Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs von Gade, Dinakar, Hackebeil, Gabriel, Ryan, Sarah M., Watson, Jean-Paul, Wets, Roger J.-B., Woodruff, David L.

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Stochastic travel demand estimation: Improving network identifiability using multi-day observation sets von Yang, Yudi, Fan, Yueyue, Wets, Roger J.B.

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Generating short‐term probabilistic wind power scenarios via nonparametric forecast error density estimators von Staid, Andrea, Watson, Jean‐Paul, Wets, Roger J.‐B., Woodruff, David L.

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Stochastic variational inequalities: single-stage to multistage von Rockafellar, R. Tyrrell, Wets, Roger J-B

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Two-stage stochastic variational inequalities: an ERM-solution procedure von Chen, Xiaojun, Pong, Ting Kei, Wets, Roger J-B.

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Stochastic optimization models in forest planning: a progressive hedging solution approach von Veliz, Fernando Badilla, Watson, Jean-Paul, Weintraub, Andres, Wets, Roger J.-B., Woodruff, David L.

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Variational Theory for Optimization under Stochastic Ambiguity von Royset, Johannes O., Wets, Roger J.-B.

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Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations von Chen, Xiaojun, Wets, Roger J.-B., Zhang, Yanfang

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Fusion of hard and soft information in nonparametric density estimation von Royset, Johannes O., Wets, Roger J-B

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VARIATIONAL ANALYSIS OF CONSTRAINED M-ESTIMATORS von Royset, Johannes O., Wets, Roger J-B

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On univariate function identification problems von Royset, Johannes O., Wets, Roger J.-B.

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Building a stochastic programming model from scratch: a harvesting management example von Rios, Ignacio, Weintraub, Andres, Wets, Roger J.-B.

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Lopsided convergence: an extension and its quantification von Royset, Johannes O., Wets, Roger J-B

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Variational Convergence of Bifunctions: Motivating Applications von Jofré, Alejandro, Wets, Roger J.-B.

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Special Issue: On the interface between optimization and probability von Kovacevic, Raimund, Wets, Roger J-B, Wozabal, David

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Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models von Chen, Xiaojun, Sun, Hailin, Wets, Roger J.-B.

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An Optimization Primer von Royset, Johannes O, Wets, Roger J-B

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Toward scalable stochastic unit commitment: Part 2: solver configuration and performance assessment von Cheung, Kwok, Gade, Dinakar, Silva-Monroy, César, Ryan, Sarah M., Watson, Jean-Paul, Wets, Roger J.-B., Woodruff, David L.

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Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian von Deride, Julio, Jofré, Alejandro, Wets, Roger J-B

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Modeling and estimating commodity prices: copper prices von Wets, Roger J.-B., Rios, Ignacio

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