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

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Grants 2006 2019

Research Output 2003 2017

  • 735 Citations
  • 15 Scopus h-Index
  • 105 Article
  • 4 Conference contribution
  • 1 Review article

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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

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. 21

Research output: Contribution to journalArticle

Game
Mean field
Rank of a matrix
Nash equilibrium
Reward