Kumar Muthuraman

According to our database, Kumar Muthuraman authored at least 14 papers between 2004 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio.

Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman

Oper. Res., 2019

Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network.

Dongyang Ester Wang, Kumar Muthuraman, Douglas J. Morrice

Oper. Res., 2019

2016

Robust optimization policy benchmarks and modeling errors in natural gas.

Tarik Aouam, Kumar Muthuraman, Ronald L. Rardin

Eur. J. Oper. Res., 2016

2015

Inventory Management with Stochastic Lead Times.

Kumar Muthuraman, Sridhar Seshadri, Qi Wu

Math. Oper. Res., 2015

An approximate moving boundary method for American option pricing.

Arun Chockalingam, Kumar Muthuraman

Eur. J. Oper. Res., 2015

2014

Impulse Control of Interest Rates.

Daniel Mitchell, Haolin Feng, Kumar Muthuraman

Oper. Res., 2014

2011

American Options Under Stochastic Volatility.

Arun Chockalingam, Kumar Muthuraman

Oper. Res., 2011

Sequential clinical scheduling with service criteria.

Ayten Turkcan, Bo Zeng, Kumar Muthuraman, Mark A. Lawley

Eur. J. Oper. Res., 2011

2010

Pricing American options when asset prices jump.

Arunachalam Chockalingam, Kumar Muthuraman

Oper. Res. Lett., 2010

A Computational Method for Stochastic Impulse Control Problems.

Haolin Feng, Kumar Muthuraman

Math. Oper. Res., 2010

2008

Regulation of Natural Gas Distribution Using Policy Benchmarks.

Kumar Muthuraman, Tarik Aouam, Ronald L. Rardin

Oper. Res., 2008

Solving Free-boundary Problems with Applications in Finance.

Kumar Muthuraman, Sunil Kumar

Found. Trends Stoch. Syst., 2008

2007

American option pricing under stochastic volatility: a simulation-based approach.

Arunachalam Chockalingam, Kumar Muthuraman

Proceedings of the Winter Simulation Conference, 2007

2004

A Numerical Method for Solving Singular Stochastic Control Problems.

Sunil Kumar, Kumar Muthuraman

Oper. Res., 2004