Now showing items 1-20 of 32

    • Detector randomization and stochastic signaling for minimum probability of error receivers 

      Dulek, B.; Gezici, S. (Institute of Electrical and Electronics Engineers, 2012)
      Optimal receiver design is studied for a communications system in which both detector randomization and stochastic signaling can be performed. First, it is proven that stochastic signaling without detector randomization ...
    • Effects of additional independent noise in binary composite hypothesis-testing problems 

      Bayram, S.; Gezici, S. (2009)
      Performance of some suboptimal detectors can be improved by adding independent noise to their observations. In this paper, the effects of adding independent noise to observations of a detector are investigated for binary ...
    • Effects of channel state information uncertainty on the performance of stochastic signaling 

      Göken, Çağrı; Gezici, Sinan; Arıkan, Orhan (IEEE, 2011)
      In this paper, stochastic signaling is studied for power-constrained scalar valued binary communications systems in the presence of uncertainties in channel state information (CSI). First, it is shown that, for a given ...
    • Gain-loss pricing under ambiguity of measure 

      Pınar, M. Ç. (E D P Sciences, 2010)
      Motivated by the observation that the gain-loss criterion, while offering economically meaningful prices of contingent claims, is sensitive to the reference measure governing the underlying stock price process (a situation ...
    • A gPC-based approach to uncertain transonic aerodynamics 

      Simon F.; Guillen P.; Sagaut P.; Lucor, D. (2010)
      The present paper focus on the stochastic response of a two-dimensional transonic airfoil to parametric uncertainties. Both the freestream Mach number and the angle of attack are considered as random parameters and the ...
    • The impact of price skimming on supply and exit decisions 

      Toptal, A.; Çetinkaya, S. (John Wiley & Sons, 2015)
      Stochastic inventory control theory has focused on the order and/or pricing policy when the length of the selling period is known. In contrast to this focus, we examine the optimal length of the selling period - which we ...
    • Learning traffic congestion by contextual bandit problems for optimum localization 

      Sahin, U.; Yucesoy, V.; Koc, A.; Tekin, C. (Institute of Electrical and Electronics Engineers Inc., 2017)
      Optimum localization problem, which has a wide range of application areas in real life such as emergency services, command and control systems, warehouse localization, shipment planning, aims to find the best location to ...
    • Noise enhanced detection in the restricted Bayesian framework 

      Bayram, Suat; Gezici, Sinan; Poor H.V. (IEEE, 2010)
      Effects of additive independent noise are investigated for sub-optimal detectors according to the restricted Bayes criterion. The statistics of optimal additive noise are characterized. Also, sufficient conditions for ...
    • Noise-enhanced M-ary hypothesis-testing in the minimax framework 

      Bayram, S.; Gezici, S. (2009)
      In this study, the effects of adding independent noise to observations of a suboptimal detector are studied for M-ary hypothesis-testing problems according to the minimax criterion. It is shown that the optimal additional ...
    • A non-atochastic learning approach to energy efficient mobility management 

      Shen, C.; Tekin, C.; Van Der Schaar, M. (Institute of Electrical and Electronics Engineers Inc., 2016)
      Energy efficient mobility management is an important problem in modern wireless networks with heterogeneous cell sizes and increased nodes densities. We show that optimization-based mobility protocols cannot achieve long-Term ...
    • Numerical simulation of optically trapped particles 

      Volpe, Giorgio.; Volpe, Giovanni. (SPIE, 2014)
      Some randomness is present in most phenomena, ranging from biomolecules and nanodevices to financial markets and human organizations. However, it is not easy to gain an intuitive understanding of such stochastic phenomena, ...
    • On compact solution vectors in Kronecker-based Markovian analysis 

      Buchholz, P.; Dayar T.; Kriege, J.; Orhan, M. C. (Elsevier, 2017)
      State based analysis of stochastic models for performance and dependability often requires the computation of the stationary distribution of a multidimensional continuous-time Markov chain (CTMC). The infinitesimal generator ...
    • On stability of interval matrices 

      Sezer, M. E.; Siljak, D. D. (Institute of Electrical and Electronics Engineers, 1994-02)
      New sufficient, and sometimes necessary and sufficient conditions, are obtained for Schur- and Hurwitz-stability of interval matrices by relying on the concept of connective stability and M-matrices. The necessity part is ...
    • On the modeling of CO2 EUA and CER prices of EU-ETS for the 2008–2012 period 

      Gürler, Ü.; Yenigün, D.; Çağlar, M.; Berk, E. (John Wiley and Sons, 2016)
      Increased consumption of fossil fuels in industrial production has led to a significant elevation in the emission of greenhouse gases and to global warming. The most effective international action against global warming ...
    • On the optimality of stochastic signaling under an average power constraint 

      Goken, C.; Gezici, S.; Arikan, O. (2010)
      In this paper, stochastic signaling is studied for scalar valued binary communications systems over additive noise channels in the presence of an average power constraint. For a given decision rule at the receiver, the ...
    • Optimal channel switching in the presence of stochastic signaling 

      Dulek, B.; Varshney P.K.; Tutay, Mehmet Emin; Gezici, Sinan (IEEE, 2013)
      Optimal channel switching and detector design is studied for M-ary communication systems in the presence of stochastic signaling, which facilitates randomization of signal values transmitted for each information symbol. ...
    • Optimal control for a class of partially observed bilinear stochastic systems 

      Dabbous, Tayel E. (IEEE, 1990)
      An alternative formulation is presented for a class of partially observed bilinear stochastic control problems which is described by three sets of stochastic differential equations: one for the system to be controlled, one ...
    • Optimal signaling and detector design for power constrained on-off keying systems in Neyman-Pearson framework 

      Dulek, Berkan; Gezici, Sinan (IEEE, 2011)
      Optimal stochastic signaling and detector design are studied for power constrained on-off keying systems in the presence of additive multimodal channel noise under the Neyman-Pearson (NP) framework. The problem of jointly ...
    • Optimal stochastic signal design and detector randomization in the Neyman-Pearson framework 

      Dülek, Berkan; Gezici, Sinan (IEEE, 2012-03)
      Power constrained on-off keying communications systems are investigated in the presence of stochastic signaling and detector randomization. The joint optimal design of decision rules, stochastic signals, and detector ...
    • Pricing and revenue management: the value of coordination 

      Kocabiyikoǧlu, A.; Popescu, I.; Stefanescu, C. (INFORMS Inst.for Operations Res.and the Management Sciences, 2014)
      The integration of systems for pricing and revenue management must trade off potential revenue gains against significant practical and technical challenges. This dilemma motivates us to investigate the value of coordinating ...