Ph.D. Students |
Long Zhao, NUS Business School, Singapore
Vishwakant Malladi, Indian School of Business, India
Dongyang (Ester) Wang, JD.com Research
Dan Mitchell, Assistant
Prof., Industrial & Systems Engineering, University of Minnesota.
Qi Wu, Assistant Prof., Weatherhead School of Mgmt, Case Western Univ.
Arun Chockalingam, Assistant Prof., School of Industrial Engg., Eindhoven Univ. of Technology, Netherlands
Haolin Feng, Associate Prof., Dept of Logistics Engg and Management, Lingnan (University) College, Sun Yat-sen Univ., China
Tarik Aouam, Associate Prof., Dept of Management Information Science and Operation Management, Ghernt University, Belgium
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Selected downloadable papers |
Machine Leanrning and Data-driven Optimization
- L. Zhao, D. Chakrabarti and K. Muthuraman, “Unified Classical and Robust Optimization for Least Squares”, submitted to Management Science, 2020.
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- L. Zhao, D. Chakrabarti and K. Muthuraman, “Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio”, forthcomming in Operations Research, 2018.
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Quantitative Finance/Financial Engineering
- D. Mitchell, H. Feng and K. Muthuraman, “Impulse Control of Interest Rates”, Operations Research 62(3), 602–615,2014
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- A. Chockalingam and K. Muthuraman, “American Options Under Stochastic Volatility”, Operations Research 59(4), 793-809, 2011.
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- D. Mitchell, J. Goodman and K. Muthuraman, “Boundary Evolution Equations for American Options”, Mathematical Finance.
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- H. Feng and K. Muthuraman, “A Computational Method for Stochastic Impulse Control Problems”, Mathematics of Operations Research 35(4), 2010.
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- K. Muthuraman, “A moving boundary approach to American option pricing”, Journal of Economic Dynamics and Control, 32(11), 3520-3537, 2008.
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- K. Muthuraman and H. Zha, “Simulation based portfolio optimization for large portfolios with transaction costs”, Mathematical Finance, 18(1), 115-134, 2008.
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- K. Muthuraman and S. Kumar, “Multi-dimensional portfolio optimization with proportional transaction costs”, Mathematical Finance, 16(2), 301-335, 2006.
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Operations Management
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Q. Wu, K. Muthuraman and S. Seshadri, “Inventory Management with Financing Costs and Constraints”, in revision for Production and Operations Management
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K. Muthuraman, S. Seshadri and Q. Wu, “Inventory management with Stochastic Lead Times”, Mathematics of Operations Research
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- H. Feng, K. Muthuraman and V. Deshpande, “The Impact of Demand Correlation on Replenishment Policies for Multi-Product Stochastic Inventory Systems with Joint-Replenishment Costs”, Production and Operations Management.
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- S. Kumar and K. Muthuraman, “A numerical method for solving singular stochastic control problems”, Operations Research, 52(4), 563-582, 2004.
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HealthCare
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K. Muthuraman, D. Wang and D. Morrice“Coordinated Patient Appointment Scheduling for a Multi- Station Healthcare Network”, forthcomming in Operations Research
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D. Wang, D. Morrice, K. Muthuraman, J. Bard, L. Leykum, S. Noorily “Coordinated Scheduling for a Multi-server Network in Outpatient Pre-operative Care”, Production and Operations Management, 27(3), 2018.
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S. Chakraborty, K. Muthuraman and M. Lawley, “Sequential clinical scheduling with patient no-shows and general service time distributions”, IIE Transactions, 42(5), 354-366, 2010. Best paper in Operations Engineering and Analysis award.
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K. Muthuraman and M. A. Lawley, “Stochastic overbooking model for outpatient clinical scheduling with no-shows”, IIE Transactions, 40(9), 2008. Among the Top 10 most cited articles of 2008-2010 in IIE Transactions.
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F. Lin, K. Muthuraman and M. Lawley, “ An optimal control theory approach to
non-pharmaceutical interventions”, BMC Infectious Diseases, 10(32), 2010
Other
- T. Aouam, R. Rardin and K. Muthuraman, “Robust optimization policy benchmarks and modeling errors in natural gas”, European Journal of Operations Research, 240(2), 431-438. 2016
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- D. Mitchell, P. Brockett, R. Mendoza and K. Muthuraman, “Modeling and Forecasting Mortality Rates”, Insurance: Mathematics and Economics 52 (2), 2013.
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- K. Muthuraman, T. Aouam and R. Rardin, “Regulation of natural gas distribution using policy benchmarks”, Operations Research, 56(5), 1131-1145. 2008
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