Parents
Sign in to add mentor| Ioannis Karatzas | grad student | 2002 | Columbia | |
| (Contributions to the theory of optimal stopping for one -dimensional diffusions.) | ||||
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Publications
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| Dayanik S, Sezer SO. (2016) Sequential Sensor Installation for Wiener Disorder Detection Mathematics of Operations Research. 41: 827-850 |
| Dayanik S, Yu AJ. (2013) Reward-rate maximization in sequential identification under a stochastic deadline Siam Journal On Control and Optimization. 51: 2922-2948 |
| Dayanik S, Parlar M. (2013) Dynamic bidding strategies in search-based advertising Annals of Operations Research. 211: 103-136 |
| Dayanik S, Powell WB, Yamazaki K. (2013) Asymptotically optimal Bayesian sequential change detection and identification rules Annals of Operations Research. 208: 337-370 |
| Dayanik S, Egami M. (2012) Optimal stopping problems for asset management Advances in Applied Probability. 44: 655-677 |
| Dayanik S, Sezer SO. (2012) Multisource Bayesian sequential binary hypothesis testing problem Annals of Operations Research. 201: 99-130 |
| Dayanik S. (2010) Wiener disorder problem with observations at fixed discrete time epochs Mathematics of Operations Research. 35: 756-785 |
| Dayanik S. (2010) Compound poisson disorder problems with nonlinear detection delay penalty cost functions Sequential Analysis. 29: 193-216 |
| Frazier P, Powell W, Dayanik S. (2009) The knowledge-gradient policy for correlated normal beliefs Informs Journal On Computing. 21: 599-613 |
| Dayanik S, Goulding C. (2009) Sequential detection and identification of a change in the distribution of a Markov-modulated random sequence Ieee Transactions On Information Theory. 55: 3323-3345 |