A Numerical Method for Solving Singular Stochastic Control Problems. - Sunil Kumar; Kumar Muthuraman (Oper. Res., 2004)

American option pricing under stochastic volatility: a simulation-based approach. - Arunachalam Chockalingam; Kumar Muthuraman (WSC, 2007)

Solving Free-boundary Problems with Applications in Finance. - Kumar Muthuraman; Sunil Kumar (Found. Trends Stoch. Syst., 2008)

Regulation of Natural Gas Distribution Using Policy Benchmarks. - Kumar Muthuraman; Tarik Aouam; Ronald L. Rardin (Oper. Res., 2008)

A Computational Method for Stochastic Impulse Control Problems. - Haolin Feng; Kumar Muthuraman (Math. Oper. Res., 2010)

Pricing American options when asset prices jump. - Arunachalam Chockalingam; Kumar Muthuraman (Oper. Res. Lett., 2010)

Sequential clinical scheduling with service criteria. - Ayten Turkcan; Bo Zeng; Kumar Muthuraman; Mark A. Lawley (Eur. J. Oper. Res., 2011)

American Options Under Stochastic Volatility. - Arun Chockalingam; Kumar Muthuraman (Oper. Res., 2011)

Impulse Control of Interest Rates. - Daniel Mitchell; Haolin Feng; Kumar Muthuraman (Oper. Res., 2014)

An approximate moving boundary method for American option pricing. - Arun Chockalingam; Kumar Muthuraman (Eur. J. Oper. Res., 2015)

Inventory Management with Stochastic Lead Times. - Kumar Muthuraman; Sridhar Seshadri; Qi Wu (Math. Oper. Res., 2015)

Robust optimization policy benchmarks and modeling errors in natural gas. - Tarik Aouam; Kumar Muthuraman; Ronald L. Rardin (Eur. J. Oper. Res., 2016)

Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network. - Dongyang Ester Wang; Kumar Muthuraman; Douglas J. Morrice (Oper. Res., 2019)

Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio. - Long Zhao 006; Deepayan Chakrabarti; Kumar Muthuraman (Oper. Res., 2019)

Facility Location Problem: Modeling Joint Disruptions Using Subordination. - Vishwakant Malladi; Kumar Muthuraman (Transp. Sci., 2024)