On Design of Representative Distributionally Robust Formulations for Evaluation of Tail Risk Measures (submission under preparation) - Preprint
The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization (submission under preparation); with Karthyek Murthy - Preprint
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling (with Jaeseok Choi*, Constantino M. Lagoa, Anirudh Subramanyam); Control Systems Letters, 2024 - Online Version
Also accepted to American Control Conference, 2025
Achieving Efficiency in Black-Box Simulation of Distribution Tails With Self-Structuring Importance Samplers (with Karthyek Murthy; Operations Research, 2025 - Link to online version
Third Prize at INFORMS JFIG, 2021.
I-SIM Outstanding Publication Award, 2024
Credit Risk: Simple Closed Form Approximate Maximum Likelihood Estimator (with Sandeep Juneja) Operations Research, 2021.
Winner of best paper award at CRISIL Doctoral Symposium, 2017
City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic, 2020 (with TIFR and IISc covid modelling teams)
Limiting distributional fixed points for systemic risk graph models (with Sandeep Juneja) WSC 2019; Invited Paper.
Optimising tail risks using an importance sampling based extrapolation for heavy tails (with Karthyek Murthy) CDC 2020
A Black Box Importance Sampling Algorithm for Efficient VaR/CVaR estimation (with Karthyek Murthy) WSC 2021.
Combining Retrospective Approximation with Importance Sampling for Risk-Averse Optimisation (with Karthyek Murthy and Tirtho Sarker*) WSC 2022; Invited Paper
Overcoming the Sample Complexity Barrier in Risk Analytics Using Debiased Learning (with Karthyek Murthy, Arjun Ramachandra) Analytics for X, 2022; extended abstract
Importance Sampling in Optimisation with Tail Risks: An Overview (Winter Simulation Conference, 2023)
Efficient Solutions to Chance Constrained Optimisation Problems using Self-Structuring Importance Samplers (draft in preparation); with Anirudh Subramanyam, Sai Rakshith*, Shanyin Tong and Karthyek Murthy
Locally Robust estimation of distribution tails: managing input uncertainty in optimisation problems involving extreme events (Work in Progress)
Sampling distribution tails using Generative Models (Work in Progress); with Mantu Gupta *
An Extreme Value Theory Based Distributionally Robust Scheme for Portfolio Optimisation with Tail Risks (Work in Progress); with Samarth Pardhi*