Global optimization: a stochastic approach

Yildirim, Miray Hanim (Aslan)


Cooperative games under interval uncertainty: on the convexity of the interval undominated cores
Branzei, R.; ALPARSLAN GÖK, Sırma Zeynep; Branzei, O. (Springer Science and Business Media LLC, 2011-12-01)
Uncertainty is a daily presence in the real world. It affects our decision making and may have influence on cooperation. Often uncertainty is so severe that we can only predict some upper and lower bounds for the outcome of our actions, i.e., payoffs lie in some intervals. A suitable game theoretic model to support decision making in collaborative situations with interval data is that of cooperative interval games. Solution concepts that associate with each cooperative interval game sets of interval allocat...
Rumour propagation: an operational research approach by computational and information theory
Guerbuez, Burcu; Mawengkang, Herman; Husein, Ismail; Weber, Gerhard Wilhelm (Springer Science and Business Media LLC, 2021-01-01)
Rumours are a kind of information that has a impact on social life and economies, which spread quickly and widely, especially, via internet. Recently, the spread of information affects our daily lives due to the increasing number of social media users. Rumours are defined in social areas which are delivered by gossips, fake news, marketing, social media all the way even to revolutions. In this paper, we study the dynamics of a rumour propagation model with a numerical approach. By using an algorithmic techn...
Neural network calibrated stochastic processes: forecasting financial assets
Giebel, Stefan; Rainer, Martin (Springer Science and Business Media LLC, 2013-03-01)
If a given dynamical process contains an inherently unpredictable component, it may be modeled as a stochastic process. Typical examples from financial markets are the dynamics of prices (e.g. prices of stocks or commodities) or fundamental rates (exchange rates etc.). The unknown future value of the corresponding stochastic process is usually estimated as the expected value under a suitable measure, which may be determined from distribution of past (historical) values. The predictive power of this estimati...
Assessment of criteria - rich rankings for environmental policy making
Yeralan, Sencer; Ozdoglar, Mehmet Rasit; Azizoğlu, Meral (Inderscience Publishers, 2011-12-01)
This paper illustrates the use of mathematical programming techniques to extract more information out of composite indexes (e.g., the EPI-2008) that would assist decision makers. While recognising the qualitative aspects of such decision making, in order to support and guide the policy making process, we develop analytical tools to assist the process. We carefully delineate our models to be limited only to the provable quantitative properties of the available objective data. However, such data are processed...
Hesitant interval-valued intuitionistic fuzzy-linguistic term set approach in Prisoners' dilemma game theory using TOPSIS: a case study on Human-trafficking
Bhaumik, Ankan; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (Springer Science and Business Media LLC, 2020-06-01)
A game is a situation which conceives and concludes through reality involving a set of players, may be two or more. Conclusions of such situations are not always very easy, e.g., if one wins other loses. Sometimes, when considering the totality, the outcome of game is not linguistically zero, and we utter the term non-zero-sum game. Prisoners' dilemma game is one of most cited examples in non-zero-sum game literature. In this paper, human trafficking, one of the most rising problems of today's society is vi...
Citation Formats
M. H. (. Yildirim, “Global optimization: a stochastic approach,” INTERFACES, pp. 116–117, 2014, Accessed: 00, 2020. [Online]. Available: