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Dayanik, Savas

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Author ID: dayanik.savas Recent zbMATH articles by "Dayanik, Savas"
Published as: Dayanik, Savas
External Links: MGP · Wikidata
Documents Indexed: 25 Publications since 2002

Publications by Year

Citations contained in zbMATH

24 Publications have been cited 348 times in 238 Documents Cited by Year
On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524
Dayanik, Savas; Karatzas, Ioannis
96
2003
The knowledge-gradient policy for correlated normal beliefs. Zbl 1243.91014
Frazier, Peter; Powell, Warren; Dayanik, Savas
32
2009
A knowledge-gradient policy for sequential information collection. Zbl 1274.62155
Frazier, Peter I.; Powell, Warren B.; Dayanik, Savas
32
2008
Optimal multiple stopping of linear diffusions. Zbl 1221.60061
Carmona, René; Dayanik, Savas
24
2008
Adaptive Poisson disorder problem. Zbl 1104.62093
Bayraktar, Erhan; Dayanik, Savas; Karatzas, Ioannis
24
2006
Multisource Bayesian sequential change detection. Zbl 1133.62062
Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O.
18
2008
The standard Poisson disorder problem revisited. Zbl 1070.62062
Bayraktar, Erhan; Dayanik, Savas; Karatzas, Ioannis
18
2005
Compound Poisson disorder problem. Zbl 1278.60076
Dayanik, Savas; Sezer, Semih Onur
16
2006
Optimal stopping of linear diffusions with random discounting. Zbl 1213.60080
Dayanik, Savas
13
2008
Poisson disorder problem with exponential penalty for delay. Zbl 1278.62132
Bayraktar, Erhan; Dayanik, Savas
13
2006
Sequential testing of simple hypotheses about compound Poisson processes. Zbl 1103.62073
Dayanik, Savas; Sezer, Semih O.
13
2006
An adaptive Bayesian replacement policy with minimal repair. Zbl 1163.90435
Dayanik, Savas; Gürler, Ülkü
10
2002
Wiener disorder problem with observations at fixed discrete time epochs. Zbl 1238.60047
Dayanik, Savas
7
2010
Sequential multi-hypothesis testing for compound Poisson processes. Zbl 1132.62061
Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O.
7
2008
Multisource Bayesian sequential binary hypothesis testing problem. Zbl 06149321
Dayanik, Savas; Sezer, Semih O.
5
2012
Bayesian sequential change diagnosis. Zbl 1297.62179
Dayanik, Savas; Goulding, Christian; Poor, H. Vincent
5
2008
Index policies for discounted bandit problems with availability constraints. Zbl 1140.93047
Dayanik, Savas; Powell, Warren; Yamazaki, Kazutoshi
4
2008
Optimal stopping problems for asset management. Zbl 1262.91123
Dayanik, Savas; Egami, Masahiko
3
2012
Asymptotically optimal Bayesian sequential change detection and identification rules. Zbl 1365.62322
Dayanik, Savas; Powell, Warren B.; Yamazaki, Kazutoshi
2
2013
Sequential detection and identification of a change in the distribution of a Markov-modulated random sequence. Zbl 1367.94114
Dayanik, Savas; Goulding, Christian
2
2009
Dynamic bidding strategies in search-based advertising. Zbl 1321.90092
Dayanik, Savas; Parlar, Mahmut
1
2013
Reward-rate maximization in sequential identification under a stochastic deadline. Zbl 1292.62122
Dayanik, Savas; Yu, Angela J.
1
2013
Compound Poisson disorder problems with nonlinear detection delay penalty cost functions. Zbl 1190.62144
Dayanik, Savas
1
2010
Filling the gap between American and Russian options: adjustable regret. Zbl 1124.60039
Dayanik, Savas; Ludkovski, Michael
1
2007
Asymptotically optimal Bayesian sequential change detection and identification rules. Zbl 1365.62322
Dayanik, Savas; Powell, Warren B.; Yamazaki, Kazutoshi
2
2013
Dynamic bidding strategies in search-based advertising. Zbl 1321.90092
Dayanik, Savas; Parlar, Mahmut
1
2013
Reward-rate maximization in sequential identification under a stochastic deadline. Zbl 1292.62122
Dayanik, Savas; Yu, Angela J.
1
2013
Multisource Bayesian sequential binary hypothesis testing problem. Zbl 06149321
Dayanik, Savas; Sezer, Semih O.
5
2012
Optimal stopping problems for asset management. Zbl 1262.91123
Dayanik, Savas; Egami, Masahiko
3
2012
Wiener disorder problem with observations at fixed discrete time epochs. Zbl 1238.60047
Dayanik, Savas
7
2010
Compound Poisson disorder problems with nonlinear detection delay penalty cost functions. Zbl 1190.62144
Dayanik, Savas
1
2010
The knowledge-gradient policy for correlated normal beliefs. Zbl 1243.91014
Frazier, Peter; Powell, Warren; Dayanik, Savas
32
2009
Sequential detection and identification of a change in the distribution of a Markov-modulated random sequence. Zbl 1367.94114
Dayanik, Savas; Goulding, Christian
2
2009
A knowledge-gradient policy for sequential information collection. Zbl 1274.62155
Frazier, Peter I.; Powell, Warren B.; Dayanik, Savas
32
2008
Optimal multiple stopping of linear diffusions. Zbl 1221.60061
Carmona, René; Dayanik, Savas
24
2008
Multisource Bayesian sequential change detection. Zbl 1133.62062
Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O.
18
2008
Optimal stopping of linear diffusions with random discounting. Zbl 1213.60080
Dayanik, Savas
13
2008
Sequential multi-hypothesis testing for compound Poisson processes. Zbl 1132.62061
Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O.
7
2008
Bayesian sequential change diagnosis. Zbl 1297.62179
Dayanik, Savas; Goulding, Christian; Poor, H. Vincent
5
2008
Index policies for discounted bandit problems with availability constraints. Zbl 1140.93047
Dayanik, Savas; Powell, Warren; Yamazaki, Kazutoshi
4
2008
Filling the gap between American and Russian options: adjustable regret. Zbl 1124.60039
Dayanik, Savas; Ludkovski, Michael
1
2007
Adaptive Poisson disorder problem. Zbl 1104.62093
Bayraktar, Erhan; Dayanik, Savas; Karatzas, Ioannis
24
2006
Compound Poisson disorder problem. Zbl 1278.60076
Dayanik, Savas; Sezer, Semih Onur
16
2006
Poisson disorder problem with exponential penalty for delay. Zbl 1278.62132
Bayraktar, Erhan; Dayanik, Savas
13
2006
Sequential testing of simple hypotheses about compound Poisson processes. Zbl 1103.62073
Dayanik, Savas; Sezer, Semih O.
13
2006
The standard Poisson disorder problem revisited. Zbl 1070.62062
Bayraktar, Erhan; Dayanik, Savas; Karatzas, Ioannis
18
2005
On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524
Dayanik, Savas; Karatzas, Ioannis
96
2003
An adaptive Bayesian replacement policy with minimal repair. Zbl 1163.90435
Dayanik, Savas; Gürler, Ülkü
10
2002
all top 5

Cited by 325 Authors

14 Powell, Warren Buckler
13 Dayanik, Savas
10 Bayraktar, Erhan
10 Gapeev, Pavel V.
9 Sezer, Semih Onur
8 Christensen, Soren
8 Egami, Masahiko
8 Ferrari, Giorgio
7 Ekström, Erik
7 Yamazaki, Kazutoshi
6 Leung, Tim
6 Ryzhov, Ilya O.
5 Buonaguidi, Bruno
5 Ludkovski, Michael
5 Muliere, Pietro
5 Zhang, Hongzhong
4 Arkin, Vadim I.
4 De Angelis, Tiziano
4 Irle, Albrecht
4 Karatzas, Ioannis
4 Kim, Michael Jong
4 Lempa, Jukka
4 Moriarty, John
4 Villeneuve, Stéphane
3 Branke, Jürgen
3 Brown, Marlo
3 Frazier, Peter I.
3 He, Xinyu
3 Li, Xun
3 Makis, Viliam
3 Poor, Harold Vincent
3 Reyes, Kristofer G.
3 Rodosthenous, Neofytos
3 Shiryaev, Al’bert Nikolaevich
3 Silvestrov, Dmitrii
3 Stockbridge, Richard H.
3 Stoev, Yavor I.
3 Van Nieuwenhuyse, Inneke
3 Wang, Yingfei
3 Yi, Fahuai
2 Amaran, Satyajith
2 Bect, Julien
2 Bilionis, Ilias
2 Bury, Scott J.
2 Chen, Chun-Hung
2 Dalang, Robert C.
2 Décamps, Jean-Paul
2 Ding, Zi
2 Fu, Michael C.
2 Ginsbourger, David
2 Glazebrook, Kevin D.
2 Helmes, Kurt L.
2 Henderson, Vicky
2 Johnson, Timothy C.
2 Kaminski, Bogumil
2 Katehakis, Michael N.
2 Kravitz, Ross
2 Li, Xin
2 Lundgren, Robin
2 Martyr, Randall
2 Palmowski, Zbigniew
2 Picheny, Victor
2 Sahinidis, Nikolaos V.
2 Salminen, Paavo H.
2 Sharda, Bikram
2 Slastnikov, Alexander D.
2 Vaicenavicius, Juozas
2 Xiong, Jie
2 Zervos, Mihail
1 Ai, Xiaohui
1 Aïd, René
1 Alfonsi, Aurélien
1 Allaart, Pieter C.
1 Alvarez E., Luis H. R.
1 Alvarez, Luis H. R.
1 Aramideh, Soroush
1 Ardekani, Arezoo M.
1 Arnold, Frances Hamilton
1 Arslan, A. Muzaffer
1 Atkinson, Michael P.
1 Bachoc, François
1 Bardou, Olivier
1 Baron, Michael I.
1 Barut, Emre
1 Beichelt, Frank E.
1 Ben Latifa, Imène
1 Bender, Christian
1 Bolton, Patrick
1 Bonnans, Joseph Frédéric
1 Bouthemy, Sandrine
1 Boyarchenko, Svetlana I.
1 Bregantini, Daniele
1 Broadie, Mark N.
1 Brockhaus, Oliver
1 Bronstein, Anne Laure
1 Broussev, Nikola
1 Brown, Keith A.
1 Bull, Adam D.
1 Burnetas, Apostolos N.
1 Cadenillas, Abel
...and 225 more Authors
all top 5

Cited in 72 Serials

16 The Annals of Applied Probability
15 Sequential Analysis
13 Stochastic Processes and their Applications
12 Operations Research
12 European Journal of Operational Research
11 Stochastics
9 Mathematics of Operations Research
9 Mathematical Methods of Operations Research
7 Advances in Applied Probability
7 SIAM Journal on Control and Optimization
7 Annals of Operations Research
6 Journal of Applied Probability
5 Applied Mathematics and Optimization
5 Journal of Economic Dynamics & Control
5 Finance and Stochastics
5 International Journal of Theoretical and Applied Finance
4 Mathematical Finance
4 Stochastic Models
3 Journal of Mathematical Analysis and Applications
3 Statistics & Probability Letters
3 Operations Research Letters
3 Stochastic Analysis and Applications
3 Journal of Global Optimization
3 INFORMS Journal on Computing
3 Quantitative Finance
3 SIAM/ASA Journal on Uncertainty Quantification
2 Theory of Probability and its Applications
2 Automatica
2 Journal of Economic Theory
2 SIAM Journal on Optimization
2 SIAM Journal on Scientific Computing
2 Bernoulli
2 Probability in the Engineering and Informational Sciences
2 Methodology and Computing in Applied Probability
2 Mathematics and Financial Economics
2 Mathematical Control and Related Fields
2 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
1 International Journal of Systems Science
1 Metrika
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Demonstratio Mathematica
1 Journal of Statistical Planning and Inference
1 Naval Research Logistics
1 Optimal Control Applications & Methods
1 Acta Applicandae Mathematicae
1 Computers & Operations Research
1 Asia-Pacific Journal of Operational Research
1 Economic Quality Control
1 Communications in Statistics. Theory and Methods
1 Proceedings of the National Academy of Sciences of the United States of America
1 Theory of Probability and Mathematical Statistics
1 Statistical Papers
1 NoDEA. Nonlinear Differential Equations and Applications
1 Applied Mathematical Finance
1 Electronic Communications in Probability
1 Mathematical Problems in Engineering
1 Doklady Mathematics
1 Journal of Inequalities and Applications
1 Journal of Scheduling
1 Journal of Applied Mathematics and Decision Sciences
1 Computational Geosciences
1 CEJOR. Central European Journal of Operations Research
1 Optimization and Engineering
1 Journal of Machine Learning Research (JMLR)
1 OR Spectrum
1 4OR
1 Asia-Pacific Financial Markets
1 Advances in Difference Equations
1 Journal of Industrial and Management Optimization
1 Statistics and Computing
1 Annals of Finance

Citations by Year

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