Journal Article

  1. Risk Management through Financial Hedging in Inventory Systems with Stochastic Price Processes, To appear in International Journal of Productions Economics, 2024 (Coauthors: C. Canyakmaz and F. Karaesmen)
  2. Bayesian Analysis of Markov Modulated Queues with Abandonment, Applied Stochastic Models in Business and Industry, 2024; 1–12. doi: 10.1002/asmb.2839 (Coauthors: A. Ay, J. Landon and R. Soyer)
  3. MTTF and Availability of Semi-Markov Missions with Non-identical Generally Distributed Component Lifetimes, Stochastic Models 39, 414 – 4472023 (Coauthor: B. Çekyay)
  4. A Newsvendor Problem with Markup Pricing in the Presence of Within-period Price Fluctuations, European Journal of Operational Research 301153 – 1622022 (Coauthors: C. Canyakmaz and F. Karaesmen)
  5. Bayesian Analysis of Doubly Stochastic Markov Processes in Reliability, Probability in the Engineering and Informational Sciencess 35, 708 – 729, 2021 (Coauthors: A. Ay, J. Landon and R. Soyer)
  6. Reliability of Semi-Markov Missions, Stochastic Models 35, 63 – 88, 2019 (Coauthor: B. Çekyay)
  7. An Inventory Model where Customer Demand is Dependent on a Continuous Stochastic Price Process, International Journal of Productions Economics 212, 139 – 152, 2019 (Coauthors: C. Canyakmaz and F. Karaesmen)
  8. Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations, Foundations and Trends® in Technology, Information and Operations Management 11, 107 – 123, 2017 (Coauthors: C. Canyakmaz and F. Karaesmen)
  9. Mean-Variance Newsvendor Model with Random Supply and Financial Hedging, IIE Transactions 47, 910 – 928, 2015 (Coauthor: M. Tekin)
  10. Hedging Demand and Supply Risks in the Newsvendor Model, OR Spectrum 37, 475 – 501, 2015 (Coauthors: H.K. Okyay and F. Karaesmen)
  11. A Revenue Management Problem with a Choice Model of Consumer Behaviour in a Random Environment, OR Spectrum 37, 457 – 473, 2015 (Coauthors: C. Özkan and F. Karaesmen)
  12. Optimal Maintenance of Semi-Markov Missions, Probability in the Engineering and Informational Sciences 29, 77 – 98, 2015 (Coauthor: B. Çekyay)
  13. Reliability, MTTF and Availability of Systems with Exponential Lifetimes, Applied Mathematical Modelling 39, 284 – 296, 2015 (Coauthor: B. Çekyay)
  14. Newsvendor Model with Random Supply and Financial Hedging: Utility-Based Approach, International Journal of Production Economics 154, 178 – 189, 2014 (Coauthors: F. Sayın and F. Karaesmen)
  15. Newsvendor Models with Dependent Random Supply and Demand, Optimization Letters 8, 983 – 999, 2014 (Coauthors: H.K. Okyay and F. Karaesmen)
  16. Portfolio Selection with Hyperexponential Utility Functions, OR Spectrum 36, 73 – 93, 2014 (Coauthor: T. Bulmuş)
  17. The Design of Mission Based Component Test Plans for Series Connection of Subsystems, IIE Transactions 45, 1202 – 1225, 2013 (Coauthors: İ.K. Altınel, B. Çekyay, O. Feyzioğlu and E. Keskin)
  18. A Markov Modulated Poisson Model for Software Reliability, European Journal of Operational Research 229, 404 – 410, 2013 (Coauthors: J. Landon and R. Soyer)
  19. Structural Properties of Markov-Modulated Revenue Management Problems, European Journal of Operational Research 225, 324 – 331, 2013 (Coauthors: C. Özkan and F. Karaesmen)
  20. Performance Measures for Systems with Markovian Missions and Aging, IEEE Transactions on Reliability 61, 769 – 778, 2012 (Coauthor: B. Çekyay)
  21. HARA Frontiers of Optimal Portfolios in Stochastic Markets, European Journal of Operational Research 221, 129 – 137, 2012 (Coauthor: E. Çanakoğlu)
  22. Optimal Maintenance of Systems with Markovian Mission and Deterioration, European Journal of Operational Research 219, 123 – 133, 2012 (Coauthor: B. Çekyay)
  23. Inventory Management with Random Supply and Imperfect Information: A Hidden Markov Model, International Journal of Production Economics 134, 123 – 137, 2011 (Coauthor: K. Arifoğlu)
  24. Portfolio Management with Imperfect Information: A Hidden Markov Model, Applied Stochastic Models in Business and Industry 27, 95 – 114, 2011 (Coauthor: E. Çanakoğlu)
  25. Mission Based Component Testing for Series Systems, Annals of Operations Research 186, 1 – 22, 2011 (Coauthors: İ.K. Altınel, B. Çekyay, O. Feyzioğlu, E.  Keskin)
  26. Design of Optimal Component Test Plans in the Demonstration of Diverse System Performance Measures, IIE Transactions 43, 535 – 546, 2011 (Coauthors: E. Yamangil, İ.K. Altınel, B. Çekyay, and O. Feyzioğlu)
  27. Mean Time to Failure and Availability of Semi-Markov Missions with Maximal Repair, European Journal of Operational Research 207, 1442 – 1454, 2010 (Coauthor: B. Çekyay)
  28. Inventory Models with Finite Capacity and Random Supply in a Partially Observed Random Environment, European Journal of Operational Research 204, 421 – 438, 2010 (Coauthor: K. Arifoğlu)
  29. Portfolio Selection in Stochastic Markets with HARA Utility Functions, European Journal of Operational Research 201, 520 – 536, 2010 (Coauthor: E. Çanakoğlu)
  30. Portfolio Selection in Stochastic Markets with Exponential Utility Functions, Annals of Operations Research 166, 281– 297, 2009 (Coauthor: E. Çanakoğlu)
  31. Optimal Component Test Plans for Phased-Mission Systems, European Journal of Operational Research 185, 255 – 265, 2008 (Coauthors: O. Feyzioğlu and İ.K. Altınel)
  32. Multiperiod Portfolio Optimization Models in Stochastic Markets Using the Mean-Variance Approach, European Journal of Operational Research 179, 186 – 202, 2007 (Coauthor: U. Çelikyurt)
  33. Parallel Computing in Asian Option Pricing, Parallel Computing 33, 92 – 108, 2007 (Coauthors: H. Sak and I. Boduroğlu)
  34. Semi-Markov Modulated Poisson Processes: Probabilistic and Statistical Analysis, Mathematical Methods of Operations Research 64, 125 – 144, 2006 (Coauthor: R. Soyer)
  35. An EOQ Model with Multiple Suppliers and Random Capacity, Naval Research Logistics 53, 101 – 114, 2006 (Coauthors: A.S. Erdem and M.M. Fadiloglu)
  36. The Design of Optimum Component Test Plans for System Reliability, Computational Statistics and Data Analysis 50, 3099 – 3112, 2006 (Coauthors: O. Feyzioğlu and I.K. Altınel)
  37. Portfolio Optimization in Stochastic Markets, Mathematical Methods of Operations Research 63, 151 – 168, 2006 (Coauthor: U. Çakmak)
  38. Network Reliability Assessment in a Random Environment, Naval Research Logistics 50, 574 – 591, 2003 (Coauthor: R. Soyer)
  39. Bayesian Analysis of Markov Modulated Bernoulli Processes, Mathematical Methods of Operations Research 57, 125 – 140, 2003 (Coauthor: R. Soyer)
  40. Reliability of Software with an Operational Profile, European Journal of Operational Research 149, 459 – 474, 2003 (Coauthor: R. Soyer)
  41. Component Testing of a Series System in a Random Mission, Reliability Engineering and System Safety 78, 33 – 43, 2002 (Coauthors: I.K. Altınel and O. Feyzioğlu)
  42. Inventory Models with Random Yield in a Random Environment, International Journal of Production Economics 78, 239 – 253, 2002 (Coauthor: A. Erdem)
  43. Bayesian Testing Strategies for Software with an Operational Profile, Naval Research Logistics 48, 747–763, 2001 (Coauthor: R. Soyer)
  44. Component Testing of Repairable Systems in Multistage Missions, Journal of the Operational Research Society 52, 937 – 944, 2001 (Coauthors: I.K. Altınel and O. Feyzioğlu)
  45. Dynamic Component Testing of a Serial Connection of Redundant Subsystems, IIE Transactions 33, 1093–1108, 2001 (Coauthors: I.K. Altınel and O. Feyzioğlu)
  46. A General Software Testing Model Involving Operational Profiles, Probability in the Engineering and Informational Sciences 15, 519 – 533, 2001 (Coauthors: I.K. Altınel and E. Angün)
  47. Testing of Software with an Operational Profile, Naval Research Logistics 47, 620 – 634, 2000 (Coauthors: I.K. Altınel and S. Özçelikyürek)
  48. Inventory Models with Unreliable Suppliers in a Random Environment, Annals of Operations Research 91, 123 – 136, 1999 (Coauthor: M. Parlar)
  49. Optimum Component Test Plans for Systems with Dependent Components, European Journal of Operational Research 111, 175 – 186, 1998 (Coauthor: I.K. Altınel)
  50. A Dynamic Model for Component Testing, Naval Research Logistics 44, 187 – 197, 1997 (Coauthor: I.K. Altınel)
  51. Approximating a CDF by Generalized Hypergeometric Distributions, Probability in the Engineering and Informational Sciences 11, 11 – 18, 1997 (Coauthors: J. Ou and J. Li)
  52. Markov Modulated Bernoulli Process, Mathematical Methods of Operations Research 45, 311 – 324, 1997
  53. Optimal Maintenance Policies in Random Environments, European Journal of Operational Research 82, 283 – 294, 1995
  54. Waiting Time in M/G/1 Queues with Impolite Arrival Disciplines, Probability in the Engineering and Informational Sciences 9, 255 – 267, 1995 (Coauthors: J. Li and F.S. Chou)
  55. Queues with Impolite Customers, Queueing Systems 15, 261 – 277, 1994 (Coauthors: J. Li and F.S. Chou)
  56. On a Rail Transportation Model with Scheduled Services, Transportation Science 28, 246 – 255, 1994 (Coauthor: S. Şengör)
  57. A Dynamic Software Release Model, Computational Economics 6, 77 – 94, 1993 (Coauthor: N.A. Çatkan)
  58. Maintenance of a Device with Age Dependent Exponential Failures, Naval Research Logistics 39, 699 – 714, 1992 (Coauthor: N.O. Günlük)
  59. Optimal Scheduling of Inspections: A Delayed Markov Model with False Positive and Negatives, Operations Research 39, 261 – 273, 1991 (Coauthor: S.R. Pliska)
  60. NBUE and NWUE Properties of Increasing Markov Processes, Journal of Applied Probability 26, 827 – 834, 1989 (Coauthor: I. Karasu)
  61. Optimal Periodic Replacement of Multicomponent Reliability Systems, Operations Research 36, 542 – 552, 1988
  62. Inspection Policies and Processes for Deteriorating Systems Subject to Catastrophic Failure, Naval Research Logistics 35, 481 – 492, 1988 (Coauthor: T. Papazyan)
  63. Reliability of Complex Devices in Random Environments, Probability in the Engineering and Informational Sciences 1, 97 – 115, 1987 (Coauthor: E. Çinlar)
  64. Average Waiting Time in Queues with Scheduled Batch Services, Transportation Science 21, 55 – 61, 1987
  65. A Systems Approach for the Turkish Housing Problem, Interfaces 17, 1 – 10, 1987 (Coauthors: I. Kavrakoğlu, A.R. Kaylan, S. Özmucur, and G. Tamer)
  66. Optimal Replacement of One-Unit Systems Under Periodic Inspection, SIAM Journal on Control and Optimization 23, 122 – 128, 1985