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math.OC2019
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…
math.OC2018
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…