Dayanik, Savas - Departments of Mathematics and Industrial Engineering, Bilkent University

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Dayanik, Savas - Departments of Mathematics and Industrial Engineering, Bilkent University

BAYESIAN SEQUENTIAL CHANGE DIAGNOSIS SAVAS DAYANIK, CHRISTIAN GOULDING, AND H. VINCENT POOR
INDEX POLICIES FOR DISCOUNTED BANDIT PROBLEMS WITH AVAILABILITY CONSTRAINTS
FILLING THE GAP BETWEEN AMERICAN AND RUSSIAN OPTIONS: ADJUSTABLE REGRET
Contributions to the Theory of Optimal Stopping for OneDimensional Diffusions
ADAPTIVE POISSON DISORDER PROBLEM ERHAN BAYRAKTAR, SAVAS DAYANIK, AND IOANNIS KARATZAS
ON THE OPTIMAL STOPPING PROBLEM FOR ONEDIMENSIONAL DIFFUSIONS
SEQUENTIAL TESTING OF SIMPLE HYPOTHESES ABOUT COMPOUND POISSON PROCESSES
SEQUENTIAL MULTI-HYPOTHESIS TESTING FOR COMPOUND POISSON PROCESSES
OPTIMAL STOPPING OF LINEAR DIFFUSIONS WITH RANDOM DISCOUNTING
MATHEMATICS OF OPERATIONS RESEARCH Vol. 00, No. 0, Xxxxxx 2007, pp. xxxxxx
AN ADAPTIVE BAYESIAN REPLACEMENT POLICY WITH MINIMAL REPAIR
OPTIMAL STOPPING PROBLEMS FOR ASSET MANAGEMENT SAVAS DAYANIK AND MASAHIKO EGAMI
The Effectiveness of Several Performance Bounds for Capacitated AssembletoOrder Systems
Submitted to the Annals of Applied Probability arXiv: math.PR/0000000
DETECTION AND IDENTIFICATION OF AN UNOBSERVABLE CHANGE IN THE DISTRIBUTION OF A MARKOV-MODULATED
Compound Poisson disorder problem Savas Dayanik
Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions
NEGOTIATING SPEED-ACCURACY TRADEOFF IN SEQUENTIAL IDENTIFICATION UNDER A STOCHASTIC DEADLINE
WIENER DISORDER PROBLEM WITH OBSERVATIONS AT FIXED DISCRETE TIME EPOCHS
ASYMPTOTICALLY OPTIMAL BAYESIAN SEQUENTIAL CHANGE DETECTION AND IDENTIFICATION RULES
DYNAMIC BIDDING STRATEGIES IN SEARCH-BASED ADVERTISING SAVAS DAYANIK AND MAHMUT PARLAR
OPTIMAL STOPPING PROBLEMS FOR ASSET MANAGEMENT SAVAS DAYANIK AND MASAHIKO EGAMI