R. Tyrrell Rockafellar

Department of Mathematics
Box 354350
University of Washington
Seattle, WA 98195-4350
Fax: (206) 543-0397
E-Mail: rtr@math.washington.edu

University of Florida affiliation: Dept. of Industrial and Systems Engineering

Background

I completed my undergraduate work at Harvard in 1957, and my graduate work in 1963 at Harvard as well. My research interests span convex and variational analysis, with emphasis on applications to stochastic programming, optimal control, economics and finance. My outdoor interests are optimized at mountain backpacking, sea-kayaking and landscape gardening.

Vita (Basic)

About my name and its other forms: Terry Rockafellar, R. T. Rockafellar, and Ralph T. Rockafellar

Research

Development of optimization methodology for modeling large-scale problems in decision or control over time, possibly with stochastic elements; numerical techniques for solving such problems; and associated innovations in mathematical analysis and the theory of risk.

Publications (HTML with downloading)

Publication list (PDF file)

Interview (2001 & 2005)

SJOM banquet address, Singapore, fall 2005

Lectures

Fundamentals of Optimization (course notes)

Optimization Under Uncertainty (course notes)

Coherent Approaches to Risk (tutorial: INFORMS 2007)

Coherent Approaches to Risk (talk: INFORMS 2007)

Berlin Lectures (January 2009)

Newcastle Lectures (February 2010)

Current Collaborators