Napat Rujeerapaiboon

National University of Singapore (NUS) - Department of Industrial & Systems Engineering

10 Kent Ridge Crescent

Singapore, 115260

Singapore

  • National University of Singapore (NUS) - Department of Industrial & Systems Engineering

SCHOLARLY PAPERS

9

DOWNLOADS

1,308

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (9)

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1.

Robust Data-Driven CARA Optimization

Number of pages: 40 Posted: 10 May 2021 Last Revised: 26 Apr 2024
Li Chen, Arjun Ramachandra, Napat Rujeerapaiboon and Melvyn Sim
University of Sydney Business School, Indian Institute of Management Bangalore, National University of Singapore (NUS) - Department of Industrial & Systems Engineering and National University of Singapore (NUS) - NUS Business School
Downloads 366 (157,909)
Citation 2

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robust optimization, distributionally robust optimization, conic optimization, exponential utility, robust satisficing

2.

Robust Multidimensional Pricing: Separation Without Regret

Number of pages: 36 Posted: 09 Aug 2018 Last Revised: 26 Mar 2020
Çağıl Koçyiğit, Napat Rujeerapaiboon and Daniel Kuhn
University of Luxembourg, National University of Singapore (NUS) - Department of Industrial & Systems Engineering and École polytechnique fédérale de Lausanne
Downloads 232 (252,716)

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robust optimization, mechanism design, pricing

3.

Distributionally Robust Inventory Management with Advance Purchase Contracts

Number of pages: 42 Posted: 20 May 2022 Last Revised: 07 Jun 2024
Yilin Xue, Yongzhen Li and Napat Rujeerapaiboon
National University of Singapore (NUS) - Department of Industrial & Systems Engineering, Southeast University - School of Economics and Management and National University of Singapore (NUS) - Department of Industrial & Systems Engineering
Downloads 167 (341,098)

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Inventory management, distributionally robust optimization, conic programming

4.

Target-Oriented Regret Minimization for Satisficing Monopolists

Number of pages: 31 Posted: 28 Jul 2022 Last Revised: 19 Sep 2023
Napat Rujeerapaiboon, Yize Wei and Yilin Xue
National University of Singapore (NUS) - Department of Industrial & Systems Engineering, National University of Singapore (NUS) - Department of Industrial & Systems Engineering and National University of Singapore (NUS) - Department of Industrial & Systems Engineering
Downloads 145 (383,431)

Abstract:

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Mechanism design, monopoly pricing, regret minimization, robust optimization, satisficing

5.

Resilience of Long Chain under Disruption

Number of pages: 40 Posted: 28 Apr 2021 Last Revised: 08 Feb 2023
Napat Rujeerapaiboon, Yuanguang Zhong and Dan Zhu
National University of Singapore (NUS) - Department of Industrial & Systems Engineering, South China University of Technology and National University of Singapore (NUS)
Downloads 135 (405,519)

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Flexible manufacturing; complementarity; supply disruption; Markov chain

6.

Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions

Number of pages: 40 Posted: 20 Jul 2020 Last Revised: 09 Nov 2023
Çağıl Koçyiğit, Daniel Kuhn and Napat Rujeerapaiboon
University of Luxembourg, École polytechnique fédérale de Lausanne and National University of Singapore (NUS) - Department of Industrial & Systems Engineering
Downloads 135 (405,519)

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auction, mechanism design, robust optimization, distributional robustness, regret minimization

7.

Discounted-Likelihood Valuation of Variance and Volatility Swaps

Number of pages: 28 Posted: 04 Jan 2023 Last Revised: 02 Aug 2023
Napat Rujeerapaiboon, Sanae Rujivan and Hongdan Chen
National University of Singapore (NUS) - Department of Industrial & Systems Engineering, Walailak University and Independent
Downloads 52 (723,990)

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Variance swaps, volatility swaps, derivative pricing, robust optimization, risk aversion

8.

Utility Elicitation and Maximization from Uncertain Certainty Equivalents

Number of pages: 27 Posted: 15 Apr 2024
Napat Rujeerapaiboon, Yilin Xue and Chunling Luo
National University of Singapore (NUS) - Department of Industrial & Systems Engineering, National University of Singapore (NUS) - Department of Industrial & Systems Engineering and Independent
Downloads 42 (790,241)

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utility elicitation, convex quadratic program, risk aversion, expected utility maximization, ambiguity aversion, distributional robustness

9.

Optimal Deployment of an Equitable Cav Platoonable Corridor On  Road Networks with Mixed Traffic Flow

Number of pages: 38 Posted: 19 Jan 2023
Dan Zhu, Tingting Xie, Yang Liu, Bo Zou and Napat Rujeerapaiboon
National University of Singapore (NUS), National University of Singapore (NUS), National University of Singapore (NUS), University of Illinois at Chicago and National University of Singapore (NUS) - Department of Industrial & Systems Engineering
Downloads 34 (851,941)

Abstract:

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connected and autonomous vehicles, mixed traffic flow, CAV platoonable corridor, Bi-level Stackelberg game, Equity