**Associate Professor**

**Department**

Information, Risk, and Operations Mgmt.

Kumar Muthuraman is an associate professor in the Department of Information, Risk and Operations Management. He received his Ph.D. from Stanford University. Dr. Muthuramanâ€™s research focuses on asset pricing, derivatives and operations.

Haolin Feng, Kumar Muthuraman, and Vinayak Deshpande. 2015. Replenishment Policies for Multi-Product Stochastic Inventory Systems with Correlated Demand and Joint-Replenishment Costs. Production and Operations Management 24(4), 647-664. |

Daniel Mitchell, Jonathan Goodman, and Kumar Muthuraman. 2014. Boundary Evolution Equations for American Options. Mathematical Finance 24(3), 505-532. |

Daniel Mitchell, Patrick L. Brockett, Rafael Mendoza-Arriaga, and Kumar Muthuraman. 2013. Modeling and Forecasting Mortality Rates. Insurance: Mathematics and Economics 52(2), 275-285. |

Santanu Chakraborty, Kumar Muthuraman, and Mark Lawley. 2013. Sequential Clinical Scheduling with Patient No-Show: The Impact of Pre-Defined Slot Structures. Socio-Economic Planning Sciences 47(3), 205-219. |

S. Ruanpattana, P. Preckel, D. Gotham, Kumar Muthuraman, M. Velastegui, T. Morin, and N. Uhan. 2012. Diversification of fuel costs accounting for load variation. Energy Policy 42, 400-408. |

A. Chockalingam and Kumar Muthuraman. 2011. American Options Under Stochastic Volatility. Operations Research 59(4), 793-809. |

A. Turkcan, B. Zeng, Kumar Muthuraman, and M. Lawley. 2011. Sequential Clinical Scheduling with Service Criteria. European Journal of Operational Research 214(3), 780-795. |

H. Feng and Kumar Muthuraman. 2010. A Computational Method for Stochastic Impulse Control Problems. Mathematics of Operations Research 35(4). |

F. Lin, Kumar Muthuraman, and M. Lawley. 2010. Optimal Implementation of NonPharmaceutical Interventions during Pandemic Influenza. BMC Infectious Diseases 10(32). |

S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2010. Planning Intervention for Hemodialysis Patients - A Stochastic Control Approach. Proceedings of the 2010 IIE Research Conference. |

A. Chockalingam and Kumar Muthuraman. 2010. Pricing American options when asset prices jump. Operations Research Letters 38(2), 82-86. |

S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2010. Sequential clinical scheduling with patient no-shows and general service time distributions. IIE Transactions 42(5), 354-366. |

Douglas Gotham, Kumar Muthuraman, Paul Preckel, Ronald Rardin, and Suriya Ruangpattana. 2009. A load factor based mean-variance analysis for fuel diversification. Energy Economics 31, 249-256. |

V. Parmeshwaran and Kumar Muthuraman. 2009. FTR option formulation and pricing. Electric Power Systems Research 79(7), 1164-1170. |

Kumar Muthuraman, H. Feng, and V. Deshpande. 2009. Policies for Multi-Product Stochastic Inventory Systems with Joint-Replenishment Costs. Honolulu: Proceedings of the National Science Foundation Awardees Conference. |

S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2009. Sequential Appointment Scheduling Under Patient No-Show Over Continuous Time Horizon. Honolulu, Hawaii: Proceedings of the National Science Foundation Awardees Conference. |

Kumar Muthuraman. 2008. A moving boundary approach to American option pricing. Journal of Economic Dynamics and Control 32, 3520-3537. |

Kumar Muthuraman and Mark A. Lawley. 2008. A stochastic overbooking model for outpatient clinical scheduling with no-shows. IIE Transactions 40, 820-837. |

S. Ruangpattana, DJ. Gotham, Kumar Muthuraman, PV. Preckel, and RL. Rardin. 2008. Applying Load Factors to the Mean-Variance Analysis for Fuel Diversification. Proceedings of the 10th International Conference on Probabilistic Methods Applied to Power Systems. |

Kumar Muthuraman, H. Feng, and V. Deshpande. 2008. Multi-Product Inventory Systems with Correlated Demand and Joint-Replenishment Costs. Knoxville, Tennessee: Proceedings of the National Science Foundation Awardees Conference. |

Kumar Muthuraman, T. Aouam, and R. Rardin. 2008. Regulation of natural gas distribution using benchmarks. Operations Research 56, 1131-1145. |

S. Chakraborty, Kumar Muthuraman, and M. Lawley. 2008. Sequential clinical scheduling with general service times and no-show patients. Knoxville, Tennessee: Proceedings of the National Science Foundation Awardees Conference. |

Kumar Muthuraman and H. Zha. 2008. Simulation based portfolio optimization for large portfolios. Mathematical Finance 18(1), 115-134. |

Kumar Muthuraman and S. Kumar. 2008. Solving free boundary problems with applications in finance. Foundations and Trends in Stochastic Systems 1(4), 259-341. |

Kumar Muthuraman. 2007. A Computational Scheme for Optimal Investment - Consumption with Proportional Transaction Costs. Journal of Economic Dynamics and Control 31, 1132-1159. |

D. Gotham, Kumar Muthuraman, R. Rardin, and S. Ruangpattana. 2007. A Load Factor Based Mean-Variance Analysis for Fuel Diversification, in Proceedings of the 3rd Annual Carnegie Mellon Conference on the Electricity Industry, |

A. Chockalingam and Kumar Muthuraman. 2007. American Option Pricing Under Stochastic Volatility: A Simulation based approach, in Proceedings of the 2007 Winter Simulation Conference, 992-997. |

Kopach, R., P-C. DeLaurentis, M. Lawley, Kumar Muthuraman, L. Ozsen, R. Rardin, H. Wan, P. Intrevado, X. Qu, and D. Willis. 2007. Effects of Clinical Characteristics on Successful Open Access Scheduling. Healthcare Management Science 10(2), 111-125. |

Kumar Muthuraman and M. Lawley. 2007. Stochastic overbooking model for outpatient clinical scheduling with no-shows, in Proceedings of the POMS 18th Annual Conference, Dallas, TX. |

Kumar Muthuraman and S. Kumar. 2006. Multi-dimensional portfolio optimization with proportional transaction costs. Mathematical Finance 16(2), 301-335. |

P. DeLaurentis, R. Kopach, R. Rardin, M. Lawley, Kumar Muthuraman, H. Wan, L. Ozsen, and P. Intrevado. 2006. Open access appointment schedulingâ€”an experience at a community clinic, in Proceedings of the 2006 IIE Research Conference, |

S. Kumar and Kumar Muthuraman. 2004. A numerical method for solving singular stochastic control problems. Operations Research 52(4), 563-582. |

S. Kumar and Kumar Muthuraman. 2000. A numerical method for solving singular Brownian control problems, in Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia. |

V. S. Ramanan,, Kumar Muthuraman, S. Gnanasekaran, M. J. R. Venkataramana, and B. Emmanuel. 1999. Green's functions for the Laplace equation in a 3-layer medium, boundary element integrals and their application to cathodic protection. Engineering Analysis with Boundary Elements 23, 777-786. |

S. K. Rangarajan and Kumar Muthuraman. 1998. Current losses in a bipolar cell - II: An analysis of the Butler-Volmer regime. Electrochimica Acta 44(2), 491-502. |

Chevron Centennial Fellowship in Business | 2010 |

Page last updated: 7/6/2015