Generalized Delta Theorems for Multivalued Mappings and Measurable Selections. - Alan J. King (Math. Oper. Res., 1989)

A Decomposition Method for Quadratic Programming. - David L. Jensen; Alan J. King (IBM Syst. J., 1992)

Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise Linear-Quadratic Risk Framework. - David L. Jensen; Alan J. King (IBM Syst. J., 1992)

Sensitivity analysis for nonsmooth generalized equations. - Alan J. King; R. Tyrrell Rockafellar (Math. Program., 1992)

Production planning via scenario modelling. - Laureano F. Escudero; Pasumarti V. Kamesam; Alan J. King; Roger J.-B. Wets (Ann. Oper. Res., 1993)

Asymmetric risk measures and tracking models for portfolio optimization under uncertainty. - Alan J. King (Ann. Oper. Res., 1993)

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming. - Alan J. King; R. Tyrrell Rockafellar (Math. Oper. Res., 1993)

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. - Yuri M. Kaniovski; Alan J. King; Roger J.-B. Wets (Ann. Oper. Res., 1995)

Applications of flexible pricing in business-to-business electronic commerce. - Martin Bichler; Jayant Kalagnanam; Kaan Katircioglu; Alan J. King; Richard D. Lawrence; Ho Soo Lee; Grace Y. Lin; Yingdong Lu (IBM Syst. J., 2002)

Duality and martingales: a stochastic programming perspective on contingent claims. - Alan J. King (Math. Program., 2002)

A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty. - Shabbir Ahmed 001; Alan J. King; Gyana R. Parija (J. Glob. Optim., 2003)

On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies. - Gyana R. Parija; Shabbir Ahmed 001; Alan J. King (INFORMS J. Comput., 2004)

19. Stochastic Optimization for Lake Eutrophication Management. - Alan J. King; László Somlyódy; Roger J.-B. Wets (Applications of Stochastic Programming, 2005)

3. The IBM Stochastic Programming System. - Alan J. King; Stephen E. Wright; Gyana R. Parija; Robert Entriken (Applications of Stochastic Programming, 2005)

Using multi-agent simulation to understand trading dynamics of a derivatives market. - Alan J. King; Olga Streltchenko; Yelena Yesha (Ann. Math. Artif. Intell., 2005)

Requirements for systemic risk management in the financial sector: invited talk. - Donna N. Dillenberger; Alan J. King; Francis N. Parr (SC-WHPCF, 2009)

Middleware for financial risk data aggregation. - Alan J. King; Aviv Orani; Francis N. Parr (IBM J. Res. Dev., 2014)