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Browsing M.S. Theses by Author "Güllü, Refik."

Browsing M.S. Theses by Author "Güllü, Refik."

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  • Optimal control of a system with two servers and two customer classes under a flexible server 
    Dursun, Berna. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2018., 2018.)
    Many organizations such as manufacturing companies, banks, hospitals, airlines, restaurants, telecmnmunication companies use queuing systems to allocate resources in order to manage de1nand effectively. Besides the ...
  • Optimal inventory allocation and pricing policies under a two-tier customer market and random demand 
    Tiryaki, Mehmet. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2021., 2021.)
    Along with the shortening of product life cycles, the segmentation in customer markets become more distinct. In the face of segmentation, firms determine varied pricing policies to appeal to each customer markets. Also, ...
  • Optimal pricing and base stock determination in a multiclass M/G/1 make-to-stock queue 
    Şekercan, Özcan. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2012., 2012.)
    In this study, the problem of profit maximization of a single-server multiclass queuing system is analyzed. Customer demands follow independent Poisson processes and service times have general distribution. The demand is ...
  • Option pricing under stochastic interest rate 
    Işık, Mert. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2022., 2022)
    This study proposes a newly generated model to price options under a stochastic interest rate environment. The developed model introduces a numerical procedure with the arbitrage-free condition by working on a binomial ...
  • Pricing European FX options by heston model calibrated with historical spot prices 
    Sülük, Havva. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2017., 2017.)
    In this thesis, European type of FX call and put options are priced by two methods, Black and Scholes Model and Heston Model. Despite the fact that Black and Scholes is widely used by finance environment, the volatility ...
  • Pricing in service systems with strategic customers 
    Yıldız, Zeynep Gökçe. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2014., 2014.)
    In this thesis, we examine the pricing decision process in service systems with strategic customers. We present three systems throughout the study. In the rst system, priority classes are o ered to the customers and price ...
  • Risk assessment of autonomous vehicle using Markov decision process 
    Derecik, Burak. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2020., 2020.)
    Autonomous decision making of intelligent vehicle is one of the most critical and challenging module due to the fact that traffic of real world is uncertain, complex, continuous and vehicles interact with each other. In ...
  • Supply disruption in multistage production systems 
    Çiçek, Burçin. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2012., 2012.)
    This study aims to analyze multistage production systems under supply disruption. First part of the study examine an N stage serial system under supply disruption risk. It is assumed that the unreliable supplier is unique ...
  • The impact of orbit dependent return rate on the control policies of a hybrid production system 
    Ata, Seval. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2017., 2017.)
    Reprocessing of products at the end of their useful lives has become a profitable business option for many markets. Both original equipment manufacturers and third party remanufacturers collect products back from the end ...
  • Two essays in modeling and analysis of exchange rate dynamics 
    Erataman, Caner. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2011., 2011.)
    This thesis has two main chapters that are focusing on the di erent aspects of foreign exchange modeling. In the rst chapter, a dynamic programming approach is used to model the problem that; an investor has to decide on ...

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