| 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 | 467 | 2003 |
| Modeling with stochastic programming AJ King, SW Wallace Springer, 2012 | 386 | 2012 |
| Production planning via scenario modelling LF Escudero, PV Kamesam, AJ King, RJB Wets Annals of Operations research 43, 309-335, 1993 | 312 | 1993 |
| Asymptotic theory for solutions in statistical estimation and stochastic programming AJ King, RT Rockafellar Mathematics of Operations Research 18 (1), 148-162, 1993 | 294 | 1993 |
| Epi‐consistency of convex stochastic programs AJ King, RJB Wets* Stochastics and Stochastic Reports 34 (1-2), 83-92, 1991 | 220 | 1991 |
| A standard input format for multiperiod stochastic linear programs JR Birge, MAH Dempster, HI Gassmann, EA Gunn, AJ King, SW Wallace COAL Newsletter, 1987 | 186 | 1987 |
| 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 | 177 | 2002 |
| Sensitivity analysis for nonsmooth generalized equations AJ King, RT Rockafellar Math. Program. 55 (2), 193-212, 1992 | 152 | 1992 |
| Duality and martingales: a stochastic programming perspective on contingent claims AJ King Mathematical Programming 91, 543-562, 2002 | 134 | 2002 |
| 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 | 110 | 1995 |
| Asymmetric risk measures and tracking models for portfolio optimization under uncertainty AJ King Annals of Operations Research 45, 165-177, 1993 | 106 | 1993 |
| 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 | 69 | 1992 |
| 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 | 63 | 2007 |
| Stochastic programming problems: Examples from the literature AJ King Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988 | 63 | 1988 |
| Generalized delta theorems for multivalued mappings and measurable selections AJ King Mathematics of Operations Research 14 (4), 720-736, 1989 | 61 | 1989 |
| 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 | 51 | 1995 |
| 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 | 49 | 2008 |
| Calibrated option bounds AJ King, M Koivu, T Pennanen International Journal of Theoretical and Applied Finance 8 (2), 141-159, 2005 | 46 | 2005 |
| Linear‐quadratic efficient frontiers for portfolio optimization AJ King, DL Jensen Applied Stochastic Models and Data Analysis 8 (3), 195-207, 1992 | 38 | 1992 |
| Accelerating Physics-Based Simulations Using End-to-End Neural Network Proxies: An Application in Oil Reservoir Modeling J Navratil, A King | 38* | |
