Roger J.-B. Wets

Publication Activity (10 Years)

Years Active: 1968-2020
Publications (10 Years): 13

Top Topics

Stochastic Optimization

Nonparametric Density Estimation

Variational Inequalities

Top Venues

Ann. Oper. Res.

J. Optim. Theory Appl.

Publications

Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal
Special Issue: On the interface between optimization and probability. Math. Program. 181 (2) (2020)
Johannes O. Royset, Roger J.-B. Wets
Lopsided convergence: an extension and its quantification. Math. Program. 177 (1-2) (2019)
Johannes O. Royset, Roger J.-B. Wets
On univariate function identification problems. Math. Program. 168 (1-2) (2018)
Johannes O. Royset, Roger J.-B. Wets
Variational Theory for Optimization under Stochastic Ambiguity. SIAM J. Optim. 27 (2) (2017)
R. Tyrrell Rockafellar, Roger J.-B. Wets
Stochastic variational inequalities: single-stage to multistage. Math. Program. 165 (1) (2017)
Xiaojun Chen, Ting Kei Pong, Roger J.-B. Wets
Two-stage stochastic variational inequalities: an ERM-solution procedure. Math. Program. 165 (1) (2017)
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) (2016)
Andy Philpott, Michael C. Ferris, Roger J.-B. Wets
Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Math. Program. 157 (2) (2016)
Johannes O. Royset, Roger J.-B. Wets
Optimality Functions and Lopsided Convergence. J. Optim. Theory Appl. 169 (3) (2016)
Johannes O. Royset, Roger J.-B. Wets
Fusion of hard and soft information in nonparametric density estimation. Eur. J. Oper. Res. 247 (2) (2015)
Ignacio Rios, Roger J.-B. Wets, David L. Woodruff
Multi-period forecasting and scenario generation with limited data. Comput. Manag. Sci. 12 (2) (2015)
Xiaojun Chen, Hailin Sun, Roger J.-B. Wets
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models. SIAM J. Optim. 25 (1) (2015)
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) (2015)
Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets
Convex analysis and financial equilibrium. Math. Program. 148 (1-2) (2014)
Alejandro Jofré, Roger J.-B. Wets
Variational Convergence of Bifunctions: Motivating Applications. SIAM J. Optim. 24 (4) (2014)
Dashi I. Singham, Johannes O. Royset, Roger J.-B. Wets
Density estimation of simulation output using exponential epi-splines. WSC (2013)
Xiaojun Chen, Roger J.-B. Wets, Yanfang Zhang
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations. SIAM J. Optim. 22 (2) (2012)
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) (2010)
Alejandro Jofré, Roger J.-B. Wets
Variational convergence of bivariate functions: lopsided convergence. Math. Program. 116 (1-2) (2009)
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) (2008)
N. Sukumar, Roger J.-B. Wets
Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis. SIAM J. Optim. 18 (3) (2007)
Alejandro Jofré, R. Terry Rockafellar, Roger J.-B. Wets
Variational Inequalities and Economic Equilibrium. Math. Oper. Res. 32 (1) (2007)
Werner Römisch, Roger J.-B. Wets
Stability of epsilon-approximate Solutions to Convex Stochastic Programs. SIAM J. Optim. 18 (3) (2007)
Roger J.-B. Wets
Foreword: Special Issue on Variational Analysis, Optimization, and their Applications. Math. Program. 104 (2-3) (2005)
Roger J.-B. Wets
Lipschitz Continuity of inf-Projections. Comput. Optim. Appl. 25 (1-3) (2003)
Alejandro Jofré, Roger J.-B. Wets
Continuity Properties of Walras Equilibrium Points. Ann. Oper. Res. 114 (1-4) (2002)
Lisa A. Korf, Roger J.-B. Wets
Random LSC Functions: An Ergodic Theorem. Math. Oper. Res. 26 (2) (2001)
Roger J.-B. Wets
Statistical estimation from an optimization viewpoint. Ann. Oper. Res. 85 (1999)
Tore W. Jonsbråten, Roger J.-B. Wets, David L. Woodruff
A class of stochastic programs withdecision dependent random elements. Ann. Oper. Res. 82 (1998)
Roger J.-B. Wets
Challenges in stochastic programming. Math. Program. 75 (1996)
Giovanni Andreatta, G. Salinetti, Roger J.-B. Wets
Preface. Ann. Oper. Res. 56 (1) (1995)
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) (1995)
Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets
Preface. Ann. Oper. Res. 59 (1) (1995)
Stein W. Wallace, Roger J.-B. Wets
Preprocessing in Stochastic Programming: The Case of Capacitated Networks. INFORMS J. Comput. 7 (1) (1995)
Zvi Artstein, Roger J.-B. Wets
Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions. SIAM J. Optim. 4 (3) (1994)
Hédy Attouch, Roger J.-B. Wets
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning. SIAM J. Optim. 3 (2) (1993)
Stein W. Wallace, Roger J.-B. Wets
The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Math. Program. 62 (1993)
Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets
Production planning via scenario modelling. Ann. Oper. Res. 43 (6) (1993)
Hédy Attouch, Roger J.-B. Wets
Quantitative stability of variational systems: III. epsilon-approximate solutions. Math. Program. 61 (1993)
Zvi Artstein, Roger J.-B. Wets
Sensors and Information in Optimization Under Stochastic Uncertainty. Math. Oper. Res. 18 (3) (1993)
Stein W. Wallace, Roger J.-B. Wets
Preprocessing in Stochastic Programming: The Case of Linear Programs. INFORMS J. Comput. 4 (1) (1992)
R. Tyrrell Rockafellar, Roger J.-B. Wets
Scenarios and Policy Aggregation in Optimization Under Uncertainty. Math. Oper. Res. 16 (1) (1991)
Gabriella Salinetti, Roger J.-B. Wets
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema. Ann. Oper. Res. 30 (1) (1991)
Stein W. Wallace, Roger J.-B. Wets
Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks. INFORMS J. Comput. 1 (4) (1989)
John R. Birge, Roger J.-B. Wets
Sublinear upper bounds for stochastic programs with recourse. Math. Program. 43 (1-3) (1989)
László Somlyódy, Roger J.-B. Wets
Stochastic Optimization Models for Lake Eutrophication Management. Oper. Res. 36 (5) (1988)
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) (1987)
G. Salinetti, W. Vervaat, Roger J.-B. Wets
On the Convergence in Probability of Random Sets (Measurable Multifunctions). Math. Oper. Res. 11 (3) (1986)
Roger J.-B. Wets
Modeling and solution strategies for unconstrained stochastic optimization problems. Ann. Oper. Res. 1 (1) (1984)
Roger J.-B. Wets
Stochastic Programming: Solution Techniques and Approximation Schemes. ISMP (1982)
Francisco J. Solis, Roger J.-B. Wets
Minimization by Random Search Techniques. Math. Oper. Res. 6 (1) (1981)
Stanley J. Garstka, Roger J.-B. Wets
On decision rules in stochastic programming. Math. Program. 7 (1) (1974)
Roger J.-B. Wets
On INF-Compact Mathematical Programs. Optimization Techniques (1973)
Roger J.-B. Wets
Characterization theorems for stochastic programs. Math. Program. 2 (1) (1972)
Roger J.-B. Wets, David W. Walkup
A Note on Decision Rules for Stochastic Programs. J. Comput. Syst. Sci. 2 (3) (1968)