Now showing items 523-542 of 663

    • Reverse Hazard 

      Gürler, Ülkü (John Wiley & Sons, 2006)
    • Revisitation of the simulation methodologies and applications in manufacturing 

      Ramanan, R.; Sabuncuoğlu, İhsan (2011)
      Manufacturing is one of the largest application areas of simulation. For the purpose of understanding where, how and why the simulation is used in the manufacturing, this survey classifies the manufacturing system into two ...
    • Reward-rate maximization in sequential identification under a stochastic deadline 

      Dayanık, S.; Yu, A. J. (2013)
      Any intelligent system performing evidence-based decision making under time pressure must negotiate a speed-accuracy trade-off. In computer science and engineering, this is typically modeled as minimizing a Bayes-risk ...
    • The ring/κ-rings network design problem: model and branch-and-cut algorithm 

      Rodríguez-Martín, I.; Salazar-González, J-J.; Yaman, H. (John Wiley & Sons, 2016)
      This article considers the problem of designing a two-level network where the upper level consists of a backbone ring network connecting the so-called hub nodes, and the lower level is formed by access ring networks that ...
    • Risk based facility location by using fault tree analysis in disaster management 

      Akgün, T.; Gümüşbuğa F.; Tansel, B. (Elsevier Ltd, 2015)
      Determining the locations of facilities for prepositioning supplies to be used during a disaster is a strategic decision that directly affects the success of disaster response operations. Locating such facilities close to ...
    • Risk-averse control of undiscounted transient Markov models 

      Çavuş, Ö.; Ruszczyński, A. (Society for Industrial and Applied Mathematics, 2014)
      We use Markov risk measures to formulate a risk-averse version of the undiscounted total cost problem for a transient controlled Markov process. Using the new concept of a multikernel, we derive conditions for a system to ...
    • Robot move sequence determining and multiple part-type scheduling in hybrid flexible flow shop robotic cells 

      Batur, G. D.; Erol, S.; Karasan, O. E. (Elsevier, 2016)
      We focus on the scheduling problem arising in hybrid flexible flow shops which repeatedly produce a set of multiple part-types and where the transportation of the parts between the machines is performed by a robot. The ...
    • Robotic cell scheduling with operational flexibility 

      Akturk, M. S.; Gultekin, H.; Karasan, O. E. (Elsevier, 2005)
      In this paper, we study the problem of two-machine, identical parts robotic cell scheduling with operational flexibility. We assume that every part to be processed has a number of operations to be completed in these two ...
    • Robust airline scheduling with controllable cruise times and chance constraints 

      Duran, A. S.; Gürel, S.; Aktürk, M. S. (Taylor & Francis, 2015-01-02)
      Robust airline schedules can be considered as flight schedules that are likely to minimize passenger delay. Airlines usually add an additional time—e.g., schedule padding—to scheduled gate-to-gate flight times to make their ...
    • Robust airline scheduling with controllable cruise times and chance constraints 

      Duran, A. S.; Gürel, S.; Aktürk, M. Selim (Institute of Industrial Engineers, 2015)
      Robust airline schedules can be considered as flight schedules that are likely to minimize passenger delay. Airlines usually add an additional time—e.g., schedule padding—to scheduled gate-to-gate flight times to make their ...
    • Robust auction design under multiple priors by linear and integer programming 

      Koçyiğit, Ç.; Bayrak, H. İ.; Pınar, M. Ç. (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, K.; Bayrak, H. I.; Pinar, M. Ç. (Springer Verlag, 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 gateway placement in wireless mesh networks 

      Gokbayrak, K. (Elsevier, 2018)
      Wireless mesh networks (WMNs) are communication networks that provide wireless Internet access over areas with limited infrastructure. Each node in a WMN serves several clients in its coverage area and transfers their ...
    • Robust intermodal hub location under polyhedral demand uncertainty 

      Meraklı, M.; Yaman, H. (Elsevier, 2016)
      In this study, we consider the robust uncapacitated multiple allocation p-hub median problem under polyhedral demand uncertainty. We model the demand uncertainty in two different ways. The hose model assumes that the only ...
    • The robust Merton problem of an ambiguity averse investor 

      Biagini, S.; Pınar, M. Ç. (Springer, 2017)
      We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. Confidence is here represented using ellipsoidal uncertainty sets for ...
    • The robust network loading problem under hose demand uncertainty: formulation, polyhedral analysis, and computations 

      Altın, A.; Yaman, H.; Pınar, M. Ç. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2011)
      We consider the network loading problem (NLP) under a polyhedral uncertainty description of traffic demands. After giving a compact multicommodity flow formulation of the problem, we state a decomposition property obtained ...
    • Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity 

      Paç, A. B.; Pınar, M. Ç. (Springer, 2014-01-09)
      We consider the problem of optimal portfolio choice using the Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR) measures for a market consisting of n risky assets and a riskless asset and where short positions ...
    • Robust profit opportunities in risky financial portfolios 

      Pınar, M. Ç.; Tütüncü, R. H. (Elsevier, 2005)
      For risky financial securities with given expected return vector and covariance matrix, we propose the concept of a robust profit opportunity in single- and multiple-period settings. We show that the problem of finding the ...
    • Robust scenario optimization based on downside-risk measure for multi-period portfolio selection 

      Pınar, M. Ç. (Springer, 2007)
      We develop and test multistage portfolio selection models maximizing expected end-of-horizon wealth while minimizing one-sided deviation from a target wealth level. The trade-off between two objectives is controlled by ...
    • Robust screening under ambiguity 

      Pınar, M. Ç.; Kızılkale, C. (Springer, 2017)
      We consider the problem of screening where a seller puts up for sale an indivisible good, and a buyer with a valuation unknown to the seller wishes to acquire the good. We assume that the buyer valuations are represented ...