Alan King, Ph.D.

Research Staff Member

Mathematical Sciences

IBM Thomas J. Watson Research Center

kingaj@us.ibm.com

Alan King is a research staff member with the Mathematical Sciences department at IBM's Thomas J Watson Research Center, which he joined in 1988. His research and development activity focuses on optimization technologies for decision-making under uncertainty. He has published many papers in scientific journals and has held appointments on the editorial boards of Mathematics of Operations Research and SIAM Journal of Optimization. He was the lead developer for the software product OSL Stochastic Extensions, and is currently lead developer for the Stochastic Modeling Interface in the COIN-OR open source project.

Alan joined IBM's Mathematics and Analytics Computation Center on Maiden Lane, NYC in 1996-7, and the Research VP for Strategy technical staff in 1998-9. In the period 2000-2002, Alan lead a small team investigating algorithms and models for resource management problems in utility computing. In 2003-4, Alan pursued research projects applying optimization models to the pricing of contingent claims and taught a semester at Columbia University. In 2004-5, Alan has participated in the Analytics Infrastructure Solutions high performance computation infrastructure team taking various roles as client architect, developer, and technical consultant. Currently Alan is a member of the Blue Gene Applications team with responsibility for Financial Markets applications. Alan is also Research's campus relationship manager for the University of Washington.