Meherrem, Şahlar

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https://gcris.yasar.edu.tr/handle/123456789/11901
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Prof.Dr.
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01.01.02.02. Matematik Bölümü
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Current Staff
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Scopus Author ID
55646944800
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Google Scholar ID
96-Pye0AAAAJ
WoS Researcher ID
G-6278-2018
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21

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118

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17

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Scholarly Output

27

Articles

18

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Supervised MSc Theses

6

Supervised PhD Theses

1

WoS Citation Count

107

Scopus Citation Count

111

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0

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0

WoS Citations per Publication

3.96

Scopus Citations per Publication

4.11

Open Access Source

5

Supervised Theses

7

JournalCount
Optimal Control Applications and Methods2
International Journal of Control2
International Journal of Modelling, Identification and Control2
Mathematical Methods in the Applied Sciences2
Neurocomputing2
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Now showing 1 - 10 of 27
  • Thumbnail Image
    Article
    Citation - WoS: 14
    Citation - Scopus: 15
    A McKean-Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes
    (Elsevier B.V., 2016) Mokhtar Hafayed; Samira Boukaf; Yan Shi; Shahlar Meherrem; Boukaf, Samira; Hafayed, Mokhtar; Shi, Yan; Meherrem, Shahlar
    In this paper we develop the necessary conditions of optimality for a new class of mixed regular-singular control problem for nonlinear forward-backward stochastic systems with Poisson jump processes of McKean-Vlasov type. The coefficients of the system and the performance functional depend not only on the state process but also its marginal law of the state process through its expected value. The control variable has two components the first being absolutely continuous and the second singular control. Our optimality conditions for these McKean-Vlasov[U+05F3]s systems are established by means of convex perturbation techniques for both continuous and singular parts. In our class of McKean-Vlasov control problem there are two types of jumps for the state processes the inaccessible ones which come from the Poisson martingale part and the predictable ones which come from the singular control part. © 2017 Elsevier B.V. All rights reserved.
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    Conference Object
    Some properties of the weak subdifferential
    (Vilnius Gediminas Technical University, 2010) Shahlar Meherrem; Merve Sengul; Ece Gurbuz; Gurbuz, Ece; Maharramov, Shahlar F.; Sengul, Merve
    Some properties of the weak subdifferential is considered in this paper. By using definitioan and properties of the weak subdifferential which described in the papers [1 2 3] the author prove some theorem connectiong weak subdifferential in nonsmooth and nonconvex analysis. © Izmir University of Economics Turkey 2010. © 2014 Elsevier B.V. All rights reserved.
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    Article
    Citation - WoS: 19
    Citation - Scopus: 19
    On optimal singular control problem for general Mckean-Vlasov differential equations: Necessary and sufficient optimality conditions
    (John Wiley and Sons Ltd vgorayska@wiley.com Southern Gate Chichester West Sussex PO19 8SQ, 2018) Mokhtar Hafayed; Shahlar Meherrem; Şaban Eren; Deniz Hasan Guçoglu; Hafayed, Mokhtar; Meherrem, Shahlar; Eren, Saban; Gucoglu, Deniz Hasan
    In this paper we derive the necessary and sufficient conditions for optimal singular control for systems governed by general controlled McKean-Vlasov differential equations in which the coefficients depend on the state of the solution process as well as of its law and control. The control domain is assumed to be convex. The control variable has 2 components ie the first being absolutely continuous and the second being singular. The proof of our result is based on the derivative of the solution process with respect to the probability law and a corresponding Itô formula. Finally an example is given to illustrate the theoretical results. © 2018 Elsevier B.V. All rights reserved.
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    Article
    Citation - WoS: 11
    Citation - Scopus: 10
    Maximum principle for optimal control of McKean-Vlasov FBSDEs with Levy process via the differentiability with respect to probability law
    (WILEY, 2019) Shahlar Meherrem; Mokhtar Hafayed; Hafayed, Mokhtar; Meherrem, Shahlar
    In this paper we study stochastic optimal control problem for general McKean-Vlasov-type forward-backward differential equations driven by Teugels martingales associated with some Levy process having moments of all orders and an independent Brownian motion. The coefficients of the system depend on the state of the solution process as well as of its probability law and the control variable. We establish a set of necessary conditions in the form of Pontryagin maximum principle for the optimal control. We also give additional conditions under which the necessary optimality conditions turn out to be sufficient. The proof of our main result is based on the differentiability with respect to probability law and a corresponding Ito formula.
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    Master Thesis
    Stokastik diferensiyel denklemler ile ifade edilen optimal kontrol problemi için optimallik şartları
    (2015) Dinçer, Derya; Meherrem, Şahlar
    Bu çalışmada ilk olarak stokastik süreçler hakkında kısa bir bilgi verildi. Ardından stokastik ve Itô stokastik integraller tanımlandı. Stokastik diferansiyeller ve Itô'nun formülü sunuldu ve çeşitli örnekler verildi. Ek olarak, kısaca optimal kontrol tanımı verildi. Optimal kontrol problemleri, gecikmeli stokastik diferansiyel denklemler ile tanımlanmış sistemler için düşünüldü. Bir tanesi gecikme denklemlerinin stokastik kontrolü ve bir tanesi gecikmeli stokastik sistemlerin tekil kontrolü için iki tane maksimum prensibi ve kanıtları sunuldu. Son olarak finansal uygulamalar yapıldı.
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    Conference Object
    Switching discrete control problem
    (IEEE, 2012) Rufan Akbarov; Shahlar Meherrem; Yesim Cingillioglu; Meherrem, Shahlar; Akbarov, Rufan; Cingillioglu, Yesim
    In this study the authors investigate necessary optimality condition for switching optimal control problem. By using transformation which described in this paper the original switching discrete optimal control problem reduces to discrete optimal control problem and then by using Pontryagin maximum principle it is got necessary optimality condition for the original problem. © 2012 IEEE. © 2013 Elsevier B.V. All rights reserved.
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    Master Thesis
    Optimal kontrol problemlerine varyasyon yaklaşım
    (2014) Özoğluöz, Ertem; Meherrem, Şahlar
    In this study we establish necessary optimality conditions for the optimal control problem with the constraints. In this way we used abstract Euler equation. Both the smooth and nonsmoth cost functional (nonsmoothness posted on minimaziton functional as quasidifferential) are considered. Key Words : Swithching system, optimality conditions, Frechet subdifferential, optimal control.
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    Master Thesis
    Geriye doğru stokastik diferensiyel denklemlerin varlık ve teklik şartlarının incelenmesi ve optimal kontrole uygulanması
    (2015) Türkseven, Vildan; Meherrem, Şahlar
    geriye doğru stokastik diferansiyel denklemin çözümünün varlığını ve tekliğini araştırılmaktadır. Burada fonksiyonu değişkenlerine göre yerel Lipschitz şartını sağlamakta, (Ω, F, P, W(*),Ft )'nın her değeri için Wiener süreci olup, bir Wt uyumlu süreç ve Ft ye göre ölçülebilirdir. Problem, eşitliği çözen, uyarlanmış (adapte) bir çiftini bulmak ve stokastik maksimum prensibi elde etmektir.
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    Article
    Citation - WoS: 1
    Citation - Scopus: 1
    A STOCHASTIC MAXIMUM PRINCIPLE FOR GENERAL MEAN-FIELD SYSTEM WITH CONSTRAINTS
    (AMER INST MATHEMATICAL SCIENCES-AIMS, 2025) Shahlar Meherrem; Mokhtar Hafayed; Hafayed, Mokhtar; Meherrem, Shahlar
    In this paper we study the optimal control of a general mean-field stochastic differential equation with constraints. We establish a set of necessary conditions for the optimal control where the coefficients of the controlled system depend nonlinearly on both the state process as well as of its probability law. The control domain is not necessarily convex. The proof of our main result is based on the first-order and second-order derivatives with respect to measure in the Wasserstein space of probability measures and the variational principle. We prove Peng's type necessary optimality conditions for a general mean-field system under state constraints. Our result generalizes the stochastic maximum principle of Buckdahn et al. [2] to the case with constraints.
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    Article
    Citation - WoS: 3
    Citation - Scopus: 3
    Weak subdifferential in nonsmooth analysis and optimization
    (Hindawi Publishing Corp, 2011) Shahlar Meherrem; Refet Polat; Meherrem, Sahlar F.; Meherrem, Ahlar F.; Polat, Refet
    Some properties of the weak subdifferential are considered in this paper. By using the definition and properties of the weak subdifferential which are described in the papers (Azimov and Gasimov 1999, Kasimbeyli and Mammadov 2009, Kasimbeyli and Inceoglu 2010) the author proves some theorems connecting weak subdifferential in nonsmooth and nonconvex analysis. It is also obtained necessary optimality condition by using the weak subdifferential in this paper. Copyright © 2011 ahlar F. Meherrem and Refet Polat. © 2011 Elsevier B.V. All rights reserved.