4 papers
Probability bounds for random events under -wise independence
Karthik Natarajan, Arjun Kodagehalli Ramachandra, Colin Tan
A collection of random events is said to be -wise independent if any events among them are mutually independent. We characterise all probability measures with…
Tree Bounds for Sums of Bernoulli Random Variables: A Linear Optimization Approach
Divya Padmanabhan, Karthik Natarajan
We study the problem of computing the tightest upper and lower bounds on the probability that the sum of dependent Bernoulli random variables exceeds an integer . Under know…
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…
On the heavy-tail behavior of the distributionally robust newsvendor
Bikramjit Das, Anulekha Dhara, Karthik Natarajan
Since the seminal work of Scarf (1958) [A min-max solution of an inventory problem, Studies in the Mathematical Theory of Inventory and Production, pages 201-209] on the newsvendor…