R. Tyrrell Rockafellar | Academic Influence

R. Tyrrell Rockafellar's AcademicInfluence.com Rankings

R. Tyrrell Rockafellar

Mathematics

#343

World Rank

#722

Historical Rank

#165

USA Rank

Measure Theory

#98

World Rank

#157

Historical Rank

#48

USA Rank

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Mathematics

R. Tyrrell Rockafellar's Degrees

Bachelors Mathematics California Institute of Technology

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Why Is R. Tyrrell Rockafellar Influential?

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According to Wikipedia, Ralph Tyrrell Rockafellar is an American mathematician and one of the leading scholars in optimization theory and related fields of analysis and combinatorics. He is the author of four major books including the landmark text "Convex Analysis" , which has been cited more than 27,000 times according to Google Scholar and remains the standard reference on the subject, and "Variational Analysis" for which the authors received the Frederick W. Lanchester Prize from the Institute for Operations Research and the Management Sciences .

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R. Tyrrell Rockafellar's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Optimization of conditional value-at risk (2000) (5576)
Monotone Operators and the Proximal Point Algorithm (1976) (3805)
Conditional Value-at-Risk for General Loss Distributions (2001) (3579)
Convex Analysis (1970) (1645)
Variational Analysis (1998) (1362)
Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991) (1362)
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming (1976) (1259)
Convex Analysis: (pms-28) (1970) (1189)
On the maximality of sums of nonlinear monotone operators (1970) (996)
Implicit Functions and Solution Mappings (2009) (940)
On the maximal monotonicity of subdifferential mappings. (1970) (730)
The multiplier method of Hestenes and Powell applied to convex programming (1973) (675)
Conjugate Duality and Optimization (1987) (640)
Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming (1974) (583)
Lagrange Multipliers and Optimality (1993) (551)
Generalized deviations in risk analysis (2004) (548)
Implicit Functions and Solution Mappings: A View from Variational Analysis (2009) (506)
Integrals which are convex functionals. II (1968) (500)
Local differentiability of distance functions (2000) (455)
Integral functionals, normal integrands and measurable selections (1976) (426)
Characterization of the subdifferentials of convex functions (1966) (419)
Generalized Directional Derivatives and Subgradients of Nonconvex Functions (1980) (411)
A dual approach to solving nonlinear programming problems by unconstrained optimization (1973) (380)
On the subdifferentiability of convex functions (1965) (346)
Prox-regular functions in variational analysis (1996) (339)
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets (1996) (337)
CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS (2010) (292)
Directionally Lipschitzian Functions and Subdifferential Calculus (1979) (284)
Coherent Approaches to Risk in Optimization Under Uncertainty (2007) (277)
Convergence Rates in Forward-Backward Splitting (1997) (268)
The theory of subgradients and its applications to problems of optimization : convex and nonconvex functions (1981) (258)
Extension of Fenchel’ duality theorem for convex functions (1966) (237)
Duality and stability in extremum problems involving convex functions. (1967) (222)
Local boundedness of nonlinear, monotone operators. (1969) (220)
Clarke's tangent cones and the boundaries of closed sets in Rn (1979) (219)
The fundamental risk quadrangle in risk management, optimization and statistical estimation (2013) (214)
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming (1993) (208)
First- and second-order epi-differentiability in nonlinear programming (1988) (206)
The radius of metric regularity (2002) (204)
Conjugate convex functions in optimal control and the calculus of variations (1970) (197)
Deviation Measures in Risk Analysis and Optimization (2002) (193)
Regularity and Conditioning of Solution Mappings in Variational Analysis (2004) (192)
Proto-Differentiability of Set-Valued Mappings and its Applications in Optimization☆ (1989) (179)
Tilt Stability of a Local Minimum (1998) (177)
Favorable Classes of Lipschitz Continuous Functions in Subgradient Optimization (1981) (166)
On buffered failure probability in design and optimization of structures (2010) (159)
Gradients of convex functions (1969) (153)
Measurable dependence of convex sets and functions on parameters (1969) (151)
Lipschitzian properties of multifunctions (1985) (149)
Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization (1981) (149)
LEVEL SETS AND CONTINUITY OF CONJUGATE CONVEX FUNCTIONS (1966) (146)
Monotone processes of convex and concave type (1967) (145)
Nonanticipativity and L1-martingales in stochastic optimization problems (1976) (144)
Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization (2011) (139)
A Lagrangian Finite Generation Technique for Solving Linear-Quadratic Problems in Stochastic Programming (1986) (138)
Master Funds in Portfolio Analysis with General Deviation Measures (2006) (136)
Stability of Locally Optimal Solutions (1999) (135)
Linear-quadratic programming and optimal control (1987) (135)
Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives (1989) (127)
Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate (1976) (125)
Optimality conditions in portfolio analysis with general deviation measures (2005) (124)
Extensions of subgradient calculus with applications to optimization (1985) (124)
Maximal monotone relations and the second derivatives of nonsmooth functions (1985) (123)
Sensitivity analysis for nonsmooth generalized equations (1992) (123)
Convex Integral Functionals and Duality (1971) (122)
Conditional Value-at-Risk: Optimization Approach (2001) (119)
Optimal Control of Unbounded Differential Inclusions (1994) (117)
Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming (1982) (111)
Existence theorems for general control problems of Bolza and Lagrange (1975) (111)
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time (1990) (110)
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management (2002) (104)
The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints (1978) (99)
Directional differentiability of the optimal value function in a nonlinear programming problem (1984) (96)
An internal variable theory of elastoplasticity based on the maximum plastic work inequality (1990) (93)
Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility (1976) (92)
Stochastic variational inequalities: single-stage to multistage (2017) (91)
Stochastic convex programming: basic duality. (1976) (91)
Variational Inequalities and Economic Equilibrium (2007) (88)
The Euler and Weierstrass conditions for nonsmooth variational problems (1996) (87)
State Constraints in Convex Control Problems of Bolza (1972) (85)
Generalized Hamiltonian equations for convex problems of Lagrange. (1970) (84)
Variational systems, an introduction (1984) (83)
On the interchange of subdifferentiation and conditional expectation for convex functionals (1982) (80)
Engineering Decisions under Risk Averseness (2015) (80)
Risk Tuning With Generalized Linear Regression (2007) (78)
Generalized Hessian Properties of Regularized Nonsmooth Functions (1996) (75)
Characterizations of Full Stability in Constrained Optimization (2013) (74)
New Necessary Conditions for the Generalized Problem of Bolza (1996) (74)
Sensitivity analysis of solutions to generalized equations (1994) (73)
Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality (2000) (71)
Equivalent Subgradient Versions of Hamiltonian and Euler--Llagrange Equations in Variational Analysis (1996) (71)
Generalized second derivatives of convex functions and saddle functions (1990) (70)
The Elementary Vectors of a Subspace of RiY (70)
Existence and duality theorems for convex problems of Bolza (1971) (69)
Computational schemes for large-scale problems in extended linear-quadratic programming (1990) (66)
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (2019) (64)
Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (2014) (64)
Cash Stream Valuation in the Face of Transaction Costs and Taxes (1991) (64)
Stochastic convex programming: Kuhn-Tucker conditions (1975) (61)
Saddle points of hamiltonian systems in convex problems of Lagrange (1973) (60)
The Generic Nature of Optimality Conditions in Nonlinear Programming (1979) (60)
Some Convex Programs Whose Duals Are Linearly Constrained (1970) (60)
Part I. Basic Concepts (1970) (58)
Equilibrium With Investors Using a Diversity of Deviation Measures (2005) (58)
Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria (2003) (57)
Ample Parameterization of Variational Inclusions (2001) (56)
CONVEX FUNCTIONS ON CONVEX POLYTOPES (1968) (55)
Newton’s method for generalized equations: a sequential implicit function theorem (2010) (54)
A characterization of epi-convergence in terms of convergence of level sets (1992) (54)
The adjoint arc in nonsmooth optimization (1991) (53)
Variational conditions and the proto-differentiation of partial subgradient mappings (1996) (53)
An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities (2013) (52)
Full Stability in Finite-Dimensional Optimization (2015) (52)
STATIONARITY AND REGULARITY OF SET SYSTEMS (2004) (51)
Random variables, monotone relations, and convex analysis (2014) (50)
On the virtual convexity of the domain and range of a nonlinear maximal monotone operator (1970) (50)
Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming (1993) (49)
Minimax Theorems and Conjugate Saddle-Functions. (1964) (49)
Characterizations of Lipschitzian Stability in Nonlinear Programming (2020) (48)
Bolza Problems with General Time Constraints (1997) (48)
Convex programming and systems of elementary monotonic relations (1967) (47)
Robinson’s implicit function theorem and its extensions (2008) (46)
A general correspondence between dual minimax problems and convex programs (1968) (46)
A Calculus of EPI-Derivatives Applicable to Optimization (1993) (45)
Convexity in Hamilton-Jacobi Theory II: Envelope Representations (2000) (45)
SECOND-ORDER CONVEX ANALYSIS (1999) (45)
Convergence of inexact Newton methods for generalized equations (2013) (44)
1. Conjugate Duality and Optimization (1974) (44)
Amenable functions in optimization (1992) (44)
STOCHASTIC CONVEX PROGRAMMING: SINGULAR MULTIPLIERS AND EXTENDED DUALITY SINGULAR MULTIPLIERS AND DUALITY (1976) (42)
MONOTONE OPERATORS AND AUGMENTED LAGRANGIAN METHODS IN NONLINEAR PROGRAMMING (1978) (40)
Local strong convexity and local Lipschitz continuity of the gradient of convex functions (2007) (37)
Penalty Methods and Augmented Lagrangians in Nonlinear Programming (1973) (36)
MONOTROPIC PROGRAMMING: DESCENT ALGORITHMS AND DUALITY (1981) (35)
Duality and optimality in multistagestochastic programming (1999) (35)
Nonsmooth analysis and parametric optimization (1990) (34)
Saddle-points and convex analysis (1971) (34)
Sensitivity of Solutions in Nonlinear Programming Problems with Nonunique Multipliers (1995) (34)
Proto-derivative formulas for basic subgradient mappings in mathematical programming (1994) (33)
Extended Nonlinear Programming (2000) (33)
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (2015) (33)
TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION (1995) (32)
Hamilton–Jacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal Control (2004) (32)
A Property of Piecewise Smooth Functions (2003) (32)
Superquantiles and Their Applications to Risk, Random Variables, and Regression (2013) (31)
A Variational Inequality Scheme for Determining an Economic Equilibrium of Classical or Extended Type (2005) (29)
Convex Functions and Duality in Optimization Problems and Dynamics (1969) (29)
Duality theorems for convex functions (1964) (28)
Optimal arcs and the minimum value function in problems of Lagrange (1973) (27)
Continuous versus measurable recourse in N-stage stochastic programming☆☆☆ (1974) (27)
Ordinary convex programs without a duality gap (1971) (25)
Superquantile/CVaR risk measures: second-order theory (2018) (25)
Measures as Lagrange multipliers in multistage stochastic programming (1977) (24)
Generalized Subgradients in Mathematical Programming (1982) (24)
Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm (1986) (24)
A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse (1983) (23)
Conjugates and Legendre Transforms of Convex Functions (1967) (23)
Duality in optimal control (1978) (23)
Generalized Conjugacy in Hamilton-Jacobi Theory for Fully Convex Lagrangians (2002) (23)
Solving Stochastic Programming Problems with Risk Measures by Progressive Hedging (2018) (22)
Hamiltonian trajectories and duality in the optimal control of linear systems with convex costs (1989) (22)
Progressive Decoupling of Linkages in Optimization and Variational Inequalities with Elicitable Convexity or Monotonicity (2018) (21)
Dualization of subgradient conditions for optimality (1993) (21)
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality (2022) (19)
Nonsmooth mechanics and analysis : theoretical and numerical advances (2006) (19)
Marginal values and second-order necessary conditions for optimality (1983) (19)
Solving Lagrangian variational inequalities with applications to stochastic programming (2020) (18)
Nonsmooth Mechanics and Analysis (2006) (17)
Convexity properties of nonlinear maximal monotone operators (1969) (15)
Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation (2012) (15)
Lake Eutrophication Management: The Lake Balaton Project (1988) (15)
Helly’s theorem and minima of convex functions (1965) (14)
A Derivative-Coderivative Inclusion in Second-Order Nonsmooth Analysis (1997) (14)
Perturbation of Generalized Kuhn-Tucker Points in Finite-Dimensional Optimization (1989) (14)
GENERAL ECONOMIC EQUILIBRIUM WiTH INCOMPLETE MARKETS AND MONEY (2012) (14)
PARAMETRIC STABILITY OF SOLUTIONS IN MODELS OF ECONOMIC EQUILIBRIUM (2012) (13)
Risk Measures in Engineering Design under Uncertainty (2015) (12)
On a special class of convex functions (1991) (12)
Asymptotic Theory for Solutions in Generalized M-Estimation and Stochastic Programming (1990) (12)
Portfolio Analysis with General Deviation Measures (2003) (12)
Calibrating Risk Preferences with Generalized CAPM Based on Mixed CVaR Deviation (2011) (12)
Variational Convexity and the Local Monotonicity of Subgradient Mappings (2019) (12)
General economic equilibrium with financial markets and retainability (2014) (11)
A Computational Study of the Buffered Failure Probability in Reliability-Based Design Optimization (2011) (11)
Monotropic Programming: A Generalization of Linear Programming and Network Programming (1985) (11)
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming (2022) (11)
Convex Processes and Hamiltonian Dynamical Systems (1979) (11)
Minimizing buffered probability of exceedance by progressive hedging (2020) (10)
A Note About Peojections in the Implementation of Stochastic Quasigradient Methods (1988) (10)
Journal of Convex Analysis (2012) (10)
Convex analysis and financial equilibrium (2014) (10)
PROTO-DERIVATIVES OF PARTIAL SUBGRADIENT MAPPINGS (1997) (9)
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty (1992) (9)
Semigroups of convex bifunctions generated by Lagrange problems in the calculus of variations. (1975) (9)
Lipschitzian Stability in Optimization: The Role of Nonsmooth Analysis (1985) (9)
Primal-Dual Solution Perturbations in Convex Optimization (2001) (8)
LARGE-SCALE EXTENDED LINEAR-QUADRATIC PROGRAMMING AND MULTISTAGE OPTIMIZATION R.T.Rockafellar Abstract. Optimization problems in discrete time can be modeled more flexibly by extended linear- quadratic programming than by traditional linear or quadratic programming, because penalties and other expre (1991) (8)
Convex analysis and mathematical economics (1978) (8)
Lagrange Multipliers for an N-Stage Model in Stochastic Convex Programming (1974) (7)
Linear-Convex Control and Duality (2007) (7)
PROGRESSIVE DECOUPLING OF LINKAGES IN MONOTONE VARIATIONAL INEQUALITIES AND CONVEX OPTIMIZATION (2018) (7)
Graphical convergence of sums of monotone mappings (2002) (7)
A Finite Simplex-Active-Set Method for Monotropic Piecewise Quadratic Programming (1994) (7)
Convex Analysis in the Calculus of Variations (2001) (7)
A time-embedded approach to economic equilibrium with incomplete financial markets (2011) (7)
Proto-Derivatives and the Geometry of Solution Mappings in Nonlinear Programming (1996) (6)
ADVANCES IN CONVERGENCE AND SCOPE OF THE PROXIMAL POINT ALGORITHM (2020) (6)
The Robust Stability of Every Equilibrium in Economic Models of Exchange Even Under Relaxed Standard Conditions (2013) (6)
A growth property in concave-convex hamiltonian systems (1976) (6)
Methods of Optimization under Uncertainty (1992) (5)
Moreau’s Proximal Mappings and Convexity in Hamilton-Jacobi Theory (2006) (5)
ON THE ESSENTIAL BOUNDEDNESS OF SOLUTIONS TO PROBLEMS IN PIECEWISE LINEAR-QUADRATIC OPTIMAL CONTROL (1988) (5)
Stochastic variational inequalities: single-stage to multistage (2016) (5)
Risk and Utility in the Duality Framework of Convex Analysis (2017) (5)
Importance Sampling in the Evaluation and Optimization of Buffered Failure Probability (2015) (5)
Variational Analysis of Nash Equilibrium (2018) (5)
Risk management and optimization in finance (2006) (5)
Convexity and Duality in Hamilton-Jacobi Theory (1998) (4)
A Combinatorial Algorithm for Linear Programs in the General Mixed Form (1964) (4)
CONVEXITY AND RELIABILITY IN ENGINEERING OPTIMIZATION (2016) (4)
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator (2020) (4)
Hamiltonian trajectories and saddle points in mathematical economics (2009) (4)
PROBLEM DECOMPOSITION IN BLOCK-SEPARABLE CONVEX OPTIMIZATION : IDEAS OLD AND NEW (2017) (3)
THE FUNDAMENTAL QUADRANGLE OF RISK IN OPTIMIZATION AND ESTIMATION (2010) (3)
Solving Stochastic Programming Problems with Risk Measures by Progressive Hedging (2017) (3)
CHARACTERIZING FIRM NONEXPANSIVENESS OF PROX MAPPINGS BOTH LOCALLY AND GLOBALLY (2020) (3)
Convergence of inexact Newton methods for generalized equations (2013) (3)
On the Equivalence of Multistage Recourse Models in Stochastic Optimization (1975) (3)
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (2014) (3)
Variational Geometry and Equilibrium (2003) (3)
Augmented Lagrangians and Marginal Values in Parameterized Optimization Problems (1981) (2)
Subderivatives and Subgradients (1998) (2)
Implied Copula CDO Pricing Model: Entropy Approach (2009) (2)
Radius Theorems for Monotone Mappings (2019) (2)
A Simplex-active-set Algorithm for Piecewise Quadratic Programming † (2007) (2)
Set-Valued Analysis of Solution Mappings (2014) (1)
Convex-Concave-Convex Distributions in Application to CDO Pricing (2012) (1)
General economic equilibrium with financial markets and retainability (2017) (1)
Max and Min (1998) (1)
Random variables, monotone relations, and convex analysis (2014) (1)
OONVEX FUNOTIONS , MONOTONE OPERATORS AND VARIATIONAL INEQUALITIES (2010) (1)
Envelope representations in Hamilton-Jacobi theory for fully convex problems of control (2001) (1)
Part V. Differential Theory (1970) (1)
PARAMETRICALLY ROBUST OPTIMALITY IN NONLINEAR PROGRAMMING * (2006) (1)
Functions Defined Implicitly by Equations (2009) (1)
Subgradient Methods in Deterministic and Stochastic Optimization. (1984) (0)
DIRECT PROOF OF THE SHIFT STABILITY OF EQUILIBRIUM IN CLASSICAL CIRCUMSTANCES (2012) (0)
PROBLEMS WITH GENERAL TIME CONSTRAINTS (1996) (0)
OPTIMIZATION AND DECENTRALIZATION IN THE MATHEMATICS OF ECONOMIC EQUILIBRIUM (2020) (0)
Duality and dynamics in Hamilton-Jacobi theory for fully convex problems of control (2001) (0)
Metric Regularity in Infinite Dimensions (2014) (0)
Introduction and Equation-Solving Background (2014) (0)
SUBGRADIENTS AND VARIATIONAL ANALYSIS (2007) (0)
Lagrance Multipliers and Subderivatives of Optimai Vai,ue Functions in Nonlinear Programminc* (0)
Sensitivity analysis of traffic equilibria revisited (2001) (0)
ESSAY VIII – A Growth Property in Concave–Convex Hamiltonian Systems (1976) (0)
Metric Regularity Through Generalized Derivatives (2014) (0)
Applications in Numerical Variational Analysis (2009) (0)
An Approach to the General Solution of Linear Programming Problems (1959) (0)
Optimization: a case for the development of new mathematical concepts (1988) (0)
Chapter 1 CONVEX ANALYSIS IN THE CALCULUS OF VARIATIONS (2007) (0)
RISK VERSUS DEVIATION, REGRET AND ENTROPIC DUALITY (2010) (0)
Variational Convexity and the Local Monotonicity of Subgradient Mappings (2019) (0)
Radius Theorems for Monotone Mappings (2018) (0)
OF CONVEX FUNCTIONS AND SADDLE FUNCTIONS (1990) (0)
ESSAY IV – Saddle Points of Hamiltonian Systems in Convex Lagrange Problems Having a Nonzero Discount Rate (1976) (0)
Optimization of Complex Systems in the Presence of Uncertainty and Approximations (2014) (0)
Preface to the Special Issue Dedicated to Professor Alexander Davidovich Ioffe (2019) (0)
Optimization Problems: Duality and Multiplier Methods. (1982) (0)
Alexander Davidovich Ioffe: a Life of Contributions (2019) (0)
Metric Regularity and Fixed Points for Univaled and Set-Valued Operators (2009) (0)
Implicit Function Theorems for Variational Problems (2009) (0)
Solving Lagrangian variational inequalities with applications to stochastic programming (2020) (0)
Basic Issues in Lagrangian Optimization (1993) (0)
Nonlinear Optimization and Generalized Lagrange Multipliers. (1977) (0)
Cones and Cosmic Closure (1998) (0)
Reading the textbook is not required, but it is recommended. You are not responsible for textbook material that is not covered in lecture. Course material also will be derived from the following recommended textbooks: (2006) (0)
THE CONVEX ANALYSIS OF RANDOM VARIABLES (2014) (0)
A CHARACTERIZATION OF EPI.CONVERGENCE IN TERMS OF COI\I\TERGENCE OF LEVEL SETS (2015) (0)
Variational Analysis of Nash Equilibrium (2017) (0)
IR-98-057 / August Convexity and Duality in Hamilton-Jacobi Theory (1998) (0)
Convex analysis and financial equilibrium (2014) (0)
Minimizing buffered probability of exceedance by progressive hedging (2020) (0)
Regularity Properties Through Generalized Derivatives (2009) (0)
Part VIII. Convex Algebra (1970) (0)
Comments and References (1970) (0)
Part VII. Saddle-Functions and Minimax Theory (1970) (0)
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator (2020) (0)
Preservation or not of the maximally monotone property by graph-convergence (2022) (0)
Research in Convex Analysis with Applications to Aerospace Logistics (1972) (0)
COSMIC CONVERGENCE † (0)
Second-Order Theory (1998) (0)
Part II. Topological Properties (1970) (0)
Mathematics CHARACTERIZATION OF THE SUBDIFFERENTIALS OF CONVEX FUNCTIONS (2012) (0)
QUANTIFICATIONS OF RISK IN STOCHASTIC OPTIMIZATION (2010) (0)
Progressive Decoupling of Linkages in Optimization and Variational Inequalities with Elicitable Convexity or Monotonicity (2018) (0)
III. CONVEX PROCESSES AND HAMILTONIAN DYNru~ICAL SYSTEMS (1979) (0)
Regularity properties of set-valued solution mappings (2009) (0)
ROBUSTNESS OF WALRASIAN TÂTONNEMENT IN LOCALLY IDENTIFYING AN EQUILIBRIUM (2011) (0)
QUANTIFICATIONS OF ERROR IN GENERALIZED REGRESSION AND ESTIMATION (2010) (0)
CONJUGATE CONVEX FUNCTIONS IN NONLINEAR PROGRAMMING (2015) (0)
Pacific Journal of Mathematics STOCHASTIC CONVEX PROGRAMMING : SINGULAR MULTIPLIERS AND EXTENDED DUALITY SINGULAR MULTIPLIERS (2012) (0)
Chapter 1 VARIATIONAL GEOMETRY AND EQUILIBRIUM (2007) (0)
SECOND-ORDER VARIATIONAL ANALYSIS AND ITS ROLE IN OPTIMIZATION (2014) (0)
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (2013) (0)
CORR 2000-40 The Radius of metric Regularity (0)
Part III. Duality Correspondences (1970) (0)
Regularity in infinite dimensions (2009) (0)
Preface (2007) (0)
INTERIM REPORT IR-98-057 / August Convexity and Dualityin Hamilton-Jacobi Theory (2007) (0)
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (2018) (0)
Introductory Remarks: A Guide Jar the Reader (1970) (0)
Superquantile/CVaR risk measures: second-order theory (2016) (0)
Set-Valued Mappings (1998) (0)
Part VI. Constrained Extremum Problems (1970) (0)
Part IV. Representation and Inequalities (1970) (0)
Solution Mappings for Variational Problems (2014) (0)
Alexander Davidovich Ioffe: a Life of Contributions (2019) (0)
A TIME-EMBEDDED REAL-ASSET FRAMEWORK FOR GENERAL ECONOMIC EQUILIBRIUM (2009) (0)

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