Natarajan Karthik

Karthik Natarajan

Information about the author Karthik Natarajan will soon be added to the site.
Found 7 papers in total
Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty
Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty
2016
This paper is motivated by the following question: How to construct good approximation...
Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
2015
In this paper, we develop a distributionally robust portfolio optimization model where...
Beyond normality: A cross moment-stochastic user equilibrium model
Beyond normality: A cross moment-stochastic user equilibrium model
2015
The Stochastic User Equilibrium (SUE) model predicts traffic equilibrium flow assuming...
New analytical bounds on the average undershoot in an infinite horizon (s,S) inventory system
New analytical bounds on the average undershoot in an infinite horizon (s,S) inventory system
2013
We provide new bounds on the average undershoot in an infinite horizon ( s , S )...
Mixed 0‐1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
Mixed 0‐1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
2011
In this paper, we analyze mixed 0‐1 linear programs under objective...
Models for minimax stochastic linear optimization problems with risk aversion
Models for minimax stochastic linear optimization problems with risk aversion
2010
We propose a semidefinite optimization (SDP) model for the class of minimax two-stage...
Constructing risk measures from uncertainty sets
Constructing risk measures from uncertainty sets
2009
We illustrate the correspondence between uncertainty sets in robust optimization and...
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