The following pages link to Roger J.-B. Wets (Q242555):
Displaying 50 items.
- A note on decision rules for stochastic programs (Q2530684) (← links)
- Lifting projections of convex polyhedra (Q2532111) (← links)
- Scalable heuristics for a class of chance-constrained stochastic programs (Q2899086) (← links)
- Stochastic variational inequalities: residual minimization smoothing sample average approximations (Q2910889) (← links)
- Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models (Q2954376) (← links)
- A time-embedded approach to economic equilibrium with incomplete financial markets (Q3000048) (← links)
- (Q3025928) (← links)
- A Convergence Theory for Saddle Functions (Q3040000) (← links)
- Sensors and Information in Optimization Under Stochastic Uncertainty (Q3140531) (← links)
- (Q3173637) (← links)
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time (Q3200131) (← links)
- (Q3316081) (← links)
- Deterministic and stochastic optimization problems of bolza type in discrete time (Q3317652) (← links)
- (Q3343779) (← links)
- (Q3352217) (← links)
- Scenarios and Policy Aggregation in Optimization Under Uncertainty (Q3354472) (← links)
- (Q3354882) (← links)
- (Q3358013) (← links)
- Epi‐consistency of convex stochastic programs (Q3360665) (← links)
- (Q3372271) (← links)
- Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis (Q3519411) (← links)
- Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (Q3519415) (← links)
- Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming (Q3629513) (← links)
- (Q3663918) (← links)
- (Q3667487) (← links)
- (Q3668317) (← links)
- (Q3696898) (← links)
- On the continuity of the value of a linear program and of related polyhedral-valued multifunctions (Q3701209) (← links)
- Solving stochastic programs with simple recourse (Q3710300) (← links)
- (Q3730350) (← links)
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming (Q3735474) (← links)
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (Q3741437) (← links)
- (Q3741438) (← links)
- Algorithms for stochastic programs: The case of nonstochastic tenders (Q3743109) (← links)
- Isometries for the Legendre-Fenchel Transform (Q3746406) (← links)
- On the Convergence in Probability of Random Sets (Measurable Multifunctions) (Q3750697) (← links)
- On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima (Q3750698) (← links)
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem (Q3757691) (← links)
- Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems (Q3775354) (← links)
- Stability in Two-Stage Stochastic Programming (Q3780766) (← links)
- Stochastic Optimization Models for Lake Eutrophication Management (Q3802879) (← links)
- (Q3812039) (← links)
- (Q3812068) (← links)
- (Q3815867) (← links)
- (Q3818130) (← links)
- (Q3818134) (← links)
- (Q3824111) (← links)
- (Q3832315) (← links)
- On the Convergence of Sequences of Convex Sets in Finite Dimensions (Q3854262) (← links)
- (Q3886478) (← links)
