Roger J-B Wets
| Roger J-B Wets | |
|---|---|
| Born | February 1937 (age 80) Belgium |
| Residence | California |
| Fields | |
| Alma mater |
Université libre de Bruxelles University of California, Berkeley |
| Thesis | Programming under uncertainty (1965) |
| Doctoral advisor |
George Dantzig David Blackwell |
| Notable awards | Frederick W. Lanchester Prize (1997) |
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Website www |
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Roger Jean-Baptiste Robert Wets (born February 1937) is a "pioneer" in and a leader in variational analysis who publishes as Roger J-B Wets. His research, expositions, graduate students, and his collaboration with R. Tyrrell Rockafellar have had a profound influence on optimization theory, computations, and applications. Since 2009, Wets has been a distinguished research professor at the mathematics department of the University of California, Davis.
Roger Wets attended high school in Belgium, after which he worked for his family while earning his Licence in applied economics from Université de Bruxelles (Brussels, Belgium) in 1961. He was encouraged by Jacques H. Drèze to study optimization with George Dantzig at the program in operations research at the University of California, Berkeley. Dantzig and mathematician–statistician David Blackwell jointly supervised Wets's dissertation. In 1965 Wets befriended R. Tyrrell Rockafellar, whom Wets introduced to stochastic optimization, starting a collaboration of many decades.
He worked at Boeing Scientific Research Labs, 1964–1970 and was Ford Professor at the University of Chicago, 1970–1972 before being appointed Professor at the Mathematics Department of the University of Kentucky and then University Research Professor (1977–78). While at the International Institute for Applied Systems Analysis (IIASA) in Austria, during 1980–1984, he led research in decision-making in uncertainty, returning as an acting leader in 1985–1987; during that time, Wets and Rockafellar developed the progressive-hedging algorithm for stochastic programming. The University of California, Davis named him Professor (1984–1997), Distinguished Professor, and Distinguished Research Professor of Mathematics (2009–).
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