270 citations · 352 across the 19 of their papers we have counts for
5 papers · 1 filter
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,…
Exploiting Partial Correlations in Distributionally Robust Optimization
Divya Padmanabhan, Karthik Natarajan, Karthyek R. A. Murthy
In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear program…
Optimal Transport Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes
Jose Blanchet, Karthyek Murthy, Fan Zhang
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conve…