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R. Tyrrell RockafellarUniversity of Florida Office:
University of Washington Office: Center for
Applied Optimization
Department
of Mathematics |
Biographical information
Professor Rockafellar completed his undergraduate work at Harvard in 1957, and his graduate work in 1963 at Harvard as well. His teaching interests focus on optimization and variational analysis and control. Professor Rockafellar's research sponsors are the National Science Foundation and the Air Force Office of Scientific Research. Professor Rockafellar has received a number of honors, such as the Dantzig Prize (SIAM and Mathematics Programming Society, 1982); Honorary Doctorate, University of Groningen (Netherlands), 1984; and the Von Neuman Prize (SIAM, 1992). Professor Rockafellar is the former editor of the SIAM Journal on Control and Optimization, and he currently holds editorial positions on Mathematics of Operations Research and the new SIAM Journal on Optimization.
On the lighter side, Professor Rockafellar insists that he couldn't do without backpacking and sea-kayaking.
Research Interests
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. Current problems include: extensions of linear and quadratic programming to provide more robust treatment of problem models in multistage optimization and optimal control; stochastic programming (a fast-developing subject which concerns situations where corrective decisions can be taken at various future times in response to observations of uncertain phenomena); and applications of stochastic programming to finance and economics.
Publications
Publication List [HTML Page] [PS] [PDF]