270 citations · 352 across the 19 of their papers we have counts for
23 papers
Multiunit I.I.D. Prophet Inequalities via Extreme Value Asymptotics
Jieming Kong, Karthyek Murthy
We study the i.i.d. -selection prophet inequality problem, where a decision-maker sequentially observes independent nonnegative rewards and may accept at most of them wi…
Going from a Representative Agent to Counterfactuals in Combinatorial Choice
Yanqiu Ruan, Karthyek Murthy, Karthik Natarajan
We study decision-making problems where data comprises points from a collection of binary polytopes, capturing aggregate information stemming from various combinatorial selection e…
The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization
Anand Deo, Karthyek Murthy
We study the problem of resource provisioning under stringent reliability or service level requirements, which arise in applications such as power distribution, emergency response,…
Importance Sampling for Minimization of Tail Risks: A Tutorial
Anand Deo, Karthyek Murthy
This paper provides an introductory overview of how one may employ importance sampling effectively as a tool for solving stochastic optimization formulations incorporating tail ris…
A Nonparametric Approach with Marginals for Modeling Consumer Choice
Yanqiu Ruan, Xiaobo Li, Karthyek Murthy +1
Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while bei…
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk
Anand Deo, Karthyek Murthy, Tirtho Sarker
This paper investigates the use of retrospective approximation solution paradigm in solving risk-averse optimization problems effectively via importance sampling (IS). While IS ser…