Kumar Muthuraman

Publication Activity (10 Years)

Years Active: 2004-2019
Publications (10 Years): 3

Top Topics

Stochastic Lead Times

Measurement Errors

Robust Optimization

Top Venues

Eur. J. Oper. Res.

Math. Oper. Res.

Publications

Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman
Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio. Oper. Res. 67 (4) (2019)
Dongyang Ester Wang, Kumar Muthuraman, Douglas J. Morrice
Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network. Oper. Res. 67 (3) (2019)
Tarik Aouam, Kumar Muthuraman, Ronald L. Rardin
Robust optimization policy benchmarks and modeling errors in natural gas. Eur. J. Oper. Res. 250 (3) (2016)
Kumar Muthuraman, Sridhar Seshadri, Qi Wu
Inventory Management with Stochastic Lead Times. Math. Oper. Res. 40 (2) (2015)
Arun Chockalingam, Kumar Muthuraman
An approximate moving boundary method for American option pricing. Eur. J. Oper. Res. 240 (2) (2015)
Daniel Mitchell, Haolin Feng, Kumar Muthuraman
Impulse Control of Interest Rates. Oper. Res. 62 (3) (2014)
Arun Chockalingam, Kumar Muthuraman
American Options Under Stochastic Volatility. Oper. Res. 59 (4) (2011)
Ayten Turkcan, Bo Zeng, Kumar Muthuraman, Mark A. Lawley
Sequential clinical scheduling with service criteria. Eur. J. Oper. Res. 214 (3) (2011)
Haolin Feng, Kumar Muthuraman
A Computational Method for Stochastic Impulse Control Problems. Math. Oper. Res. 35 (4) (2010)
Arunachalam Chockalingam, Kumar Muthuraman
Pricing American options when asset prices jump. Oper. Res. Lett. 38 (2) (2010)
Kumar Muthuraman, Tarik Aouam, Ronald L. Rardin
Regulation of Natural Gas Distribution Using Policy Benchmarks. Oper. Res. 56 (5) (2008)
Kumar Muthuraman, Sunil Kumar
Solving Free-boundary Problems with Applications in Finance. Found. Trends Stoch. Syst. 1 (4) (2008)
Arunachalam Chockalingam, Kumar Muthuraman
American option pricing under stochastic volatility: a simulation-based approach. WSC (2007)
Sunil Kumar, Kumar Muthuraman
A Numerical Method for Solving Singular Stochastic Control Problems. Oper. Res. 52 (4) (2004)