Industry areas:
Research areas:
Capacity and inventory management, forecasting, cargo overbooking, information security, partially observed inventories.
Papers Accepted to Journals:
- 28. Censored Newsvendor Model Revisited with Unnormalized Probabilities. (with A. Bensoussan and S.P. Sethi).
To appear in Journal of Industrial and Management Optimization.
- 27. Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays. (with A. Bensoussan, Q. Feng and S.P. Sethi).
To appear in Production and Operations Management.
- 26. Partially observed inventory systems: The case of rain checks. (with A. Bensoussan, A. Minjarez-Sosa, S.P. Sethi and R. Shi).
To appear in SIAM Journal of Control and Optimization.
- 25. Bayesian and adaptive controls for a newsvendor facing exponential demand. (with A. Bensoussan, A. Royal and S.P. Sethi).
To appear in Risk and Decision Analysis.
- 24. The management of intrusion detection: configuration, inspection and investment. (with W. Yue and Y. Ryu).
To appear in European Journal of Operational Research.
- 23. A note on "the censored newsvendor and the optimal acquisition of information". (with A. Bensoussan and S.P. Sethi).
To appear in Operations Research.
- 22. Two-dimensional cargo overbooking models. (with S. Luo and R.G. Kasilingam).
To appear in Revenue Management and Dynamic Pricing Special issue of European Journal of Operational Research.
- 21. Reverse bullwhip effect in pricing. (with E.C. Ozelkan).
European Journal of Operational Research Vol.192, 2009: 302-312.
- 20. Inventory problems with partially observed demands and lost sales. (with A. Bensoussan, A. Minjarez-Sosa, A. Royal and S.P. Sethi).
Journal of Optimization Theory and Applications. Vol 136, No.3, 2008: 321-340.
- 19. Intrusion prevention in information systems: Reactive and proactive response. (with W. Yue).
Journal of Management Information Systems. Vol.24, No.1, 2007: 329-353.
- 18. Partially observed inventory systems: The case of zero balance walk. (with A. Bensoussan and S.P. Sethi).
SIAM Journal of Control and Optimization. Vol. 46 Iss. 1, 2007: 176-209.
- 17. Network externalities, layered protection and IT security risk management. (with W. Yue, Y. Ryu and D. Liu).
Decision Support Systems. Vol.44, No.1, 2007: 1-16.
- 16. Economic evaluation of systems that expedite inventory information . (with A. Bensoussan and S.P. Sethi).
Production and Operations Management. Vol.16, No.3, 2007: 360-368.
- 15. A multi-period newsvendor problem with partially observed demands. (with A. Bensoussan and S.P. Sethi).
Mathematics of Operations Research. Vol.32, No.2, 2007: 322-344.
- 14. Optimal ordering policies for inventory problems with dynamic information delays. (with A. Bensoussan and S.P. Sethi)
Production and Operations Management, Vol.16, No.2, 2007: 241-256. Earlier version here.
- 13. Resource downgrading. (with E. C. Ozelkan)
European Journal of Operational Research. Vol. 177, No.1, 2007: 572-590
- 12. Optimality of base stock and (s,S) policies for inventory problems with information delays. (with A. Bensoussan and S.P. Sethi)
Journal of Optimization Theory and Applications, Vol.130, No.2, August 2006: 153-172.
- 11. Test wafer management for semiconductor manufacturing. (with E. C. Ozelkan)
IEEE Transactions on Semiconductor Manufacturing, Vol.19, No.2, May 2006: 241-251.
- 10. The general strategic capacity planning model under demand uncertainty. (with T. Huh and R. Roundy)
Naval Research Logistics, Vol.53, No.2, March 2006: 137-150.
- 9. On the optimal control of partially observed inventory systems. (with A. Bensoussan and S.P. Sethi).
Comptes Rendus Mathematique, Vol.341, Iss.7, October 2005: 419-426. Associated presentation .
- 8. Pricing and production game under revenue sharing and information update. (with S. Luo).
Journal of Revenue and Pricing Management Vol.3, No.4. Fall 2005: 270-301. Associated presentation .
- 7. Capacity-driven acceptance of customer orders for a multi-stage batch manufacturing system: models and algorithms.
(with D. Chen, P. Chen, M. Freimer, P.L. Jackson, V. Melkonian and R.O. Roundy).
IIE Transactions, Vol.37, No.12, December 2005: 1093-1105. The long version is here.
- 6. Optimal Machine Capacity Expansions with nested Limitations under Demand Uncertainty (with R.O. Roundy and S.C. Wood).
Naval Research Logistics, Vol.51, Iss. 2, March 2004: 217-241.
- 5. Optimal Capacity Expansion for Multi-Product, Multi-Machine Manufacturing Systems with Stochastic Demand
(with R.O. Roundy, F. Zhang and T.Huh).
IIE Transactions, Vol.36, No.1, January 2004: 23-36.
- 4. Evaluation of capacity planning practices for the semiconductor industry (with R.O. Roundy).
IEEE Transactions on Semiconductor Manufacturing, Volume 15, Number 3, August 2002: 331-340.
- 3. SeDFAM: Semiconductor demand forecast accuracy model (with R.O. Roundy).
IIE Transactions, Volume 34, Number 5, May 2002: 449-465. Associated presentation
- 2. Continuous review inventory models where random lead time depends on lot size and reserved capacity (with J.H. Bookbinder and
Y. Gerchak)
International Journal of Production Economics, Volume 68, Issue 3, 20 December 2000: 217-228.
- 1. Random lead times and expedited orders in (Q,r) inventory systems (with J.H. Bookbinder).
European Journal of Operational Research, Volume 115, Issue 2, 1 June 1999: 300-313.
Abstracts of the Accepted Papers
Book Chapter
Filtering for Discrete-Time Markov Processes and Applications to Inventory Control with Incomplete Information. (with A. Bensoussan and S.P. Sethi).
To appear in Oxford Handbook of Nonlinear Filtering. 2008. Published by Oxford University Press.
External Funding for Original Investigations
- Inventory control with partial observations and inspections. A. Bensoussan (PI), M. Cakanyildirim, S. Sethi.
Abstract.
National Science Foundation, Division on Mathematical Sciences, $200,000 for July 2005-June 2008.
- Statistical Updating Methods in Risk and Decision Analysis: Applications to Supply Chains. A. Bensoussan (PI), M. Cakanyildirim, S. Sethi.
Texas Higher Education Coordinating Board, Applied Mathematics, $78,000 for June 2006-May 2008.
Working Papers:
- Contracting under asymmetric information about production costs. (with X. Gan and S. Sethi)
- Virtual pooling with multiple in-cycle transshipmeents. (with N. Comez and K. Stecke)
Full text of all the working papers above can be obtained from metin@utdallas.edu.