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Article

Wets, R. (1984). Modeling and solution strategies for unconstrained stochastic optimization problems. Annals of Operations Research 1 (1), 3-22. 10.1007/BF01874449.

Rockafellar, R.T. & Wets, R. (1983). Deterministic and stochastic optimization problems of bolza type in discrete time. Stochastics 10 (3-4), 273-312. 10.1080/17442508308833276.

Rockafellar, R. & Wets, R. (1982). On the interchange of subdifferentiation and conditional expectation for convex functionals. Stochastics 7 (3), 173-182. 10.1080/17442508208833217.

Book Section

Wets, R. (2009). On the continuity of the value of a linear program and of related polyhedral-valued multifunctions. In: Mathematical Programming Essays in Honor of George B. Dantzig Part I. pp. 14-29 Berlin/Heidelberg, Germany: Springer. ISBN 978-1-4757-1879-9 10.1007/BFb0121040.

Wets, R. (1985). Algorithmic Procedures for Stochastic Optimization. In: Computational Mathematical Programming. Eds. Schittkowski, K., pp. 309-322 Germany: Springer berlin Heidelberg. ISBN 978-3-642-82450-0 10.1007/978-3-642-82450-0_11.

Wets, R. (1983). Stochastic programming: solution techniques and approximation schemes. In: Mathematical Programming The State of the Art. Eds. Bachem, A., Korte, B. & Grötschel, M., pp. 566-603 Berlin/Heidelberg, Germany: Springer. ISBN 978-3-642-68874-4 10.1007/978-3-642-68874-4_22.

Rockafellar, R.T. & Wets, R. (1983). A dual solution procedure for quadratic stochastic programs with simple recourse. In: Numerical Methods. pp. 252-265 Berlin/Heidelberg, Germany: Springer. ISBN 978-3-540-40967-0 10.1007/BFb0112539.