TECHNICAL REPORTS
- Portfolio Management with Imperfect
Information: A Hidden Markov Model, Technical Report, Department of
Industrial Engineering, Koç University, İstanbul, 2011 (Coauthor: E. Çanakoğlu)
- Risk Hedging in the Newsvendor Model,
Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2011 (Coauthors: H.K. Okyay and F. Karaesmen)
- Hedging Demand and Supply Risks in the Newsvendor
Model, Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2010 (Coauthors: H.K. Okyay and F. Karaesmen)
- Newsvendor Models with Dependent Random
Supply and Demand, Technical Report, Department of Industrial Engineering,
Koç University, İstanbul,
2010 (Coauthors: H.K. Okyay and F. Karaesmen)
- HARA Frontiers of Optimal Portfolios in
Stochastic Markets, Technical Report, Department of Industrial
Engineering, Koç University, İstanbul,
2010 (Coauthor: E. Çanakoğlu)
- Portfolio Selection with Random Risk
Tolerance, Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2009 (Coauthor: T. Bulmuş)
- Optimal Maintenance of Semi-Markov
Missions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2009 (Coauthor: B. Çekyay)
- Optimal Maintenance of Systems with Markovian Mission and Deterioration, Technical Report,
Department of Industrial Engineering, Koç
University, İstanbul, 2009 (Coauthor: B.
Çekyay)
- Reliability, MTTF, and Availability of
Systems with Markovian Missions and Aging,
Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2009 (Coauthor: B. Çekyay)
- MTTF and Availability of Semi-Markov
Missions with No Repair, Technical Report, Department of Industrial
Engineering, Koç University, İstanbul,
2009 (Coauthor: B. Çekyay)
- The Design of Mission Based Component Test
Plans for Series Connection of Subsystems, Technical Report, Department of
Industrial Engineering, Koç University, İstanbul, 2009 (Coauthors: İ.K. Altınel, B. Çekyay, O. Feyzioglu, E. Keskin)
- Availability of Semi-Markov Missions,
Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2008 (Coauthor: B. Çekyay)
- MTTF of Semi-Markov Missions, Technical
Report, Department of Industrial Engineering, Koç
University, İstanbul, 2008 (Coauthor: B.
Çekyay)
- Portfolio Management with Imperfect
Information: A Hidden Markov Model, Technical Report, Department of
Industrial Engineering, Koç University, İstanbul, 2008 (Coauthor: E. Çanakoğlu)
- Portfolio Selection in Stochastic Markets
with HARA Utility Functions, Technical Report, Department of Industrial
Engineering, Koç University, İstanbul,
2008 (Coauthor: E. Çanakoğlu)
- Inventory Models with Finite Capacity and
Random Supply in a Partially Observed Random Environment, Working Paper,
Department of Industrial Engineering, Koç
University, İstanbul, 2008 (Coauthor: K. Arifoğlu)
- Inventory Management with Random Supply
and Imperfect Information: A Hidden Markov Model, Working Paper,
Department of Industrial Engineering, Koç
University, İstanbul, 2008 (Coauthor: K. Arifoğlu)
- Inventory Models with Random Supply in a
Random Environment, Working Paper, Department of Industrial Engineering, Koç University, İstanbul,
2008 (Coauthor: K. Arifoğlu)
- Reliability of Semi-Markov Missions,
Working Paper, Department of Industrial Engineering, Koç
University, İstanbul, 2008 (Coauthor: B.
Çekyay)
- Reliability, MTTF and Availability
Analysis of Reliability Systems with Exponential Lifetimes, Working Paper,
Department of Industrial Engineering, Koç
University, İstanbul, 2007 (Coauthor: B.
Çekyay)
- Mission Based Component Testing for Series
Connection of Subsystems, Working Paper, Department of Industrial
Engineering, Koç University, İstanbul,
2007 (Coauthors: İ.K. Altınel, B.
Çekyay, O. Feyzioğlu and E. Keskin)
- Component Testing with Multiple Objectives
and Multiple Sum Rule, Working Paper, Department of Industrial
Engineering, Koç University, İstanbul,
2007 (Coauthors: İ.K. Altınel, B.
Çekyay, O. Feyzioğlu and E. Keskin)
- Reliability of Mission Based Systems,
Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2007 (Coauthor: B. Çekyay)
- Görev Tabanlı
Sıralı Dizgelerin
Bileşen Sınamı,
Technical Report, Department of Industrial Engineering, Boğaziçi University, İstanbul,
2007 (Coauthors: İ.K. Altınel, B.
Çekyay, O. Feyzioğlu and E. Keskin)
- Görev Tabanlı
Dizgelerin Güvenirlik Analizi, Technical Report, Department of Industrial
Engineering, Koç University, İstanbul,
2007 (Coauthors: İ.K. Altınel, B.
Çekyay, O. Feyzioğlu and E. Keskin)
- Mission Based Component Testing for Series
Systems, Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2007 (Coauthors: İ.K. Altınel, B.
Çekyay, O. Feyzioğlu and E. Keskin)
- Maintenance Optimization in Random Environments,
Technical Report, Department of Industrial Engineering, Koç University, İstanbul,
2007
- Markov Renewal Processes in Reliability Modelling, Technical Report, Department of Industrial
Engineering, Koç University, İstanbul,
2007 (Coauthor: B. Çekyay)
- Portfolio Selection in Stochastic Markets
with Exponential Utility Functions, Technical Report, Department of
Industrial Engineering, Koç University,
Istanbul, 2006 (Coauthor: E. Çanakoglu)
- Optimal Component Test Plans for
Phased-Mission Systems, Technical Report, Department of Industrial
Engineering, Galatasaray University, Istanbul,
2004 (Coauthors: O. Feyzioglu and I.K. Altinel)
- The Design of Optimum Component Test Plans
for System Reliability, Technical Report, Department of Industrial
Engineering, Galatasaray University, Istanbul,
2004 (Coauthors: O. Feyzioglu and I.K. Altinel)
- Multiperiod Portfolio Optimization Models
in Stochastic Markets Using the Mean-Variance Approach, Technical Report,
Department of Industrial Engineering, Koç
University, Istanbul, 2004 (Coauthor: U. Çelikyurt)
- An EOQ Model with Multiple Suppliers and
Random Capacity, Technical Report, Department of Industrial Engineering, Bogaziçi University, Istanbul, 2004 (Coauthors: A.S. Erdem ve M.M Fadiloglu)
- Semi-Markov Modulated Poisson Processes:
Probabilistic and Statistical Analysis, Technical Report, Department of
Industrial Engineering, Koç University,
Istanbul,
2004 (Coauthor: R. Soyer)
- Portfolio Optimization in Stochastic
Markets, Technical Report, Department of Industrial Engineering, Koç
University, Istanbul, 2004
(Coauthor: U. Çakmak)
- Evaluation of Screening Policies for
Malignant Diseases, Technical Report, Department of Industrial
Engineering, Koç University, Istanbul, 2004
- Parallel Computing in Asian Option
Pricing, Technical Report, Department of Industrial Engineering, Koç
University, Istanbul, 2004
(Coauthors: H. Sak and İ. Boduroglu)
- Reliability Modelling
and Analysis under Random Environments, Working Paper, The George Washington University,
Washington, DC, 2002 (Coauthor: R. Soyer)
- Optimal Component Testing of a serial
Connection of Redundant Subsystems in a Random Mission, Technical Report,
Department of Industrial Engineering, Boğaziçi
University, Istanbul, 2002 (Coauthors: I.K. Altinel and O. Feyzioglu)
- Bayesian Analysis of Markov Modulated
Bernoulli Processes, GWU/IRRA Serial TR-01/6, The George Washington
University, Washington, DC,
2001 (Coauthor: R. Soyer)
- Software Reliability and the Operational
Profile, GWU/IRRA Serial TR-01/5, The George Washington
University, Washington, DC,
2001 (Coauthors: T.A. Mazzuchi, N.D.
Singpurwalla and R. Soyer)
- Network Reliability Assessment in a Random
Environment, GWU/IRRA Serial TR-00/6, The George Washington
University, Washington, DC,
2000 (Coauthor: R. Soyer)
- Dynamic Component Testing of Series System
with Redundant Subsystems Revisited, Institute for Graduate Studies in
Science and Engineering, Report No: FBE-IE 2000/03, Boğaziçi
University, Istanbul, 2000 (Coauthors: I.K. Altinel and O. Feyzioglu)
- Component Testing of Repairable Systems in
Multistage Missions, Institute for Graduate Studies in Science and
Engineering, Report No: FBE-IE 2000/04, Boğaziçi University, Istanbul, 2000 (Coauthors: I.K. Altinel
and O. Feyzioglu)
- Component Testing of a Series System in a
Random Mission,
Institute for Graduate Studies in Science and Engineering, Report No:
FBE-IE 2000/14, Boğaziçi University,
Istanbul,
2000 (Coauthors: I.K. Altinel and O. Feyzioglu)
- A General Software Testing Model Involving
Operational Profiles, Institute for Graduate Studies in Science and
Engineering, Report No: FBE-IE 2000/16, Boğaziçi
University, Istanbul, 2000 (Coauthors: I.K. Altinel and E. Angün)
- Bayesian Testing Strategies for Software
with an Operational Profile, Working Paper, The George Washington
University, Washington, DC, 1999 (Coauthor: R. Soyer)
- Reliability of Software with an
Operational Profile, Working Paper, The George Washington
University, Washington, DC,
1999 (Coauthor: R. Soyer)
- Component Testing of a Series System in a Markovian Environment, Institute for Graduate Studies
in Science and Engineering, Report No: FBE-IE 99/01, Boğaziçi University, Istanbul, 1999 (Coauthors: I.K. Altinel
and O. Feyzioglu)
- Inventory Models with Random Yield in a
Random Environment, Technical Report, Department of Industrial
Engineering, Boğaziçi University, Istanbul,
1999 (Coauthor: A. Erdem)
- EOQ Models with Multiple Vendors and
Random Yield, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1999 (Coauthor: A.
Erdem)
- A Single Period Inventory Model with Two
Vendors and Random Yield, Technical Report, Department of Industrial
Engineering, Boğaziçi University, Istanbul,
1999 (Coauthor: A. Erdem)
- Testing of Software with an Operational
Profile, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1998 (Coauthors:
I.K. Altinel and S. Özçelikyürek)
- Dynamic Component Testing of Series System
with Redundant Subsystems, Institute for Graduate Studies in Science and
Engineering, Report No: FBE-IE 98/17, Boğaziçi University, Istanbul, 1998 (Coauthors: I.K. Altinel
and O. Feyzioglu)
- Reliability Testing and Semi-Infinite
Linear Programming, Technical Report, Department of Industrial
Engineering, Boğaziçi University,
Istanbul,
1996 (Coauthor: I.K. Altinel)
- Optimization with Modular Functions,
Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996
- Replacement of a Complex System with
Dependent Nonidentical Components, Technical Report, Laboratório Associado
de Computação e Matemática Aplicada, Instituto Nacional de Pesquisas
Espaciais (INPE), São José dos Campos-SP, Brazil, 1996 (Coauthors: P.R. de
Morais ve S.V. de Carvalho)
- Optimal Replacement of Parallel Units in a
Random Environment, Technical Report, Department of Industrial
Engineering, Boğaziçi University, Istanbul,
1996 (Coauthor: B. Yenice)
- A General Markov Chain Model on Manpower
Planning, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996 (Coauthor: I.
Kocaman)
- An Optimal Recruitment Problem in Manpower
Planning, Technical Report, Department of Industrial Engineering, Boğaziçi
University, Istanbul, 1996 (Caouthor: I. Kocaman)
- Inventory Models with Unreliable Suppliers
in a Random Environment, Technical Report, School of Business, McMaster
University, Hamilton, Ontario, L8S 4M4 Canada, 1996 (Coauthor: M. Parlar)
- Maintenance of a Markov Modulated
Reliability Model. Technical Report, Department of Industrial Engineering,
Boğaziçi
University, Istanbul, 1996
(Coauthor: M. Sevilir)
- Approximating a CDF by Generalized Hyperexponential Distributions, Technical Report,
Department of Decision Sciences, National University of Singapore,
Singapore, 1996 (Coauthors: J. Ou and J. Li)
- A Dynamic Model for Component Testing,
Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1995 (Coauthor: I.K. Altinel)
- Optimum Component Test Plans for Systems
with Dependent Components, Technical Report, Department of Industrial
Engineering, Boğaziçi University, Istanbul,
1995 (Coauthor: I.K. Altinel)
- Variance Ordering of Service Delay via
Arrival Discipline, Technical Report, Department of Decision Sciences,
National University of Singapore, Singapore, 1993 (Coauthor: J. Li)
- An Evaluation of Medical Screening
Policies for Breast Cancer, Technical Report, Department of Decision
Sciences, National University of Singapore, Singapore, 1993
- Waiting Time in M/G/1 Queues with Impolite
Arrival Disciplines, Technical Report, Department of Decision Sciences, National
University of Singapore, Singapore, 1993 (Coauthors: F.S. Chou and J. Li)
- Optimal Maintenance Policies in Random
Environments, Technical Report, Department of Decision Sciences, National University of Singapore, Singapore, 1992
- Queues with Impolite Customers, Technical
Report, Department of Decision Sciences, National University of Singapore,
Singapore, 1992 (Coauthors: F.S. Chou ve J. Li)
- Screening for a Malignant Disease: An
Application in Breast Cancer, Institute for Graduate Studies in Science and
Engineering, Report No: FBE-EM 90/04, Boğaziçi University, Istanbul, 1990 (Coauthor: I.E. Nalçaci)
- Software Release Models: A Survey,
Institute for Graduate Studies in Science and Engineering, Report No:
FBE-EM 90/07, Boğaziçi University,
Istanbul,
1990 (Coauthor: N.A. Çatkan)
- A Dynamic Software Release Model,
Institute for Graduate Studies in Science and Engineering, Report No:
FBE-EM 90/06, Boğaziçi University,
Istanbul,
1990 (Coauthor: N.A. Çatkan)
- On a Transportation Model with Scheduled
Batch Services, Institute for Graduate Studies in Science and Engineering,
Report No: FBE-EM 90/05, Boğaziçi University,
Istanbul,
1990 (Coauthor: S. Sengör)
- Maintenance of a Device with Age Dependent
Exponential Failures, Institute for Graduate Studies in Science and Engineering,
Report No: FBE-EM 90/03, Boğaziçi University,
Istanbul,
1990 (Coauthor: N.O. Günlük)
- NBUE and NWUE Properties of Increasing
Markov Processes, Institute for Graduate Studies in Science and
Engineering, Report No: FBE-EM 88/10, Boğaziçi University, Istanbul, 1988 (Coauthor: I. Karasu)
- Optimal Scheduling of Inspections: A
Delayed Markov Model with False Positive and Negatives, Institute for
Graduate Studies in Science and Engineering, Report No: FBE-EM 88/03, Boğaziçi University, Istanbul, 1988 (Coauthor:
S.R. Pliska)
- Systems Approach for the Turkish Housing
Problem, Institute for Graduate Studies in Science and Engineering, Report
No: FBE-EM 87/07, Boğaziçi University,
Istanbul,
1985 (Coauthors: I. Kavrakoglu,
A.R. Kaylan, S. Özmucur,
G. Tamer)
- Inspection Policies and Processes for
Deteriorating Systems Subject to Catastrophic Failure, Institute for
Graduate Studies in Science and Engineering, Report No: FBE-EM 87/01, Boğaziçi University, Istanbul, 1987 (Coauthor: T.
Papazyan)
- Poissonian Inspection of Deteriorating
Systems Subject to Catastrophic Failure, Institute for Graduate Studies in
Science and Engineering, Report No: FBE-EM 87/02, Boğaziçi University, Istanbul, 1987
- Optimal Control of Generalized Storage
Models, Institute for Graduate Studies in Science and Engineering, Report
No: FBE-EM 87/06, Boğaziçi University,
Istanbul,
1987 (Coauthor: G.D. Barbarosoglu)
- Optimal Replacement of Reliability Systems
with Multiple Components, Technical Report No: 85-06, Department of
Industrial Engineering and Management Science, Northwestern University, Evanston, Ill.,
USA, 1985
- Average Waiting Time in Queues with
Scheduled Batch Services, Discussion Paper No. 656, The Center for
Mathematical Studies in Economics and Management Science, Northwestern
University, Evanston, Ill., USA, 1985
- A Systems Analysis of the Housing Problem
in Turkey,
Institute for Graduate Studies in Science and Engineering, Report No:
FBE-EM 85/04, Boğaziçi University,
Istanbul,
1985 (Coauthors: I. Kavrakoglu,
A.R. Kaylan, S. Özmucur,
G. Tamer)
- Konut Sorunu
ve Çözüm Için Öneriler (Turkish
Housing Problem and Solution Proposals, Istanbul Chamber of Industry, Department
of Research, Publication No: 1983-11, 1983 (Coauthors: I. Kavrakoglu, A.R. Kaylan, S. Özmucur, and G. Tamer)
- Baraj Modelleri
ve Uygulamalari
(Storage Models and Applications), Institute for Graduate Studies in
Science and Engineering, Report No: FBE-EM 83/03, Boğaziçi University, Istanbul, 1983
- Optimal Stopping of Markov Renewal
Processes, Institute for Graduate Studies in Science and Engineering,
Report No: FBE-EM 83/07, Boğaziçi University,
Istanbul,
1983
- Analysis of a Storage Model with Markov
Additive Inputs, Department of Industrial Engineering, Technical Report
No: 8303, Boğaziçi University,
Istanbul,
1983
- A Technical Note on Computing Average
Waiting Times, Department of Industrial Engineering, Technical Report No:
8301, Boğaziçi
University, Istanbul, 1983
- Bagimsiz Artimli
Süreçlerin Örnek Iz Özellikleri, Fen Bilimleri Enstitüsü, Rapor No. FBE-EM 83/01, Bogaziçi
Üniversitesi, Istanbul, 1983 (Coauthor: B. Sankur)
- CPM/PERT ile Proje Planlamasinda
Aktiviteler Arasi Iliskiler, Teknik Rapor No. 8302, Endüstri Mühendisligi
Bölümü, Boğaziçi Üniversitesi, Istanbul, 1983
- Optimal Replacement of Single-Unit Systems
Under Periodic Inspection, Department of Industrial Engineering, Technical
Report, Boğaziçi University, Istanbul, 1982
- Markof Yenileme
Süreçlerinin Eniyi Durma Problemi Üzerine (On the Optimal Stopping of Markov Renewal
Processes), Endüstri Mühendisligi
Bölümü, Teknik Rapor, Boğaziçi Üniversitesi, Istanbul, 1980
- Optimal Control of Storage Models with
Markov Additive Inputs, Ph.D. Dissertation, Northwestern University, Evanston, Ill.,
USA, 1979