Jan C. Willems

Roger Jean- Baptiste Wets ( born February 20, 1937 in Uccle ) is a Belgian mathematician.

Wets made ​​1961 a degree ( licentiate ) in Economics from the University of Brussels, where he worked from 1955 to 1960 in the family ( cardboard), and was established in 1965 with George Dantzig and David Blackwell at the University of California, Berkeley, PhD (Programming under Uncertainty ) .. 1964 to 1970 he was at the Boeing research Laboratories, was 1970 to 1972 Ford Professor of Mathematics at the University of Chicago and later at the University of Kentucky. 1980 to 1984 he was at the International Institute for Applied Systems Analysis (IIASA ) in Laxenburg as a project manager (and 1985-1987 ) and from 1984 professor at the University of California, Davis, where he was Distinguished Professor.

He was also at the IBM Thomas J. Watson Research Center and worked for the World Bank. In 1966 he was a guest lecturer at the University of Washington in 1969 at the Institut national de recherche en informatique et en automatique ( INRIA ) in Paris and in 1970 at the Centre de Recherches Mathématiques in Montreal. From the 1990s, he also taught at the University of Chile.

He has worked since the mid-1960s with Ralph Tyrrell Rockafellar in stochastic programming and develops with him in the 1980s, the progressive hedging algorithm and conducted research on convex analysis (metric theory of convergence of epigraphs ). He also pursued applications in the aircraft industry, telecommunications, finance, ecology (water resources, etc.), industry and energy.

In 1994 he received the George B. Dantzig - Prize and the 1997 Frederick W. Lanchester Prize -. 1981/82 he was a Guggenheim Fellow. In 2003 he became an honorary doctorate from the University of Vienna. He was a foreign member of the Ukrainian Academy of Sciences in 1993.

Writings

• With Rockafellar: Variational Analysis, Springer Verlag 1998, 2009