Items where IIASA Author is "Wets, Roger"

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Wets, R.J.-B. (2013). Shape-restricted nonparametric regression with overall noisy measurements. Journal of Nonparametric Statistics 25 (2), 323-338. 10.1080/10485252.2012.754890.

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.

Qi, L. (2009). An alternating method for stochastic linear programming with simple recourse. In: Stochastic Programming 84 Part I. Eds. Prekopa, A. & Wets, R., pp. 183-190 Springer. ISBN 978-3-642-00924-2 10.1007/BFb0121120.

Kaniovski, Y.M., King, A.J. & Wets, R.J.-B. (1995). Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Annals of Operations Research 56 (1), 1373-1385. 10.1007/BF02031707.

Ermoliev, Y.M., Norkin, V.I. & Wets, R.J.-B. (1995). The minimization of semicontinuous functions: Mollifier subgradients. SIAM Journal on Control and Optimization 33 (1), 149-167. 10.1137/S0363012992238369.

Wets, R.J.-B. (1994). Challenges in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-032

Ermoliev, Y.M., Norkin, V.I. & Wets, R.J.-B. (1992). The Minimization of Discontinuous Functions: Mollifier Subgradients. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-073

Wets, R.J.-B. (1990). Constrained Estimation: Consistency and Asymptotics. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-075

Lucchetti, R. & Wets, R.J.-B. (1990). Convergence of Minima of Integral Functionals, with Applications to Optimal Control and Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-081

Somlyody, L. & Wets, R.J.B. (1988). Stochastic Optimization Models for Lake Eutrophication Management. Operations Research 36 (5), 660-681. 10.1287/opre.36.5.660.

Varaiya, P. & Wets, R.J.-B. (1988). Stochastic Dynamic Optimization Approaches and Computation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-087

King, A.J. & Wets, R.J.-B. (1988). Epi-Consistency of Convex Stochastic Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-057

Attouch, H. & Wets, R.J.-B. (1988). Quantitative Stability of Variational Systems: I. The Epigraphical Distance. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-008

Attouch, H. & Wets, R.J.-B. (1988). Quantitative Stability of Variational Systems: II. A Framework for Nonlinear Conditioning. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-009

Ermoliev, Y.M. & Wets, R.J.-B. (1988). Numerical Techniques for Stochastic Optimization. Heidelberg: Springer-Verlag. ISBN 3-540-18677-8

Ermoliev, Y. & Wets, R.J.-B. (1988). Stochastic programming, an introduction. Numerical techniques for stochastic optimization. Springer Series in Computational Mathematics, 1-32.

Ermoliev, Y. (1988). Stochastic quasigradient methods. Numerical techniques for stochastic optimization. In: Numerical Techniques for Stochastic Optimization. Eds. Ermoliev, Y. & Wets, R., pp. 141-185 Springer. ISBN 978-3-642-64813-7

Rockafellar, R.T. & Wets, R.J.-B. (1987). Scenarios and Policy Aggregation in Optimization under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-119

Aubin, J.-P. & Wets, R.J.-B. (1987). Stable Approximations of Set-Valued Maps. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-074

Rockafellar, R.T. & Wets, R.J.-B. (1987). Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-052

Salinetti, G. & Wets, R.J.-B. (1987). Weak Convergence of Probability Measures Revisited. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-030

Attouch, H. & Wets, R.J.-B. (1987). Lipschitzian Stability of Epsilon-Approximate Solutions in Convex Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-025

Dupacova, J. & Wets, R.J.-B. (1987). Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems, II. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-009

Dupacova, J. & Wets, R.J.-B. (1986). Asymptotic Behavior of Statistical Estimators and Optimal Solutions for Stochastic Optimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-041

Salinetti, G. & Wets, R.J.-B. (1986). Random Semicontinuos Functions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-047

Gaivoronski, A. (1986). Linearization methods for optimization of functionals which depend on probability measures. In: Stochastic Programming 84 Part II. Eds. Prekopa, A. & Wets, R., pp. 157-181 Springer. ISBN 978-3-642-00926-6 10.1007/BFb0121130.

Nazareth, J. & Wets, R (1986). Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders. In: Stochastic Programming 84 Part II. Eds. Prekopa, A. & Wets, R., pp. 1-28 Springer. ISBN 978-3-642-00924-2 10.1007/BFb0121123.

Attouch, H., Aze, D. & Wets, R.J.-B. (1986). On Continuity Properties of the Partial Legendre-Fenchel Transform: Convergence of Sequences of Augmented Lagrangian Functions, Moreau-Yosida Approximates and Subdifferential Operators. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-86-016

Flam, S.D. & Wets, R.J.B. (1986). Finite horizon approximates of infinite horizon stochastic programs. In: Stochastic Optimization. Eds. Arkin, V.I., Shiraev, A. & Wets, R., pp. 339-350 Germany: Springer Berlin Heidelberg. ISBN 978-3-540-39841-7 10.1007/BFb0007111.

Arkin, V.I., Shiraev, A. & Wets, R.J.-B. (1986). Stochastic Optimization; Proceedings of the International Conference, Kiev, USSR, September 1984. Heidelberg: Springer-Verlag. ISBN 3-540-16659-9

Nazareth, J.L. & Wets, R.J.-B. (1985). Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-85-062

Wets, R.J.-B. (1985). On Parallel Processors Design for Solving Stochastics Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-85-067

Rockafellar, R.T. & Wets, R.J.-B. (1985). Linear-Quadratic Programming Problems with Stochastic Penalties: The Finite Generation Algorithm. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-85-045

Somlyody, L. & Wets, R.J.-B. (1985). Stochastic Optimization Models for Lake Eutrophication Management. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-85-016

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.

Ermoliev, Y.M. & Wets, R.J.-B. (1984). Numerical Techniques for Stochastic Optimization Problems. IIASA Professional Paper. IIASA, Laxenburg, Austria: PP-84-004

Wets, R.J.-B. (1984). Large Scale Linear Programming Techniques in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-84-090

Flam, S.D. & Wets, R.J.-B. (1984). Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-039

Wets, R.J.-B. (1984). Algorithmic Procedures for Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-84-049

Rockafellar, R.T. & Wets, R.J.-B. (1984). A Lagrangian Finite Generation Technique for Solving Linear-Quadratic Problems in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-84-025

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

Birge, J.R. & Wets, R.J.-B. (1983). Designing Approximation Schemes for Stochastic Optimization Problems, in Particular for Stochastic Programs with Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-111

Birge, J.R. & Wets, R.J.-B. (1983). Approximations and Error Bounds in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-078

Rockafellar, R.T. & Wets, R.J.-B. (1983). A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-83-017

Wets, R.J.-B. (1983). Modeling and Solution Strategies for Unconstrained Stochastic Optimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-036

Nazareth, J.L. & Wets, R.J.-B. (1983). Algorithms for Stochastic Programs: The Case for Nonstochastic Tenders. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-005

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.

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.

Salinetti, G. & Wets, R.J.-B. (1982). On the Convergence in Distribution of Measurable Multifunctions, Normal Integrands, Stochastic Processes and Stochastic Infima. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-82-087

Attouch, H. & Wets, R.J.-B. (1982). A Convergence of Bivariate Functions aimed at the Convergence of Saddle Functions. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-82-065

Wets, R.J.-B. (1982). On the Continuity of the Value of a Linear Program. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-82-106

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

Wets, R.J.-B. (1982). A Formula for the Level Sets of EPI-Limits and Some Applications. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-82-081

Wets, R.J.-B. (1982). Stochastic Programming: Solution Techniques and Approximation Schedules. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-82-084

Rockafellar, R.T. & Wets, R.J.-B. (1981). On the Interchange of Subdifferentiation and Conditional Expectation for Convex Functionals. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-81-089

Rockafellar, R.T. & Wets, R.J.-B. (1981). Deterministic and Stochastic Optimization Problems of Bolza Type in Discrete Time. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-81-069

Dolecki, S., Salinetti, G. & Wets, R.J.-B. (1980). Convergence of Functions: Equi-Semicontinuity. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-80-185

Attouch, H. & Wets, R.J.-B. (1980). Approximation and Convergence in Nonlinear Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-80-142

Mehra, R. (1976). Identification and estimation of the error-in-variables model (EVM) in structural form. In: Stochastic Systems: Modeling, Identification and Optimization, I. Eds. Wets, Roger, pp. 191-210 Berlin/Heidelberg, Germany: Springer. ISBN 978-3-642-00784-2 10.1007/BFb0120773.