World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
66
Citations
21068
World Ranking
354
National Ranking
192

Engineering and Technology

D-Index
65
Citations
20755
World Ranking
1492
National Ranking
487

Research.com Recognitions

  • 1994 - Dantzig Prize, by the Society for Industrial and Applied Mathematics (SIAM) and the Mathematical Optimization Society (MOS)
  • 1981 - Fellow of John Simon Guggenheim Memorial Foundation

Overview

Roger J.-B. Wets is affiliated with the University of California, Davis in the United States. Their research spans several fields, primarily focusing on mathematics as well as economics, econometrics, and finance. Within these areas, they have contributed notably to subfields such as statistics and probability, economics and econometrics, management science and operations research, and control and systems engineering.

The scientist's work covers a range of topics including statistical methods and inference, advanced statistical methods and models, statistical methods and Bayesian inference, risk and portfolio optimization, fuzzy systems and optimization, optimization and mathematical programming, and economic theories and models.

Several recent papers illustrate the breadth of their research interests. These include:

  • "Variational analysis of constrained M-estimators" (2020), published in The Annals of Statistics
  • "Special Issue: On the interface between optimization and probability" (2020), published in Mathematical Programming
  • "Solving equilibrium problems in economies with financial markets, home production, and retention" (2023), published on arXiv (Cornell University)

Roger J.-B. Wets has collaborated frequently with other researchers, including Johannes Ø. Røyset, Raimund M. Kovacevic, David Wozabal, and Julio Deride.

Publications by Roger J.-B. Wets appear in venues such as The Annals of Statistics, Mathematical Programming, and arXiv (Cornell University), indicating engagement with both traditional peer-reviewed journals and preprint archives.

In addition to articles, Roger J.-B. Wets has authored at least one book published by Springer International Publishing, titled An Optimization Primer (2021), which has accrued a number of citations.

Among recognitions received, Roger J.-B. Wets was awarded the Dantzig Prize by the Society for Industrial and Applied Mathematics (SIAM) and the Mathematical Optimization Society (MOS) in 1994. Earlier, in 1981, they were named a Fellow of the John Simon Guggenheim Memorial Foundation.

Best Publications

  • Minimization by Random Search Techniques

    Francisco J. Solis;Roger J. B. Wets

  • Variational Analysis

    Unknown

  • Scenarios and policy aggregation in optimization under uncertainty

    R. T. Rockafellar;Roger J. B. Wets

  • L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING.

    R M Van Slyke;Roger J Wets

  • Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

    Roger J.-B. Wets

  • ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATORS AND OF OPTIMAL SOLUTIONS OF STOCHASTIC OPTIMIZATION PROBLEMS

    Jitka Dupacova;Roger Wets

  • Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

    John R. Birge;Roger J.-B. Wets

  • Chapter VIII Stochastic programming

    Roger J.-B. Wets

  • Production planning via scenario modelling

    Laureano F. Escudero;Pasumarti V. Kamesam;Alan J. King;Roger J.-B. Wets

  • Stochastic Programming: Solution Techniques and Approximation Schemes

    Roger J.-B. Wets

  • STOCHASTIC PROGRAMS WITH RECOURSE

    David W. Walkup;Roger J.-B. Wets

  • Quantitative stability of variational systems. I. The epigraphical distance

    Hédy Attouch;Roger J.-B. Wets

  • A class of stochastic programs withdecision dependent random elements

    Tore W. Jonsbråten;Roger J.-B. Wets;David L. Woodruff

  • Programming Under Uncertainty: The Equivalent Convex Program

    R. J. B. Wets

  • On the Convergence of Sequences of Convex Sets in Finite Dimensions

    Gabriella Salinetti;Roger J.-B. Wets

  • Nonanticipativity and L1-martingales in stochastic optimization problems

    R. T. Rockafellar;R. J.-B. Wets

  • Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

    Dinakar Gade;Gabriel Hackebeil;Sarah M. Ryan;Jean-Paul Watson

  • Epi‐consistency of convex stochastic programs

    Alan J. King;Roger J.B. Wets

  • On decision rules in stochastic programming

    Stanley J. Garstka;Roger J. B. Wets

  • Solving stochastic programs with simple recourse

    Roger J.-B. Wets

  • A Lagrangian Finite Generation Technique for Solving Linear-Quadratic Problems in Stochastic Programming

    R. T. Rockafellar;R. J.-B. Wets

Frequent Co-Authors

R. T. Rockafellar
R. T. Rockafellar University of Washington
Hedy Attouch
Hedy Attouch University of Montpellier
David L. Woodruff
David L. Woodruff University of California, Davis
Jean-Paul Watson
Jean-Paul Watson Lawrence Livermore National Laboratory
John R. Birge
John R. Birge University of Chicago
Zvi Artstein
Zvi Artstein Weizmann Institute of Science
Danny C. Sorensen
Danny C. Sorensen Rice University
Xiaojun Chen
Xiaojun Chen Hong Kong Polytechnic University
Stein W. Wallace
Stein W. Wallace Norwegian School of Economics
Andrés Weintraub
Andrés Weintraub University of Chile

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