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Roger J-B Wets

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Roger J-B Wets, formerly Roger Jean-Baptiste Wets, is a Belgian-born American programmer active in stochastic programming, variational analysis and mathematical optimization, and professor emeritus at the mathematics department of the University of California, Davis.

Name change

Wets' first publications at the University of Kentucky were published under the name Roger JB. Wets Following a legal name change the name of Roger J–B Wets now lacks periods in the middle name.

Career

Raised in Belgium, Wets was encouraged by Jacques H. Drèze to study optimization with George Dantzig at the operations research program at the University of California, Berkeley. Other students included Richard W. Cottle, soon a leader in quadratic programming and the linear complementarity problem, Ellis Johnson, soon a leader in integer programming and combinatorial optimization, and Richard Van Slyke, soon a leader in computational control theory and large-scale optimization. Wets then taught at the University of Kentucky (c.1975-1984).

Awards

Wets and Claude Lemaréchal were each awarded the George B. Dantzig Prize for "original research that has had a major impact on the field of mathematical programming" in 1994 by the Society for Industrial and Applied Mathematics (SIAM) the Mathematical Programming Society (MPS). Wets and his coauthor R. Tyrrell Rockafellar were awarded the Frederick W. Lanchester Prize for 1997 by Institute for Operations Research and the Management Sciences (INFORMS).

See also

Notes

  1. Introduction to stochastic programming John R. Birge, François Louveaux - 1997 -" to the people who introduced us to the field, George Dantzig, Roger Wets, Jacques Dreze, and ... Michigan John R. Birge Namur, Belgium Francois Louveaux "
  2. See the title page of Variational Analysis by R. Tyrrell Rockafellar and Roger J-B Wets.
  3. Wets stated that he believed that he took the only course in operations research available (at that time) in Western Europe, from Jacques H. Drèze at the Université Catholique de Louvain. Because of Drèze's suggestion to study with Dantzig at Berkeley, Wets credits Drèze as being responsible for getting him into the field of optimization. (Page 3) Aardal, Karen (1995). "Optima interview Roger J.-B. Wets". Optima: Mathematical Programming Society Newsletter: 3–5. {{cite journal}}: Unknown parameter |month= ignored (help)
  4. Johnson, Ellis (2007). "My experiences as a student and researcher in OR during the 1960's and 70's". Annals of Operations Research. 149 (1). Netherlands: Springer: 121. doi:10.1007/s10479-006-0109-5. ISSN (Print), 1572-9338 (Online) 0254-5330 (Print), 1572-9338 (Online). {{cite journal}}: Check |issn= value (help); Unknown parameter |month= ignored (help)

Bibliography

Research

  • Michael X. Dong a; Roger J–B Wets. Estimating density functions: A constrained maximum likelihood approach, Journal of Nonparametric Statistics, Volume 12, Issue 4 2000 , pages 549–595 DOI: 10.1080/10485250008832822
  • Rockafellar, R. T.; Wets, R. J.-B. On the interchange of subdifferentiation and conditional expectations for convex functionals. Stochastics 7 (1982), no. 3, 173—182.
  • Rockafellar, R. T.; Wets, Roger J.-B. Variational systems, an introduction. Multifunctions and integrands (Catania, 1983), 1–54, Lecture Notes in Math., 1091, Springer, Berlin, 1984.
  • Rockafellar, R. T. and Wets, Roger J.-B.. "Scenarios and policy aggregation in optimization under uncertainty". Math. Oper. Res. 16 (1991), no. 1, 119—147.
  • R. Tyrrell Rockafellar, Roger J-B Wets, Variational Analysis, Springer-Verlag, 2005, ISBN 3540627723, ISBN 978-3540627722
  • Salinetti, Gabriella and Wets, Roger J-B (1986) On the convergence in distribution of measurable multifunctions (random sets), normal integrands, stochastic processes and stochastic infima. Mathematics of Operations Research 11 , pp. 385–419.
  • Wets, Roger J-B (1991) Constrained estimation: consistency and asymptotics. Applied Stochastic Models and Data Analysis 7 , pp. 17–32.
  • Roger JB Wets "Statistical estimation from an optimization viewpoint" Annals of Operations Research, Volume 85, January 1999, Pages 79–10 DOI 10.1023/A:1018934214007
  • Roger J–B Wets and J. Dupacova. "Asymptotic behavior of statistical estimators and of optimal solutions for stochastic optimization" problems´. Ann. Stat. 16 (1988).

Biographical

External links

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