Grants per year

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

- 4 Similar Profiles

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Value function
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Control Problem
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Ruin
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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

## Efficient Byzantine Sequential Change Detection

Fellouris, G., Bayraktar, E. & Lai, L. Sep 20 2017 (Accepted/In press) In : IEEE Transactions on Information Theory.Research output: Research - peer-review › Article

Sensors

scenario

simulation

performance

time

## 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: Research - peer-review › Article

Switching Systems

Switching Control

Quasi-variational Inequalities

Ergodicity

Robust Control

## 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: Research - peer-review › Article

Optimal stopping problem

Continuity

Insider

Optimal Stopping Problem

Stopping time

## ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS

Bayraktar, E. & Zhou, Z. Oct 1 2017 In : Mathematical Finance. 27, 4, p. 988-1012 25 p.Research output: Research - peer-review › Article

Model uncertainty

Portfolio constraints

Duality

Arbitrage

Hedging

## On the Robust Dynkin Game

Bayraktar, E. & Yao, S. Jun 1 2017 In : Annals of Applied Probability. 27, 3, p. 1702-1755 54 p.Research output: Research - peer-review › Article

Dynkin Games

Dynkin games

Reflected Backward Stochastic Differential Equation

Submartingale

Stopping Time