Savas Dayanik
Savas Dayanik
Bilkent University, Departments of Industrial Engineering and Mathematics
Verified email at bilkent.edu.tr - Homepage
Title
Cited by
Cited by
Year
A knowledge-gradient policy for sequential information collection
PI Frazier, WB Powell, S Dayanik
SIAM Journal on Control and Optimization 47 (5), 2410-2439, 2008
4092008
The knowledge-gradient policy for correlated normal beliefs
P Frazier, W Powell, S Dayanik
INFORMS journal on Computing 21 (4), 599-613, 2009
3922009
On the optimal stopping problem for one-dimensional diffusions
S Dayanik, I Karatzas
Stochastic processes and their applications 107 (2), 173-212, 2003
3152003
Optimal multiple stopping of linear diffusions
R Carmona, S Dayanik
Mathematics of Operations Research 33 (2), 446-460, 2008
712008
The effectiveness of several performance bounds for capacitated production, partial-order-service, assemble-to-order systems
S Dayanik, JS Song, SH Xu
Manufacturing & Service Operations Management 5 (3), 230-251, 2003
602003
Adaptive Poisson disorder problem
E Bayraktar, S Dayanik, I Karatzas
The Annals of Applied Probability 16 (3), 1190-1261, 2006
562006
Optimal stopping of linear diffusions with random discounting
S Dayanik
Mathematics of Operations Research 33 (3), 645-661, 2008
50*2008
The standard Poisson disorder problem revisited
E Bayraktar, S Dayanik, I Karatzas
Stochastic processes and their applications 115 (9), 1437-1450, 2005
492005
An adaptive Bayesian replacement policy with minimal repair
S Dayanik, Ü Gürler
Operations Research 50 (3), 552-558, 2002
452002
Optimal stopping of linear diffusions with random discounting
S Dayanik
Mathematics of Operations Research 33 (3), 645-661, 2008
432008
Bayesian sequential change diagnosis
S Dayanik, C Goulding, HV Poor
Mathematics of Operations Research 33 (2), 475-496, 2008
402008
Multisource Bayesian sequential change detection
S Dayanik, HV Poor, SO Sezer
The Annals of Applied Probability 18 (2), 552-590, 2008
382008
Compound Poisson disorder problem
S Dayanik, SO Sezer
Mathematics of Operations Research 31 (4), 649-672, 2006
362006
Poisson disorder problem with exponential penalty for delay
E Bayraktar, S Dayanik
Mathematics of Operations Research 31 (2), 217-233, 2006
342006
Asymptotically optimal Bayesian sequential change detection and identification rules
S Dayanik, WB Powell, K Yamazaki
Annals of Operations Research 208 (1), 337-370, 2013
282013
Sequential multi-hypothesis testing for compound Poisson processes
S Dayanik, HV Poor, SO Sezer
Stochastics An International Journal of Probability and Stochastic Processes …, 2008
272008
Optimal multiple-stopping of linear diffusions and swing options
R Carmona, S Dayanik
Preprint, 2003
272003
Sequential detection and identification of a change in the distribution of a markov-modulated random sequence
S Dayanik, C Goulding
IEEE Transactions on Information Theory 55 (7), 3323-3345, 2009
262009
Index policies for discounted bandit problems with availability constraints
S Dayanik, W Powell, K Yamazaki
Advances in Applied Probability 40 (2), 377-400, 2008
212008
Sequential testing of simple hypotheses about compound Poisson processes
S Dayanik, SO Sezer
Stochastic processes and their applications 116 (12), 1892-1919, 2006
212006
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Articles 1–20