Alan J. King

Publication Activity (10 Years)

Years Active: 1989-2014
Publications (10 Years): 0

Top Topics

Energy Efficient

Data Aggregation

Scheme For Wireless Sensor Networks

Top Venues

IBM J. Res. Dev.

Publications

Alan J. King, Aviv Orani, Francis N. Parr
Middleware for financial risk data aggregation. IBM J. Res. Dev. 58 (4) (2014)
Donna N. Dillenberger, Alan J. King, Francis N. Parr
Requirements for systemic risk management in the financial sector: invited talk. SC-WHPCF (2009)
Alan J. King, Olga Streltchenko, Yelena Yesha
Using multi-agent simulation to understand trading dynamics of a derivatives market. Ann. Math. Artif. Intell. 44 (3) (2005)
Gyana R. Parija, Shabbir Ahmed, Alan J. King
On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies. INFORMS J. Comput. 16 (1) (2004)
Shabbir Ahmed, Alan J. King, Gyana R. Parija
A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty. J. Glob. Optim. 26 (1) (2003)
Martin Bichler, Jayant Kalagnanam, Kaan Katircioglu, Alan J. King, Richard D. Lawrence, Ho Soo Lee, Grace Y. Lin, Yingdong Lu
Applications of flexible pricing in business-to-business electronic commerce. IBM Syst. J. 41 (2) (2002)
Alan J. King
Duality and martingales: a stochastic programming perspective on contingent claims. Math. Program. 91 (3) (2002)
Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. Ann. Oper. Res. 56 (1) (1995)
Alan J. King
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty. Ann. Oper. Res. 45 (1) (1993)
Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets
Production planning via scenario modelling. Ann. Oper. Res. 43 (6) (1993)
Alan J. King, R. Tyrrell Rockafellar
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming. Math. Oper. Res. 18 (1) (1993)
Alan J. King, R. Tyrrell Rockafellar
Sensitivity analysis for nonsmooth generalized equations. Math. Program. 55 (1992)
David L. Jensen, Alan J. King
A Decomposition Method for Quadratic Programming. IBM Syst. J. 31 (1) (1992)
David L. Jensen, Alan J. King
Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise Linear-Quadratic Risk Framework. IBM Syst. J. 31 (1) (1992)
Alan J. King
Generalized Delta Theorems for Multivalued Mappings and Measurable Selections. Math. Oper. Res. 14 (4) (1989)