Dayanik Savas

Savas Dayanik

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Found 10 papers in total
Dynamic bidding strategies in search‐based advertising
Dynamic bidding strategies in search‐based advertising
2013
Search‐based advertising allows the advertisers to run special campaigns...
Multisource Bayesian sequential binary hypothesis testing problem
Multisource Bayesian sequential binary hypothesis testing problem
2012
We consider the problem of testing two simple hypotheses about unknown local...
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
2010
Suppose that a Wiener process gains a known drift rate at some unobservable disorder...
The knowledge-gradient policy for correlated normal beliefs
The knowledge-gradient policy for correlated normal beliefs
2009
We consider a Bayesian ranking and selection problem with independent normal rewards...
Optimal Multiple Stopping of Linear Diffusions
Optimal Multiple Stopping of Linear Diffusions
2008
Motivated by the analysis of financial instruments with multiple exercise rights of...
Bayesian Sequential Change Diagnosis
Bayesian Sequential Change Diagnosis
2008
Sequential change diagnosis is the joint problem of detection and identification of a...
Optimal Stopping of Linear Diffusions with Random Discounting
Optimal Stopping of Linear Diffusions with Random Discounting
2008
We propose a new solution method for optimal stopping problems with random discounting...
Compound Poisson disorder problem
Compound Poisson disorder problem
2006
In the compound Poisson disorder problem, arrival rate and/or jump distribution of...
Poisson disorder problem with exponential penalty for delay
Poisson disorder problem with exponential penalty for delay
2006
We solve the Poisson disorder problem when the delay is penalized exponentially. Our...
The effectiveness of several performance bounds for capacitated production, partial-order-service, assemble-to-order systems
The effectiveness of several performance bounds for capacitated production, partial-order-service, assemble-to-order systems
2003
We consider an assemble-to-order (ATO) system: Components are made to stock by...
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