Kumar Muthuraman

16 papers Misc 1Journal 15
YearRankTypeTitle / Venue / Authors
2026 J jnl
Fisher-Geometric Diffusion in Stochastic Gradient Descent: Optimal Rates, Oracle Complexity, and Information-Theoretic Limits.
CoRR
Daniel Zantedeschi, Kumar Muthuraman
2024 J jnl
Facility Location Problem: Modeling Joint Disruptions Using Subordination.
Transp. Sci.
Vishwakant Malladi, Kumar Muthuraman
2019 J jnl
Coordinated Patient Appointment Scheduling for a Multistation Healthcare Network.
Oper. Res.
Dongyang Ester Wang, Kumar Muthuraman, Douglas J. Morrice
2019 J jnl
Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio.
Oper. Res.
Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman
2016 J jnl
Robust optimization policy benchmarks and modeling errors in natural gas.
Eur. J. Oper. Res.
Tarik Aouam, Kumar Muthuraman, Ronald L. Rardin
2015 J jnl
An approximate moving boundary method for American option pricing.
Eur. J. Oper. Res.
Arun Chockalingam, Kumar Muthuraman
2015 J jnl
Inventory Management with Stochastic Lead Times.
Math. Oper. Res.
Kumar Muthuraman, Sridhar Seshadri, Qi Wu
2014 J jnl
Impulse Control of Interest Rates.
Oper. Res.
Daniel Mitchell, Haolin Feng, Kumar Muthuraman
2011 J jnl
American Options Under Stochastic Volatility.
Oper. Res.
Arun Chockalingam, Kumar Muthuraman
2011 J jnl
Sequential clinical scheduling with service criteria.
Eur. J. Oper. Res.
Ayten Turkcan, Bo Zeng, Kumar Muthuraman, Mark A. Lawley
2010 J jnl
A Computational Method for Stochastic Impulse Control Problems.
Math. Oper. Res.
Haolin Feng, Kumar Muthuraman
2010 J jnl
Pricing American options when asset prices jump.
Oper. Res. Lett.
Arunachalam Chockalingam, Kumar Muthuraman
2008 J jnl
Regulation of Natural Gas Distribution Using Policy Benchmarks.
Oper. Res.
Kumar Muthuraman, Tarik Aouam, Ronald L. Rardin
2008 J jnl
Solving Free-boundary Problems with Applications in Finance.
Found. Trends Stoch. Syst.
Kumar Muthuraman, Sunil Kumar
2007 Misc conf
American option pricing under stochastic volatility: a simulation-based approach.
WSC
Arunachalam Chockalingam, Kumar Muthuraman
2004 J jnl
A Numerical Method for Solving Singular Stochastic Control Problems.
Oper. Res.
Sunil Kumar, Kumar Muthuraman