Követés
Alan J King
Alan J King
IBM Thomas J Watson Research Center
E-mail megerősítve itt: us.ibm.com
Cím
Hivatkozott rá
Hivatkozott rá
Év
A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
S Ahmed, AJ King, G Parija
Journal of Global Optimization 26 (1), 3-24, 2003
4502003
Modeling with stochastic programming
AJ King, SW Wallace
Springer Science & Business Media, 2012
3342012
Production planning via scenario modelling
LF Escudero, PV Kamesam, AJ King, RJB Wets
Annals of Operations research 43 (6), 309-335, 1993
3011993
Asymptotic theory for solutions in statistical estimation and stochastic programming
AJ King, RT Rockafellar
Mathematics of Operations Research 18 (1), 148-162, 1993
2711993
Epi‐consistency of convex stochastic programs
AJ King, RJB Wets*
Stochastics and Stochastic Reports 34 (1-2), 83-92, 1991
2051991
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, EA Gunn, AJ King, SW Wallace
COAL Newsletter, 1987
1761987
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
1732002
Sensitivity analysis for nonsmooth generalized equations
AJ King, RT Rockafellar
Math. Program. 55 (2), 193-212, 1992
1471992
Duality and martingales: a stochastic programming perspective on contingent claims
AJ King
Mathematical Programming 91 (3), 543-562, 2002
1282002
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
YM Kaniovski, AJ King, RJB Wets
Annals of Operations Research 56 (1), 189-208, 1995
1051995
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
AJ King
Annals of Operations Research 45 (1), 165-177, 1993
991993
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
631992
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
612007
Stochastic programming problems: Examples from the literature
AJ King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988
611988
Generalized delta theorems for multivalued mappings and measurable selections
AJ King
Mathematics of Operations Research 14 (4), 720-736, 1989
551989
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
542008
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
491995
Calibrated option bounds
AJ King, M Koivu, T Pennanen
International Journal of Theoretical and Applied Finance 8 (2), 141-159, 2005
382005
Linear‐quadratic efficient frontiers for portfolio optimization
AJ King, DL Jensen
Applied Stochastic Models and Data Analysis 8 (3), 195-207, 1992
351992
An implementation of the Lagrangian finite-generation method
A King
Numerical Techniques for Stochastic Optimization, Y. Ermoliev and R. JB Wets …, 1988
351988
A rendszer jelenleg nem tudja elvégezni a műveletet. Próbálkozzon újra később.
Cikkek 1–20