Alan J King
Alan J King
IBM Thomas J Watson Research Center
Verified email at us.ibm.com
Title
Cited by
Cited by
Year
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
4052003
Production planning via scenario modelling
LF Escudero, PV Kamesam, AJ King, RJB Wets
Annals of Operations research 43 (6), 309-335, 1993
2591993
Modeling with stochastic programming
AJ King, SW Wallace
Springer Science & Business Media, 2012
2522012
Asymptotic theory for solutions in statistical estimation and stochastic programming
AJ King, RT Rockafellar
Mathematics of Operations Research 18 (1), 148-162, 1993
2231993
Epi‐consistency of convex stochastic programs
AJ King, RJB Wets*
Stochastics and Stochastic Reports 34 (1-2), 83-92, 1991
1821991
Fungal Planet description sheets: 214–280
PW Crous, RG Shivas, W Quaedvlieg, M Van der Bank, Y Zhang, ...
Persoonia: Molecular Phylogeny and Evolution of Fungi 32, 184, 2014
1752014
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, EA Gunn, AJ King, SW Wallace
COAL Newsletter, 1987
1721987
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
1582002
Sensitivity analysis for nonsmooth generalized equations
AJ King, RT Rockafellar
Math. Program. 55 (2), 193-212, 1992
1341992
Duality and martingales: a stochastic programming perspective on contingent claims
AJ King
Mathematical Programming 91 (3), 543-562, 2002
1222002
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
991995
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
AJ King
Annals of Operations Research 45 (1), 165-177, 1993
891993
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
591992
Stochastic programming problems: Examples from the literature
AJ King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988
581988
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
572007
Generalized delta theorems for multivalued mappings and measurable selections
AJ King
Mathematics of Operations Research 14 (4), 720-736, 1989
531989
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
502008
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
461995
Calibrated option bounds
AJ King, M Koivu, T Pennanen
International Journal of Theoretical and Applied Finance 8 (2), 141-159, 2005
342005
An implementation of the Lagrangian finite-generation method
A King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988
331988
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