Now showing items 606-625 of 663

    • Static and dynamic VaR constrained portfolios with application to delegated portfolio management 

      Pinar, M.Ç. (2013)
      We give a closed-form solution to the single-period portfolio selection problem with a Value-at-Risk (VaR) constraint in the presence of a set of risky assets with multivariate normally distributed returns and the risk-less ...
    • Stochastic assembly line balancing using beam search 

      Erel, E.; Sabuncuoglu, I.; Sekerci, H. (Taylor & Francis, 2005)
      This paper presents a beam search-based method for the stochastic assembly line balancing problem in U-lines. The proposed method minimizes total expected cost comprised of total labour cost and total expected incompletion ...
    • The stochastic joint replenishment problem: a new policy, analysis, and insights 

      Özkaya, B. Y.; Gürler, Ü.; Berk, E. (John Wiley & Sons, 2006)
      In this study, we propose a new parsimonious policy for the stochastic joint replenishment problem in a single-location, N-item setting. The replenishment decisions are based on both group reorder point-group order quantity ...
    • Stochastic lot sizing problem with controllable processing times 

      Koca, E.; Yaman, H.; Aktürk, M. S. (Elsevier, 2015)
      In this study, we consider the stochastic capacitated lot sizing problem with controllable processing times where processing times can be reduced in return for extra compression cost. We assume that the compression cost ...
    • Stochastic lot sizing problem with nervousness considerations 

      Koca, E.; Yaman, H.; Aktürk, M. S. (Elsevier, 2018)
      In this paper, we consider the multistage stochastic lot sizing problem with controllable processing times under nervousness considerations. We assume that the processing times can be reduced in return for extra cost ...
    • A stochastic model for a macroscale hybrid renewable energy system 

      Kocaman, A. S.; Abad, C.; Troy, T. J.; Huh, W. T.; Modi, V. (Elsevier, 2016)
      The current supply for electricity generation mostly relies on fossil fuels, which are finite and pose a great threat to the environment. Therefore, energy models that involve clean and renewable energy sources are necessary ...
    • A stochastic programming approach for Shelter location and evacuation planning 

      Bayram, V.; Yaman, H. (EDP Sciences, 2018-09-19)
      Shelter location and traffic allocation decisions are critical for an efficient evacuation plan. In this study, we propose a scenario-based two-stage stochastic evacuation planning model that optimally locates shelter sites ...
    • A strong conic quadratic reformulation for machine-job assignment with controllable processing times 

      Aktürk, M. S.; Atamtürk, A.; Gürel, S. (Elsevier, 2009)
      We describe a polynomial-size conic quadratic reformulation for a machine-job assignment problem with separable convex cost. Because the conic strengthening is based only on the objective of the problem, it can also be ...
    • Structured least squares problems and robust estimators 

      Pilanci, M.; Arıkan, Orhan; Pinar, M. C. (IEEE, 2010-10-22)
      A novel approach is proposed to provide robust and accurate estimates for linear regression problems when both the measurement vector and the coefficient matrix are structured and subject to errors or uncertainty. A new ...
    • Structured least squares with bounded data uncertainties 

      Pilanci, Mert; Arıkan, Orhan; Oguz, B.; Pınar, Mustafa C. (IEEE, 2009)
      In many signal processing applications the core problem reduces to a linear system of equations. Coefficient matrix uncertainties create a significant challenge in obtaining reliable solutions. In this paper, we present a ...
    • A study of scheduling rules of flexible manufacturing systems : a simulation approach 

      Sabuncuoğlu, İhsan (Taylor & Francis, 1998)
      This study examines the effects of scheduling rules on the performance of flexible manufacturing systems (FMSs). Several machine and AGV scheduling rules are tested against the mean flowtime criterion. In general, scheduling ...
    • A study on curing processes and environmental effects for rapid composite repair 

      Elaldı, Faruk; Elaldı, Pelin (2011)
      This article focuses on scarf joint comprised of vacuum-precured, vacuum-cocured, autoclave-procured, and autoclave-cocured composite patches bonded to autoclave- and vacuum-precured parent laminates. Autoclave- and ...
    • Style goods pricing with demand learning 

      Şen, A.; Zhang, A. X. (Elsevier, 2009-08-01)
      For many industries (e.g., apparel retailing) managing demand through price adjustments is often the only tool left to companies once the replenishment decisions are made. A significant amount of uncertainty about the ...
    • A subgradient descent algorithm for optimization of initially controllable flow shop systems 

      Gokbayrak, K.; Selvi, O. (2009)
      We consider an optimization problem for deterministic flow shop systems processing identical jobs. The service times are initially controllable; they can only be set before processing the first job, and cannot be altered ...
    • Sufficient global optimality conditions for bivalent quadratic optimization 

      Pınar, M. Ç. (Springer, 2004)
      We prove a sufficient global optimality condition for the problem of minimizing a quadratic function subject to quadratic equality constraints where the variables are allowed to take values -1 and 1. We extend the condition ...
    • Supplier diversification under binomial yield 

      Fadıloǧlu, M. M.; Berk, E.; Gürbüz, M. Ç. (Elsevier, 2008)
      We consider supplier diversification in an EOQ type inventory setting with multiple suppliers and binomial yields. We characterize the optimal policy for the model and show that, in this case, it does not pay to diversify, ...
    • Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens 

      Pınar, M. Ç. (Taylor & Francis, 2014)
      In an economy with a negative exponential utility investor facing a set of risky assets with normally distributed returns over multiple periods, we consider the problem of making an ambiguityrobust dynamic portfolio choice ...
    • Survivability in hierarchical telecommunications networks 

      Fouilhoux, P.; Karasan, O. E.; Mahjoub, A. R.; Ökök, O.; Yaman, H. (John Wiley & Sons, 2012)
      The survivable hierarchical telecommunications network design problem consists of locating concentrators, assigning user nodes to concentrators, and linking concentrators in a reliable backbone network. In this article, ...
    • Survivability in hierarchical telecommunications networks under dual homing 

      Karaşan, O. E.; Mahjoub, A. R.; Özkök, O.; Yaman, H. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2014)
      The motivation behind this study is the essential need for survivability in the telecommunications networks. An optical signal should find its destination even if the network experiences an occasional fiber cut. We consider ...
    • Switching stochastic models and applications in retrial queues 

      Anisimov, V. V. (Springer-Verlag, 1999)
      Some special classes of Switching Processes such as Recurrent Processes of a Semi-Markov type and Processes with Semi-Markov Switches are introduced. Limit theorems of Averaging Principle and Diffusion Approximation types ...