State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. - Karthyek Rajhaa A. M.; Sandeep Juneja 001 (VALUETOOLS, 2012)

Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. - Karthyek R. A. Murthy; Sandeep Juneja 001; Jose H. Blanchet (WSC, 2013)

Incorporating views on marginal distributions in the calibration of risk models. - Santanu Dey; Sandeep Juneja 001; Karthyek R. A. Murthy (Oper. Res. Lett., 2015)

Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes. - Jose H. Blanchet; Karthyek R. A. Murthy (Queueing Syst. Theory Appl., 2015)

Exact simulation of multidimensional reflected Brownian motion. - Jose H. Blanchet; Karthyek Rajhaa A. M. (J. Appl. Probab., 2018)

Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization. - José H. Blanchet; Yang Kang; Karthyek R. A. Murthy; Fan Zhang 059 (WSC, 2019)

Robust Wasserstein profile inference and applications to machine learning. - Jose H. Blanchet; Yang Kang; Karthyek Rajhaa A. M. (J. Appl. Probab., 2019)

Quantifying Distributional Model Risk via Optimal Transport. - Jose H. Blanchet; Karthyek R. A. Murthy (Math. Oper. Res., 2019)

Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. - Anand Deo; Karthyek Murthy (CDC, 2020)

Testing Group Fairness via Optimal Transport Projections. - Nian Si; Karthyek Murthy; Jose H. Blanchet; Viet Anh Nguyen (ICML, 2021)

Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. - Anand Deo; Karthyek Murthy (WSC, 2021)

Statistical Analysis of Wasserstein Distributionally Robust Estimators. - Jose H. Blanchet; Karthyek Murthy; Viet Anh Nguyen (CoRR, 2021)

Exploiting partial correlations in distributionally robust optimization. - Divya Padmanabhan; Karthik Natarajan; Karthyek Murthy (Math. Program., 2021)

Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk. - Anand Deo; Karthyek Murthy; Tirtho Sarker (WSC, 2022)

Admission Control in the Presence of Arrival Forecasts with Blocking-Based Policy Optimization. - Karthyek Murthy; Divya Padmanabhan; Satyanath Bhat (WSC, 2022)

Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes. - Jose H. Blanchet; Karthyek R. A. Murthy; Fan Zhang 059 (Math. Oper. Res., 2022)

A Nonparametric Approach with Marginals for Modeling Consumer Choice. - Yanqiu Ruan; Xiaobo Li 002; Karthyek Murthy; Karthik Natarajan (EC, 2023)

Importance Sampling for Minimization of Tail Risks: A Tutorial. - Anand Deo; Karthyek Murthy (WSC, 2024)

Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers. - Anand Deo; Karthyek Murthy (Oper. Res., 2025)