Selvaprabu Nadarajah

University of Illinois at Chicago - College of Business Administration

Assistant Professor

601 South Morgan Street

Chicago, IL 60607

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 35,244

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Top 35,244

in Total Papers Downloads

2,086

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (21)

1.

Dynamic Pricing for Hotel Rooms When Customers Request Multiple-Day Stays

Number of pages: 42 Posted: 04 Aug 2015 Last Revised: 19 Feb 2017
Selvaprabu Nadarajah, Yun Fong Lim and Qing Ding
University of Illinois at Chicago - College of Business Administration, Singapore Management University - Lee Kong Chian School of Business and School of Management, Huazhong University of Science and Technology
Downloads 376 (116,817)
Citation 2

Abstract:

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Hotel Revenue Management, Resource Pricing, Markov Decision Processes, Approximate Linear Programming

2.

Meeting Corporate Renewable Power Targets

Number of pages: 50 Posted: 02 Jan 2019 Last Revised: 18 Jan 2022
Alessio Trivella, Danial Mohseni Taheri and Selvaprabu Nadarajah
University of Twente, University of Illinois at Chicago - College of Business Administration and University of Illinois at Chicago - College of Business Administration
Downloads 295 (151,614)
Citation 2

Abstract:

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energy, renewable power, sustainability, power purchase agreements, Markov decision processes, approximate dynamic programming

3.

Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective

Number of pages: 42 Posted: 13 Sep 2017 Last Revised: 08 May 2019
University of Twente, University of Illinois at Chicago - College of Business Administration, Norwegian University of Science and Technology (NTNU), University of London - Economics, Mathematics and Statistics and Technical University of Denmark - Management Engineering
Downloads 265 (169,096)

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4.

Network-Based Approximate Linear Programming for Discrete Optimization

Number of pages: 55 Posted: 07 Dec 2017 Last Revised: 12 Jun 2019
Selvaprabu Nadarajah and Andre Augusto Cire
University of Illinois at Chicago - College of Business Administration and University of Toronto at Scarborough - Division of Management
Downloads 223 (199,857)
Citation 1

Abstract:

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Dynamic Programming, Approximate Linear Programming, Discrete Optimization

5.

Least Squares Monte Carlo and Approximate Linear Programming: Error Bounds and Energy Real Option Application

Number of pages: 32 Posted: 25 Aug 2018
Selvaprabu Nadarajah and Nicola Secomandi
University of Illinois at Chicago - College of Business Administration and Carnegie Mellon University - David A. Tepper School of Business
Downloads 175 (248,222)
Citation 5

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6.

A Review of the Operations Literature on Real Options in Energy

Number of pages: 38 Posted: 08 Jul 2021 Last Revised: 08 Aug 2022
Selvaprabu Nadarajah and Nicola Secomandi
University of Illinois at Chicago - College of Business Administration and Carnegie Mellon University - David A. Tepper School of Business
Downloads 149 (285,215)
Citation 1

Abstract:

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Finance, Energy, Real Options, Operations

7.

Self-adapting Robustness in Demand Learning

Number of pages: 40 Posted: 17 Dec 2020
Boxiao Chen, Selvaprabu Nadarajah, Parshan Pakiman and Stefanus Jasin
University of Illinois at Chicago - College of Business Administration, University of Illinois at Chicago - College of Business Administration, University of Illinois at Chicago - College of Business Administration and University of Michigan, Stephen M. Ross School of Business
Downloads 137 (303,112)

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dynamic pricing, demand learning, self-adapting algorithm, robust optimization, risk management, regret minimization

8.

Self-guided Approximate Linear Programs

Number of pages: 52 Posted: 31 Jan 2020 Last Revised: 12 Oct 2021
Parshan Pakiman, Selvaprabu Nadarajah, Negar Soheili and Qihang Lin
University of Illinois at Chicago - College of Business Administration, University of Illinois at Chicago - College of Business Administration, University of Illinois at Chicago - College of Business Administration and University of Iowa - Henry B. Tippie College of Business
Downloads 137 (303,112)
Citation 1

Abstract:

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9.

Least Squares Monte Carlo and Pathwise Optimization for Merchant Energy Production

Number of pages: 43 Posted: 09 Aug 2021
Bo Yang, Selvaprabu Nadarajah and Nicola Secomandi
Carnegie Mellon University - Tepper School of Business, University of Illinois at Chicago - College of Business Administration and Carnegie Mellon University - David A. Tepper School of Business
Downloads 105 (366,789)

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Block coordinate descent, information relaxation and duality, least squares Monte Carlo, Markov decision processes, merchant energy operations, pathwise optimization, principal component analysis, real options, reinforcement learning

10.

Self-Adapting Network Relaxations for Weakly Coupled Markov Decision Processes

Number of pages: 50 Posted: 27 Apr 2022
Selvaprabu Nadarajah and Andre Augusto Cire
University of Illinois at Chicago - College of Business Administration and University of Toronto at Scarborough - Division of Management
Downloads 73 (457,385)

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Markov decision processes, networks, linear programming, weakly coupled dynamic programs

11.

Pathwise Optimization for Merchant Energy Production

Number of pages: 28 Posted: 21 Jan 2020
Bo Yang, Selvaprabu Nadarajah and Nicola Secomandi
Carnegie Mellon University - Tepper School of Business, University of Illinois at Chicago - College of Business Administration and Carnegie Mellon University - David A. Tepper School of Business
Downloads 44 (583,394)

Abstract:

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approximate dynamic programming, block coordinate descent, information relaxation and duality, merchant energy operations, pathwise optimization, principal component analysis, real options

12.

Decarbonizing Buildings Via Energy Demand Response and Deep Reinforcement Learning: The Deployment Value of Supervisory Planning and Guardrails

Number of pages: 36 Posted: 20 Apr 2022
Doseok Jang, Lucas Spangher, Selvaprabu Nadarajah and Costas Spanos
University of California Berkeley, University of California Berkeley, University of Illinois at Chicago - College of Business Administration and University of California Berkeley
Downloads 33 (640,366)

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Deep Reinforcement Learning, Risk-aware Planning, Demand Response, Energy, Decarbonization

13.

A Data Efficient and Feasible Level Set Method for Stochastic Convex Optimization with Expectation Constraints

Number of pages: 47 Posted: 09 Aug 2019 Last Revised: 02 Jan 2020
Qihang Lin, Selvaprabu Nadarajah, Negar Soheili and Tianbao Yang
University of Iowa - Henry B. Tippie College of Business, University of Illinois at Chicago - College of Business Administration, University of Illinois at Chicago - College of Business Administration and Computer Science
Downloads 28 (674,073)
Citation 2

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stochastic optimization, level set methods, stochastic subgradient methods, data-driven optimization

14.

Less-than-Truckload Carrier Collaboration Problem: Modeling Framework and Solution Approach

J Heuristics (2013) 19:917–942
Number of pages: 26 Posted: 19 Dec 2015
Selvaprabu Nadarajah and James H. Bookbinder
University of Illinois at Chicago - College of Business Administration and University of Waterloo
Downloads 24 (704,146)

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LTL collaboration, Vehicle routing, Constraint programming, Integer programming, Integrated methods

15.

Socially Responsible Merchant Operations: Comparison of Shutdown-averse CVaR and Anticipated Regret Policies

Number of pages: 16 Posted: 22 Mar 2021 Last Revised: 27 May 2021
Alessio Trivella and Selvaprabu Nadarajah
University of Twente and University of Illinois at Chicago - College of Business Administration
Downloads 22 (720,077)

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Commodity operations; social objectives, real options, irreversible decisions, anticipated regret, conditional value-at-risk

16.

Revisiting Approximate Linear Programming: Constraint-violation Learning with Applications to Inventory Control and Energy Storage

Management Science Volume: 66, Number: 4 (April 2020): 1544-1562.
Posted: 13 Jun 2017 Last Revised: 14 Apr 2020
Qihang Lin, Selvaprabu Nadarajah and Negar Soheili
University of Iowa - Henry B. Tippie College of Business, University of Illinois at Chicago - College of Business Administration and University of Illinois at Chicago - College of Business Administration

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approximate linear programming, approximate dynamic programming, Markov decision processes, first order methods, energy storage, inventory control

17.

Relationship between Least Squares Monte Carlo and Approximate Linear Programming

Operations Research Letters, 45, 5, 409-414, 2017
Posted: 28 Sep 2015 Last Revised: 21 Sep 2018
Selvaprabu Nadarajah and Nicola Secomandi
University of Illinois at Chicago - College of Business Administration and Carnegie Mellon University - David A. Tepper School of Business

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Markov Decision Processes, Approximate Dynamic Programming, Least Squares Monte Carlo, Approximate Linear Programming, Financial and Real Options, Energy Storage

18.

Real Option Management of Hydrocarbon Cracking Operations

S. Nadarajah, N. Secomandi, G. Sowers, J. Wassick, Real Option Management of Hydrocarbon Cracking Operations, Real Options in Energy and Commodity Markets, World Scientific-Now Publishers Series in Business, Chapter 5, 173-202, N. Secomandi (ed.), 2017.
Posted: 29 Nov 2014 Last Revised: 10 Mar 2017
Selvaprabu Nadarajah, Nicola Secomandi, Gary Sowers and John Wassick
University of Illinois at Chicago - College of Business Administration, Carnegie Mellon University - David A. Tepper School of Business, The Dow Chemical Company and The Dow Chemical Company

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19.

Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage

Management Science, 2015
Posted: 19 Sep 2014 Last Revised: 04 Aug 2015
Selvaprabu Nadarajah, Francois Margot and Nicola Secomandi
University of Illinois at Chicago - College of Business Administration, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University - David A. Tepper School of Business

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20.

Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options

European Journal of Operational Research, 256, 1, 196-204, 2017
Posted: 26 Aug 2014 Last Revised: 21 Sep 2018
Selvaprabu Nadarajah, Francois Margot and Nicola Secomandi
University of Illinois at Chicago - College of Business Administration, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University - David A. Tepper School of Business

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21.

Merchant Energy Trading in a Network

Operations Research, 2018
Posted: 20 Aug 2014 Last Revised: 21 Sep 2018
Selvaprabu Nadarajah and Nicola Secomandi
University of Illinois at Chicago - College of Business Administration and Carnegie Mellon University - David A. Tepper School of Business

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Other Papers (1)

Total Downloads: 0
1.

Data-Driven Storage Operations: Cross-Commodity Backtest and Structured Policies

Posted: 14 Jun 2019 Last Revised: 03 Feb 2022
Technische Universität München (TUM)Deggendorf Institute of Technology, University of Illinois at Chicago - College of Business Administration, Technische Universität München (TUM) - TUM School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

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commodity storage, price uncertainty, generalization error, data-driven optimization