Now showing items 395-414 of 637

    • On closed-form solutions of a resource allocation problem in parallel funding of R & D projects 

      Gürler, Ü.; Pınar, M. Ç.; Jelassi, M. M. (Elsevier, 2000)
      In order to reduce the risk of complete failure, research managers often adopt a parallel strategy by simultaneously funding several R&D activities and several research teams within each activity. The parallel strategy ...
    • On connected Boolean functions 

      Ekin, Oya; Hammer, P. L.; Kogan, A. (Elsevier, 1999)
      A Boolean function is called (co-)connected if the subgraph of the Boolean hypercube induced by its (false) true points is connected; it is called strongly connected if it is both connected and co-connected. The concept ...
    • On explicit solutions of a two-echelon supply chain coordination game 

      Pınar, M. Ç. (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 extracting maximum stable sets in perfect graphs using Lovász's theta function 

      Yıldırım, E. A.; Fan-Orzechowski, X. (Springer, 2006)
      We study the maximum stable set problem. For a given graph, we establish several transformations among feasible solutions of different formulations of Lovász's theta function. We propose reductions from feasible solutions ...
    • On Khachiyan's algorithm for the computation of minimum-volume enclosing ellipsoids 

      Todd, M. J.; Yıldırım, E. A. (Elsevier, 2007)
      Given A {colon equals} { a1, ..., am } ⊂ Rd whose affine hull is Rd, we study the problems of computing an approximate rounding of the convex hull of A and an approximation to the minimum-volume enclosing ellipsoid of A. ...
    • On Newton's method for Huber's robust M-estimation problems in linear regression 

      Chen, B.; Pınar, M. Ç. (Springer Netherlands, 1998)
      The Newton method of Madsen and Nielsen (1990) for computing Huber's robust M-estimate in linear regression is considered. The original method was proved to converge finitely for full rank problems under some additional ...
    • On pricing of perishable assets with menu costs 

      Berk, E.; Gürler, Ü.; Yıldırım, G. (Elsevier, 2009-10)
      We consider dynamic pricing of perishable assets in the presence of price-sensitive renewal demand processes. Unlike the existing works in the literature, we explicitly incorporate non-negligible price change costs which ...
    • On pseudo symmetric monomial curves 

      Şahin, M.; Şahin, N. (Taylor & Francis, 2017-12-15)
      We study monomial curves, toric ideals and monomial algebras associated to 4-generated pseudo symmetric numerical semigroups. Namely, we determine indispensable binomials of these toric ideals, give a characterization ...
    • On robust mean-variance portfolios 

      Pınar, M. Ç. (Taylor and Francis, 2016)
      We derive closed-form portfolio rules for robust mean–variance portfolio optimization where the return vector is uncertain or the mean return vector is subject to estimation errors, both uncertainties being confined to an ...
    • On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets 

      Paç, A. B.; Pınar, M. Ç. (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 ...
    • On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling 

      Pınar, M. Ç.; Arıkan, O. (Elsevier, 2004)
      Engineering design problems, especially in signal and image processing, give rise to linear least squares problems arising from discretization of some inverse problem. The associated data are typically subject to error in ...
    • On semidefinite bounds for maximization of a non-convex quadratic objective over the ℓ1 unit ball 

      Pınar, M. Ç.; Teboulle, M. (E D P Sciences, 2006)
      We consider the non-convex quadratic maximization problem subject to the ℓ1 unit ball constraint. The nature of the l1 norm structure makes this problem extremely hard to analyze, and as a consequence, the same difficulties ...
    • On separating cover inequalities for the multidimensional knapsack problem 

      Bektas, T.; Oğuz, O. (Elsevier, 2007-06)
      We propose a simple and a quite efficient separation procedure to identify cover inequalities for the multidimensional knapsack problem. It is based on the solution of a conventional integer programming model. Solving ...
    • On testing independence with right truncated data 

      Gurler, U. (Elsevier, 1997-12)
      Inference with bivariate data gained considerable interest recently, See eg.[1],[10],[12]. All of these studies howrver consider estimation of the bivariate distribution function under various bivariate censoring models. ...
    • On the accuracy of uniform polyhedral approximations of the copositive cone 

      Yıldırım, A. (Taylor & Francis, 2012)
      We consider linear optimization problems over the cone of copositive matrices. Such conic optimization problems, called copositive programs, arise from the reformulation of a wide variety of difficult optimization problems. ...
    • On the consistency of a two-sample matching test 

      Gürler, Ülkü; Siddiqui, M. M. (Taylor & Francis, 1996)
      Let {X k} and {Y k}, 1 ≤ k ≤n be the order statistics of independent random samples from continuous distribution function F and G respectively. To test the null hypothesis H 0 : G = F, known, against the alternative H 1 : ...
    • On the distribution of throughput of transfer lines 

      Dinçer, C.; Deler, B. (Palgrave Macmillan, 2000)
      Transfer lines simply characterise the interrelationship of manufacturing stages with their buffers and they are used to model the key features of such manufacturing environments with simplifying assumptions. There is a ...
    • On the Hajek projection for truncated and censored data 

      Gürler, Ü.; Wang, J.-L. (Scientific Publishers, 1993)
      Large sample properties of the product-limit estimators for truncated or censored data are usually achieved via the empirical cumulative hazard function estimators. Hajek projection of the empirical cumulative hazard ...
    • On the minimum volume covering ellipsoid of ellipsoids 

      YIldırım, E. A. (Society for Industrial and Applied Mathematics, 2006)
      Let S denote the convex hull of m full-dimensional ellipsoids in ℝn. Given ε > 0 and δ > 0, we study the problems of computing a (1 + ε)-approximation to the minimum volume covering ellipsoid of S and a (1 + δ)n-rounding ...
    • 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 ...