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Karthik Natarajan
Karthik Natarajan
E-mail confirmado em sutd.edu.sg - Página inicial
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Models for minimax stochastic linear optimization problems with risk aversion
D Bertsimas, XV Doan, K Natarajan, CP Teo
Mathematics of Operations Research 35 (3), 580-602, 2010
2802010
Constructing risk measures from uncertainty sets
K Natarajan, D Pachamanova, M Sim
Operations research 57 (5), 1129-1141, 2009
2222009
Incorporating asymmetric distributional information in robust value-at-risk optimization
K Natarajan, D Pachamanova, M Sim
Management Science 54 (3), 573-585, 2008
1792008
Tractable robust expected utility and risk models for portfolio optimization
K Natarajan, M Sim, J Uichanco
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010
1572010
Persistency model and its applications in choice modeling
K Natarajan, M Song, CP Teo
Management Science 55 (3), 453-469, 2009
1362009
Asymmetry and ambiguity in newsvendor models
K Natarajan, M Sim, J Uichanco
Management Science 64 (7), 3146-3167, 2018
1112018
Mixed 0-1 linear programs under objective uncertainty: A completely positive representation
K Natarajan, CP Teo, Z Zheng
Operations research 59 (3), 713-728, 2011
942011
Tight bounds on expected order statistics
D Bertsimas, K Natarajan, CP Teo
Probability in the Engineering and Informational Sciences 20 (4), 667-686, 2006
932006
Dispatching automated guided vehicles in a container terminal
YL Cheng, HC Sen, K Natarajan, CP Teo, KC Tan
Supply chain optimization, 355-389, 2005
932005
Probabilistic combinatorial optimization: Moments, semidefinite programming, and asymptotic bounds
D Bertsimas, K Natarajan, CP Teo
SIAM Journal on Optimization 15 (1), 185-209, 2004
892004
Persistence in discrete optimization under data uncertainty
D Bertsimas, K Natarajan, CP Teo
Mathematical programming 108, 251-274, 2006
802006
On theoretical and empirical aspects of marginal distribution choice models
VK Mishra, K Natarajan, D Padmanabhan, CP Teo, X Li
Management Science 60 (6), 1511-1531, 2014
722014
Robustness to dependency in portfolio optimization using overlapping marginals
XV Doan, X Li, K Natarajan
Operations Research 63 (6), 1468-1488, 2015
602015
On reduced semidefinite programs for second order moment bounds with applications
K Natarajan, CP Teo
Mathematical Programming 161, 487-518, 2017
492017
Choice prediction with semidefinite optimization when utilities are correlated
VK Mishra, K Natarajan, H Tao, CP Teo
IEEE Transactions on Automatic Control 57 (10), 2450-2463, 2012
452012
Distributionally robust linear and discrete optimization with marginals
L Chen, W Ma, K Natarajan, D Simchi-Levi, Z Yan
Operations Research 70 (3), 1822-1834, 2022
392022
A semidefinite optimization approach to the steady-state analysis of queueing systems
D Bertsimas, K Natarajan
Queueing Systems 56 (1), 27-39, 2007
392007
On the heavy-tail behavior of the distributionally robust newsvendor
B Das, A Dhara, K Natarajan
Operations research 69 (4), 1077-1099, 2021
372021
Distributionally robust mixed integer linear programs: Persistency models with applications
X Li, K Natarajan, CP Teo, Z Zheng
European Journal of Operational Research 233 (3), 459-473, 2014
372014
On the flexibility of using marginal distribution choice models in traffic equilibrium
SD Ahipaşaoğlu, U Arıkan, K Natarajan
Transportation Research Part B: Methodological 91, 130-158, 2016
352016
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