MSc in Computational Management Science, Imperial College London
BEng in Computer Engineering, Chulalongkorn University
Research Interests
Robust and distributionally robust optimization
Data-driven optimization
Risk analytics
Selected Publications
C Kocyigit, D Kuhn, N Rujeerapaiboon (2024). Regret minimization and separation in multi-bidder, multi-item auctions. INFORMS Journal on Computing (In Press) [Link]
K Schindler, N Rujeerapaiboon, D Kuhn, W Wiesemann (2024). A planner-trader decomposition for multimarket hydro scheduling. Operations Research 72 (1), 185-202 [Link]
N Rujeerapaiboon, Y Wei, Y Xue (2023). Target-oriented regret minimization for satisficing monopolists. In: Garg, J., Klimm, M., Kong, Y. (eds) Web and Internet Economics. Lecture Notes in Computer Science 14413. Springer. [Link]
D Zhu, T Xie, Y Liu, B Zou, N Rujeerapaiboon (2023). Optimal deployment of an equitable CAV platoonable corridor on road networks with mixed traffic flow. Transportation Research Part C: Emerging Technologies 157, 104399 [Link]
N Rujeerapaiboon, Y Zhong, D Zhu (2023). Resilience of long chain under disruption. European Journal of Operational Research 309 (2), 597-615 [Link]
C Kocyigit, N Rujeerapaiboon, D Kuhn (2022). Robust multidimensional pricing: separation without regret. Mathematical Programming 196, 841-874 [Link]
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann. Scenario reduction revisited: fundamental limits and guarantees. Mathematical Programming 191, 207-242 [Link]
N Khajonchotpanya, Y Xue, N Rujeerapaiboon (2021). A revised approach for risk-averse multi-armed bandits under CVaR criterion. Operations Research Letters 49 (4), 465-472 [Link]
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann (2019). Size matters: cardinality-constrained clustering and outlier detection via conic optimization. SIAM Journal on Optimization 29(2), 1211-1239 [Link]
N Rujeerapaiboon, BR Barmish, D Kuhn (2018). On risk reduction in Kelly betting using the conservative expected value. Proceedings of 2018 IEEE Conference on Decision and Control, Miami, FL, USA, pp. 5801-5806 [Link]
N Rujeerapaiboon, D Kuhn, W Wiesemann (2018). Chebyshev Inequalities for Products of Random Variables. Mathematics of Operations Research 43 (3), 887-918 [Link]
BG Choi, N Rujeerapaiboon, R Jiang (2016). Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance. Operations Research Letters, 44 (6), 801-807 [Link]
N Rujeerapaiboon, D Kuhn, W Wiesemann (2016). Robust Growth-Optimal Portfolios. Management Science 62 (7), 2090-2109 [Link]
