Erhan Bayraktar
- Graphon mean field systems
2020/03/30 by Erhan Bayraktar, Bayraktar, Erhan, Suman Chakraborty +3 · 6 citations
Mathematics · Physics and Astronomy · #05C80 #60J60 #60K35 #Complex Network Analysis Techniques #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
2016/06/27 by Erhan Bayraktar, Bayraktar, Erhan, Andrea Cosso +3 · 4 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Optimization and Variational Analysis #Probability (math.PR) #Stochastic processes and financial applications
- Graphon mean field systems
2023/10/01 by Erhan Bayraktar, Suman Chakraborty, Ruoyu Wu · 4 citations
Mathematics · Physics and Astronomy · #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #Markov Chains and Monte Carlo Methods
- On non-uniqueness in mean field games
2019/08/16 by Erhan Bayraktar, Bayraktar, Erhan, Xin Zhang +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Economic theories and models #Mathematical Biology Tumor Growth
- Nonparametric Adaptive Robust Control Under Model Uncertainty
2022/02/21 by Erhan Bayraktar, Tao Chen, Bayraktar, Erhan +1 · 2 citations
Economics, Econometrics and Finance · #49J55 #49L20 #60G15 #62G05 #65K05 #90C39 #90C40 #91G10 #91G60 #93E20 #93E35 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Concentration of measure for Graphon particle system
2022/05/10 by Erhan Bayraktar, Donghan Kim, Bayraktar, Erhan +1 · 2 citations
Mathematics · Physics and Astronomy · #Random Matrices and Applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Graphon particle system: Uniform-in-time concentration bounds
2021/05/23 by Erhan Bayraktar, Ruoyu Wu, Bayraktar, Erhan +1 · 1 citation
Mathematics · #Markov Chains and Monte Carlo Methods #Geometric Analysis and Curvature Flows #Stochastic processes and statistical mechanics
- Ergodicity and turnpike properties of linear-quadratic mean field control problems
2025/02/13 by Erhan Bayraktar, Jiamin Jian, Bayraktar, Erhan +1 · 3 citations
Mathematics · Engineering · #Differential Equations and Boundary Problems #Differential Equations and Numerical Methods #Aerospace Engineering and Control Systems
- Stability of Equilibria in Time-inconsistent Stopping Problems
2022/05/17 by Erhan Bayraktar, Zhenhua Wang, Bayraktar, Erhan +3 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Auction Theory and Applications #Risk and Portfolio Optimization
- A smooth variational principle on Wasserstein space
2022/09/29 by Erhan Bayraktar, Ibrahim Ekren, Bayraktar, Erhan +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Mathematics · Medicine · #58E30 #90C05 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Hidradenitis Suppurativa and Treatments #Inflammasome and immune disorders #Optimization and Control (math.OC) #Probability (math.PR)
- Byzantine Fault Tolerant Distributed Quickest Change Detection
2013/06/10 by Erhan Bayraktar, Bayraktar, Erhan, Lifeng Lai +1 · 1 citation
Computer Science · Decision Sciences · Medicine · #Advanced Statistical Process Monitoring #Data-Driven Disease Surveillance #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Information Theory (cs.IT) #Optimization and Control (math.OC) #Probability (math.PR) #Systems and Control (eess.SY) #electronic engineering #information engineering
- DEX Specs: A Mean Field Approach to DeFi Currency Exchanges
2024/04/13 by Erhan Bayraktar, Asaf Cohen, Bayraktar, Erhan +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
- Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
2025/04/25 by Erhan Bayraktar, Bayraktar, Erhan, Ibrahim Ekren +5 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #58E30 #90C05 #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Long-time behavior and turnpike properties of linear-quadratic graphon mean field control problems
2026/07/20 by Erhan Bayraktar, Zhongyuan Cao, Jiamin Jian
#math.OC #math.PR