Roger J-B Wets | Academic Influence

Roger J-B Wets's AcademicInfluence.com Rankings

Roger J-B Wets

Mathematics

#1730

World Rank

#2772

Historical Rank

#709

USA Rank

Measure Theory

#471

World Rank

#668

Historical Rank

#196

USA Rank

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Mathematics

Roger J-B Wets's Degrees

PhD Mathematics University of California, Berkeley
Masters Mathematics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is Roger J-B Wets Influential?

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According to Wikipedia, Roger Jean-Baptiste Robert Wets is a "pioneer" in stochastic programming and a leader in variational analysis who publishes as Roger J-B Wets. His research, expositions, graduate students, and his collaboration with R. Tyrrell Rockafellar have had a profound influence on optimization theory, computations, and applications. Since 2009, Wets has been a distinguished research professor at the mathematics department of the University of California, Davis.

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Roger J-B Wets'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

Stochastic Programming (1989) (2075)
Minimization by Random Search Techniques (1981) (1561)
Variational Analysis (1998) (1362)
Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991) (1362)
L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING. (1969) (1323)
ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATORS AND OF OPTIMAL SOLUTIONS OF STOCHASTIC OPTIMIZATION PROBLEMS (1988) (286)
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986) (266)
Stochastic Programming: Solution Techniques and Approximation Schemes (1982) (225)
Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974) (212)
Production planning via scenario modelling (1993) (194)
STOCHASTIC PROGRAMS WITH RECOURSE (1967) (180)
On the convergence of sequences of convex sets in finite dimensions (1979) (177)
Quantitative stability of variational systems. I. The epigraphical distance (1991) (175)
A class of stochastic programs withdecision dependent random elements (1998) (168)
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (2016) (164)
Epi‐consistency of convex stochastic programs (1991) (152)
Programming Under Uncertainty: The Equivalent Convex Program (1966) (149)
Nonanticipativity and L1-martingales in stochastic optimization problems (1976) (144)
A Lagrangian Finite Generation Technique for Solving Linear-Quadratic Problems in Stochastic Programming (1986) (138)
On decision rules in stochastic programming (1974) (138)
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations (2012) (119)
Solving stochastic programs with simple recourse (1983) (114)
On the Convergence in Distribution of Measurable Multifunctions Random Sets Normal Integrands, Stochastic Processes and Stochastic Infima (1986) (114)
A convergence theory for saddle functions (1983) (113)
The Minimization of Semicontinuous Functions: Mollifier Subgradients (1995) (112)
Toward scalable, parallel progressive hedging for stochastic unit commitment (2013) (112)
The topology of theρ-hausdorff distance (1991) (111)
Stability in two-stage stochastic programming (1987) (111)
Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time (1990) (110)
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning (1993) (106)
On the relations between two types of convergence for convex functions (1977) (100)
The aggregation principle in scenario analysis stochastic optimization (1989) (100)
Continuity of some convex-cone-valued mappings (1967) (100)
Consistency of Minimizers and the SLLN for Stochastic Programs 1 (1995) (99)
The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints (1978) (99)
Lifting projections of convex polyhedra. (1969) (96)
ISOMETRIES FOR THE LEGENDRE-FENCHEL TRANSFORM (1986) (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)
A Lipschitzian characterization of convex polyhedra (1969) (86)
APPROXIMATION AND CONVERGENCE IN NONLINEAR OPTIMIZATION (1981) (84)
Programming under uncertainty: The complete problem (1966) (84)
Variational systems, an introduction (1984) (83)
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem (1987) (82)
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems (1995) (81)
On the interchange of subdifferentiation and conditional expectation for convex functionals (1982) (80)
Convergence of functions: equi-semicontinuity (1983) (78)
On the convergence of closed-valued measurable multifunctions (1981) (73)
A duality theory for abstract mathematical programs with applications to optimal control theory (1968) (72)
Quantitative stability of variational systems: III.ε-approximate solutions (1993) (69)
Equilibrium, uncertainty and risk in hydro-thermal electricity systems (2016) (67)
Challenges in stochastic programming (1996) (62)
Sublinear upper bounds for stochastic programs with recourse (1987) (62)
Stochastic programming, an introduction. Numerical techniques for stochastic optimization (1988) (62)
Stochastic convex programming: Kuhn-Tucker conditions (1975) (61)
Stochastic Optimization Models for Lake Eutrophication Management (1988) (60)
Toward scalable stochastic unit commitment (2015) (59)
Programming Under Uncertainty: The Solution Set (1966) (56)
Stochastic optimization models in forest planning: a progressive hedging solution approach (2014) (55)
Large Scale Linear Programming Techniques (1988) (55)
Random LSC Functions: An Ergodic Theorem (2001) (55)
On the Relation between Stochastic and Deterministic Optimization (1975) (55)
Two-stage stochastic variational inequalities: an ERM-solution procedure (2017) (55)
A characterization of epi-convergence in terms of convergence of level sets (1992) (54)
Stochastic programming, an Introduction (1988) (52)
On the continuity of the value of a linear program and of related polyhedral-valued multifunctions (1982) (49)
STABILITY OF ε-APPROXIMATE SOLUTIONS TO CONVEX STOCHASTIC PROGRAMS∗ (2007) (48)
Large Scale Linear Programming Techniques in Stochastic Programming (1984) (47)
Order-preserving functions: applications to majorization and order statistics-Pacific Journal of Mat (1967) (46)
ALGORITHMS FOR FRAMES AND LINEALITY SPACES OF CONES. (1967) (45)
Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions (1994) (45)
Numerical Techniques for Stochastic Optimization Problems (1984) (43)
STOCHASTIC CONVEX PROGRAMMING: SINGULAR MULTIPLIERS AND EXTENDED DUALITY SINGULAR MULTIPLIERS AND DUALITY (1976) (42)
Toward scalable stochastic unit commitment. Part 1: load scenario generation (2015) (41)
STOCHASTIC PROGRAMS WITH RECOURSE: SPECIAL FORMS, (1967) (40)
Generating short‐term probabilistic wind power scenarios via nonparametric forecast error density estimators (2017) (40)
Multi-period forecasting and scenario generation with limited data (2015) (36)
Programming under Uncertainty and Stochastic Optimal Control (1966) (35)
Variational Theory for Optimization under Stochastic Ambiguity (2017) (34)
Algorithms for stochastic programs: The case of nonstochastic tenders (1986) (34)
Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems (1987) (34)
Stochastic Programs with Recourse II: On the Continuity of the Objective (1969) (34)
Convergence of convex-concave saddle functions: applications to convex programming and mechanics (1988) (33)
Stochastic Programming Models: Wait-and-See Versus Here-and-Now (2002) (32)
Stochastic Dynamic Optimization Approaches and Computation (1988) (32)
Chapter VIII Stochastic programming (1989) (32)
Variational convergence of bivariate functions: lopsided convergence (2008) (30)
Fusion of hard and soft information in nonparametric density estimation (2015) (30)
Scalable Heuristics for a Class of Chance-Constrained Stochastic Programs (2010) (29)
A Variational Inequality Scheme for Determining an Economic Equilibrium of Classical or Extended Type (2005) (29)
Preprocessing in Stochastic Programming: The Case of Linear Programs (1992) (29)
Estimating density functions: a constrained maximum likelihood approach (2000) (29)
Statistical estimation from an optimization viewpoint (1999) (27)
A new approximation method for generating day-ahead load scenarios (2013) (27)
Continuous versus measurable recourse in N-stage stochastic programming☆☆☆ (1974) (27)
Stability of epsilon-approximate Solutions to Convex Stochastic Programs (2007) (27)
Sensors and Information in Optimization Under Stochastic Uncertainty (1993) (26)
Programming under uncertainty (1965) (25)
A convergence for bivariate functions aimed at the convergence of saddle values (1983) (25)
Uniform convergence of probability measures: topological criteria (1994) (24)
Stochastic travel demand estimation: Improving network identifiability using multi-day observation sets (2018) (24)
Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm (1986) (24)
Measures as Lagrange multipliers in multistage stochastic programming (1977) (24)
A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse (1983) (23)
Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis (2007) (23)
Variational Convergence of Bifunctions: Motivating Applications (2014) (23)
Modeling and estimating commodity prices: copper prices (2015) (22)
From Data to Assessments and Decisions: Epi-Spline Technology (2014) (22)
A formula for the level sets of epi-limits and some applications (1983) (22)
Stochastic Approximation Applied to Optimal Irrigation and Drainage Planning (1989) (22)
Characterization theorems for stochastic programs (1972) (20)
CONVERGENCE OF SEQUENCES OF CLOSED SETS (2007) (20)
Multivariate Epi-splines and Evolving Function Identification Problems (2016) (19)
Constrained Estimation: Consistency and Asymptotics (1991) (19)
Continuity Properties of Walras Equilibrium Points (2002) (19)
Addendum: On the Convergence of Convex Sets in Finite Dimensions (1980) (18)
Weak Convergence of Probability Measures Revisited (1987) (18)
Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks (1989) (18)
Minimization by Random Search Techniques Author ( s ) : (2007) (17)
On the Convergence in Probability of Random Sets (Measurable Multifunctions) (1986) (17)
Term and volatility structures (2008) (16)
On an Approach to Optimization Problems with a Probabilistic Cost and or Constraints (2000) (16)
On Continuity Properties of the Partial Legendre-Fenchel Transform: Convergence of Sequences of Augmented Lagrangian Functions, Moreau-Yosida Approximates and Subdifferential Operators (1986) (16)
Convergence of set-valued mappings: Equi-outer semicontinuity (1996) (16)
Stochastic programming 84 (1986) (15)
Stochastic programs with recourse: A basic theorem for multistage problems (1972) (15)
Lake Eutrophication Management: The Lake Balaton Project (1988) (15)
The facets of the polyhedral set determined by the Gale—Hoffman inequalities (1993) (15)
Variational analysis of constrained M-estimators (2017) (14)
Stable approximations of set-valued maps (1988) (14)
Uncertainty Quantification using Exponential Epi-Splines (2013) (14)
SOME PRACTICAL REGULARITY CONDITIONS FOR NONLINEAR PROGRAMS (1969) (14)
Neighborhood Effects on Belief Formation and the Distribution of Education and Income (1994) (13)
Approximating the integral of a multifunction (1988) (13)
Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse (1985) (13)
On INF-Compact Mathematical Programs (1973) (13)
Nondifferential and Variational Techniques in Optimization (1982) (13)
Another isometry for the Legendre-Fenchel transform (1988) (12)
Density estimation of simulation output using exponential epi-splines (2013) (12)
Lipschitz Continuity of inf-Projections (2003) (11)
General economic equilibrium with financial markets and retainability (2014) (11)
Building a stochastic programming model from scratch: a harvesting management example (2016) (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)
Nonparametric Density Estimation via Exponential Epi-Splines : Fusion of Soft and Hard Information (2013) (10)
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models (2015) (10)
A dual strategy for the implementation of the aggregation principle in decision making under uncertainty (1992) (9)
A Note on Decision Rules for Stochastic Programs (1968) (9)
Shape-restricted nonparametric regression with overall noisy measurements (2013) (9)
Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian (2016) (9)
On the hypo-convergence of probability measures (1986) (9)
EPI-SPLINES AND EXPONENTIAL EPI-SPLINES : PLIABLE APPROXIMATION TOOLS (2013) (9)
Stochastic Programs with Chance Constraints: Generalized Convexity and Approximation Issues (1998) (8)
Approximations and Error Bounds in Stochastic Programming (1984) (8)
Modeling and solution strategies for unconstrained stochastic optimization problems (1984) (8)
Finite horizon approximates of infinite horizon stochastic programs (1986) (8)
Lopsided convergence: an extension and its quantification (2019) (8)
Towards an algebraic characterization of convex polyhedral cones (1968) (7)
On-line solution of linear programs using sublinear functions (1986) (7)
A time-embedded approach to economic equilibrium with incomplete financial markets (2011) (7)
Optimality Functions and Lopsided Convergence (2016) (6)
PROGRAMMING UNDER UNCERTAINTY: AN EXPERIMENTAL CODE FOR THE COMPLETE PROBLEM, (1964) (6)
The Robust Stability of Every Equilibrium in Economic Models of Exchange Even Under Relaxed Standard Conditions (2013) (6)
An Ergodic Theorem for Stochastic Programming Problems (2000) (6)
On univariate function identification problems (2018) (5)
Preprocessing in Stochastic Programming: The Case of Capacitated Networks (1995) (5)
DENSITY ESTIMATION : EXPLOITING NON-DATA INFORMATION (2005) (5)
STOCHASTIC PROGRAMS IN ABSTRACT SPACES (1967) (5)
Uncertainty Quantification using Exponential Epi-Splines, Proceedings of the International Conference on Structural Safety and Reliability, New York, NY. (2013) (5)
Stochastic variational inequalities: single-stage to multistage (2016) (5)
Lipschitzian Stability of Epsilon-Approximate Solutions in Convex Optimization (1987) (5)
Harvesting management : Genrating wood-prices scenarios (2013) (4)
Generating Stochastic Ellipsoidal Forest and Wildland Fire Scar Scenarios for Strategic Forest Management Planning under Uncertainty (2015) (4)
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema (1991) (4)
STOCHASTIC PROGRAMS WITH RECOURSE: A SURVEY 1 (1969) (4)
The duality between estimation and control from a variational viewpoint: The discrete time case (1982) (3)
Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming (2008) (3)
Stochastic Unit Commitment at ISO Scale : An ARPAe Project (2013) (3)
Stochastic Programming 84 Part II (1986) (3)
CONVERGENCE OF MINIMA OF INTEGRAL FUNCTIONALS, WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC OPTIMIZATION (1993) (3)
Foreword: Special Issue on Variational Analysis, Optimization, and their Applications (2005) (3)
An Optimization Primer (2021) (3)
Law of small numbers as concentration inequalities for sums of independent random setsand random set valued mappings (2012) (3)
Algorithmic Procedures for Stochastic Optimization (1985) (3)
Erratum to: Multivariate Epi-splines and Evolving Function Identification Problems (2016) (3)
Strategic Risk Management for Developing Countries: An Application to Colombia (2002) (3)
On Parallel Processors Design for Solving Stochastics Programs (1985) (3)
PRICING CONTINGENT CLAIMS : A COMPUTATIONAL COMPATIBLE APPROACH (2)
Decentralized allocation of resources among many producers (1989) (2)
Constrained Maximum Likelihood Estimators for Densities (2017) (2)
Subderivatives and Subgradients (1998) (2)
Genrating upper bounds on the expected value of a convex function with applications to stochastic programming (1985) (2)
19. Stochastic Optimization for Lake Eutrophication Management (2005) (2)
Multi-period forecasting and scenario generation with limited data (2015) (2)
Two-stage stochastic variational inequalities: an ERM-solution procedure (2017) (2)
Stochastic Optimization; Proceedings of the International Conference, Kiev, USSR, September 1984 (1986) (2)
Random LSC Functions: Scalarization (1999) (2)
George B . Dantzig ( 1914 – 2005 ) (2007) (1)
Random Semicontinuos Functions (1986) (1)
Optimality Properties of a Special Assignment Problem (1964) (1)
Stochastic optimization : proceedings of the international conference, Kiev, 1984 (1986) (1)
Stochastic Optimization for Lake Eutrophication Management (2002) (1)
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (2016) (1)
General economic equilibrium with financial markets and retainability (2017) (1)
RANDOM CLOSED SETS AND RANDOM LSC FUNCTIONS : KOLMOGOROV ’ S EXTENSION THEOREM (1)
A sublinear approximation method for Stochastic programming (1986) (1)
On the Convergence of Random Convex Sets (1977) (1)
Random lsc functions (2000) (1)
PRICING CONTINGENT CLAIMS : ESTIMATION AND IMPLEMENTATION ∗ (2006) (1)
Algorithms and Theory in Filtering and Control (1982) (1)
Max and Min (1998) (1)
Functional Analysis in Mathematical Economics. Optimization over Infinite Horizons (Lester G. Telser and Robert L. Graves) (1974) (0)
MODELING AND ESTIMATING COMMODITY PRICES : COPPER (2013) (0)
Toward scalable stochastic unit commitment (2015) (0)
A Convergence of Bivariate Functions aimed at the Convergence of Saddle Functions (1982) (0)
Stochastic optimization models in forest planning: a progressive hedging solution approach (2014) (0)
A CHARACTERIZATION OF EPI.CONVERGENCE IN TERMS OF COI\I\TERGENCE OF LEVEL SETS (2015) (0)
Uncertainty Quantification and Data Fusion (2013) (0)
Preface (1995) (0)
MINIMIZING A CONVEX FUNCTION OVER A CONVEX HULL (2015) (0)
Special Issue: On the interface between optimization and probability (2020) (0)
Toward scalable stochastic unit commitment. Part 1: load scenario generation (2015) (0)
Second-Order Theory (1998) (0)
Lopsided convergence: an extension and its quantification (2018) (0)
Stochastic Dynamic Optimization Approaches and Computation 1 One-stage Models (1989) (0)
Nondifferential and variational techniques in optimization : proceedings of the Workshop on Numerical Techniques for Systems Engineering Problems, part 2 (1982) (0)
Preface (1995) (0)
Multivariate Epi-splines and Evolving Function Identification Problems (2015) (0)
A Convergence Theory for Saddle Functions Author ( s ) : (2008) (0)
Modeling and estimating commodity prices: copper prices (2015) (0)
Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model (2004) (0)
Cones and Cosmic Closure (1998) (0)
On univariate function identification problems (2017) (0)
Random lsc Functions : An Ergodic Theorem Author ( s ) : (2007) (0)
Stochastic Dynamic Optimization Approaches and Computation 1 In: Mathematical Programming, Recent Developments and Applications, M. Iri (0)
A stochastic variational approach to the duality between estimation and control: Continuous time (1980) (0)
Algorithms and theory in filtering and control : proceedings of the Workshop on Numerical Techniques for Systems Engineering Problems, part l (1982) (0)
Strategic Risk Management for Developing Countries : The Colombia Case Study 1 (2000) (0)
Estimating density function via constrained maximum likelihood method (1994) (0)
Set-Valued Mappings (1998) (0)
Special Issue: On the interface between optimization and probability (2020) (0)
Au tho r P roo f forest management Generating Stochastic Ellipsoidal Forest and Wildland Fire Scar Scenarios for Strategic Forest Management Planning under Uncertainty (2014) (0)
A Topology for the Solid Subsets of a Topological Space (1993) (0)
A TIME-EMBEDDED REAL-ASSET FRAMEWORK FOR GENERAL ECONOMIC EQUILIBRIUM (2009) (0)
DIRECT PROOF OF THE SHIFT STABILITY OF EQUILIBRIUM IN CLASSICAL CIRCUMSTANCES (2012) (0)
A CONVERGENCE THEORY FOR SADDLE FUNCTIONS 1 (2009) (0)
Optimization Methods for Resource Allocation (Richard Cottle and Jacob Krarup, eds.) (1975) (0)
Convex analysis and financial equilibrium (2014) (0)
Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian (2017) (0)
Equilibrium, uncertainty and risk in hydro-thermal electricity systems (2016) (0)
Erratum to: Multivariate Epi-splines and Evolving Function Identification Problems (2016) (0)
QUANTITATIVE STABILITY OFVARIATIONAL SYSTEMS (0)
Summer School CEA-EDF-INRIA 2012 Stochastic Optimization Cadarache, June 25th — July 6th, 2012 (2012) (0)
ON DIAGONALIZATION METHODS IN INTEGER PROGRAMMING (1962) (0)
CONVERGENCE OF PROBABILITY MEASURES REVISITED (2005) (0)
Elementary Problems: E2202-E2207 (1969) (0)
Log-Concave Duality in Estimation and Control (2016) (0)
Optimality Functions and Lopsided Convergence (2015) (0)
Annotated Bibliography for my BanffIRS Lecture: May 2005 Equilibrium in a Stochastic Environment a 'constructive' approach ∗ (2005) (0)

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