Alan J. King

17 papers Journal 14Unranked 1
YearRankTypeTitle / Venue / Authors
2014 J jnl
Middleware for financial risk data aggregation.
IBM J. Res. Dev.
Alan J. King, Aviv Orani, Francis N. Parr
2009 — conf
Requirements for systemic risk management in the financial sector: invited talk.
SC-WHPCF
Donna N. Dillenberger, Alan J. King, Francis N. Parr
2005 — ch.
19. Stochastic Optimization for Lake Eutrophication Management.
Applications of Stochastic Programming
Alan J. King, László Somlyódy, Roger J.-B. Wets
2005 — ch.
3. The IBM Stochastic Programming System.
Applications of Stochastic Programming
Alan J. King, Stephen E. Wright, Gyana R. Parija, Robert Entriken
2005 J jnl
Using multi-agent simulation to understand trading dynamics of a derivatives market.
Ann. Math. Artif. Intell.
Alan J. King, Olga Streltchenko, Yelena Yesha
2004 J jnl
On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies.
INFORMS J. Comput.
Gyana R. Parija, Shabbir Ahmed, Alan J. King
2003 J jnl
A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty.
J. Glob. Optim.
Shabbir Ahmed, Alan J. King, Gyana R. Parija
2002 J jnl
Applications of flexible pricing in business-to-business electronic commerce.
IBM Syst. J.
Martin Bichler, Jayant Kalagnanam, Kaan Katircioglu, Alan J. King, Richard D. Lawrence, Ho Soo Lee, Grace Y. Lin, Yingdong Lu
2002 J jnl
Duality and martingales: a stochastic programming perspective on contingent claims.
Math. Program.
Alan J. King
1995 J jnl
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems.
Ann. Oper. Res.
Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets
1993 J jnl
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty.
Ann. Oper. Res.
Alan J. King
1993 J jnl
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.
Math. Oper. Res.
Alan J. King, R. Tyrrell Rockafellar
1993 J jnl
Production planning via scenario modelling.
Ann. Oper. Res.
Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets
1992 J jnl
A Decomposition Method for Quadratic Programming.
IBM Syst. J.
David L. Jensen, Alan J. King
1992 J jnl
Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise Linear-Quadratic Risk Framework.
IBM Syst. J.
David L. Jensen, Alan J. King
1992 J jnl
Sensitivity analysis for nonsmooth generalized equations.
Math. Program.
Alan J. King, R. Tyrrell Rockafellar
1989 J jnl
Generalized Delta Theorems for Multivalued Mappings and Measurable Selections.
Math. Oper. Res.
Alan J. King