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Ali Devin Sezer

Graduate School of Applied Mathematics
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Excessive backlog probabilities of two parallel queues
Unlu, Kamil Demirberk; Sezer, Ali Devin (2020-10-01)
Let X be the constrained random walk on Z2 + with increments (1, 0), (-1, 0), (0, 1) and (0,-1); X represents, at arrivals and service completions, the lengths of two queues (or two stacks in computer science applications)...
Approximation of the exit probability of a stable Markov modulated constrained random walk
Kabran, Fatma Basoglu; Sezer, Ali Devin (2020-06-01)
Let X be the constrained randomwalk on Z(+)(2) having increments (1, 0), (- 1, 1), (0,- 1) with jump probabilities lambda(M-k), mu(1)(M-k), and mu(2)(M-k) where M is an irreducible aperiodic finite state Markov chain. The ...
Backward stochastic differential equations with non-Markovian singular terminal values
Sezer, Ali Devin; Kruse, Thomas; Popier, Alexandre (2019-04-01)
We solve a class of BSDE with a power function f (y) = y(q), q > 1, driving its drift and with the terminal boundary condition xi = infinity . 1( B(m,r)c )(for which q > 2 is assumed) or xi = infinity . 1B(m,r), where B(m,...
Sezer, Ali Devin (2018-09-01)
Let X be the constrained random walk on Z(+)(2) having increments (1, 0), (-1, 1), and (0, -1) with respective probabilities A lambda,mu 1, and mu 2 representing the lengths of two tandem queues. We assume that X is stable...
Stationary analysis of a single queue with remaining service time-dependent arrivals
Legros, Benjamin; Sezer, Ali Devin (2018-02-01)
We study a generalization of the M / G / 1 system (denoted by rM / G / 1) with independent and identically distributed service times and with an arrival process whose arrival rate depends on the remaining service time r of...
Joint densities of hitting times for finite state Markov processes
Bielecki, Tomasz R.; Jeanblanc, Monique; Sezer, Ali Devin (2018-01-01)
For a finite state Markov process X and a finite collection {Gamma<INF>k</INF>, k is an element of K} of subsets of its state space, let tau<INF>k</INF> be the first time the process visits the set Gamma<INF>k</INF>. In ge...
Analysis of push-type epidemic data dissemination in fully connected networks
ÇAĞLAR, MİNE; Sezer, Ali Devin (2014-07-01)
Consider a fully connected network of nodes, some of which have a piece of data to be disseminated to the whole network. We analyze the following push-type epidemic algorithm: in each push round, every node that has the da...
Optimization Methods in Mathematical Finance
Sezer, Ali Devin; Weber, Gerhard-Wilhelm (2013-11-01)
Optimal Decision Rules for Product Recalls
Sezer, Ali Devin; HAKSÖZ, ÇAĞRI (2012-08-01)
We consider a hypothetical company that is assumed to have just manufactured and sold a number of copies of a product. It is known that, with a small probability, the company has committed a manufacturing fault that will r...
Sezer, Ali Devin; Özbudak, Ferruh (2011-06-01)
Mixed-level orthogonal arrays are basic structures in experimental design. We develop three algorithms that compute Rao- and Gilbert-Varshamov-type bounds for mixed-level orthogonal arrays. The computational complexity of ...