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Polynomial time algorithms for two special classes of the proportionate multiprocessor open shop

Pınar, Mustafa Ç.; Salih, Aslıhan; Camcı, Ahmet - In: European journal of operational research : EJOR 201 (2010) 3, pp. 720-729

Persistent link: https://www.econbiz.de/10008349222

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming

Pınar, Mustafa Ç.; Altay-Salih, Aslihan; Camcı, Ahmet - In: European journal of operational research : EJOR 201 (2010) 3, pp. 770-785

Persistent link: https://www.econbiz.de/10003959847

On the S-procedure and Some Variants

Derinkuyu, Kürşad; Pınar, Mustafa - In: Computational Statistics 64 (2006) 1, pp. 55-77

We give a concise review and extension of S-procedure that is an instrumental tool in control theory and robust optimization analysis. We also discuss the approximate S-Lemma as well as its applications in robust optimization. Copyright Springer-Verlag 2006

Persistent link: https://www.econbiz.de/10010847976

Optimal multi-period consumption and investment with short-sale constraints

Arısoy, Yakup Eser; Altay-Salih, Aslıhan; Pınar, … - In: Finance Research Letters 11 (2014) 1, pp. 16-24

This article examines agents’ consumption-investment problem in a multi-period pure exchange economy where agents are constrained with the short-sale of state-dependent risky contingent claims. In equilibrum, agents hold options written on aggregate consumption in their optimal portfolios....

Persistent link: https://www.econbiz.de/10011065844

On the S-procedure and Some Variants

Derinkuyu, Kürşad; Pınar, Mustafa - In: Mathematical Methods of Operations Research 64 (2006) 1, pp. 55-77

Persistent link: https://www.econbiz.de/10010999977

Robust scenario optimization based on downside-risk measure for multi-period portfolio selection

Pınar, Mustafa Ç - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-310

Persistent link: https://www.econbiz.de/10007772081

Optimal multi-period consumption and investment with short-sale constraints

Arisoy, Yakup Eser; Altay-Salih, Aslihan; Pınar, Mustafa Ç - In: Finance research letters 11 (2014) 1, pp. 16-24

Persistent link: https://www.econbiz.de/10010393634

Combinatorial auctions in Turkish day-ahead electricity markets

Derinkuyu, Kürşad; Tanrisever, Fehmi; Baytugan, Fatih; … - In: Industrial engineering applications in emerging countries, (pp. 51-66). 2015

Persistent link: https://www.econbiz.de/10010479376