Roger J.-B. Wets

57 papers Misc 1Journal 52Unranked 2

Year	Rank	Type	Title / Venue / Authors
2020	J	`jnl`	Special Issue: On the interface between optimization and probability. Math. Program. Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal
2019	J	`jnl`	Lopsided convergence: an extension and its quantification. Math. Program. Johannes O. Royset, Roger J.-B. Wets
2018	J	`jnl`	On univariate function identification problems. Math. Program. Johannes O. Royset, Roger J.-B. Wets
2017	J	`jnl`	Stochastic variational inequalities: single-stage to multistage. Math. Program. R. Tyrrell Rockafellar, Roger J.-B. Wets
2017	J	`jnl`	Two-stage stochastic variational inequalities: an ERM-solution procedure. Math. Program. Xiaojun Chen, Ting Kei Pong, Roger J.-B. Wets
2017	J	`jnl`	Variational Theory for Optimization under Stochastic Ambiguity. SIAM J. Optim. Johannes O. Royset, Roger J.-B. Wets
2016	J	`jnl`	Equilibrium, uncertainty and risk in hydro-thermal electricity systems. Math. Program. Andy Philpott, Michael C. Ferris, Roger J.-B. Wets
2016	J	`jnl`	Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs. Math. Program. Dinakar Gade, Gabriel Hackebeil, Sarah M. Ryan, Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff
2016	J	`jnl`	Optimality Functions and Lopsided Convergence. J. Optim. Theory Appl. Johannes O. Royset, Roger J.-B. Wets
2015	J	`jnl`	Fusion of hard and soft information in nonparametric density estimation. Eur. J. Oper. Res. Johannes O. Royset, Roger J.-B. Wets
2015	J	`jnl`	Multi-period forecasting and scenario generation with limited data. Comput. Manag. Sci. Ignacio Rios, Roger J.-B. Wets, David L. Woodruff
2015	J	`jnl`	Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models. SIAM J. Optim. Xiaojun Chen, Hailin Sun, Roger J.-B. Wets
2015	J	`jnl`	Stochastic optimization models in forest planning: a progressive hedging solution approach. Ann. Oper. Res. Fernando Badilla Veliz, Jean-Paul Watson, Andrés Weintraub, Roger J.-B. Wets, David L. Woodruff
2014	J	`jnl`	Convex analysis and financial equilibrium. Math. Program. Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets
2014	J	`jnl`	Variational Convergence of Bifunctions: Motivating Applications. SIAM J. Optim. Alejandro Jofré, Roger J.-B. Wets
2013	Misc	`conf`	Density estimation of simulation output using exponential epi-splines. WSC Dashi I. Singham, Johannes O. Royset, Roger J.-B. Wets
2012	J	`jnl`	Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations. SIAM J. Optim. Xiaojun Chen, Roger J.-B. Wets, Yanfang Zhang
2010	J	`jnl`	Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs. INFORMS J. Comput. Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff
2009	J	`jnl`	Variational convergence of bivariate functions: lopsided convergence. Math. Program. Alejandro Jofré, Roger J.-B. Wets
2008	J	`jnl`	Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming. SIAM J. Optim. Dinh The Luc, Roger J.-B. Wets
2007	J	`jnl`	Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis. SIAM J. Optim. N. Sukumar, Roger J.-B. Wets
2007	J	`jnl`	Stability of epsilon-approximate Solutions to Convex Stochastic Programs. SIAM J. Optim. Werner Römisch, Roger J.-B. Wets
2007	J	`jnl`	Variational Inequalities and Economic Equilibrium. Math. Oper. Res. Alejandro Jofré, R. Terry Rockafellar, Roger J.-B. Wets
2005	—	`ch.`	19. Stochastic Optimization for Lake Eutrophication Management. Applications of Stochastic Programming Alan J. King, László Somlyódy, Roger J.-B. Wets
2005	J	`jnl`	Foreword: Special Issue on Variational Analysis, Optimization, and their Applications. Math. Program. Roger J.-B. Wets
2003	J	`jnl`	Lipschitz Continuity of inf-Projections. Comput. Optim. Appl. Roger J.-B. Wets
2002	J	`jnl`	Continuity Properties of Walras Equilibrium Points. Ann. Oper. Res. Alejandro Jofré, Roger J.-B. Wets
2001	J	`jnl`	Random LSC Functions: An Ergodic Theorem. Math. Oper. Res. Lisa A. Korf, Roger J.-B. Wets
1999	J	`jnl`	Statistical estimation from an optimization viewpoint. Ann. Oper. Res. Roger J.-B. Wets
1998	J	`jnl`	A class of stochastic programs withdecision dependent random elements. Ann. Oper. Res. Tore W. Jonsbråten, Roger J.-B. Wets, David L. Woodruff
1998	—	`book`	Variational Analysis R. Tyrrell Rockafellar, Roger J.-B. Wets
1996	J	`jnl`	Challenges in stochastic programming. Math. Program. Roger J.-B. Wets
1995	J	`jnl`	Preface. Ann. Oper. Res. Giovanni Andreatta, G. Salinetti, Roger J.-B. Wets
1995	J	`jnl`	Preface. Ann. Oper. Res. Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets
1995	J	`jnl`	Preprocessing in Stochastic Programming: The Case of Capacitated Networks. INFORMS J. Comput. Stein W. Wallace, Roger J.-B. Wets
1995	J	`jnl`	Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Ann. Oper. Res. Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets
1994	J	`jnl`	Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions. SIAM J. Optim. Zvi Artstein, Roger J.-B. Wets
1993	J	`jnl`	Production planning via scenario modelling. Ann. Oper. Res. Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets
1993	J	`jnl`	Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning. SIAM J. Optim. Hédy Attouch, Roger J.-B. Wets
1993	J	`jnl`	Quantitative stability of variational systems: III. epsilon-approximate solutions. Math. Program. Hédy Attouch, Roger J.-B. Wets
1993	J	`jnl`	Sensors and Information in Optimization Under Stochastic Uncertainty. Math. Oper. Res. Zvi Artstein, Roger J.-B. Wets
1993	J	`jnl`	The facets of the polyhedral set determined by the Gale-Hoffman inequalities. Math. Program. Stein W. Wallace, Roger J.-B. Wets
1992	J	`jnl`	Preprocessing in Stochastic Programming: The Case of Linear Programs. INFORMS J. Comput. Stein W. Wallace, Roger J.-B. Wets
1991	J	`jnl`	Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema. Ann. Oper. Res. Gabriella Salinetti, Roger J.-B. Wets
1991	J	`jnl`	Scenarios and Policy Aggregation in Optimization Under Uncertainty. Math. Oper. Res. R. Tyrrell Rockafellar, Roger J.-B. Wets
1989	J	`jnl`	Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks. INFORMS J. Comput. Stein W. Wallace, Roger J.-B. Wets
1989	J	`jnl`	Sublinear upper bounds for stochastic programs with recourse. Math. Program. John R. Birge, Roger J.-B. Wets
1988	J	`jnl`	Stochastic Optimization Models for Lake Eutrophication Management. Oper. Res. László Somlyódy, Roger J.-B. Wets
1987	J	`jnl`	Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem. Math. Oper. Res. John R. Birge, Roger J.-B. Wets
1986	J	`jnl`	On the Convergence in Probability of Random Sets (Measurable Multifunctions). Math. Oper. Res. G. Salinetti, W. Vervaat, Roger J.-B. Wets
1984	J	`jnl`	Modeling and solution strategies for unconstrained stochastic optimization problems. Ann. Oper. Res. Roger J.-B. Wets
1982	—	`conf`	Stochastic Programming: Solution Techniques and Approximation Schemes. ISMP Roger J.-B. Wets
1981	J	`jnl`	Minimization by Random Search Techniques. Math. Oper. Res. Francisco J. Solis, Roger J.-B. Wets
1974	J	`jnl`	On decision rules in stochastic programming. Math. Program. Stanley J. Garstka, Roger J.-B. Wets
1973	—	`conf`	On INF-Compact Mathematical Programs. Optimization Techniques Roger J.-B. Wets
1972	J	`jnl`	Characterization theorems for stochastic programs. Math. Program. Roger J.-B. Wets
1968	J	`jnl`	A Note on Decision Rules for Stochastic Programs. J. Comput. Syst. Sci. Roger J.-B. Wets, David W. Walkup