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math.OC2026
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…
math.OC2026
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…
math.OC2025
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,…