Professor Roger J-B Wets' research is in stochastic optimization and related fields. He is best known for developing procedures to solve stochastic programming problems. Because stochastic optimization problems include parameters defined only through a probability distribution, they are inherently infinite-dimensional optimization problems. Thus, algorithms to solve such problems must rely on approximation schemes. Professor Wets has worked both on the approximation theory for variational problems and on its computational implementation for stochastic optimization problems.