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, after a two-year interruption with travel. My research interests span convex and variational analysis, with emphasis on applications to stochastic programming, optimal control, economics, finance, and engineering. 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. The quantification of risk and reliability in finance and engineering, along with connections to statistics. The existence, uniqueness and stability of market equilibrium in economics.

  • Publications (HTML with downloading)
  • Publication list (PDF file)
  • Talks presented (PDF file)
  • Interview 2011 (NUS, Singapore)

    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

  • Asen Dontchev
  • Alejandro Jofre
  • Johannes Royset
  • Stan Uryasev
  • Roger Wets

    Photos

  • Some scenes of Seattle and its surroundings