Now showing items 665-677 of 677

    • The value of multi-stage stochastic programming in risk-averse unit commitment under uncertainty 

      Mahmutoğulları, Ali İrfan; Ahmed, S.; Çavuş, Özlem; Aktürk, M. Selim (IEEE, 2019-09)
      Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the increasing penetration of renewable technologies ...
    • Value of pumped hydro storage in a hybrid energy generation and allocation system 

      Kocaman, A. S.; Modi, V. (Elsevier, 2017)
      Transition from fossil fuels to renewable sources is inevitable. In this direction, variation and intermittency of renewables can be integrated into the grid by means of hybrid systems that operate as a combination of ...
    • Value of supplier's capacity information in a two-echelon supply chain 

      Bakal, İ. S.; Erkip, N.; Güllü, R. (2011)
      In traditional supply chain models it is generally assumed that full information is available to all parties involved. Although this seems reasonable, there are cases where chain members are independent agents and possess ...
    • Variance of the bivariate density estimator for left truncated right censored data 

      Prewitt, K.; Gürler, Ü. (Elsevier, 1999)
      In this study the variance of the bivariate kernel density estimators for the left truncated and right censored (LTRC) observations are considered. In LTRC models, the complete observation of the variable Y is prevented ...
    • Variance reduction techniques: experimental comparison and analysis for single systems 

      Sabuncuoglu, I.; Fadiloglu, M. M.; Çelik, S. (Taylor & Francis, 2008)
      We provide a thorough analysis of the effectiveness of different Variance Reduction Techniques (VRTs). We consider both stand-alone and combined applications of two input techniques, Antithetic Variates (AV) and Latin ...
    • The vendor location problem 

      Çınar, Y.; Yaman, H. (Elsevier, 2011)
      The vendor location problem is the problem of locating a given number of vendors and determining the number of vehicles and the service zones necessary for each vendor to achieve at least a given profit. We consider two ...
    • The venue management problem: setting staffing levels, shifts and shift schedules at concession stands 

      Ahipaşaoğlu, Ö.; Erkip, Nesim; Karasan, Oya Ekin (Springer, 2019)
      The aim of this research is to determine staffing requirements as well as shift scheduling, with the objective of maximizing the expected contribution from the venue. We specifically consider theaters where demand at ...
    • Virtual Private Network Design Under Traffic Uncertainty 

      Altin, A.; Amaldi, E.; Belotti P.; Pinar, M.C. (2004)
      We propose different formulations as well as efficient solution approaches for the VPN design problem under traffic uncertainty with symmetric bandwidths. © 2004 Elsevier B.V. All rights reserved.
    • Weak and strong quantile representations for randomly truncated data with applications 

      Gürler, Ü.; Stute, W.; Wang, J. L. (Elsevier, 1993-05-26)
      Suppose that we observe bivariate data (X,. q) only when Y, < Xi (left truncation). Denote with F the marginal d.f. of the X’s In this paper we derive a Bahadur-type representation for the quantile function of the pertaining ...
    • Wiener disorder problem with observations at fixed discrete time epochs 

      Dayanik, S. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)
      Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ...
    • 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, ...
    • Z-theorems: Limits of stochastic equations 

      Anisimov, V. V.; Pflug, G. Ch. (International Statistical Institute, 2000)
      Let fn(è, ù) be a sequence of stochastic processes which converge weakly to a limit process f 0(è, ù). We show under some assumptions the weak inclusion of the solution sets èn(ù) fè : fn(è, ù) 0g in the limiting ...
    • ℓ1 solution of linear inequalities 

      Pınar, M. Ç.; Chen, B. (Oxford University Press, 1999)
      The numerical solution of a possibly inconsistent system of linear inequalities in the ℓ1 sense is considered. The non-differentiable ℓ1 norm minimization problem is approximated by a piecewise quadratic Huber smooth ...