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20172022
most citedMulti-objective risk-averse two-stage stochastic programming problems

1 citations · 1 across the 4 of their papers we have counts for

collaborators

5 papers

math.FA2022

Random sets and Choquet-type representations

Çağın Ararat, Umur Cetin

As appropriate generalizations of convex combinations with uncountably many terms, we introduce the so-called Choquet combinations, Choquet decompositions and Choquet convex decomp…

q-fin.MF2022

Decomposable sums and their implications on naturally quasiconvex risk measures

Çağın Ararat, Barış Bilir, Elisa Mastrogiacomo

Convexity and quasiconvexity are two properties that capture the concept of diversification for risk measures. Between the two, there is natural quasiconvexity, an old but not so w…

math.OC2021

End-of-Life Inventory Management Problem: Results and Insights

Emin Ozyoruk, Nesim K. Erkip, Çağın Ararat

We consider a manufacturer who manages the end-of-life phase and takes one of the three actions at each period: (1) place an order, (2) use existing inventory, (3) stop holding inv…

math.CO2020

Constructive covers of a finite set

Çağın Ararat, Ülkü Gürler, M. Emrullah Ildız

Given positive integers with , we consider the number of ways of choosing subsets of in such a way that the union of these subsets gives $\{1,\l…

math.OC20171 cited

Multi-objective risk-averse two-stage stochastic programming problems

Çağın Ararat, Özlem Çavuş, Ali İrfan Mahmutoğulları

We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with…