Halil Mete Soner

Koc University - College of Administrative Sciences and Economics

Rumelifeneri Yolu

Sariyer 80910, Istanbul

Turkey

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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SSRN RANKINGS

Top 34,525

in Total Papers Citations

5

CROSSREF CITATIONS

12

Scholarly Papers (6)

1.

Optimal Replication of Contingent Claims Under Portfolio Constraints

Number of pages: 19 Posted: 31 Oct 1996
Mark Broadie, Jaksa Cvitanic and Halil Mete Soner
Columbia University - Columbia Business School - Decision Risk and Operations, California Institute of Technology - Division of the Humanities and Social Sciences and Koc University - College of Administrative Sciences and Economics
Downloads 782 (30,942)
Citation 1

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2.

Hedging Under Gamma Constraints By Optimal Stopping and Face-Lifting

Mathematical Finance, Vol. 17, No. 1, pp. 59-79, January 2007
Number of pages: 21 Posted: 13 Dec 2006
Halil Mete Soner and Nizar Touzi
Koc University - College of Administrative Sciences and Economics and Ecole Polytechnique, Paris
Downloads 24 (502,754)
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3.

Turnpike Sets and Their Analysis in Stochastic Production Planning Problems

Mathematics of Operations Research, Vol. 17, No. 4, pp. 932-950, 1992
Number of pages: 19 Posted: 26 Feb 2008 Last Revised: 07 Nov 2015
Suresh Sethi, Halil Mete Soner, Qing Zhang and Jiong Jiang
University of Texas at Dallas - Naveen Jindal School of Management, Koc University - College of Administrative Sciences and Economics, University of Georgia - Department of Mathematics and Independent
Downloads 11 (580,472)

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production planning, stochastic optimal control, viscosity solutions, stocahstic manufacturing systems, threshold policy, turnpike sets, turnpike theory, hierarchical controls, asymptotic optimality

4.

An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand

SIAM Journal on Control and Optimization, Vol. 25, No. 6, pp. 1494-1502, 1987
Number of pages: 9 Posted: 28 Feb 2008 Last Revised: 10 May 2017
Wendell H Fleming, Suresh Sethi and Halil Mete Soner
Brown University - Division of Applied Mathematics, University of Texas at Dallas - Naveen Jindal School of Management and Koc University - College of Administrative Sciences and Economics
Downloads 4 (626,856)
Citation 1

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production planning, stochastic optimal control, viscosity solutions, stocahstic manufacturing systems, threshold policy

5.

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty

Mathematics of Operations Research, Vol. 16, No. 3, pp. 596-608, 1991
Number of pages: 14 Posted: 26 Feb 2008 Last Revised: 09 May 2017
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management, Koc University - College of Administrative Sciences and Economics and University of Missouri at Columbia - Department of Mathematics (Deceased)
Downloads 4 (626,856)
Citation 4

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effects of breakdowns, hierarchical control, Manufacturing systems, optimal control,stochastic machine availability, asymptotic analysis, production planning

6.

Option Pricing with Transaction Costs and a Nonlinear Black Scholes Equation

Finance and Stochastics, Vol, 2, No. 4, 1998
Posted: 26 Aug 1998
Guy Barles and Halil Mete Soner
Fran├žois Rabelais University and Koc University - College of Administrative Sciences and Economics

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