Stochastic optimization methods

Gazioglu, S.


Stochastic delay differential equations
Aladağlı, E. Ezgi; Yolcu Okur, Yeliz; Vardar Acar, Ceren; Department of Financial Mathematics (2017)
In many areas of science like physics, ecology, biology, economics, engineering, financial mathematics etc. phenomenas do not show their effect immediately at the moment of their occurrence. Generally, they influence the future states. In order to understand the structure and quantitative behavior of such systems, stochastic delay differential equations (SDDEs) are constructed while inserting the information that are obtained from the past phenomena into the stochastic differential equations (SDEs). SDDEs b...
Stochastic Discontinuous Galerkin Methods for Robust Deterministic Optimal Control
Çiloğlu, Pelin; Yücel, Hamdullah (2022-03-25)
Stochastic modeling of electricity markets
Talaslı, İrem; Hayfavi, Azize; Department of Financial Mathematics (2012)
Day-ahead spot electricity markets are the most transparent spot markets where one can find integrated supply and demand curves of the market players for each settlement period. Since it is an indicator for the market players and regulators, in this thesis we model the spot electricity prices. Logarithmic daily average spot electricity prices are modeled as a summation of a deterministic function and multi-factor stochastic process. Randomness in the spot prices is assumed to be governed by three jump proce...
Stochastic modelling for extremes
Dener, Ayşen; Sungur, Engin; Department of Statistics (1987)
Stochastic simulations of biological networks under impulses
Yazıcı, Müge; Purutçuoğlu Gazi, Vilda; Department of Statistics (2016)
The impulses are one of the sources of fluctuations which lead to the sharp changes in the biochemical systems such as the changes in epidemic and population models. In this study, as the novelty, we implement these effects in exact stochastic simulation algorithms, namely, the Gillespie method and the first reaction method, by changing the chemical master equations (CME) with impulses. Hereby in the extension of these approaches with impulses, we consider different scenarios such as the sudden decrease of ...
Citation Formats
S. Gazioglu, “Stochastic optimization methods,” JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, pp. 836–837, 2007, Accessed: 00, 2020. [Online]. Available: