King Alan J.

Alan J. King

Information about the author Alan J. King will soon be added to the site.
Found 7 papers in total
On bridging the gap between stochastic integer programming and MIP solver technologies
On bridging the gap between stochastic integer programming and MIP solver technologies
2004
Stochastic integer programs (SIPs) represent a very difficult class of optimization...
SISP: Simplified interface for stochastic programming establishing a hard link between mathematical programming modeling languages and SMPS codes
SISP: Simplified interface for stochastic programming establishing a hard link between mathematical programming modeling languages and SMPS codes
2002
The aim of this article is to propose a general approach to link a stochastic...
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
1995
Several exponential bounds are derived by means of the theory of large deviations for...
Production planning via scenario modelling
Production planning via scenario modelling
1993
Several Linear Programming (LP) and Mixed Integer Programing (MIP) models for the...
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
1993
Traditional asset allocation of the Markowitz type defines risk to be the variance of...
Sensitivity analysis for nonsmooth generalized equations
Sensitivity analysis for nonsmooth generalized equations
1992
Results pertaining to Lipschitzian and directional differentiability properties for...
Generalized delta theorems for multivalued mappings and measurable selections
Generalized delta theorems for multivalued mappings and measurable selections
1989
The classical delta theorem can be generalized in a mathematically satisfying way to a...
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