Alan J. King

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies	2012-06-08	Paper
Modeling with Stochastic Programming	2012-04-12	Paper
https://portal.mardi4nfdi.de/entity/Q3372250	2006-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q3372271	2006-02-20	Paper
Using multi-agent simulation to understand trading dynamics of a derivatives market	2006-01-23	Paper
CALIBRATED OPTION BOUNDS	2005-05-06	Paper
A multi-stage stochastic integer programming approach for capacity expansion under uncertainty	2004-02-12	Paper
Duality and martingales: a stochastic programming perspective on contingent claims	2002-12-01	Paper
SISP: Simplified interface for stochastic programming	2002-01-01	Paper
A two-regime model of exports: U. K. manufactures, 1980-1996	2001-02-18	Paper
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems	1996-04-15	Paper
A decomposition method for quadratic programming	1995-06-12	Paper
Linear‐quadratic efficient frontiers for portfolio optimization	1994-07-04	Paper
Production planning via scenario modelling	1994-03-23	Paper
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty	1994-01-26	Paper
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming	1993-06-29	Paper
Sensitivity analysis for nonsmooth generalized equations	1992-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q3354882	1991-01-01	Paper
Epi‐consistency of convex stochastic programs	1991-01-01	Paper
Generalized Delta Theorems for Multivalued Mappings and Measurable Selections	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3812068	1988-01-01	Paper

Research outcomes over time

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