Arjun Ramachandra

Indian Institute of Management Bangalore

Bannerghatta Main Road, Bilekahalli

Bengaluru, Karnatak 560076

India

  • Indian Institute of Management Bangalore

SCHOLARLY PAPERS

2

DOWNLOADS

366

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
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 (158,042)
Citation 2

Abstract:

Loading...

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

2.

Tight Probability Bounds with Pairwise Independence

Posted: 02 Jul 2020 Last Revised: 23 Nov 2022
Arjun Ramachandra and Karthik Natarajan
Indian Institute of Management Bangalore and Singapore University of Technology and Design (SUTD)
Downloads 0 (1,201,305)

Abstract:

Loading...

Bernoulli random variables, pairwise independence, probability bounds, linear programming, bivariate feasibility, correlation gap, submodular functions, distributionally robust bottleneck optimization