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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Grants 2006 2019

Research Output 2003 2018

  • 847 Citations
  • 17 h-Index
  • 112 Article
  • 4 Conference contribution
  • 1 Review article
1 Citations

Distribution-constrained optimal stopping

Bayraktar, E. & Miller, C. W. Jan 1 2018 (Accepted/In press) In : Mathematical Finance.

Research output: Contribution to journalArticle

Optimal Stopping
Brownian movement
Finance
Dynamic programming
Atoms
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 journalArticle

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 journalArticle

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 journalArticle

Optimal Stopping Problem
Reflected Backward Stochastic Differential Equation
Stopping Time
Modulus of Continuity
Stochastic Optimization