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Napat Rujeerapaiboon
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Year
Robust Growth-Optimal Portfolios
N Rujeerapaiboon, D Kuhn, W Wiesemann
Management Science 62 (7), 2090–2109, 2016
692016
Scenario Reduction Revisited: Fundamental Limits and Guarantees
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann
Mathematical Programming, 2018
56*2018
Robust Multidimensional Pricing: Separation Without Regret
Ç Koçyiğit, N Rujeerapaiboon, Daniel
Mathematical Programming, 2021
322021
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann
SIAM Journal on Optimization, 2019
312019
Chebyshev Inequalities for Products of Random Variables
N Rujeerapaiboon, D Kuhn, W Wiesemann
Mathematics of Operations Research, 2018
282018
A Revised Approach for Risk-Averse Multi-Armed Bandits under CVaR Criterion
N Khajonchotpanya, Y Xue, N Rujeerapaiboon
Operations Research Letters, 2021
192021
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
82018
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
82016
Robust conic satisficing
A Ramachandra, N Rujeerapaiboon, M Sim
arXiv preprint arXiv:2107.06714, 2021
72021
A planner-trader decomposition for multimarket hydro scheduling
K Schindler, N Rujeerapaiboon, D Kuhn, W Wiesemann
Operations Research 72 (1), 185-202, 2024
62024
Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions
Ç Koçyiğit, D Kuhn, N Rujeerapaiboon
INFORMS Journal on Computing, 2024
42024
Resilience of long chain under disruption
N Rujeerapaiboon, Y Zhong, D Zhu
European Journal of Operational Research 309 (2), 597-615, 2023
32023
Analytically computing the moments of a conic combination of independent noncentral chi-square random variables and its application for the extended Cox–Ingersoll–Ross process …
S Rujivan, A Sutchada, K Chumpong, N Rujeerapaiboon
Mathematics 11 (5), 1276, 2023
22023
Distributionally Robust Inventory Management with Advance Purchase Contracts
Y Xue, Y Li, N Rujeerapaiboon
Available at SSRN 4101774, 2022
12022
Target-Oriented Regret Minimization for Satisficing Monopolists
N Rujeerapaiboon, Y Wei, Y Xue
International Conference on Web and Internet Economics, 563-581, 2023
2023
Optimal deployment of an equitable CAV platoonable corridor on road networks with mixed traffic flow
D Zhu, T Xie, Y Liu, B Zou, N Rujeerapaiboon
Transportation Research Part C: Emerging Technologies 157, 104399, 2023
2023
Discounted-Likelihood Valuation of Variance and Volatility Swaps
N Rujeerapaiboon, S Rujivan, H Chen
Available at SSRN 4312056, 2022
2022
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
RAO
Y Hu, W Jongeneel, C Kocyigit, D Kuhn, D Lauinger, M Li, ...
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Articles 1–20