Statistical process control (SPC) methods have been widely popular not only in industrial
applications but also in recent years in several nonindustrial scientific areas. The basic tools …

In the present work, we study the problem of optimal management of defined contribution
pension funds, during the distribution phase, under the effect of inflation, mortality and model …

The ground-handling vehicle services of airports are facing significant challenges due to the
uncertainty of actual flight arrival time, leading to low resource utilization efficiency and …

This paper investigates a robust optimal portfolio choice problem for a defined contribution
(DC) pension plan member. The member worries about model ambiguity and aims to seek …

We search for a trading strategy and the associated robust price of unhedgeable assets in
incomplete markets under the acknowledgement of model uncertainty. Our set-up is that we …

This study investigates trade-based manipulations of capital market instruments. The dataset
of the study was gathered from 22 cases of manipulation in Borsa Istanbul (BIST) that …

An optimization problem of controlling a dam installed in a river is analyzed based on a
stochastic control formalism of a diffusion process under model ambiguity: a new …

The main difficulty of asset management in the conditions of market chaos is the instability of
the immersion environment (Gregory-Williams & Williams, 2004; Peters, 1996; Zhang & …

This study aims to model arbitrageur behavior in a sentiment-driven capital asset-pricing
model under the premise of reflecting a more detailed decomposition of investor types in the …

This article studies the robust dividend, financing, and reinsurance strategies for an
ambiguity aversion insurer (AAI) under model uncertainty. The AAI controls its liquid …