TR-Dizin

Permanent URI for this collectionhttps://hdl.handle.net/20.500.14411/21

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An Application of Stochastic Maximum Principle for a Constrained System With Memory
(Ankara Univ, Fac Sci, 2025) Savku, Emel
In this research article, we study a stochastic control problem in a theoretical frame to solve a constrained task under memory impact. The nature of memory is modeled by Stochastic Differential Delay Equations and our state process evolves according to a jump-diffusion process with time-delay. We work on two specific types of constraints, which are described in the stochastic control problem as running gain components. We develop two theorems for corresponding deterministic and stochastic Lagrange multipliers. Furthermore, these theorems are applicable to a wide range of continuous-time stochastic optimal control problems in a diversified scientific area such as Operations Research, Biology, Computer Science, Engineering and Finance. Here, in this work, we apply our results to a financial application to investigate the optimal consumption process of a company via its wealth process with historical performance. We utilize the stochastic maximum principle, which is one of the main methods of continuous-time Stochastic Optimal Control theory. Moreover, we compute a real-valued Lagrange multiplier and clarify the relation between this value and the specified constraint.
Citation - WoS: 1
Existence of Solutions for Impulsive Boundary Value Problems on Infinite Intervals
(Ankara Univ, Fac Sci, 2023) Akgöl, Sibel Doğru
The paper deals with the existence of solutions for a general class of second-order nonlinear impulsive boundary value problems defined on an infinite interval. The main innovative aspects of the study are that the results are obtained under relatively mild conditions and the use of principal and nonprincipal solutions that were obtained in a very recent study. Additional results about the existence of bounded solutions are also provided, and theoretical results are supported by an illustrative example.
Citation - WoS: 2
ON THE LIMIT OF DISCRETE q-HERMITE I POLYNOMIALS
(Ankara Univ, Fac Sci, 2019) Alwhishi, Sakina; Adıgüzel, Rezan Sevinik; Turan, Mehmet
The main purpose of this paper is to introduce the limit relationsbetween the discrete q-Hermite I and Hermite polynomials such that the orthogonality property and the three-terms recurrence relations remain valid.The discrete q-Hermite I polynomials are the q-analogues of the Hermite polynomials which form an important class of the classical orthogonal polynomials.The q-di§erence equation of hypergeometric type, Rodrigues formula and generating function are also considered in the limiting case.
Citation - WoS: 2
Predicting Credit Card Customer Churn Using Support Vector Machine Based on Bayesian Optimization
(Ankara Univ, Fac Sci, 2021) Ünlü, Kamil Demirberk
In this study, we have employed a hybrid machine learning algorithm to predict customer credit card churn. The proposed model is Support Vector Machine (SVM) with Bayesian Optimization (BO). BO is used to optimize the hyper-parameters of the SVM. Four different kernels are utilized. The hyper-parameters of the utilized kernels are calculated by the BO. The prediction power of the proposed models are compared by four different evaluation metrics. Used metrics are accuracy, precision, recall and F1-score. According to each metrics linear kernel has the highest performance. It has accuracy of %91. The worst performance achieved by sigmoid kernel which has accuracy of %84.

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