Semih Onur Sezer

E-mail : semih.sezersabanciuniv.edu

Education :

Ph.D.(2006) & M.A.(2005), Princeton University. B.Sc.(2002), Bogazici University-Istanbul, Turkey

Areas of Interest :

Applied probability, statistics, stochastic processes, optimal stopping, stochastic optimal control with applications in finance and engineering

Awards :

ODTÜ Parlar Vakfı Araştırma Teşvik Ödülü - ÖDTÜ Parlar Vakfı 2018

Publications :

Article

Uru, Cagin and Dayanik, Savas and Sezer, Semih Onur (2023) "Compound poisson disorder problem with uniformly distributed disorder time", Bernoulli, Vol.29, No.3, 2272-2294 (SCI)

Dayanık, Savaş and Sezer, Semih Onur (2023) "Model misspecification in discrete time Bayesian online change detection", Methodology and Computing in Applied Probability, Vol.25, No.1 (SCI)

Dayanık, Savaş and Sezer, Semih Onur (2023) "Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising", Mathematical Methods of Operations Research, Vol.97, No.1, 25-56 (SCI)

Frenk, Hans and Javadi Khatab, Sonya and Sezer, Semih Onur (2019) "An optimal stopping approach for the end-of-life inventory problem", Mathematical Methods of Operations Research, Vol.90, No.3, 329-363 (SCI, SSCI)

Frenk, Hans and Pehlivan, Canan and Sezer, Semih Onur (2019) "Order and exit decisions under non-increasing price curves for products with short life cycles", Mathematical Methods of Operations Research, Vol.90, No.3, 365-397 (SCI, SSCI)

Kılıç, Kemal and Saygı, Menekşe Gizem and Sezer, Semih Onur (2019) "Exact and heuristic methods for personalized display advertising in virtual reality platforms", Journal of Industrial and Management Optimization, Vol.15, No.2, 833-854 (SCI, SSCI)

Frenk, Hans and Javadi Khatab, Sonya and Pourakbar, Morteza and Sezer, Semih Onur (2019) "An exact static solution approach for the service parts end-of-life inventory problem", European Journal of Operational Research, Vol.272, No.2, 496-504 (SCI, SSCI)

Kılıç, Kemal and Saygı, Menekşe Gizem and Sezer, Semih Onur (2017) "A mathematical model for personalized advertisement in virtual reality environments", Mathematical Methods of Operations Research, Vol.85, No.2, 241-264 (SCI)

Frenk, Hans and Pourghannad, Behrooz and Sezer, Semih Onur (2017) "A static model in single leg flight airline revenue management", Transportation Science, Vol.51, No.1, 214-232 (SCI)

Dayanık, Savaş and Sezer, Semih Onur (2016) "Sequential sensor installation for Wiener disorder detection", Mathematics of Operations Research, Vol.41, No.3, 827-850 (SCI)

Arslan, Alp Muzaffer and Frenk, Hans and Sezer, Semih Onur (2015) "On the single-leg airline revenue management problem in continuous time", Mathematical Methods of Operations Research, Vol.81, No.1, 27-52 (SCI)

Dayanık, Savaş and Sezer, Semih Onur (2012) "Multisource Bayesian sequential binary hypothesis testing problem", Annals of Operations Research, Vol.201, No.1, 99-130 (SCI)

Ludkovski, Michael and Sezer, Semih Onur (2012) "Finite horizon decision timing with partially observable Poisson processes", Stochastic Models, Vol.28, No.2, 207-247 (SCI)

Sezer, Semih Onur (2010) "On the Wiener disorder problem", Annals of Applied Probability, Vol.20, No.4, 1537-1566 (SCI)