R. Rockafellar

发表

Monotone Operators and the Proximal Point Algorithm

R. Rockafellar, 1976 .

Deviation Measures in Risk Analysis and Optimization

R. Rockafellar, S. Uryasev, M. Zabarankin, 2002 .

The multiplier method of Hestenes and Powell applied to convex programming

R. Rockafellar, 1973 .

Optimization of conditional value-at risk

R. Rockafellar, S. Uryasev, 2000 .

Favorable Classes of Lipschitz Continuous Functions in Subgradient Optimization

R. Rockafellar, 1981 .

Linear-quadratic programming and optimal control

R. Rockafellar, 1987 .

Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time

R. Rockafellar, R. Wets, 1990 .

Directionally Lipschitzian Functions and Subdifferential Calculus

R. Rockafellar, 1979 .

On the interchange of subdifferentiation and conditional expectation for convex functionals

R. Rockafellar, R. Wets, 1982 .

Local strong convexity and local Lipschitz continuity of the gradient of convex functions

R. Rockafellar, R. Goebel, 2007 .

Conditional Value-at-Risk for General Loss Distributions

R. Rockafellar, S. Uryasev, 2001 .

A dual approach to solving nonlinear programming problems by unconstrained optimization

R. Tyrrell Rockafellar, R. Rockafellar, R. Rockafellar, 1973, Math. Program..

Convex Functions and Duality in Optimization Problems and Dynamics

R. Rockafellar, 1969 .

Ordinary convex programs without a duality gap

R. Rockafellar, 1971 .

Convex Analysis

R. Tyrrell Rockafellar, R. Rockafellar, W. Fenchel, 1970, Princeton Landmarks in Mathematics and Physics.

Integrals which are convex functionals. II

R. Rockafellar, 1968 .

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

R. Rockafellar, R. Wets, 1986 .

On the maximal monotonicity of subdifferential mappings.

R. Rockafellar, R. T. Rockafellar, 1970 .

Prox-regular functions in variational analysis

R. Rockafellar, R. Poliquin, 1996 .

Local differentiability of distance functions

R. Rockafellar, R. Poliquin, L. Thibault, 2000 .

The radius of metric regularity

R. Rockafellar, A. Lewis, A. Dontchev, 2002 .

SECOND-ORDER CONVEX ANALYSIS

R. Rockafellar, 1999 .

On the maximality of sums of nonlinear monotone operators

R. Rockafellar, 1970 .

Duality and stability in extremum problems involving convex functions.

R. Rockafellar, Tyrrel R Rockafellar, R. Rockafellar, 1967 .

Convergence Rates in Forward-Backward Splitting

R. Tyrrell Rockafellar, George H.-G. Chen, R. Rockafellar, 1997, SIAM J. Optim..

Convex programming and systems of elementary monotonic relations

R. Rockafellar, 1967 .

MONOTROPIC PROGRAMMING: DESCENT ALGORITHMS AND DUALITY

R. Rockafellar, 1981 .

Implicit Functions and Solution Mappings

R. Rockafellar, A. Dontchev, 2009 .

Maximal monotone relations and the second derivatives of nonsmooth functions

R. Rockafellar, L. Annalesde, A. H. Poincaré, 1985 .

Conjugate Duality and Optimization

R. Rockafellar, 1987 .

Pacific Journal of Mathematics STOCHASTIC CONVEX PROGRAMMING : SINGULAR MULTIPLIERS AND EXTENDED DUALITY SINGULAR MULTIPLIERS

R. Rockafellar, 2012 .

Stochastic convex programming: basic duality.

R. Rockafellar, R. Wets, 1976 .

Generalized Deviations in Risk Analysis

R. Rockafellar, S. Uryasev, M. Zabarankin, 2004 .

Local boundedness of nonlinear, monotone operators.

R. Rockafellar, 1969 .

Characterization of the subdifferentials of convex functions

R. Rockafellar, 1966 .

MONOTONE OPERATORS AND AUGMENTED LAGRANGIAN METHODS IN NONLINEAR PROGRAMMING

R. Rockafellar, 1978 .

On the virtual convexity of the domain and range of a nonlinear maximal monotone operator

R. Rockafellar, 1970 .

LEVEL SETS AND CONTINUITY OF CONJUGATE CONVEX FUNCTIONS

R. Rockafellar, 1966 .

Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

R. Rockafellar, 1974 .

Convex Analysis: (pms-28)

R. Rockafellar, 1970 .

Variational Analysis

R. Tyrrell Rockafellar, Roger J.-B. Wets, R. Rockafellar, 1998, Grundlehren der mathematischen Wissenschaften.

Lagrange Multipliers and Optimality

R. Tyrrell Rockafellar, R. Rockafellar, R. Tyrrell, 1993, SIAM Rev..

Perturbation of Generalized Kuhn-Tucker Points in Finite-Dimensional Optimization

R. Rockafellar, 1989 .

Some Convex Programs Whose Duals Are Linearly Constrained

R. Rockafellar, 1970 .

Directional differentiability of the optimal value function in a nonlinear programming problem

R. Rockafellar, 1984 .

Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming

R. Rockafellar, 1982 .

Hamiltonian trajectories and duality in the optimal control of linear systems with convex costs

R. Rockafellar, 1989 .

A Calculus of EPI-Derivatives Applicable to Optimization

R. Rockafellar, R. Poliquin, 1993, Canadian Journal of Mathematics.

Extensions of subgradient calculus with applications to optimization

R. Rockafellar, 1985 .

Nonsmooth analysis and parametric optimization

R. Rockafellar, 1990 .

Amenable functions in optimization

R. Rockafellar, R. Poliquin, 1992 .

The Elementary Vectors of a Subspace of RiY

R. Rockafellar, 2022 .

First- and second-order epi-differentiability in nonlinear programming

R. Rockafellar, 1988 .

Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

R. Tyrrell Rockafellar, R. Rockafellar, 1976, Math. Oper. Res..

Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility

R. Rockafellar, R. Wets, 1976 .

Variational systems, an introduction

R. Rockafellar, R. Wets, 1984 .

Tilt Stability of a Local Minimum

R. Tyrrell Rockafellar, R. A. Poliquin, R. Rockafellar, 1998, SIAM J. Optim..

Proto-derivative formulas for basic subgradient mappings in mathematical programming

R. Rockafellar, R. Poliquin, 1994 .

Proto-Differentiability of Set-Valued Mappings and its Applications in Optimization☆

R. Rockafellar, 1989 .

Variational conditions and the proto-differentiation of partial subgradient mappings

R. Rockafellar, A. Levy, 1996 .

Generalized Directional Derivatives and Subgradients of Nonconvex Functions

R. Rockafellar, 1980, Canadian Journal of Mathematics.

Generalized Hamiltonian equations for convex problems of Lagrange.

R. Rockafellar, Tyrrel R Rockafellar, R. Rockafellar, 1970 .

The adjoint arc in nonsmooth optimization

Philip D. Loewen, R. Rockafellar, 1991 .

Computational schemes for large-scale problems in extended linear-quadratic programming

R. Tyrrell Rockafellar, R. Rockafellar, 1990, Math. Program..

Conjugate convex functions in optimal control and the calculus of variations

R. Rockafellar, R. Rockafellar, 1970 .

Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate

R. Rockafellar, 1976 .

Saddle points of hamiltonian systems in convex problems of Lagrange

R. Rockafellar, 1973 .

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

R. Tyrrell Rockafellar, Alan J. King, R. Rockafellar, 1993, Math. Oper. Res..

Integral functionals, normal integrands and measurable selections

R. Rockafellar, R. Rockafellar, 1976 .

Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization

R. Tyrrell Rockafellar, R. Rockafellar, 1981, Math. Oper. Res..

Clarke's tangent cones and the boundaries of closed sets in Rn

R. Rockafellar, Ralph Rockafellar, 1979 .

Generalized Conjugacy in Hamilton-Jacobi Theory for Fully Convex Lagrangians

R. Rockafellar, R. Goebel, 2002 .

The theory of subgradients and its applications to problems of optimization : convex and nonconvex functions

R. Rockafellar, 1981 .

Measurable dependence of convex sets and functions on parameters

R. Rockafellar, 1969 .

Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming

R. Tyrrell Rockafellar, Ciyou Zhu, R. Rockafellar, 1993, SIAM J. Optim..

LARGE-SCALE EXTENDED LINEAR-QUADRATIC PROGRAMMING AND MULTISTAGE OPTIMIZATION R.T.Rockafellar Abstract. Optimization problems in discrete time can be modeled more flexibly by extended linear- quadratic programming than by traditional linear or quadratic programming, because penalties and other expre

R. Rockafellar, 1991 .

Scenarios and Policy Aggregation in Optimization Under Uncertainty

R. Tyrrell Rockafellar, Roger J.-B. Wets, R. Rockafellar, 1991, Math. Oper. Res..

Extension of Fenchel’ duality theorem for convex functions

R. Rockafellar, 1966 .

Minimax Theorems and Conjugate Saddle-Functions.

R. Rockafellar, 1964 .

CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS

David Lindley, Garrett Birkhoff, R. Tyrrell Rockafellar, 2010 .

Lipschitzian properties of multifunctions

R. Rockafellar, R. Rockafellar, 1985 .

Nonsmooth mechanics and analysis : theoretical and numerical advances

R. Rockafellar, P. Alart, O. Maisonneuve, 2006 .

Nonsmooth Mechanics and Analysis

R. Rockafellar, P. Alart, O. Maisonneuve, 2006 .

Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives

R. Tyrrell Rockafellar, R. Rockafellar, 1989, Math. Oper. Res..

Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm

Roger J.-B. Wets, R. T. Rockafellar, R. Rockafellar, 1986 .

A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse

R. Rockafellar, R. Wets, 1983 .

Marginal values and second-order necessary conditions for optimality

R. Tyrrell Rockafellar, R. Rockafellar, 1983, Math. Program..

Master Funds in Portfolio Analysis with General Deviation Measures

R. Rockafellar, S. Uryasev, M. Zabarankin, 2006 .

Characterizations of Lipschitzian Stability in Nonlinear Programming

R. Rockafellar, A. Dontchev, 2020 .

Generalized deviations in risk analysis

Stan Uryasev, R. Tyrrell Rockafellar, Michael Zabarankin, 2004, Finance Stochastics.

Stochastic convex programming: Kuhn-Tucker conditions

R. Rockafellar, R. Wets, 1975 .

Duality and optimality in multistagestochastic programming

R. Tyrrell Rockafellar, R. Rockafellar, 1999, Ann. Oper. Res..

Duality theorems for convex functions

R. Rockafellar, 1964 .

Minimizing buffered probability of exceedance by progressive hedging

Stan Uryasev, R. Tyrrell Rockafellar, R. Rockafellar, 2020, Math. Program..

Solving Stochastic Programming Problems with Risk Measures by Progressive Hedging

R. Rockafellar, 2018 .

The fundamental risk quadrangle in risk management, optimization and statistical estimation

R. Rockafellar, S. Uryasev, 2013 .

Nonanticipativity and L1-martingales in stochastic optimization problems

R. Rockafellar, R. Wets, 1976 .

Sensitivity analysis of solutions to generalized equations

R. Rockafellar, A. Levy, 1994 .

CONVEX FUNCTIONS ON CONVEX POLYTOPES

R. Rockafellar, V. Klee, D. Gale, 1968 .

Convergence of inexact Newton methods for generalized equations

R. Tyrrell Rockafellar, Asen L. Dontchev, R. Rockafellar, 2013, Math. Program..

Convexity in Hamilton-Jacobi Theory II: Envelope Representations

R. Tyrrell Rockafellar, Peter R. Wolenski, R. Rockafellar, 2000, SIAM J. Control. Optim..

Existence theorems for general control problems of Bolza and Lagrange

R. Rockafellar, 1975 .

On the subdifferentiability of convex functions

R. Rockafellar, A. Brøndsted, 1965 .

1. Conjugate Duality and Optimization

R. Rockafellar, 1974 .

Risk Measures in Engineering Design under Uncertainty

Johannes O. Royset, R. T. Rockafellar, R. Rockafellar, 2015 .

Implicit Functions and Solution Mappings: A View from Variational Analysis

R. Rockafellar, A. Dontchev, 2009 .

Equivalent Subgradient Versions of Hamiltonian and Euler--Llagrange Equations in Variational Analysis

R. Rockafellar, 1996 .

Linear-Convex Control and Duality

R. Rockafellar, R. Goebel, 2007 .

Progressive Decoupling of Linkages in Optimization and Variational Inequalities with Elicitable Convexity or Monotonicity

R. Rockafellar, 2018, Set-Valued and Variational Analysis.

The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints

R. Rockafellar, R. Wets, 1978 .

Generalized second derivatives of convex functions and saddle functions

R. T. Rockafellar, R. Rockafellar, Hien Nguyen, 1990 .

A Derivative-Coderivative Inclusion in Second-Order Nonsmooth Analysis

R. T. Rockafellar, R. Rockafellar, D. Zagrodny, 1997 .

Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality

R. Tyrrell Rockafellar, R. Rockafellar, 2022, Mathematical Programming.

Applications in Numerical Variational Analysis

R. Rockafellar, A. Dontchev, 2009 .

The Robust Stability of Every Equilibrium in Economic Models of Exchange Even Under Relaxed Standard Conditions

Alejandro Jofre, Roger Wets, R. Rockafellar, 2013 .

PARAMETRIC STABILITY OF SOLUTIONS IN MODELS OF ECONOMIC EQUILIBRIUM

R. T. Rockafellar, A. L. Dontchev, R. Rockafellar, 2012 .

A time-embedded approach to economic equilibrium with incomplete financial markets

R. Rockafellar, R. Wets, A. Jofré, 2011 .

A Variational Inequality Scheme for Determining an Economic Equilibrium of Classical or Extended Type

Roger J.-B. Wets, Alejandro Jofré, R. T. Rockafellar, 2005 .

Graphical convergence of sums of monotone mappings

Michel Théra, Teemu Pennanen, R. T. Rockafellar, 2002 .

ON THE ESSENTIAL BOUNDEDNESS OF SOLUTIONS TO PROBLEMS IN PIECEWISE LINEAR-QUADRATIC OPTIMAL CONTROL

R. T. Rockafellar, R. Rockafellar, 1988 .

Chapter 1 VARIATIONAL GEOMETRY AND EQUILIBRIUM

R. Rockafellar, M. Patriksson, 2007 .

Chapter 1 CONVEX ANALYSIS IN THE CALCULUS OF VARIATIONS

R. Rockafellar, 2007 .

A Simplex-active-set Algorithm for Piecewise Quadratic Programming †

R. Rockafellar, J. Sun, 2007 .

Moreau’s Proximal Mappings and Convexity in Hamilton-Jacobi Theory

R. Tyrrell Rockafellar, R. Rockafellar, 2006 .

Optimality Conditions in Portfolio Analysis with General Deviation Measures

Michael Zabarankin, R. Rockafellar, S. Uryasev, 2005 .

Portfolio Analysis with General Deviation Measures

Michael Zabarankin, R. Rockafellar, S. Uryasev, 2003 .

Optimal Control of Unbounded Differential Inclusions

Philip D. Loewen, R. T. Rockafellar, R. Rockafellar, 1994, SIAM Journal on Control and Optimization.

Dualization of subgradient conditions for optimality

R. Rockafellar, 1993 .

A dual strategy for the implementation of the aggregation principle in decision making under uncertainty

Roger J.-B. Wets, R. T. Rockafellar, R. Rockafellar, 1992 .

Cash Stream Valuation in the Face of Transaction Costs and Taxes

R. Tyrrell Rockafellar, R. Rockafellar, Jaime Cuevas Dermody, 1991 .

Metric Regularity in Infinite Dimensions

R. Rockafellar, A. Dontchev, 2014 .

OF CONVEX FUNCTIONS AND SADDLE FUNCTIONS

R. Rockafellar, 1990 .

CHARACTERIZING FIRM NONEXPANSIVENESS OF PROX MAPPINGS BOTH LOCALLY AND GLOBALLY

R. Rockafellar, 2020 .

A Combinatorial Algorithm for Linear Programs in the General Mixed Form

R. Rockafellar, 1964 .

GENERAL ECONOMIC EQUILIBRIUM WiTH INCOMPLETE MARKETS AND MONEY

R. Rockafellar, A. Jofré, 2012 .

Proto-Derivatives and the Geometry of Solution Mappings in Nonlinear Programming

Adam B. Levy, R. T. Rockafellar, R. Rockafellar, 1996 .

Journal of Convex Analysis

Boris S. Mordukhovich, Jonathan M. Borwein, Alexander D. Ioffe, 2012 .

Metric Regularity Through Generalized Derivatives

R. Rockafellar, A. Dontchev, 2014 .

Set-Valued Analysis of Solution Mappings

R. Rockafellar, A. Dontchev, 2014 .

Variational Convexity and the Local Monotonicity of Subgradient Mappings

R. Rockafellar, 2019, Vietnam Journal of Mathematics.

PROGRESSIVE DECOUPLING OF LINKAGES IN MONOTONE VARIATIONAL INEQUALITIES AND CONVEX OPTIMIZATION

R. Rockafellar, Tyrrel R Rockafellar, 2018 .

THE CONVEX ANALYSIS OF RANDOM VARIABLES

R. Rockafellar, 2014 .

Preservation or not of the maximally monotone property by graph-convergence

R. Rockafellar, H. Attouch, S. Adly, 2022 .

A TIME-EMBEDDED REAL-ASSET FRAMEWORK FOR GENERAL ECONOMIC EQUILIBRIUM

R. Rockafellar, R. Wets, A. Jofré, 2009 .

Hamiltonian trajectories and saddle points in mathematical economics

R. Rockafellar, 2009 .

ADVANCES IN CONVERGENCE AND SCOPE OF THE PROXIMAL POINT ALGORITHM

R. Rockafellar, 2020 .

Variational Analysis of Nash Equilibrium

R. Rockafellar, 2018 .

Solution Mappings for Variational Problems

R. Rockafellar, A. Dontchev, 2014 .

Random variables, monotone relations, and convex analysis

R. Rockafellar, J. Royset, 2014, Mathematical Programming.

Variational Convexity and the Local Monotonicity of Subgradient Mappings

R. Rockafellar, 2019, Vietnam Journal of Mathematics.

Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator

R. Rockafellar, S. Adly, 2020, Mathematical Programming.

QUANTIFICATIONS OF ERROR IN GENERALIZED REGRESSION AND ESTIMATION

R. Rockafellar, 2010 .

Monotone processes of convex and concave type

R. Tyrrell Rockafellar, R. Rockafellar, 1967 .

Bolza Problems with General Time Constraints

Philip D. Loewen, R. T. Rockafellar, R. Rockafellar, 1997 .

New Necessary Conditions for the Generalized Problem of Bolza

Philip D. Loewen, R. T. Rockafellar, R. Rockafellar, 1996 .

Conditional Value-at-Risk: Optimization Approach

Stan Uryasev, R. Tyrrell Rockafellar, R. Rockafellar, 2001 .

Random variables, monotone relations, and convex analysis

Johannes O. Royset, R. Tyrrell Rockafellar, R. Rockafellar, 2014, Math. Program..

Superquantiles and Their Applications to Risk, Random Variables, and Regression

Johannes O. Royset, R. Tyrrell Rockafellar, R. Rockafellar, 2013 .

Risk Tuning With Generalized Linear Regression

Stan Uryasev, R. Tyrrell Rockafellar, Michael Zabarankin, 2007, Math. Oper. Res..

Coherent Approaches to Risk in Optimization Under Uncertainty

R. Tyrrell Rockafellar, R. Rockafellar, Terry Rockafellar, 2007 .

A characterization of epi-convergence in terms of convergence of level sets

Roger J.-B. Wets, Gerald Beer, R. T. Rockafellar, 1992 .

Calibrating Risk Preferences with Generalized CAPM Based on Mixed CVaR Deviation

Stanislav Uryasev, R. Rockafellar, S. Uryasev, 2011 .

An internal variable theory of elastoplasticity based on the maximum plastic work inequality

B. D. Reddy, R. T. Rockafellar, R. Rockafellar, 1990 .

Generalized Hessian Properties of Regularized Nonsmooth Functions

R. Tyrrell Rockafellar, R. A. Poliquin, R. Rockafellar, 1996, SIAM J. Optim..

On buffered failure probability in design and optimization of structures

Johannes O. Royset, R. Tyrrell Rockafellar, R. Rockafellar, 2010, Reliab. Eng. Syst. Saf..

Characterizations of Full Stability in Constrained Optimization

Boris S. Mordukhovich, R. Tyrrell Rockafellar, M. Ebrahim Sarabi, 2013, SIAM J. Optim..

Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization

Boris S. Mordukhovich, R. Tyrrell Rockafellar, R. Rockafellar, 2011, SIAM J. Optim..

Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets

R. Tyrrell Rockafellar, Asen L. Dontchev, R. Rockafellar, 1996, SIAM J. Optim..

Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming

R. Rockafellar, 2022, Mathematical Programming.

Optimality conditions in portfolio analysis with general deviation measures

Stan Uryasev, R. Tyrrell Rockafellar, Michael Zabarankin, 2005, Math. Program..

Introduction and Equation-Solving Background

R. Rockafellar, A. Dontchev, 2014 .

STATIONARITY AND REGULARITY OF SET SYSTEMS

R. T. Rockafellar, R. Rockafellar, Alexander Kruger, 2004 .

A Computational Study of the Buffered Failure Probability in Reliability-Based Design Optimization

Johannes O. Royset, R. T. Rockafellar, H. G. Basova, 2011 .

Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation

Stan Uryasev, R. Tyrrell Rockafellar, R. Rockafellar, 2012 .

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

R. Tyrrell Rockafellar, Jie Sun, R. Rockafellar, 2019, Math. Program..

Variational Inequalities and Economic Equilibrium

R. Tyrrell Rockafellar, Roger J.-B. Wets, Alejandro Jofré, 2007, Math. Oper. Res..

Engineering Decisions under Risk Averseness

Johannes O. Royset, R. Tyrrell Rockafellar, R. Rockafellar, 2015 .

Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality

R. Tyrrell Rockafellar, Peter R. Wolenski, R. Rockafellar, 2000, SIAM J. Control. Optim..

State Constraints in Convex Control Problems of Bolza

R. Tyrrell Rockafellar, R. Rockafellar, 1972 .

Gradients of convex functions

R. T. Rockafellar, R. Rockafellar, E. Asplund, 1969 .

Continuous versus measurable recourse in N-stage stochastic programming☆☆☆

R. Tyrrell Rockafellar, R. Rockafellar, R. Wets, 1974 .

TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION

R. Tyrrell Rockafellar, R. Rockafellar, Jaime Cuevas Dermody, 1995 .

Extended Nonlinear Programming

R. Tyrrell Rockafellar, R. Rockafellar, R. Rockafellar, 2000 .

Part I. Basic Concepts

Ralph Tyrell Rockafellar, R. Rockafellar, 1970 .

Regularity and Conditioning of Solution Mappings in Variational Analysis

Asen L. Dontchev, R. T. Rockafellar, R. Rockafellar, 2004 .

Sensitivity analysis for nonsmooth generalized equations

R. Tyrrell Rockafellar, Alan J. King, R. Rockafellar, 1992, Math. Program..

An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities

R. Tyrrell Rockafellar, Vladimir M. Veliov, Asen L. Dontchev, 2013, SIAM J. Control. Optim..

Convex Processes and Hamiltonian Dynamical Systems

R. T. Rockafellar, R. Rockafellar, 1979 .

General economic equilibrium with financial markets and retainability

Alejandro Jofre, Roger Wets, R. Rockafellar, 2014 .

Stochastic variational inequalities: single-stage to multistage

R. Tyrrell Rockafellar, Roger J.-B. Wets, R. Rockafellar, 2017, Math. Program..

Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity

Johannes O. Royset, R. Tyrrell Rockafellar, R. Rockafellar, 2015, SIAM J. Optim..

A Property of Piecewise Smooth Functions

R. Tyrrell Rockafellar, R. Rockafellar, 2003, Comput. Optim. Appl..

Ample Parameterization of Variational Inclusions

R. Tyrrell Rockafellar, Asen L. Dontchev, R. Rockafellar, 2001, SIAM J. Optim..

Conjugates and Legendre Transforms of Convex Functions

R. Rockafellar, 1967, Canadian Journal of Mathematics.

Convex Integral Functionals and Duality

R. Tyrrell Rockafellar, R. Rockafellar, 1971 .

Lake Eutrophication Management: The Lake Balaton Project

Roger J.-B. Wets, Alan J. King, Roger J.-B. Wets, 1988 .

Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk

Johannes O. Royset, R. Tyrrell Rockafellar, S. I. Miranda, 2014, Eur. J. Oper. Res..

Solving Stochastic Programming Problems with Risk Measures by Progressive Hedging

R. Rockafellar, 2017, Set-Valued and Variational Analysis.

The Generic Nature of Optimality Conditions in Nonlinear Programming

R. T. Rockafellar, J. E. Spingarn, R. Rockafellar, 1979, Math. Oper. Res..

Convex Analysis in the Calculus of Variations

R. T. Rockafellar, R. Rockafellar, 2001 .

Optimal arcs and the minimum value function in problems of Lagrange

R. Tyrrell Rockafellar, R. Rockafellar, 1973 .

A general correspondence between dual minimax problems and convex programs

R. T. Rockafellar, R. Rockafellar, 1968 .

Existence and duality theorems for convex problems of Bolza

R. Rockafellar, 1971 .

OONVEX FUNOTIONS , MONOTONE OPERATORS AND VARIATIONAL INEQUALITIES

R. Rockafellar, R. TYRRELL ROCKAFELLAR, 2010 .

IR-98-057 / August Convexity and Duality in Hamilton-Jacobi Theory

R. Rockafellar, 1998 .

The Euler and Weierstrass conditions for nonsmooth variational problems

R. T. Rockafellar, R. Rockafellar, A. Ioffe, 1996 .

PROBLEMS WITH GENERAL TIME CONSTRAINTS

R. Rockafellar, 1996 .

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing

Stan Uryasev, R. Tyrrell Rockafellar, Alexander Veremyev, 2014, Comput. Manag. Sci..

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing

R. Rockafellar, S. Uryasev, Alexander Veremyev, 2013, Computational Management Science.

Convex-Concave-Convex Distributions in Application to CDO Pricing

R. Rockafellar, S. Uryasev, Alexander Veremyev, 2012 .

Implied Copula CDO Pricing Model: Entropy Approach

R. Rockafellar, S. Uryasev, Alexander Veremyev, 2009 .

Convexity properties of nonlinear maximal monotone operators

R. Rockafellar, 1969 .

General economic equilibrium with financial markets and retainability

R. Rockafellar, R. Wets, A. Jofré, 2017, Economic Theory.

GENERAL ECONOMIC EQUILIBRIUM WiTH INCOMPLETE MARKETS AND MONEY

R. Rockafellar, A. Jofré, J.-B. Wets, 2012 .

Reaching an equilibrium of prices and holdings of goods through direct buying and selling

R. Rockafellar, J.Deride, A.Jofr'e, 2023, 2305.17577.

OPTIMIZATION AND DECENTRALIZATION IN THE MATHEMATICS OF ECONOMIC EQUILIBRIUM

R. Rockafellar, 2020 .

Lagrange Multipliers for an N-Stage Model in Stochastic Convex Programming

R. Rockafellar, 1974 .

Measures as Lagrange multipliers in multistage stochastic programming

R. T. Rockafellar, R. Rockafellar, R. Wets, 1977 .

SECOND-ORDER VARIATIONAL ANALYSIS AND ITS ROLE IN OPTIMIZATION

R. Rockafellar, 2014 .