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Alan J King
Alan J King
IBM Thomas J Watson Research Center
Bestätigte E-Mail-Adresse bei us.ibm.com
Titel
Zitiert von
Zitiert von
Jahr
A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
S Ahmed, AJ King, G Parija
Journal of Global Optimization 26, 3-24, 2003
4662003
Modeling with stochastic programming
AJ King
Springer, 2012
3772012
Production planning via scenario modelling
LF Escudero, PV Kamesam, AJ King, RJB Wets
Annals of Operations research 43, 309-335, 1993
3141993
Asymptotic theory for solutions in statistical estimation and stochastic programming
AJ King, RT Rockafellar
Mathematics of Operations Research 18 (1), 148-162, 1993
2891993
Epi‐consistency of convex stochastic programs
AJ King, RJB Wets*
Stochastics and Stochastic Reports 34 (1-2), 83-92, 1991
2171991
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, EA Gunn, AJ King, SW Wallace
COAL Newsletter, 1987
1871987
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
1782002
Sensitivity analysis for nonsmooth generalized equations
AJ King, RT Rockafellar
Math. Program. 55 (2), 193-212, 1992
1511992
Duality and martingales: a stochastic programming perspective on contingent claims
AJ King
Mathematical Programming 91, 543-562, 2002
1292002
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
YM Kaniovski, AJ King, RJB Wets
Annals of Operations Research 56, 189-208, 1995
1071995
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
AJ King
Annals of Operations Research 45, 165-177, 1993
1021993
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
701992
Stochastic programming problems: Examples from the literature
AJ King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988
641988
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
622007
Generalized delta theorems for multivalued mappings and measurable selections
AJ King
Mathematics of Operations Research 14 (4), 720-736, 1989
611989
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
521995
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
492008
Calibrated option bounds
AJ King, M Koivu, T Pennanen
International Journal of Theoretical and Applied Finance 8 (2), 141-159, 2005
412005
Linear‐quadratic efficient frontiers for portfolio optimization
AJ King, DL Jensen
Applied Stochastic Models and Data Analysis 8 (3), 195-207, 1992
391992
An implementation of the Lagrangian finite-generation method
A King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988
371988
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