Wets Roger J.-B.

Roger J.-B. Wets

Information about the author Roger J.-B. Wets will soon be added to the site.
Found 11 papers in total
Continuity properties of Walras equilibrium points
Continuity properties of Walras equilibrium points
2002
We explore convergence notions for bivariate functions that yield convergence and...
Preface to Special Issue on ‘Stochastic Programming: The state of the art 1998’
Preface to Special Issue on ‘Stochastic Programming: The state of the art 1998’
1999
This preface describes some of the papers presented at the 8th International...
Statistical estimation from an optimization viewpoint
Statistical estimation from an optimization viewpoint
1999
Statistics and Optimization have been closely linked from the very outset. The search...
A class of stochastic programs with decision dependent random elements
A class of stochastic programs with decision dependent random elements
1998
In the ‘standard’ formulation of a stochastic program with recourse, the...
Preprocessing in stochastic programming: The case of capacitated networks
Preprocessing in stochastic programming: The case of capacitated networks
1995
We investigate different preprocessing procedures for stochastic linear programs whose...
Challenges in stochastic programming
Challenges in stochastic programming
1996
Remarkable progress has been made in the development of algorithmic procedures and the...
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
1993
The Gale-Hoffman inequalities characterize feasible external flow in a (capacitated)...
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
1995
Several exponential bounds are derived by means of the theory of large deviations for...
Quantitative stability of variational systems: III. ℝà-approximate solutions
Quantitative stability of variational systems: III. ℝà-approximate solutions
1993
The authors prove that the •- optimal solutions of convex optimization problems...
Production planning via scenario modelling
Production planning via scenario modelling
1993
Several Linear Programming (LP) and Mixed Integer Programing (MIP) models for the...
Sublinear upper bounds for stochastic programs with recourse
Sublinear upper bounds for stochastic programs with recourse
1989
Separable sublinear functions are used to provide upper bounds on the recourse...
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