Savas Dayanik

Available identifiers

zbMath Open dayanik.savasMaRDI QIDQ378754

List of research outcomes

Publication	Date of Publication	Type
Model misspecification in discrete time Bayesian online change detection	2023-07-04	Paper
Compound Poisson disorder problem with uniformly distributed disorder time	2023-06-02	Paper
Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising	2023-04-26	Paper
Detection and identification of changes of hidden Markov chains: asymptotic theory	2022-06-01	Paper
Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence	2017-08-08	Paper
Sequential Sensor Installation for Wiener Disorder Detection	2016-08-10	Paper
Dynamic bidding strategies in search-based advertising	2014-05-08	Paper
Reward-Rate Maximization in Sequential Identification under a Stochastic Deadline	2013-11-15	Paper
Asymptotically optimal Bayesian sequential change detection and identification rules	2013-11-12	Paper
Multisource Bayesian sequential binary hypothesis testing problem	2013-04-02	Paper
Optimal Stopping Problems for Asset Management	2012-11-02	Paper
The Knowledge-Gradient Policy for Correlated Normal Beliefs	2012-07-28	Paper
Optimal Multiple Stopping of Linear Diffusions	2011-04-27	Paper
Bayesian Sequential Change Diagnosis	2011-04-27	Paper
Optimal Stopping of Linear Diffusions with Random Discounting	2011-04-27	Paper
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs	2011-04-27	Paper
Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions	2010-07-13	Paper
A Knowledge-Gradient Policy for Sequential Information Collection	2009-09-29	Paper
An Adaptive Bayesian Replacement Policy with Minimal Repair	2009-07-03	Paper
Index policies for discounted bandit problems with availability constraints	2008-08-05	Paper
Poisson Disorder Problem with Exponential Penalty for Delay	2008-05-27	Paper
Compound Poisson Disorder Problem	2008-05-27	Paper
Multisource Bayesian sequential change detection	2008-04-23	Paper
Sequential multi-hypothesis testing for compound Poisson processes	2008-03-18	Paper
Filling the gap between American and Russian options: adjustable regret	2007-03-30	Paper
Adaptive Poisson disorder problem	2007-02-05	Paper
Sequential testing of simple hypotheses about compound Poisson processes	2007-01-09	Paper
On the optimal stopping problem for one-dimensional diffusions.	2005-11-29	Paper
The standard Poisson disorder problem revisited	2005-09-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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