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R.T. Rockafellar
Information about the author R.T. Rockafellar will soon be added to the site.
Found
4 papers
in total
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Sensitivity analysis of aggregated variational inequality problems, with application to traffic equilibria
2003
Some instances of variational inequality models over polyhedral sets can be stated in...
Duality and optimality in multistage stochastic programming
1999
A model of multistage stochastic programming over a scenario tree is developed, in...
Scenarios and policy aggregation in optimization under uncertainty
1991
A common approach in coping with multiperiod optimization problems under uncertainty...
Computational schemes for large-scale problems in extended linear-quadratic programming
1990
Numerical approaches are developed for solving large-scale problems of extended...
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