Roger J.-B. Wets

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Person:242555

Available identifiers

zbMath Open wets.roger-j-bWikidataQ7358391 ScholiaQ7358391MaRDI QIDQ242555

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q61372492023-09-01Paper
https://portal.mardi4nfdi.de/entity/Q61782382023-09-01Paper
An Optimization Primer2021-07-20Paper
Building a stochastic programming model from scratch: a harvesting management example2021-07-16Paper
Variational analysis of constrained M-estimators2020-12-14Paper
Lopsided convergence: an extension and its quantification2019-08-06Paper
On univariate function identification problems2018-04-06Paper
Two-stage stochastic variational inequalities: an ERM-solution procedure2017-11-17Paper
Stochastic variational inequalities: single-stage to multistage2017-11-17Paper
Variational Theory for Optimization under Stochastic Ambiguity2017-06-16Paper
General economic equilibrium with financial markets and retainability2017-03-02Paper
Multivariate epi-splines and evolving function identification problems2017-01-26Paper
Erratum to: ``Multivariate epi-splines and evolving function identification problems2017-01-26Paper
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models2017-01-13Paper
Solving deterministic and stochastic equilibrium problems via augmented Walrasian2016-12-05Paper
Fusion of hard and soft information in nonparametric density estimation2016-10-06Paper
Log-Concave Duality in Estimation and Control2016-07-08Paper
Equilibrium, uncertainty and risk in hydro-thermal electricity systems2016-07-01Paper
Optimality functions and lopsided convergence2016-07-01Paper
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs2016-06-06Paper
Stochastic optimization models in forest planning: a progressive hedging solution approach2015-10-29Paper
Modeling and estimating commodity prices: copper prices2015-09-22Paper
Multi-period forecasting and scenario generation with limited data2015-07-21Paper
Variational Convergence of Bifunctions: Motivating Applications2015-04-08Paper
Addendum: On the Convergence of Convex Sets in Finite Dimensions2015-03-21Paper
Convex analysis and financial equilibrium2014-12-18Paper
Shape-restricted nonparametric regression with overall noisy measurements2013-06-24Paper
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations2012-09-12Paper
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs2012-07-28Paper
https://portal.mardi4nfdi.de/entity/Q31736372011-10-10Paper
A time-embedded approach to economic equilibrium with incomplete financial markets2011-05-18Paper
Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming2009-05-27Paper
Variational convergence of bivariate functions: Lopsided convergence2008-12-16Paper
Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis2008-08-14Paper
Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs2008-08-14Paper
Variational Inequalities and Economic Equilibrium2008-05-27Paper
https://portal.mardi4nfdi.de/entity/Q54500682008-03-19Paper
https://portal.mardi4nfdi.de/entity/Q54394702008-02-11Paper
https://portal.mardi4nfdi.de/entity/Q54808152006-08-07Paper
https://portal.mardi4nfdi.de/entity/Q33722712006-02-20Paper
Random LSC Functions: An Ergodic Theorem2005-11-11Paper
https://portal.mardi4nfdi.de/entity/Q44286852003-09-22Paper
Lipschitz continuity of inf-projections2003-06-09Paper
Continuity properties of Walras equilibrium points2003-01-27Paper
Estimating density functions: a constrained maximum likelihood approach*2002-11-28Paper
https://portal.mardi4nfdi.de/entity/Q42573332002-11-07Paper
https://portal.mardi4nfdi.de/entity/Q44951282001-12-05Paper
https://portal.mardi4nfdi.de/entity/Q47625252001-03-27Paper
Statistical estimation from an optimization viewpoint1999-05-27Paper
A class of stochastic programs with decision dependent random elements1998-11-03Paper
Variational Analysis1998-01-28Paper
Challenges in stochastic programming1997-08-07Paper
Convergence of set-valued mappings: Equi-outer semicontinuity1997-04-14Paper
https://portal.mardi4nfdi.de/entity/Q48568551996-05-13Paper
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems1996-04-15Paper
The Minimization of Semicontinuous Functions: Mollifier Subgradients1995-10-17Paper
Uniform convergence of probability measures: Topological criteria1995-07-17Paper
Preprocessing in Stochastic Programming: The Case of Capacitated Networks1995-06-01Paper
Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions1994-10-04Paper
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty1994-07-04Paper
Constrained estimation: Consistency and asymptotics1994-07-04Paper
A Topology for the Solid Subsets of a Topological Space1994-05-24Paper
The facets of the polyhedral set determined by the Gale-Hoffman inequalities1994-05-23Paper
Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions1994-03-27Paper
Production planning via scenario modelling1994-03-23Paper
Sensors and Information in Optimization Under Stochastic Uncertainty1994-01-23Paper
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning1993-08-11Paper
https://portal.mardi4nfdi.de/entity/Q52856461993-06-29Paper
A Characterization of Epi-Convergence in Terms of Convergence of Level Sets1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40263011993-02-21Paper
Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks1993-01-17Paper
The topology of the \(\rho\)-Hausdorff distance1992-09-27Paper
Preprocessing in Stochastic Programming: The Case of Linear Programs1992-08-13Paper
https://portal.mardi4nfdi.de/entity/Q39831381992-06-27Paper
Quantitative Stability of Variational Systems: I. The Epigraphical Distance1992-06-27Paper
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39774831992-06-25Paper
Scenarios and Policy Aggregation in Optimization Under Uncertainty1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33548821991-01-01Paper
Epi‐consistency of convex stochastic programs1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57498901990-01-01Paper
Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33522171990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33580131990-01-01Paper
Decentralized allocation of resources among many producers1989-01-01Paper
Sublinear upper bounds for stochastic programs with recourse1989-01-01Paper
Epigraphical analysis1989-01-01Paper
Another isometry for the Legendre-Fenchel transform1988-01-01Paper
Approximating the integral of a multifunction1988-01-01Paper
Convergence of convex-concave saddle functions: Applications to convex programming and mechanics1988-01-01Paper
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems1988-01-01Paper
Stable approximations of set-valued maps1988-01-01Paper
Stochastic Optimization Models for Lake Eutrophication Management1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38120681988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38158671988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38181301988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38181341988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38323151988-01-01Paper
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem1987-01-01Paper
Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems1987-01-01Paper
Stability in Two-Stage Stochastic Programming1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30259281986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37303501986-01-01Paper
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming1986-01-01Paper
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse1986-01-01Paper
Algorithms for stochastic programs: The case of nonstochastic tenders1986-01-01Paper
Isometries for the Legendre-Fenchel Transform1986-01-01Paper
On the Convergence in Probability of Random Sets (Measurable Multifunctions)1986-01-01Paper
On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38120391986-01-01Paper
On the continuity of the value of a linear program and of related polyhedral-valued multifunctions1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37414381985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33160811984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36968981984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38241111984-01-01Paper
Convergence of Functions: Equi-Semicontinuity1983-01-01Paper
A Convergence Theory for Saddle Functions1983-01-01Paper
Deterministic and stochastic optimization problems of bolza type in discrete time1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33437791983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36639181983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36674871983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36683171983-01-01Paper
Solving stochastic programs with simple recourse1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39403851982-01-01Paper
The duality between estimation and control from a variational viewpoint: The discrete time case1982-01-01Paper
On the interchange of subdifferentiation and conditional expectation for convex functionals1982-01-01Paper
On the Convergence of Closed-Valued Measurables Multifunctions1981-01-01Paper
Minimization by Random Search Techniques1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39381101980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39396031980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38864781980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39103111980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39263591980-01-01Paper
On the Convergence of Sequences of Convex Sets in Finite Dimensions1979-01-01Paper
The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints1978-01-01Paper
Erratum: On the relation between two types of convergence for convex functions1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41439401977-01-01Paper
On the relations between two types of convergence for convex functions1977-01-01Paper
Measures as Lagrange multipliers in multistage stochastic programming1977-01-01Paper
Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41217061976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41561411976-01-01Paper
Stochastic convex programming: basic duality1976-01-01Paper
Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality1976-01-01Paper
Grundlagen konvexer Optimierung1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40885871975-01-01Paper
Stochastic convex programming: Kuhn-Tucker conditions1975-01-01Paper
Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program1974-01-01Paper
On decision rules in stochastic programming1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41352351974-01-01Paper
Continuous versus measurable recourse in N-stage stochastic programming1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51815631973-01-01Paper
Stochastic programs with recourse: A basic theorem for multistage problems1972-01-01Paper
Stochastic programs with recourse: A basic theorem for multistage problems1972-01-01Paper
Characterization theorems for stochastic programs1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56287941971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55897441970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55959671970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56821571970-01-01Paper
Stochastic Programs with Recourse II: On the Continuity of the Objective1969-01-01Paper
A Lipschitzian Characterization of Convex Polyhedra1969-01-01Paper
L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming1969-01-01Paper
Some Practical Regularity Conditions for Nonlinear Programs1969-01-01Paper
Lifting projections of convex polyhedra1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56538971968-01-01Paper
A duality theory for abstract mathematical programs with applications to optimal control theory1968-01-01Paper
Towards an algebraic characterization of convex polyhedral cones1968-01-01Paper
A note on decision rules for stochastic programs1968-01-01Paper
Continuity of Some Convex-Cone-Valued Mappings1967-01-01Paper
Algorithms for frames and lineality spaces of cones1967-01-01Paper
Stochastic Programs with Recourse1967-01-01Paper
Order-preserving functions; applications to majorization and order statistics1967-01-01Paper
Programming under uncertainty: The complete problem1966-01-01Paper
Programming under Uncertainty and Stochastic Optimal Control1966-01-01Paper
Programming Under Uncertainty: The Solution Set1966-01-01Paper
Optimality Properties of a Special Assignment Problem1964-01-01Paper

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