Research Interests

Dynamic Programming, Game Theory, Statistical Learning
Applications: Economics (Auctions, Matching Markets) and Finance.

Publications

Finance

• A Unified Approach to Multiple Stopping and Duality, Forthcoming, Operations Reseach Letters (with Martin Haugh)

• A Convex Optimization Approach to Multiple Stopping: Pricing Swing Options

Economics

• Group Strategyproofness of the Egalitarian Mechanism for Constrained Rationing Problems, under review, Math. of Operations Research (with Jay Sethuraman)

• Fair Division of a Maximum Flow
  

Learning and Optimization

• Large scale sparse kernel logistic regression - a comparative study of optimization algorithms. (with Tony, Bo, Sanjiv, He)

  • Data Blitz talk and poster session at the 6th annual Machine Learning symposium, New York Academy of Sciences, 2011.

• Approx. Algorithms for finding and partitioning unit-disk graphs into co-k-plexes, Optimization Letters, (with B.Balasundaram, S.Trukhanov) (BibTeX)
  
  

Manuscripts

• The Option(s) of using investment banking as a magical wand for big firms

  • 2nd at the “Budding Markowitz” Finance event organized by , St Stephens College, India, 2009.

• A note on the design of dynamic auctions

• Fundamental insights into Multi Armed Bandit Problem

• Relaxing the Approximate Linear Program by Dual Shrinkage
  
  

Reviewer

• IEEE Automation Science and Engineering

The Connection with Erdos :)

I have an Erdos Number of 5. The corresponding chain: Me -> B.Balasundaram -> S.Butenko -> P.Pardalos -> Ronald Graham -> Paul Erdos


*All PDF files available here are pre-publication manuscripts. Visit the publisher's website to obtain copies of these publications.