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A Tractable Parametric Approach to Value-at-Risk Optimization Karthik Natarajan Dessislava Pachamanova† Melvyn Sim‡ RMI Working Paper No. 06/16 Submitted: December 16 ...
Karthik Natarajan, Melvyn Sim and Joline Uichanco: WP09/06 Robust Optimization Made Easy with ROME Joel Goh and Melvyn Sim: WP09/05 From CVaR to Uncertainty Set: Implications in Joint ...
Dr Karthik Natarajan and Dr Melvyn Sim won awards in the George E Nicholson student paper competition. Method to Fabricate Microfeatures with Continuous Relief
"Goal Driven Optimization", with Wenqing Chen, Operations Research, 2009, 57(2), 342-357. " Constructing Risk Measures from Uncertainty Sets", with Karthik Natarajan and ...
... ambiguity in decision-making under uncertainty", Academic Research Fund (ARF) Grant , Amount: SGD 27000 (2008-2009) , Karthik Natarajan
A Tractable Parametric Approach to Value-at-Risk Optimization Karthik Natarajan Dessislava Pachamanova† Melvyn Sim‡ RMI Working Paper No. 06/16 Submitted ...
Karthik Natarajan, Melvyn Sim and Joline Uichanco: WP09/06 Robust Optimization Made Easy with ROME Joel Goh and Melvyn Sim: WP09/05 From CVaR to Uncertainty Set: Implications in ...
Dr Karthik Natarajan and Dr Melvyn Sim won awards in the George E Nicholson student paper competition. Method to Fabricate Microfeatures with Continuous Relief
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