Napat Rujeerapaiboon
Title
Cited by
Cited by
Year
Robust Growth-Optimal Portfolios
N Rujeerapaiboon, D Kuhn, W Wiesemann
Management Science 62 (7), 2090–2109, 2016
372016
Scenario Reduction Revisited: Fundamental Limits and Guarantees
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann
Mathematical Programming, 2018
242018
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann
SIAM Journal on Optimization, 2019
142019
Chebyshev Inequalities for Products of Random Variables
N Rujeerapaiboon, D Kuhn, W Wiesemann
Mathematics of Operations Research, 2018
102018
Robust Multidimensional Pricing: Separation Without Regret
Ç Koçyiğit, N Rujeerapaiboon, Daniel
Mathematical Programming, 2021
72021
On Risk Reduction in Kelly Betting Using the Conservative Expected Value
N Rujeerapaiboon, BR Barmish, D Kuhn
2018 IEEE conference on decision and control (CDC), 5801-5806, 2018
42018
Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance
BG Choi, N Rujeerapaiboon, R Jiang
Operations Research Letters 44 (6), 801–807, 2016
32016
A Revised Approach for Risk-Averse Multi-Armed Bandits under CVaR Criterion
N Khajonchotpanya, Y Xue, N Rujeerapaiboon
Operations Research Letters, 2021
12021
Robust Conic Satisficing
A Ramachandra, N Rujeerapaiboon, M Sim
Available at SSRN 3842446, 2021
2021
Resiliency of Long Chains under Plant Disruptions
D Zhu, N Rujeerapaiboon
Available at SSRN 3835630, 2021
2021
A Planner-Trader Decomposition for Multi-Market Hydro Scheduling
K Schindler, N Rujeerapaiboon, D Kuhn, W Wiesemann
arXiv preprint arXiv:2103.02806, 2021
2021
Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions
Ç Koçyiğit, D Kuhn, N Rujeerapaiboon
Available at SSRN 3636395, 2020
2020
Dimensionality Reduction in Dynamic Optimization under Uncertainty
N Rujeerapaiboon
École polytechnique fédérale de Lausanne, 2016
2016
Option Pricing with Linear Programming
N Rujeerapaiboon
Imperial College London, 2012
2012
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Articles 1–14