My research develops approximation techniques and algorithms for stochastic optimization and variational analysis, with applications to equilibrium modeling, energy systems, and financial mathematics.
Collaborators: R.T. Rockafellar (U. Washington) · Roger J-B Wets (UC Davis) · Alejandro Jofré (CMM, U. Chile) · Johannes Royset (NPS) · Luis Briceño-Arias (USM) · Zhaomiao Guo (UCF) · David Woodruff (UC Davis) · Yueyue Fan (UC Davis) · Robert Bassett (NPS)
Published
(2026) Subgradient evolution of value functions in discrete-time optimal control Deride, J., Hermosilla, C., Solla, M. — Journal of Convex Analysis (accepted)
(2025) Approximations of Rockafellians, Lagrangians, and Dual Functions Deride, J., Royset, J. — SIAM Journal on Optimization
(2024) A variational approach to a CDF estimation problem under stochastic ambiguity Deride, J., Royset, J., Urrea, F. — Set-Valued and Variational Analysis · Code
(2023) Intermediate Service Facility Planning in a Stochastic and Competitive Market Baghali, S., Guo, Z., Deride, J., Fan, Y. — Transportation Research Part C
(2023) A Primal-Dual Partial Inverse Splitting for Constrained Monotone Inclusions: Applications to Stochastic Programming and Mean Field Games Briceño-Arias, L., Deride, J., López-Rivera, S., Silva, F.J. — Applied Mathematics and Optimization
(2021) One step estimation with scaled proximal methods Bassett, R., Deride, J. — Mathematics of Operations Research
(2021) Random Activations in Primal-Dual Splittings for Monotone Inclusions with a priori Information Briceño-Arias, L., Deride, J., Vega, C. — Journal of Optimization Theory and Applications
(2018) Maximum a Posteriori Estimators as a Limit of Bayes Estimators Bassett, R., Deride, J. — Mathematical Programming Series B
(2018) Constructing Probabilistic Scenarios for Wide-Area Solar Power Generation Woodruff, D.L., Deride, J., Staid, A., Watson, J-P., Slevogt, G., Silva-Monroy, C. — Solar Energy
(2017) Solving deterministic and stochastic equilibrium problems via augmented Walrasian Deride, J., Jofré, A., Wets, R.J-B. — Computational Economics · Data
(2016) Infrastructure Planning for Fast Charging Stations in a Competitive Market Deride, J., Fan, Y., Guo, Z. — Transportation Research Part C
Conference Papers
(2019) A Scenario Optimization Approach to System Identification with Reliability Guarantees Crespo, L.G., Giesy, D., Kenny, S., Deride, J. — American Control Conference (ACC)
Submitted
Reaching an equilibrium of prices and holdings of goods through direct buying and selling Deride, J., Jofré, A., Rockafellar, R.T.
Solving equilibrium problems in economies with incomplete financial markets, and retention Deride, J. · Data
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations Álvarez, S., Deride, J., Hermosilla, C.
In Preparation
The dynamics of an equilibrium of prices and holdings in continual restoration Deride, J., Jofré, A., Rockafellar, R.T.
Pricing contingent claims under stochastic perturbations Breytmann, W., Deride, J., Hernández, N.
An Optimization Method for Likelihood-Based Estimation with Covariance Structures Deride, J., Jiménez, L., Rosado, M.
Research Directions
Stochastic General Equilibrium Approximation techniques and computational frameworks for stochastic equilibrium problems, including augmented Walrasian methods and variational inequality formulations. Key paper: Deride, Jofré, Wets (2017)
Approximation Theory for Stochastic Optimization Behavior of value functions, Rockafellians, Lagrangians, and dual functions under perturbation — connecting epi-convergence theory with algorithm design. Key paper: Deride, Royset (2025)
Energy Systems Under Uncertainty Probabilistic scenario generation for solar and wind power forecast errors, and stochastic infrastructure planning for competitive energy markets. Key paper: Woodruff, Deride et al. (2018)
Splitting Algorithms and Monotone Inclusions Primal-dual algorithms for constrained optimization with applications to stochastic programming and mean field games. Key paper: Briceño-Arias, Deride et al. (2023)