Alp E. Akcay

Welcome to my Home Page! I am a fifth-year doctoral student at the Operations Management & Manufacturing group of Tepper School of Business. I joined Tepper in August 2008, and my expected graduation date is May 2013.

My research focuses on data-driven decision making under uncertainty. In particular, I am interested in

• developing decision-theoretic tools to improve decisions about business processes in the presence of historical data,
• extending input probability models to make better decisions by capturing dependencies between different sources of randomness in a system.

In my doctoral dissertation, I work on statistical estimation problems in inventory control – under the supervision of Professor Bahar Biller and Professor Sridhar Tayur of the Tepper School of Business. My objective is to develop inventory-target estimation policies in the presence of both stochastic demand uncertainty and demand parameter uncertainty with an emphasis on capturing the distributional characteristics of real-world demand.

My research portfolio also contains the solution of large-scale inventory problems, supply chain management, and the development of a new multivariate time-series model with time varying joint distributional properties for financial time-series modeling.

You can click here to see a list of my publications and working papers. Thanks for visiting my Home Page!