Ali Devin Sezer
Ali Devin Sezer
Associate Professor, Institute of Applied Mathematics, Middle East Technical University
Verified email at - Homepage
Cited by
Cited by
Dynamic importance sampling for queueing networks
P Dupuis, AD Sezer, H Wang
The Annals of Applied Probability 17 (4), 1306-1346, 2007
Importance sampling for a Markov modulated queuing network
AD Sezer
Stochastic Processes and their Applications 119 (2), 491-517, 2009
Optimal decision rules for product recalls
AD Sezer, Ç Haksöz
Mathematics of Operations Research 37 (3), 399-418, 2012
Dynamic importance sampling for queueing networks
AD Sezer
Ph. D. thesis, Brown University Division of Applied Mathematics, 2005
Asymptotically optimal importance sampling for Jackson networks with a tree topology
AD Sezer
Queueing Systems 64 (2), 103-117, 2010
Modeling of an insurance system and its large deviations analysis
AD Sezer
Journal of computational and applied mathematics 235 (3), 535-546, 2010
Exit Probabilities and Balayage of Constrained Random Walks
AD Sezer
arXiv preprint arXiv:1506.08674, 2015
Backward stochastic differential equations with non-Markovian singular terminal values
AD Sezer, T Kruse, A Popier
Stochastics and Dynamics 19 (02), 1950006, 2019
Approximation of excessive backlog probabilities of two tandem queues
AD Sezer
Journal of Applied Probability 55 (3), 968-997, 2018
Stationary analysis of a single queue with remaining service time-dependent arrivals
B Legros, AD Sezer
Queueing Systems 88 (1-2), 139-165, 2018
Analysis of push-type epidemic data dissemination in fully connected networks
M Çağlar, AD Sezer
Performance Evaluation 77, 21-36, 2014
Excessive Backlog Probabilities of Two Parallel Queues
KD Ünlü, AD Sezer
arXiv preprint arXiv:1806.00686, 2018
Approximation of the exit probability of a stable markov modulated constrained random walk
FB Kabran, AD Sezer
Annals of Operations Research, 1-45, 2020
Approximation of bounds on mixed-level orthogonal arrays
AD Sezer, F Özbudak
Advances in Applied Probability 43 (2), 399-421, 2011
A large deviation upper bound for a buffer overflow event of a markov modulated queuing network
AD Sezer
Preprint available at: http://www. dam. brown. edu/people/sezer, 2007
A remark on unified error exponents: Hypothesis testing, data compression and measure concentration
I Kontoyiannis, AD Sezer
Stochastic Inequalities and Applications, 23-32, 2003
Backward Stochastic Differential Equations with Non-Markovian Singular Terminal Conditions with General Driver and Filtration
M Ahmadi, A Popier, AD Sezer
arXiv preprint arXiv:1911.07016, 2019
Joint densities of hitting times for finite state Markov processes
TR Bielecki, M Jeanblanc, AD Sezer
Turkish Journal of Mathematics 42 (2), 586-608, 2018
Approximation of Bounds on Mixed Level Orthogonal Arrays
F Ozbudak, AD Sezer
arXiv preprint arXiv:0903.3438, 2009
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