Technical Reports

  1. MTTF and Availability of Semi-Markov Missions with Nonidentical Generally Distributed Component Life- times,Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2021 (Coauthor: B. Çekyay)
  2. A Newsvendor Problem with Markup Pricing in the Presence of Within-period Price Fluctuations,Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2020 (Coauthors: C. Canyakmaz and F. Karaesmen)
  3. Risk Management and Financial Hedging in Capacity Control Models using the Mean-Variance Approach, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2020 (Coauthors: G. Sari and F. Karaesmen)
  4. Bayesian Analysis of Doubly Stochastic Markov Processes in Reliability, Technical Report, Department of Decision Sciences, The George Washington University, Washington (DC), 2019 (Coauthors: A. Ay, J. Landon and R. Soyer)
  5. Portfolio Selection under Cumulative Prospect Theory in a Regime-Switching Market with Piecewise Power Value Functions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2017 (Coauthor: N. Şensoy)
  6. Portfolio Selection under CPT with Piecewise Exponential Value Functions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2017 (Coauthor: N. Şensoy)
  7. Single-Period Portfolio Selection under CPT with Piecewise Value Functions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2017 (Coauthor: N. Şensoy)
  8. Risk Management through Financial Hedging in Inventory Systems with Stochastic Price Processes, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2017 (Coauthors: C. Canyakmaz and F. Karaesmen)
  9. Bayesian Analysis of Markov Modulated Queues with Abandonment, Technical Report, Department of Decision Sciences, The George Washington University, Washington (DC), 2017 (Coauthors: A. Ay, J. Landon and R. Soyer)
  10. An Inventory Model where Customer Demand is Dependent on a Continuous Stochastic Price Process, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2016 (Coauthors: C. Canyakmaz and F. Karaesmen)
  11. Newsvendor Model with Multiple Vendors and Random Supply Availability, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2015 (Coauthor: K. Arifoğlu)
  12. The Impact of Supplier Availability on Base-Stock Levels, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2015 (Coauthor: K. Arifoğlu)
  13. Mean-Variance Newsvendor Model with Random Supply and Financial Hedging, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2013 (Coauthor: M. Tekin)
  14. Newsvendor Model with Random Supply and Financial Hedging: Utility-Based Approach, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2012 (Coauthors: F. Sayın and F. Karaesmen)
  15. A Revenue Management Problem with a Choice Model of Consumer Behaviour in a Random Environment, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2012 (Coauthors: C. Özkan and F. Karaesmen)
  16. Structural Properties of Markov-Modulated Revenue Management Problems, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2011 (Coauthors: C. Özkan and F. Karaesmen)
  17. A Markov Modulated Poisson Model for Software Reliability, Technical Report, Department of Decision Sciences, The George Washington University, Washington (DC), 2011 (Coauthors: J. Landon and R. Soyer)
  18. 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)
  19. Portfolio Management with Imperfect Information: A Hidden Markov Model, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2011 (Coauthor: E. Çanakoğlu)
  20. Risk Hedging in the Newsvendor Model, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2011 (Coauthors: H.K. Okyay and F. Karaesmen)
  21. 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)
  22. HARA Frontiers of Optimal Portfolios in Stochastic Markets, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2010 (Coauthor: E. Çanakoğlu)
  23. Reliability of Semi-Markov Missions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2008 (Coauthor: B. Çekyay)
  24. Portfolio Selection with Hyperexponential Utility Functions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2009 (Coauthor: T. Bulmuş ile)
  25. Optimal Maintenance of Semi-Markov Missions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2009 (Coauthor: B. Çekyay)
  26. Optimal Maintenance of Systems with Markovian Mission and Deterioration, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2009 (Coauthor: B. Çekyay)
  27. Design of Optimal Component Test Plans in the Demonstration of Diverse System Performance Measures, Technical Report, Department of Industrial Engineering, Galatasaray University, İstanbul, 2009 (Coauthors: E. Yamangil, İ.K. Altınel, B. Çekyay and O. Feyzioğlu)
  28. Performance Measures for Systems with Markovian Missions and Aging, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2009 (Boauthor: B. Çekyay)
  29. The Design of Mission Based Component Test Plans for Series Connection of Subsystems, Technical Report, Department of Industrial Engineering, Boğaziçi University, İstanbul, 2009 (Coauthors: İ.K. Altınel, B. Çekyay, O. Feyzioğlu and E. Keskin)
  30. MTTF and Availability of Semi-Markov Missions with No Repair, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2009 (Coauthor: B. Çekyay)
  31. Mean Time to Failure and Availability of Semi-Markov Missions with Maximal Repair, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2009 (Coauthor: B. Çekyay)
  32. Portfolio Selection in Stochastic Markets with HARA Utility Functions, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2008 (Coauthor: E. Çanakoğlu)
  33. 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)
  34. 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)
  35. Inventory Models with Random Supply in a Random Environment, Working Paper, Department of Industrial Engineering, Koç University, İstanbul, 2008 (Coauthor: K. Arifoğlu)
  36. Reliability, MTTF and Steady-State Availability Analysis of Reliability Systems with Exponential Lifetimes, Working Paper, Department of Industrial Engineering, Koç University, İstanbul, 2007 (Coauthor: B. Çekyay)
  37. Reliability of Mission-Based Systems, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2007 (Coauthor: B. Çekyay)
  38. 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)
  39. 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)
  40. 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)
  41. 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)
  42. Maintenance Optimization in Random Environments, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2007
  43. Markov Renewal Processes in Reliability Modelling, Technical Report, Department of Industrial Engineering, Koç University, İstanbul, 2007 (Coauthor: B. Çekyay)
  44. Portfolio Selection in Stochastic Markets with Exponential Utility Functions, Technical Report, Department of Industrial Engineering, Koç University, Istanbul, 2006 (Coauthor: E. Çanakoğlu)
  45. Optimal Component Test Plans for Phased-Mission Systems, Technical Report, Department of Industrial Engineering, Galatasaray University, Istanbul, 2004 (Coauthors: O. Feyzioğlu and I.K. Altinel)
  46. 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)
  47. 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)
  48. 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)
  49. Semi-Markov Modulated Poisson Processes: Probabilistic and Statistical Analysis, Technical Report, Department of Industrial Engineering, Koç University, Istanbul, 2004 (Coauthor: R. Soyer)
  50. Portfolio Optimization in Stochastic Markets, Technical Report, Department of Industrial Engineering, Koç University, Istanbul, 2004 (Coauthor: U. Çakmak)
  51. Evaluation of Screening Policies for Malignant Diseases, Technical Report, Department of Industrial Engineering, Koç University, Istanbul, 2004
  52. Parallel Computing in Asian Option Pricing, Technical Report, Department of Industrial Engineering, Koç University, Istanbul, 2004 (Coauthors: H. Sak and İ. Boduroglu)
  53. Reliability Modelling and Analysis under Random Environments, Working Paper, The George Washington University, Washington, DC, 2002 (Coauthor: R. Soyer)
  54. 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)
  55. Bayesian Analysis of Markov Modulated Bernoulli Processes, GWU/IRRA Serial TR-01/6, The George Washington University, Washington, DC, 2001 (Coauthor: R. Soyer)
  56. 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)
  57. Network Reliability Assessment in a Random Environment, GWU/IRRA Serial TR-00/6, The George Washington University, Washington, DC, 2000 (Coauthor: R. Soyer)
  58. 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)
  59. 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)
  60. 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)
  61. 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)
  62. Bayesian Testing Strategies for Software with an Operational Profile, Working Paper, The George Washington University, Washington, DC, 1999 (Coauthor: R. Soyer)
  63. Reliability of Software with an Operational Profile, Working Paper, The George Washington University, Washington, DC, 1999 (Coauthor: R. Soyer)
  64. 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)
  65. Inventory Models with Random Yield in a Random Environment, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1999 (Coauthor: A. Erdem)
  66. EOQ Models with Multiple Vendors and Random Yield, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1999 (Coauthor: A. Erdem)
  67. A Single Period Inventory Model with Two Vendors and Random Yield, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1999 (Coauthor: A. Erdem)
  68. Testing of Software with an Operational Profile, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1998 (Coauthors: I.K. Altinel and S. Özçelikyürek)
  69. 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)
  70. Reliability Testing and Semi-Infinite Linear Programming, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996 (Coauthor: I.K. Altinel)
  71. Optimization with Modular Functions, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996
  72. 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)
  73. Optimal Replacement of Parallel Units in a Random Environment, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996 (Coauthor: B. Yenice)
  74. Maintenance of a Markov Modulated Reliability Model, Technical Report, Department of Industrial Engineering, Boğaziçi University, İstanbul, 1996 (Coauthor: M. Sevilir)
  75. 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)
  76. A General Markov Chain Model on Manpower Planning, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996 (Coauthor: İ. Kocaman)
  77. An Optimal Recruitment Problem in Manpower Planning, Technical Report, Department of Industrial Engineering, Boğaziçi University, Istanbul, 1996 (Caouthor: İ. Kocaman)
  78. 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)
  79. Optimum Component Test Plans for Systems with Dependent Components, Institute for Graduate Studies in Science and Engineering, Report No: FBE-IE-01/95-03, Boğaziçi University, İstanbul, 1995 (Coauthor: İ.K. Altınel)
  80. A Dynamic Model for Component Testing, Institute for Graduate Studies in Science and Engineering, Report No: FBE-IE-01/95-04, Boğaziçi University, İstanbul, 1995 (Coauthor: I.K. Altinel)
  81. 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)
  82. Variance Ordering of Service Delay via Arrival Discipline, Technical Report, Department of Decision Sciences, National University of Singapore, Singapore, 1993 (Coauthor: J. Li)
  83. An Evaluation of Medical Screening Policies for Breast Cancer, Technical Report, Department of Decision Sciences, National University of Singapore, Singapore, 1993
  84. Optimal Maintenance Policies in Random Environments, Technical Report, Department of Decision Sciences, National University of Singapore, Singapore, 1992
  85. Queues with Impolite Customers, Technical Report, Department of Decision Sciences, National University of Singapore, Singapore, 1992 (Coauthors: F.S. Chou ve J. Li)
  86. 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)
  87. 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)
  88. 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)
  89. 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)
  90. 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)
  91. 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)
  92. 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)
  93. 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)
  94. 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. Barbarosoğlu)
  95. 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
  96. 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)
  97. 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
  98. 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
  99. 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)
  100. 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)
  101. Baraj Modelleri ve Uygulamaları (Storage Models and Applications), Institute for Graduate Studies in Science and Engineering, Report No: FBE-EM 83/03, Boğaziçi University, İstanbul, 1983
  102. Optimal Stopping of Markov Renewal Processes, Institute for Graduate Studies in Science and Engineering, Report No: FBE-EM 83/07, Boğaziçi University, Istanbul, 1983
  103. Analysis of a Storage Model with Markov Additive Inputs, Department of Industrial Engineering, Technical Report No: 8303, Boğaziçi University, Istanbul, 1983
  104. A Technical Note on Computing Average Waiting Times, Department of Industrial Engineering, Technical Report No: 8301, Boğaziçi University, Istanbul, 1983
  105. Bagimsiz Artimli Süreçlerin Örnek Iz Özellikleri, Fen Bilimleri Enstitüsü, Rapor No. FBE-EM 83/01, Bogaziçi Üniversitesi, Istanbul, 1983 (Coauthor: B. Sankur)
  106. CPM/PERT ile Proje Planlamasinda Aktiviteler Arasi Iliskiler, Teknik Rapor No. 8302, Endüstri Mühendisligi Bölümü, Boğaziçi Üniversitesi, Istanbul, 1983
  107. Optimal Replacement of Single-Unit Systems Under Periodic Inspection, Department of Industrial Engineering, Technical Report, Boğaziçi University, Istanbul, 1982
  108. Markof Yenileme Süreçlerinin Eniyi Durma Problemi Üzerine (On the Optimal Stopping of Markov Renewal Processes), Endüstri Mühendisligi Bölümü, Teknik Rapor, Boğaziçi Üniversitesi, Istanbul, 1980
  109. Optimal Control of Storage Models with Markov Additive Inputs, Ph.D. Dissertation, Northwestern University, Evanston, Ill., USA, 1979