunctions).
Math. Oper. Res., 1986

1984
Modeling and solution strategies for unconstrained stochastic optimization problems.
Ann. Oper. Res., 1984

1982
Stochastic Programming: Solution Techniques and Approximation Schemes.
Proceedings of the Mathematical Programming The State of the Art, 1982

1981
Minimization by Random Search Techniques.
Math. Oper. Res., 1981

1974
On decision rules in stochastic programming.
Math. Program., 1974

1973
On INF-Compact Mathematical Programs.
Proceedings of the 5th Conference on Optimization Techniques, 1973

1972
Characterization theorems for stochastic programs.
Math. Program., 1972

1968
A Note on Decision Rules for Stochastic Programs.
J. Comput. Syst. Sci., 1968


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