A knowledge-gradient policy for sequential information collection PI Frazier, WB Powell, S Dayanik SIAM Journal on Control and Optimization 47 (5), 2410-2439, 2008 | 607 | 2008 |
The knowledge-gradient policy for correlated normal beliefs P Frazier, W Powell, S Dayanik INFORMS journal on Computing 21 (4), 599-613, 2009 | 561 | 2009 |
On the optimal stopping problem for one-dimensional diffusions S Dayanik, I Karatzas Stochastic processes and their applications 107 (2), 173-212, 2003 | 359 | 2003 |
Optimal multiple stopping of linear diffusions R Carmona, S Dayanik Mathematics of Operations Research 33 (2), 446-460, 2008 | 83 | 2008 |
Adaptive Poisson disorder problem E Bayraktar, S Dayanik, I Karatzas | 68 | 2006 |
The effectiveness of several performance bounds for capacitated production, partial-order-service, assemble-to-order systems S Dayanik, JS Song, SH Xu Manufacturing & Service Operations Management 5 (3), 230-251, 2003 | 66 | 2003 |
The standard Poisson disorder problem revisited E Bayraktar, S Dayanik, I Karatzas Stochastic processes and their applications 115 (9), 1437-1450, 2005 | 61 | 2005 |
Optimal stopping of linear diffusions with random discounting S Dayanik Mathematics of Operations Research 33 (3), 645-661, 2008 | 57 | 2008 |
Bayesian sequential change diagnosis S Dayanik, C Goulding, HV Poor Mathematics of Operations Research 33 (2), 475-496, 2008 | 52 | 2008 |
An adaptive Bayesian replacement policy with minimal repair S Dayanik, Ü Gürler Operations Research 50 (3), 552-558, 2002 | 52 | 2002 |
Compound Poisson disorder problem S Dayanik, SO Sezer Mathematics of Operations Research 31 (4), 649-672, 2006 | 50 | 2006 |
Multisource Bayesian sequential change detection S Dayanik, HV Poor, SO Sezer | 44 | 2008 |
Poisson disorder problem with exponential penalty for delay E Bayraktar, S Dayanik Mathematics of Operations Research 31 (2), 217-233, 2006 | 39 | 2006 |
Sequential detection and identification of a change in the distribution of a markov-modulated random sequence S Dayanik, C Goulding IEEE Transactions on Information Theory 55 (7), 3323-3345, 2009 | 36 | 2009 |
Asymptotically optimal Bayesian sequential change detection and identification rules S Dayanik, WB Powell, K Yamazaki Annals of Operations Research 208, 337-370, 2013 | 35 | 2013 |
Sequential multi-hypothesis testing for compound Poisson processes S Dayanik, HV Poor, SO Sezer Stochastics An International Journal of Probability and Stochastic Processes …, 2008 | 33 | 2008 |
Optimal multiple-stopping of linear diffusions and swing options R Carmona, S Dayanik Preprint, 2003 | 33 | 2003 |
Index policies for discounted bandit problems with availability constraints S Dayanik, W Powell, K Yamazaki Advances in Applied Probability 40 (2), 377-400, 2008 | 27 | 2008 |
Sequential testing of simple hypotheses about compound Poisson processes S Dayanik, SO Sezer Stochastic processes and their applications 116 (12), 1892-1919, 2006 | 24 | 2006 |
Dynamic bidding strategies in search-based advertising S Dayanik, M Parlar Annals of Operations Research 211, 103-136, 2013 | 19 | 2013 |