Sensitivity and Covariance in Stochastic Complementarity Problems with an Application to North American Natural Gas Markets.
By Sriram Sankaranarayan, Felipe Feijoo, Sauleh Siddiqui
European Journal of Operational Research | July 2018
DOI
doi.org/10.1016/j.ejor.2017.11.003
Citation
Sankaranarayan, Sriram., Feijoo, Felipe., Siddiqui, Sauleh. Sensitivity and Covariance in Stochastic Complementarity Problems with an Application to North American Natural Gas Markets. European Journal of Operational Research doi.org/10.1016/j.ejor.2017.11.003.
Copyright
European Journal of Operational Research, 2018
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Sriram Sankaranarayanan is an Assistant Professor in the area of Operations Management at the Indian School of Business. He earned his B. Tech from IIT Kharagpur. He then completed his Ph.D. at Johns Hopkins University (with Prof Sauleh Siddiqui and Prof Amitabh Basu), followed by a postdoctoral fellowship at Polytechnique Montréal under the Canada Excellence Research Chair in Data Science for Real-Time Decision-Making (with Prof. Andrea Lodi). Following that, he was an assistant professor at IIM Ahmedabad from December 2020 to May 2025. 

Sriram Sankaranarayanan
Sriram Sankaranarayanan