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.

- 3 Similar Profiles

Value Function
Mathematics

Optimal Stopping Problem
Mathematics

Optimal Stopping
Mathematics

Lifetime
Mathematics

Game
Mathematics

Jump Diffusion
Mathematics

American Options
Mathematics

Dynamic Programming Principle
Mathematics

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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 2018

1
Citations

## Distribution-constrained optimal stopping

Bayraktar, E. & Miller, C. W. Jan 1 2018 (Accepted/In press) In : Mathematical Finance.Research output: Contribution to journal › Article

Optimal Stopping

Brownian movement

Finance

Dynamic programming

Atoms

## Randomized dynamic programming principle and feynman-kac representation for optimal control of McKean-Vlasov dynamics

Bayraktar, E., Cosso, A. & Pham, H. Jan 1 2018 In : Transactions of the American Mathematical Society. 370, 3, p. 2115-2160 46 p.Research output: Contribution to journal › Article

Forward-backward Stochastic Differential Equations

Dynamic Programming Principle

Dynamic programming

Control Problem

Optimal Control

## 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: Contribution to journal › Article

Sensors

scenario

simulation

performance

time

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

Bayraktar, E., Cosso, A. & Pham, H. Jan 1 2017 In : SIAM Journal on Control and Optimization. 55, 3, p. 1915-1953 39 p.Research output: Contribution to journal › Article

Switching Systems

Switching Control

Quasi-variational Inequalities

Ergodicity

Robust Control

1
Citations

## 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