Karthyek R. A. Murthy

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 3

Top Topics

Chance Constrained

Robust Optimization

Mathematical Programming

Top Venues

Math. Oper. Res.

Oper. Res. Lett.

Queueing Syst. Theory Appl.

Publications

Jose H. Blanchet, Karthyek R. A. Murthy, Fan Zhang
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes. Math. Oper. Res. 47 (2) (2022)
José H. Blanchet, Yang Kang, Karthyek R. A. Murthy, Fan Zhang
Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization. WSC (2019)
Jose H. Blanchet, Karthyek R. A. Murthy
Quantifying Distributional Model Risk via Optimal Transport. Math. Oper. Res. 44 (2) (2019)
Santanu Dey, Sandeep Juneja, Karthyek R. A. Murthy
Incorporating views on marginal distributions in the calibration of risk models. Oper. Res. Lett. 43 (1) (2015)
Jose H. Blanchet, Karthyek R. A. Murthy
Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes. Queueing Syst. Theory Appl. 81 (4) (2015)
Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet
Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. WSC (2013)