Grants per year

## Fingerprint Fingerprint is based on mining the text of the persons scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

- 5 Similar Profiles

Value function
Mathematics

Optimal stopping problem
Mathematics

Costs
Engineering & Materials Science

Model
Mathematics

Game
Mathematics

Lifetime
Mathematics

Wealth
Business & Economics

Insurance
Mathematics

##
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Grants 2006 2019

## New Problems in Stochastic Control Motivated by Mathematical Finance

9/1/16 → 8/31/19

Project: Other project

## ATD: Collaborative Research: Mathematical Challenges in Distributed Quickest Detection

8/15/11 → 7/31/14

Project: Other project

## Research Output 2003 2017

## Ergodicity of robust switching control and nonlinear system of quasi-variational inequalities

Bayraktar, E., Cosso, A. & Pham, H. 2017 In : SIAM Journal on Control and Optimization. 55, 3, p. 1915-1953 39 p.Research output: Contribution to journal › Article

Switching control

Quasi-variational inequalities

Robust control

Variational inequalities

Nonlinear systems

## On an optimal stopping problem of an insider

Bayraktar, E. & Zhou, Z. 2017 In : Theory of Probability and its Applications. 61, 1, p. 129-133 5 p.Research output: Contribution to journal › Article

Optimal stopping problem

Reflected backward stochastic differential equation

Stopping time

Modulus of continuity

Stochastic optimization

## On Zero-Sum Optimal Stopping Games

Bayraktar, E. & Zhou, Z. Apr 4 2017 In : Applied Mathematics and Optimization. p. 1-12 12 p.Research output: Contribution to journal › Article

Dynkin games

Game

Optimal stopping

Zero-sum

Stopping time

## An α-stable limit theorem under sublinear expectation

Bayraktar, E. & Munk, A. Nov 1 2016 In : Bernoulli. 22, 4, p. 2548-2578 31 p.Research output: Contribution to journal › Article

Central limit theorem

Partial integro-differential equation

Characteristic function

Limit theorems

Interior

## A rank-based mean field game in the strong formulation

Bayraktar, E. & Zhang, Y. 2016 In : Electronic Communications in Probability. 21Research output: Contribution to journal › Article

Game

Mean field

Rank of a matrix

Nash equilibrium

Reward