Browsing by Author "Pınar, Mustafa Çelebi"
Now showing items 1-10 of 10
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Modeling economic activities and random catastrophic failures of financial networks via gibbs random fields
(Springer, 2020)The complicated economic behavior of entities in a population can be modeled as a Gibbs random field (GRF). Even with simple GRF models, which restrict direct statistical interactions with a small number of neighbors of ... -
On explicit solutions of a two-echelon supply chain coordination game
(Springer Verlag, 2018)A contracting game under asymmetric information specific to two-echelon supply chain coordination between a retailer of unknown type and a supplier is studied. When the parameter which is private information to the retailer ... -
On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets
(Springer New York LLC, 2018)Effect of the availability of a riskless asset on the performance of naïve diversification strategies has been a controversial issue. Defining an investment environment containing both ambiguous and unambiguous assets, we ... -
Provisioning virtual private networks under traffic uncertainty
(Wiley, 2007)We investigate a network design problem under traffic uncertainty that arises when provisioning Virtual Private Networks (VPNs): given a set of terminals that must communicate with one another, and a set of possible traffic ... -
Robust auction design under multiple priors by linear and integer programming
(Springer New York LLC, 2018)It is commonly assumed in the optimal auction design literature that valuations of buyers are independently drawn from a unique distribution. In this paper we study auctions under ambiguity, that is, in an environment where ... -
Robust bilateral trade with discrete types
(Springer, 2018)Bilateral trade problem is the most common market interaction in which a seller and a buyer bargain over an indivisible object, and the valuation of each agent about the object is private information. We investigate the ... -
Robust trading mechanisms over 0/1 polytopes
(Springer New York LLC, 2018)The problem of designing a trade mechanism (for an indivisible good) between a seller and a buyer is studied in the setting of discrete valuations of both parties using tools of finite-dimensional optimization. A robust ... -
Sparse solutions to an underdetermined system of linear equations via penalized Huber loss
(Springer, 2020)We investigate the computation of a sparse solution to an underdetermined system of linear equations using the Huber loss function as a proxy for the 1-norm and a quadratic error term à la Lasso. The approach is termed ... -
Subset based error recovery
(Elsevier BV, 2021-10-12)We propose a data denoising method using Extreme Learning Machine (ELM) structure which allows us to use Johnson-Lindenstrauß Lemma (JL) for preserving Restricted Isometry Property (RIP) in order to give theoretical ... -
Worst-case large deviations upper bounds for i.i.d. sequences under ambiguity
(TÜBİTAK, 2018)An introductory study of large deviations upper bounds from a worst-case perspective under parameter uncertainty (referred to as ambiguity) of the underlying distributions is given. Borrowing ideas from robust optimization, ...
