Now showing items 1-8 of 8

    • Modeling economic activities and random catastrophic failures of financial networks via gibbs random fields 

      Onural, Levent; Pınar, Mustafa Çelebi; Fırtına, Can (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 

      Pınar, Mustafa Çelebi (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 

      Paç, A. B.; Pınar, Mustafa Çelebi (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 

      Altın, Ayşegül; Amaldi, E.; Belotti, P.; Pınar, Mustafa Çelebi (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 

      Koçyiğit, Ç.; Bayrak, Halil İbrahim; Pınar, Mustafa Çelebi (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 

      Kargar, Kamyar; Bayrak, Halil İbrahim; Pınar, Mustafa Çelebi (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 

      Pınar, Mustafa Çelebi (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 ...
    • Worst-case large deviations upper bounds for i.i.d. sequences under ambiguity 

      Pınar, Mustafa Çelebi (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, ...