R. Tyrrell Rockafellar
Encyclopedia
  • Citation of R. Tyrrell Rockafellar for the George Dantzig
    George Dantzig
    George Bernard Dantzig was an American mathematical scientist who made important contributions to operations research, computer science, economics, and statistics....

     Prize in 1994 in Optima, Issue 44 (1994) page 5.

Books

  • Rockafellar, R. Tyrrell. Conjugate duality and optimization. Lectures given at the Johns Hopkins University, Baltimore, Md., June, 1973. Conference Board of the Mathematical Sciences Regional Conference Series in Applied Mathematics, No. 16. Society for Industrial and Applied Mathematics, Philadelphia, Pa., 1974. vi+74 pp.

  • Rockafellar, Ralph T. The theory of subgradients and its applications to problems of optimization. Convex and nonconvex functions. Heldermann Verlag, Berlin, 1981. vii+107 pp. ISBN 3-88538-201-6

  • R. T. Rockafellar. 1984. Network Flows and Monotropic Optimization. Wiley.
  • R. Tyrrell Rockafellar, Roger J-B Wets, Variational Analysis, Springer-Verlag, 2005, ISBN 3540627723, ISBN 978-3540627722

  • Dontchev, Asen L. and Rockafellar, R. Tyrrell. Implicit functions and solution mappings. A view from variational analysis. Springer Monographs in Mathematics. Springer, Dordrecht, 2009. xii+375 pp. ISBN 978-0-387-87820-1.

Nonlinear programming, convex minimization, and variational analysis

  • Rockafellar, R. T. On the maximal monotonicity of subdifferential mappings. Pacific J. Math. 33 1970 209—216.

  • Rockafellar, R. T. The multiplier method of Hestenes and Powell applied to convex programming. J. Optimization Theory Appl. 12 (1973), 555—562.

  • Rockafellar, R. Tyrrell Augmented Lagrange multiplier functions and duality in nonconvex programming. SIAM J. Control 12 (1974), 268—285.

  • Rockafellar, R. T. Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Math. Oper. Res. 1 (1976), no. 2, 97—116.

  • Rockafellar, R. Tyrrell. Lagrange multipliers and optimality. SIAM Rev. 35 (1993), no. 2, 183—238. (1992 John von Neumann Lecture)

Stochastic optimization and statistics

  • Rockafellar, R. Tyrrell. Integral functionals, normal integrands and measurable selections. Nonlinear operators and the calculus of variations (Summer School, Univ. Libre Bruxelles, Brussels, 1975), pp. 157–207. Lecture Notes in Math., Vol. 543, Springer, Berlin, 1976.

  • Rockafellar, R. T.; Wets, R. J.-B. On the interchange of subdifferentiation and conditional expectations for convex functionals. Stochastics 7 (1982), no. 3, 173—182.

  • Rockafellar, R. T.; Wets, Roger J.-B. Variational systems, an introduction. Multifunctions and integrands (Catania, 1983), 1--54, Lecture Notes in Math., 1091, Springer, Berlin, 1984.

  • Rockafellar, R. T. and Wets, Roger J.-B.. "Scenarios and policy aggregation in optimization under uncertainty". Math. Oper. Res. 16 (1991), no. 1, 119—147.

  • A. J. King and R. T. Rockafellar. Asymptotic theory for solutions in generalized M-estimation and stochastic programming, Math. of Operations Research 18 (1993), 148-162.

  • Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael Risk tuning with generalized linear regression. Math. Oper. Res. 33 (2008), no. 3, 712—729.

Economics

  • Rockafellar, R. Tyrrell Monotone processes of convex and concave type. Memoirs of the American Mathematical Society, No. 77 American Mathematical Society, Providence, R.I. 1967 i+74 pp.

  • Rockafellar, R. T. Convex algebra and duality in dynamic models of production. Mathematical models in economics (Proc. Sympos. and Conf. von Neumann Models, Warsaw, 1972), pp. 351–378. North-Holland, Amsterdam, 1974.

  • Rockafellar, R. Tyrrell Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate. Hamiltonian dynamics in economics. J. Econom. Theory 12 (1976), no. 1, 71—113.

  • Rockafellar, R. T. A growth property in concave-convex Hamiltonian systems. (Hamiltonian dynamics in economics) J. Econom. Theory 12 (1976), no. 1, 191—196.

  • Jofré, Alejandro; Rockafellar, R. Tyrrell; Wets, Roger J-B
    Roger J–B Wets
    In mathematical optimization, Roger J-B Wets is a in stochastic programming and a leader in variational analysis.The legal name of Roger J–B Wets lacks periods in the middle name.-Career:...

    . Variational inequalities and economic equilibrium. Math. Oper. Res. 32 (2007), no. 1, 32—50.

External links

The source of this article is wikipedia, the free encyclopedia.  The text of this article is licensed under the GFDL.
 
x
OK