Alan J. King

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On bridging the gap between stochastic integer programming and MIP solver technologies INFORMS Journal on Computing	2012-06-08	Paper
Modeling with stochastic programming. Springer Series in Operations Research and Financial Engineering	2012-04-12	Paper
The IBM stochastic programming system	2006-02-20	Paper
scientific article; zbMATH DE number 5007559 (Why is no real title available?)	2006-02-20	Paper
Using multi-agent simulation to understand trading dynamics of a derivatives market Annals of Mathematics and Artificial Intelligence	2006-01-23	Paper
CALIBRATED OPTION BOUNDS International Journal of Theoretical and Applied Finance	2005-05-06	Paper
A multi-stage stochastic integer programming approach for capacity expansion under uncertainty Journal of Global Optimization	2004-02-12	Paper
Duality and martingales: a stochastic programming perspective on contingent claims Mathematical Programming. Series A. Series B	2002-12-01	Paper
SISP: Simplified interface for stochastic programming Optimization Methods & Software	2002-01-01	Paper
A two-regime model of exports: U. K. manufactures, 1980-1996 Open Economies Review	2001-02-18	Paper
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems Annals of Operations Research	1996-04-15	Paper
A decomposition method for quadratic programming IBM Systems Journal	1995-06-12	Paper
Linear‐quadratic efficient frontiers for portfolio optimization Applied Stochastic Models and Data Analysis	1994-07-04	Paper
Production planning via scenario modelling Annals of Operations Research	1994-03-23	Paper
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty Annals of Operations Research	1994-01-26	Paper
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming Mathematics of Operations Research	1993-06-29	Paper
Sensitivity analysis for nonsmooth generalized equations Mathematical Programming. Series A. Series B	1992-12-17	Paper
Epi‐consistency of convex stochastic programs Stochastics and Stochastic Reports	1991-01-01	Paper
scientific article; zbMATH DE number 4207605 (Why is no real title available?)	1991-01-01	Paper
Generalized Delta Theorems for Multivalued Mappings and Measurable Selections Mathematics of Operations Research	1989-01-01	Paper
scientific article; zbMATH DE number 4081331 (Why is no real title available?)	1988-01-01	Paper

Research outcomes over time

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