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q-fin.RM2021
Dual representations for quasiconvex compositions with applications to systemic risk measures
Çağın Ararat, Mücahit Aygün
Motivated by the problem of finding dual representations for quasiconvex systemic risk measures in financial mathematics, we study quasiconvex compositions in an abstract infinite-…
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…