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Roger J-B Wets
Roger Jean-Baptiste Robert Wets (born 1937) is a "pioneer" in stochastic programming 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.
==Schooling and positions==
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.〔In an interview with Karen Aardal, Wets stated that he believed that he took the only course in operations research available (at that time) in Western Europe. The instructor was 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. 〕 Dantzig and mathematician–statistician David Blackwell jointly supervised Wets's dissertation.〔〔(Programming under uncertainty ). (1965) Wets, Roger Jean-Baptiste Robert. Abstract Thesis (Ph. D. in Engineering Science)--Univ. of California, Jan. 1965. Bibliography: l. 81-88. Publisher () Repository OCLC's Experimental Thesis Catalog (United States)〕 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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