Dharmashankar (Shankar) Subramanian  Dharmashankar (Shankar) Subramanian photo       

contact information

Principal Research Staff Member
Thomas J. Watson Research Center, Yorktown Heights, NY USA
  +1dash914dash945dash1588

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2015

Tight approximations of dynamic risk measures
Iancu, Dan A and Petrik, Marek and Subramanian, Dharmashankar
Mathematics of Operations Research 40(3), 655--682, INFORMS, 2015
Abstract


2014

A framework for strategic financial risk management
Rios, J and Anikeev, Konstantin and Richard, MJ and Kapoor, Shubir and Ray, Bonnie K and Toft-Nielsen, Christian and Subramanian, Dharmashankar and Jiang, Chen and Drissi, Youssef and Fu, Jing
IBM Journal of Research and Development 58(4), 1--1, IBM, 2014
Abstract

RAAM: The benefits of robustness in approximating aggregated MDPs in reinforcement learning
Petrik, Marek and Subramanian, Dharmashankar
Advances in Neural Information Processing Systems, pp. 1979--1987, 2014
Abstract


2013

Solution methods for constrained Markov decision process with continuous probability modulation
Marecki, Janusz and Petrik, Marek and Subramanian, Dharmashankar
Uncertainty in Artificial Intelligence, pp. 518, 2013
Abstract

Prescriptive analytics for allocating sales teams to opportunities
Kawas, Ban and Squillante, Mark S and Subramanian, Dharmashankar and Varshney, Kush R
Data Mining Workshops (ICDMW), 2013 IEEE 13th International Conference on, pp. 211--218
Abstract

A decision analysis approach to financial risk management in strategic outsourcing contracts
Ray, Bonnie K and Tao, Shu and Olkhovets, Anatoli and Subramanian, Dharmashankar
EURO Journal on Decision Processes 1(3-4), 187--203, Springer, 2013
Abstract


2012

Enterprise transformation: An analytics-based approach to strategic planning
Kapoor, Shubir and Ray, Bonnie K and Toft-Nielsen, Christian and Dobrindt, Kolja and Anikeev, Konstantin and Subramanian, Dharmashankar and Drissi, Youssef and Jiang, Chen and Fu, Jing
IBM Journal of Research and Development 56(6), 9--1, IBM, 2012
Abstract

An approximate solution method for large risk-averse Markov decision processes
Petrik, Marek and Subramanian, Dharmashankar
arXiv preprint arXiv:1210.4901, 2012
Abstract


2011

The price of dynamic inconsistency for distortion risk measures
Huang, Pu and Iancu, DA and Petrik, Marek and Subramanian, Dharmashankar
arXiv preprint arXiv:1106.6102, 2011
Abstract


2010

Risk-adjusted approach to optimize investments in product development portfolios
Subramanian, Dharmashankar and Huang, Pu and Pulavarthi, C and Xu, Jie and Sekhar, H and Zhan, S and Tripathi, S and Kumar, S
IBM Journal of Research and Development 54(3), 9--1, IBM, 2010
Abstract

An importance sampling method for portfolio CVaR estimation with Gaussian copula models
Huang, Pu and Subramanian, Dharmashankar and Xu, Jie
Proceedings of the Winter Simulation Conference, pp. 2790--2800, 2010
Abstract

Risk-Adjusted Analysis for Allocating Investments in Product Development Portfolios
D Subramanian, P Huang, C Pulavarthi, J Xu, H Sekhar, S Zhan, S Tripathi, S Kumar
To appear in IBM Journal of R&D, May 2010


2009

An efficient decomposition algorithm for static, stochastic, linear and mixed-integer linear programs with conditional value-at-risk constraints
Subramanian, Dharmashankar and Huang, Pu
IBM Thomas J. Watson Res. Center, Yorktown Heights, NY, Tech. Rep. RC24752, 2009
Abstract

Operational Risk: An IT Perspective
D Subramanian, B Ray
Invited Leture to an Executive MBA class on Risk Management, NYU Stern, New York, August 8, 2009

Two polyhedral reformulations and Efficient Decomposition Algorithms for CVaR-constrained Stochastic Linear Programs
D Subramanian, P Huang
INFORMS Annual Meeting, San Diego, 2009


On modeling some essential dynamics of the subprime mortgage crisis
L. An, D. Subramanian, A. King
27th International Conference of the System Dynamics Society, 2009


2008

Iterative estimation maximization for stochastic linear and convex programs with conditional-value-at-risk constraints
Huang, Pu and Subramanian, Dharmashankar
IBM Thomas J. Watson Res. Center, Yorktown Heights, NY, Tech. Rep. RC24535, 2008
Abstract

Optimal Resource Action Planning Analytics for Services Delivery Using Hiring, Contracting & Cross-Training of Various Skills
D Subramanian, L An
SCC2008 - 2008 International Conference on Services Computing, July 08, Honululu, Hawaii

Roadmap for Adopting New Technology in the Utility Industry
L An, D Subramanian, J Kalgnanam, S Pemmasani, M Welch
Proceedings of the 26th International Conference of the System Dynamics Society,July 2008, Athens, Greece

A Novel Algorithm for Stochastic Linear Programs with Conditional-value-at-risk (CVaR) Constraints
D Subramanian, P Huang
Swiss-OR Conference, Lausanne, Switzerland, September 2008

A Novel Algorithm for Stochastic Linear Programs with Conditional-value-at-risk (CVaR) Constraints
D Subramanian, P Huang
INFORMS Annual Meeting, Washington DC, October 2008

Carbon Abatement Strategies for Electric Utilities
J Kalagnanam, S Siegel, D Subramanian, A Gupta, M Chen
INFORMS Annual Meeting Washington DC, October 2008

Integrated short-term staffing and long-term resource action planning for services projects
L An, D Subramanian
IEEE International Conference on Service Operations and Logistics, and Informatics, 2008



2007

Strategic Approach for Sustaining Business Operations during Pandemic Events
D Subramanian, S Smeltzer
SIFMA Business Continuity Planning Conference,October 2007, New York.

Operational Risk: Opportunities for IBM Services in Risk Management
D Subramanian
The IBM Technical Leadership Exchange,Anaheim, April 2007

Countermeasure Portfolio Optimization in Operational Risk
D Subramanian
Informs International Meeting, Puerto Rico, July 2007

Investment project selection with constraints
A King, P Huang, D Subramanian,
SIAM Conference on Math in Industry, Philadelphia, October 2007

A Threshold Probability Approach to Risky Project Selection with Joint Resource Constraints
A King, P Huang, D Subramanian,
Informs Annual Meeting,Seattle, Nov 2007

Trajectory Control of Multiple Aircraft: An NMPC Approach
J J Arrieta-Camacho, L T Biegler, D Subramanian
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES358, 629, Springer, 2007

Pandemic Business Impact Modeler
C Chen-Ritzo, L An, S Buckley, P Chowdhary, T Ervolina, N Lamba, Y Lee, D Subramanian
Proceedings of the 2007 INFORMS Simulation Society Research Workshop

On optimizing the selection of business transformation projects
N Abe, R Akkiraju, S Buckley, M Ettl, P Huang, D Subramanian, F Tipu
IBM Systems Journal 46(4), 777, Citeseer, 2007

A nonlinear hybrid life support system: dynamic modeling, control design, and safety verification
S Glavaski, D Subramanian, K Ariyur, R Ghosh, N Lamba, A Papachristodoulou
IEEE Transactions on Control Systems Technology 15(6), 1003--1017, New York, NY: Institute of Electrical and Electronics Engineers, c1993-, 2007


2006

MILP and NLP techniques for centralized trajectory planning of multiple unmanned air vehicles
Borrelli, Francesco and Subramanian, Dharmashankar and Raghunathan, Arvind U and Biegler, Lorenz T
American Control Conference, 2006, pp. 6--pp
Abstract

A Tool for Collaborative Multi-criteria Enterprise Portfolio Management
P Huang, D Subramanian, S Buckley
IIE Conference, Florida, May 2006.

Counter-measure portfolio optimization for Operational Risk Mitigation
B Ramachandran, D Subramanian, C Supatgiat,
IIE Conference, Florida, May 2006


2005

Controller for a life support system
K B Ariyur, R Ghosh, S Glavaski-Radovanovic, N Lamba, D Subramanian
... - US Patent App. 11/ ..., 2005 - Google Patents, Google Patents
US Patent App. 11/148,526

System and method of collision avoidance using an invarient set based on vehicle states and dynamic characteristics
K O C Fregene, F Borelli, D Subramanian
US Patent App. 11/ ..., 2005 - Google Patents, Google Patents
US Patent App. 11/231,356

Map-based trajectory generation
K B Ariyur, D Subramanian
US Patent App. 11/105,788, 2005 - Google Patents, Google Patents
US Patent App. 11/105,788

WIRELESS ROUTING SYSTEMS AND METHODS
S N Kolavennu, D Subramanian, A Mathur
US Patent App. 10/ ..., 2005 - Google Patents, Google Patents
US Patent App. 10/905,971

WIRELESS ROUTING IMPLEMENTATION
D Subramanian, S N Kolavennu, A Mathur
US Patent App. 11/ ..., 2005 - Google Patents, Google Patents
US Patent App. 11/160,779


A nonlinear model predictive control solution for a hybrid dynamic system: Nasa life support system
D Subramanian, N Lamba
PROCEEDINGS OF THE AMERICAN CONTROL CONFERENCE, pp. 2781, 2005


2004

Methods and apparatuses for control of building cooling, heating and power co-generation systems
D Subramanian, A K Mathur
US Patent App. 11/001,221, 2004 - Google Patents, Google Patents
US Patent App. 11/001,221

Control design for a hybrid dynamic system: A NASA life support system
D Subramanian, K Ariyur, N Lamba, R Deshpande, S Glavaski
Lecture Notes in Computer Science2993, 570--584, Springer, 2004

Dynamic optimization strategies for three-dimensional conflict resolution of multiple aircraft
A U Raghunathan, V Gopal, D Subramanian, L T Biegler, T Samad
Journal of Guidance Control and Dynamics 27(4), 586--594, AMERICAN INST OF AERONAUTICS AND ASTRONAUTICS, 2004


2003

Simulation-optimization framework for stochastic optimization of R\&D pipeline management
Subramanian, Dharmashankar and Pekny, Joseph F and Reklaitis, Gintaras V and Blau, Gary E
AIChE Journal 49(1), 96--112, Wiley Online Library, 2003
Abstract


Simulation-optimization framework for stochastic optimization of R\&D pipeline management
D Subramanian, J F Pekny, G V Reklaitis, G E Blau
AIChE Journal 49(1), 96--112, 2003

An XML-based language for the Research \& Development pipeline management problem
V A Varma, J F Pekny, G V Reklaitis, D Subramanian
Computers and Chemical Engineering 27(10), 1361--1379, Elsevier, 2003

3D conflict resolution of multiple aircraft via dynamic optimization
A U Raghunathan, V Gopal, D Subramanian, L T Biegler, T Samad
AIAA Guidance, Navigation, and Control Conference and Exhibit, pp. 11--14, 2003


2002

Automated optimization tool for electric utility sypply services
D Subramanian, V Gopal, A K Mathur
US Patent App. 10/319,029, 2002 - Google Patents, Google Patents
US Patent App. 10/319,029


2001

A simulation-optimization framework for research and development pipeline management
Subramanian, Dharmashankar and Pekny, Joseph F and Reklaitis, Gintaras V
AIChE Journal 47(10), 2226--2242, Wiley Online Library, 2001
Abstract

A Simulation-Optimization Framework for ResearchandDevelopmentPipelineManagement
D Subramanian, J F Pekny, G V Reklaitis
AIChE Journal, 47(10), 2226-2242, 2001



2000

A simulation—optimization framework for addressing combinatorial and stochastic aspects of an R\&D pipeline management problem
Subramanian, Dharmashankar and Pekny, Joseph F and Reklaitis, Gintaras V
Computers & Chemical Engineering 24(2-7), 1005--1011, Elsevier, 2000
Abstract

A simulation—optimization framework for addressing combinatorial and stochastic aspects of an R\&D pipeline management problem
D Subramanian, J F Pekny, G V Reklaitis
Computers and chemical engineering 24(2-7), 1005--1011, Elsevier, 2000


1999



1998




1997



Year Unknown

A data-driven, distribution-free, multivariate approach to the price-setting newsvendor problem
Harsha, Pavithra and Natarajan, Ramesh and Subramanian, Dharmashankar
mit.edu, 0
Abstract