SISP: Simplified Interface for Stochastic Programming: Establishing a hard link between mathematical programming modeling languages and SMPS codes
- Christian Condevaux-Lanloy
- Emmanuel Fragnière
- et al.
- 2002
- Optimization Methods and Software
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19 results for A.J. King
Duality and martingales: A stochastic programming perspective on contingent claims
- Alan J. King
- 2002
- Mathematical Programming, Series B
Applications of flexible pricing in business-to-business electronic commerce
- Martin Bichler
- Jayant Kalagnanam
- et al.
- 2002
- IBM Systems Journal
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- Yuri M. Kaniovski
- Alan J. King
- et al.
- 1995
- Annals of Operations Research
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
- Alan J. King
- 1993
- Annals of Operations Research
Production planning via scenario modelling
- Laureano F. Escudero
- Pasumarti V. Kamesam
- et al.
- 1993
- Annals of Operations Research
Sensitivity analysis for nonsmooth generalized equations
- Alan J. King
- R.Tyrrell Rockafellar
- 1992
- Mathematical Programming
Linear‐quadratic efficient frontiers for portfolio optimization
- Alan J. King
- David L. Jensen
- 1992
- Applied Stochastic Models and Data Analysis
Tracking models and the optimal regret distribution in asset allocation
- Ron S. Dembo
- Alan J. King
- 1992
- Applied Stochastic Models and Data Analysis