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Now showing 1 - 5 of 5

Citation - WoS: 4
Citation - Scopus: 4
Note on Common Fixed Point Theorems in Convex Metric Spaces
(Mdpi, 2021) Kumar, Anil; Tas, Aysegul
In the present paper, we pointed out that there is a gap in the proof of the main result of Rouzkard et al. (The Bulletin of the Belgian Mathematical Society 2012). Then after, utilizing the concept of (E.A.) property in convex metric space, we obtained an alternative and correct version of this result. Finally, it is clarified that in the theory of common fixed point, the notion of (E.A.) property in the set up of convex metric space develops some new dimensions in comparison to the hypothesis that a range set of one map is contained in the range set of another map.
Citation - WoS: 4
Citation - Scopus: 4
Fixed Point Results Via Simulation Functions in the Context of Quasi-Metric Space
(Univ Nis, Fac Sci Math, 2018) Fulga, Andreea; Tas, Aysegul
In this paper, we investigate the existing non-unique fixed points of certain mappings, via simulation functions in the context of quasi-metric space. Our main results generalize and unify several existing results on the topic in the literature.
Citation - WoS: 22
Citation - Scopus: 23
An Extended Mixed-Integer Programming Formulation and Dynamic Cut Generation Approach for the Stochastic Lot-Sizing Problem
(informs, 2018) Tunc, Huseyin; Kilic, Onur A.; Tarim, S. Armagan; Rossi, Roberto
We present an extended mixed-integer programming formulation of the stochastic lot-sizing problem for the static-dynamic uncertainty strategy. The proposed formulation is significantly more time efficient as compared to existing formulations in the literature and it can handle variants of the stochastic lot-sizing problem characterized by penalty costs and service level constraints, as well as backorders and lost sales. Also, besides being capable of working with a predefined piecewise linear approximation of the cost function-as is the case in earlier formulations-it has the functionality of finding an optimal cost solution with an arbitrary level of precision by means of a novel dynamic cut generation approach.
Citation - WoS: 13
Citation - Scopus: 17
An Overview of Revenue Management and Dynamic Pricing Models in Hotel Business
(Edp Sciences S A, 2018) Bandalouski, Andrei M.; Kovalyov, Mikhail Y.; Pesch, Erwin; Tarim, S. Armagan
Basic concepts and brief description of revenue management models and decision tools in the hotel business are presented. An overview of the relevant literature on dynamic pricing, forecasting methods and optimization models is provided. The main ideas of the authors' customized revenue management method for the hotel business are presented.
Citation - WoS: 9
Citation - Scopus: 11
Confidence-Based Reasoning in Stochastic Constraint Programming
(Elsevier, 2015) Rossi, Roberto; Hnich, Brahim; Tarim, S. Armagan; Prestvvich, Steven; Prestwich, Steven
In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the original problem being analysed; by solving this reduced problem, with a given confidence probability, we obtain assignments that satisfy the chance constraints in the original model within prescribed error tolerance thresholds. To achieve this, we blend concepts from stochastic constraint programming and statistics. We discuss both exact and approximate variants of our method. The framework we introduce can be immediately employed in concert with existing approaches for solving stochastic constraint programs. A thorough computational study on a number of stochastic combinatorial optimisation problems demonstrates the effectiveness of our approach. (C) 2015 Elsevier B.V. All rights reserved.

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