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Journal Articles
- 2014
[j14]Alan J. King, Aviv Orani, Francis N. Parr:
Middleware for financial risk data aggregation. IBM J. Res. Dev. 58(4) (2014)- 2005
- [j13]Alan J. King, Olga Streltchenko, Yelena Yesha:
Using multi-agent simulation to understand trading dynamics of a derivatives market. Ann. Math. Artif. Intell. 44(3): 233-253 (2005) - 2004
- [j12]Gyana R. Parija, Shabbir Ahmed
, Alan J. King:
On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies. INFORMS J. Comput. 16(1): 73-83 (2004) - 2003
- [j11]Shabbir Ahmed, Alan J. King, Gyana R. Parija:
A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty. J. Glob. Optim. 26(1): 3-24 (2003) - 2002
- [j10]Martin Bichler, Jayant Kalagnanam, Kaan Katircioglu, Alan J. King, Richard D. Lawrence, Ho Soo Lee, Grace Y. Lin, Yingdong Lu:
Applications of flexible pricing in business-to-business electronic commerce. IBM Syst. J. 41(2): 287-302 (2002) - [j9]Alan J. King:
Duality and martingales: a stochastic programming perspective on contingent claims. Math. Program. 91(3): 543-562 (2002) - 1995
- [j8]Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets:
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Ann. Oper. Res. 56(1): 189-208 (1995) - 1993
- [j7]Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets:
Production planning via scenario modelling. Ann. Oper. Res. 43(6): 309-335 (1993) - [j6]Alan J. King:
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty. Ann. Oper. Res. 45(1): 165-177 (1993) - [j5]Alan J. King, R. Tyrrell Rockafellar:
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming. Math. Oper. Res. 18(1): 148-162 (1993) - 1992
- [j4]David L. Jensen, Alan J. King:
A Decomposition Method for Quadratic Programming. IBM Syst. J. 31(1): 39-48 (1992) - [j3]David L. Jensen, Alan J. King:
Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise Linear-Quadratic Risk Framework. IBM Syst. J. 31(1): 62-70 (1992) - [j2]Alan J. King, R. Tyrrell Rockafellar:
Sensitivity analysis for nonsmooth generalized equations. Math. Program. 55: 193-212 (1992) - 1989
- [j1]Alan J. King:
Generalized Delta Theorems for Multivalued Mappings and Measurable Selections. Math. Oper. Res. 14(4): 720-736 (1989)
Conference and Workshop Papers
- 2009
- [c1]Donna N. Dillenberger, Alan J. King, Francis N. Parr:
Requirements for systemic risk management in the financial sector: invited talk. SC-WHPCF 2009
Parts in Books or Collections
- 2005
- [p2]Alan J. King, Stephen E. Wright, Gyana R. Parija, Robert Entriken:
3. The IBM Stochastic Programming System. Applications of Stochastic Programming 2005: 21-36 - [p1]Alan J. King, László Somlyódy, Roger J.-B. Wets:
19. Stochastic Optimization for Lake Eutrophication Management. Applications of Stochastic Programming 2005: 347-378
Coauthor Index
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