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

Jump Diffusion
Mathematics

Game
Mathematics

Viscosity Solutions
Mathematics

American Options
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 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

## Efficient Byzantine Sequential Change Detection

Fellouris, G., Bayraktar, E. & Lai, L. May 1 2018 In : IEEE Transactions on Information Theory. 64, 5, p. 3346-3360 15 p.Research output: Contribution to journal › Article

Sensors

scenario

simulation

performance

time

## Martingale optimal transport with stopping

Bayraktar, E., Cox, A. M. G. & Stoev, Y. Jan 1 2018 In : SIAM Journal on Control and Optimization. 56, 1, p. 417-433 17 p.Research output: Contribution to journal › Article

Optimal Transport

Optimal Stopping

Stochastic systems

Viscosity Solutions

Dynamic programming

## Quantile Hedging in a semi-static market with model uncertainty

Bayraktar, E. & Wang, G. Apr 1 2018 In : Mathematical Methods of Operations Research. 87, 2, p. 197-227 31 p.Research output: Contribution to journal › Article

Hedging

Model Uncertainty

Quantile

Composite materials

Costs

## 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