Alan J King
Alan J King
IBM Thomas J Watson Research Center
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A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
S Ahmed, AJ King, G Parija
Journal of Global Optimization 26 (1), 3-24, 2003
Production planning via scenario modelling
LF Escudero, PV Kamesam, AJ King, RJB Wets
Annals of Operations research 43 (6), 309-335, 1993
Modeling with stochastic programming
AJ King, SW Wallace
Springer Science & Business Media, 2012
Asymptotic theory for solutions in statistical estimation and stochastic programming
AJ King, RT Rockafellar
Mathematics of Operations Research 18 (1), 148-162, 1993
Epi‐consistency of convex stochastic programs
AJ King, RJB Wets*
Stochastics and Stochastic Reports 34 (1-2), 83-92, 1991
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, EA Gunn, AJ King, SW Wallace
COAL Newsletter, 1987
Applications of flexible pricing in business-to-business electronic commerce
M Bichler, J Kalagnanam, K Katircioglu, AJ King, RD Lawrence, HS Lee, ...
IBM Systems Journal 41 (2), 287-302, 2002
Sensitivity analysis for nonsmooth generalized equations
AJ King, RT Rockafellar
Math. Program. 55 (2), 193-212, 1992
Duality and martingales: a stochastic programming perspective on contingent claims
AJ King
Mathematical Programming 91 (3), 543-562, 2002
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
YM Kaniovski, AJ King, RJB Wets
Annals of Operations Research 56 (1), 189-208, 1995
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
AJ King
Annals of Operations Research 45 (1), 165-177, 1993
Tracking models and the optimal regret distribution in asset allocation
RS Dembo, AJ King
Applied Stochastic Models and Data Analysis 8 (3), 151-157, 1992
Apparatus, system and method for measuring and monitoring supply chain risk
SI Feldman, W Grey, AJ King, R Perret, DH Shi
US Patent 7,246,080, 2007
Stochastic programming problems: Examples from the literature
AJ King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets†…, 1988
Optimizations in financial engineering: the least-squares Monte Carlo method of Longstaff and Schwartz
AR Choudhury, A King, S Kumar, Y Sabharwal
2008 IEEE International Symposium on Parallel and Distributed Processing, 1-11, 2008
Generalized delta theorems for multivalued mappings and measurable selections
AJ King
Mathematics of Operations Research 14 (4), 720-736, 1989
Groundwater remediation design using a three‐dimensional simulation model and mixed‐integer programming
CS Sawyer, DP Ahlfeld, AJ King
Water Resources Research 31 (5), 1373-1385, 1995
Calibrated option bounds
AJ King, M Koivu, T Pennanen
International Journal of Theoretical and Applied Finance 8 (2), 141-159, 2005
An implementation of the Lagrangian finite-generation method
A King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets†…, 1988
Arbitrage pricing of American contingent claims in incomplete markets-a convex optimization approach
T Pennanen, AJ King
Humboldt-Universitšt zu Berlin, Mathematisch-Naturwissenschaftliche Fakultšt†…, 2004
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