Department of Industrial Systems Engineering and Management
Education
PhD in Risk Analytics and Optimization, École Polytechnique Fédérale de Lausanne
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]
