Concepedia

Karthik Natarajan

KN

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Publications

29

Citations

1.6K

H-Index

21

Active since

2004

Affiliations

National University of Singapore(Current)

Singapore University of Technology and Design

Massachusetts Institute of Technology

City University of Hong Kong

Babson College

Karthik Natarajan is an author at National University of Singapore specializing in engineering, mathematical programming, and operations research.

Top concepts

EngineeringOperations ResearchMathematical ProgrammingComputer ScienceProbabilityCombinatorial OptimizationUncertainty QuantificationStatisticsManagementApproximation Theory

Publications per year

2004–2025

29

Publications

29

Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

Dimitris Bertsimas, Xuan Vinh Doan, Karthik Natarajan et al. · Mathematics of Operations Research · 2010 · 221 citations

Mathematical Programming, Operations Research, Semidefinite Optimization +12

Constructing Risk Measures from Uncertainty Sets

Karthik Natarajan, Dessislava A. Pachamanova, Melvyn Sim · Operations Research · 2009 · 171 citations

Mathematical Programming, Uncertainty (Quantum Physics), Portfolio Optimization +14

Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization

Karthik Natarajan, Dessislava A. Pachamanova, Melvyn Sim · Management Science · 2008 · 143 citations

Risk Metric, Portfolio Management, Robust Optimization Techniques +18

TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION

Karthik Natarajan, Melvyn Sim, Joline Uichanco · Mathematical Finance · 2010 · 134 citations

Persistency Model and Its Applications in Choice Modeling

Karthik Natarajan, Miao Song, Chung‐Piaw Teo · Management Science · 2008 · 113 citations

Mathematical Programming, Engineering, Behavioral Decision Making +22

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