EB
Erhan Bayraktar
math.PRmath.OCq-fin.MFq-fin.PMmath.APq-fin.PRcs.ITmath.ITcs.LGcs.SY
On Valency
published · living versionsW_2yvg4zxs·v1 · currentpublished
Kinetic Mean-Field Planning via Schrödinger Bridges: Existence, Penalization, and Consistency Bounds
with Zhiyan Ding, Hiroaki Horikawa
1 version
Preprints & journals
245 papers in the corpus · 2005–2026The end-of-month option in futures contracts and the Gittins index of holding the underlying2610.21196v1 · Erhan Bayraktar2026 · 0 citationsarXiv
Target-Generated Dirichlet Problems in State-Constrained Stochastic Control2610.05687v1 · Erhan Bayraktar, Haichuan Ding, Ibrahim Ekren2026 · 0 citationsarXiv
A one-sided constrained martingale transport between two uniform laws2609.29997v1 · Erhan Bayraktar, Xin Zhang2026 · 0 citationsarXiv
Convex order and preservation of convexity for Bayesian posterior updates2609.05065v1 · Erhan Bayraktar, Yuqiong Wang2026 · 0 citationsarXiv
Mean-field optimal stopping with endogenous quantile cutoffs2609.03277v1 · Erhan Bayraktar, Ibrahim Ekren, Xihao He2026 · 0 citationsarXiv
Kullback-Leibler Mirror-Prox for Measure-Valued Variational Inequalities and Mean-Field Equilibria2608.10293v1 · Erhan Bayraktar, Ibrahim Ekren, Lu Vy et al.2026 · 0 citationsarXiv
Mean-Field Doubly Reflected Forward-Backward SDEs with Optional Barriers and -Data2608.04937v1 · Erhan Bayraktar, Maurycy Rzymowski2026 · 0 citationsarXiv
Quantitative Particle Approximation for Controlled Nonlinear Filtering2608.00686v1 · Erhan Bayraktar, Ibrahim Ekren, Xihao He et al.2026 · 0 citationsarXiv
Long-time behavior and turnpike properties of linear-quadratic graphon mean field control problems2607.18000v1 · Erhan Bayraktar, Zhongyuan Cao, Jiamin Jian2026 · 0 citationsarXiv
Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data2606.26498v2 · Erhan Bayraktar, Martin Hernandez, Qinxin Yan et al.2026 · 0 citationsarXiv
Mean-Field Control with a Common Hidden State under Decentralized Observations2606.19639v1 · Erhan Bayraktar, Ali D. Kara2026 · 0 citationsarXiv
A comparison principle for Wasserstein PDEs with state- and law-dependent common noise2606.04377v1 · Erhan Bayraktar, Ibrahim Ekren, Xihao He et al.2026 · 0 citationsarXiv
Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences2606.02945v2 · Erhan Bayraktar, Emmet Lawless2026 · 0 citationsarXiv
Policy Gradient for Continuous-Time Mean-Field Control2605.20718v1 · Erhan Bayraktar, Martin Hernandez, Qinxin Yan et al.2026 · 0 citationsarXiv
Analytical Approach to Continuous-Time Causal Optimal Transport2605.19978v1 · Julio Backhoff, Erhan Bayraktar, Ibrahim Ekren et al.2026 · 0 citationsarXiv
Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization2605.14363v2 · Erhan Bayraktar, Zhenhua Wang, Xiang Yu et al.2026 · 0 citationsarXiv
When Diffusion Model Can Ignore Dimension: An Entropy-Based Theory2605.07969v1 · Ahmad Aghapour, Erhan Bayraktar2026 · 0 citationsarXiv
Automation, Income Incidence, and Capital Accumulation in Incomplete Markets2605.05127v2 · Erhan Bayraktar2026 · 0 citationsarXiv
Conditional Diffusion Under Linear Constraints: Langevin Mixing and Information-Theoretic Guarantees2605.05387v1 · Ahmad Aghapour, Erhan Bayraktar, Asaf Cohen2026 · 0 citationsarXiv
Continuous-time Online Learning via Mean-Field Neural Networks: Regret Analysis in Diffusion Environments2604.10958v1 · Erhan Bayraktar, Bingyan Han, Ziqing Zhang2026 · 0 citationsarXiv
Tractable bank capital structure: optimal control under Basel III constraints2603.14557v2 · Erhan Bayraktar, Etienne Chevalier, Vathana Ly Vath et al.2026 · 0 citationsarXiv
Reinforcement Learning for Discounted and Ergodic Control of Diffusion Processes2603.13155v1 · Erhan Bayraktar, Ali D. Kara, Somnath Pradhan et al.2026 · 0 citationsarXiv
Mean-field games with rough common noise: the compactification approach2602.22602v2 · Erhan Bayraktar, Xihao He, Xiang Yu et al.2026 · 0 citationsarXiv
Uniform-in-time propagation of chaos for consensus-based minimax algorithm2602.14403v1 · Erhan Bayraktar, Zhiyan Ding, Ibrahim Ekren et al.2026 · 0 citationsarXiv
Entropy-Based Dimension-Free Convergence and Loss-Adaptive Schedules for Diffusion Models2601.21943v1 · Ahmad Aghapour, Erhan Bayraktar, Ziqing Zhang2026 · 0 citationsarXiv
Uniform-in-time convergence and turnpike properties of linear-quadratic mean field control problems with common noise2601.07815v2 · Erhan Bayraktar, Jiamin Jian2026 · 0 citationsarXiv
Quantitative convergence rates for extended mean field games with volatility control2601.07028v2 · Erhan Bayraktar, Hiroaki Horikawa2026 · 0 citationsarXiv
On hypoellipticity of degenerate operators in testing and detection problems2510.22150v2 · Erhan Bayraktar, Yuqiong Wang2025 · 0 citationsarXiv
Goal-based portfolio selection with fixed transaction costs2510.21650v1 · Erhan Bayraktar, Bingyan Han, Jingjie Zhang2025 · 0 citationsarXiv
Optimal Matching Strategies in Two-sided Markets: A Mean Field Approach2509.26531v2 · Erhan Bayraktar, Dantong Chu, Bohan Li et al.2025 · 0 citationsarXiv
Viscosity and minimax solutions for path-dependent Hamilton-Jacobi equations in infinite dimensions and related differential games2509.16015v2 · Erhan Bayraktar, Mikhail Gomoyunov, Christian Keller2025 · 0 citationsarXiv
Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model2507.09916v4 · Ahmad Aghapour, Erhan Bayraktar, Fengyi Yuan2025 · 0 citationsarXiv
Contracting a crowd of heterogeneous agents2507.09415v2 · Guillermo Alonso Alvarez, Erhan Bayraktar, Ibrahim Ekren2025 · 0 citationsarXiv
Graphon particle systems with common noise2507.03265v3 · Erhan Bayraktar, Xihao He, Donghan Kim2025 · 0 citationsarXiv
Goal-based portfolio selection with mental accounting2506.06654v3 · Erhan Bayraktar, Bingyan Han2025 · 0 citationsarXiv
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space2504.18697v3 · Erhan Bayraktar, Ibrahim Ekren, Xihao He et al.2025 · 1 citationarXiv
The Learning Approach to Games2503.00227v4 · Melih İseri, Erhan Bayraktar2025 · 0 citationsarXiv
Ergodicity and turnpike properties of linear-quadratic mean field control problems2502.08935v3 · Erhan Bayraktar, Jiamin Jian2025 · 0 citationsarXiv
Uniform-in-time weak propagation of chaos for consensus-based optimization2502.00582v1 · Erhan Bayraktar, Ibrahim Ekren, Hongyi Zhou2025 · 0 citationsarXiv
Viscosity Solutions of Fully second-order HJB Equations in the Wasserstein Space2501.01612v1 · Erhan Bayraktar, Hang Cheung, Ibrahim Ekren et al.2025 · 0 citationsarXiv
Sequential optimal contracting in continuous time2411.04262v1 · Guillermo Alonso Alvarez, Erhan Bayraktar, Ibrahim Ekren et al.2024 · 0 citationsarXiv
On the Mean-Field limit of diffusive games through the master equation: estimates and extreme value behavior2410.18869v3 · Erhan Bayraktar, Nikolaos Kolliopoulos2024 · 0 citationsarXiv
Two-fund separation under hyperbolically distributed returns and concave utility functions2410.04459v4 · Nuerxiati Abudurexiti, Erhan Bayraktar, Takaki Hayashi et al.2024 · 0 citationsarXiv
Near Optimal Approximations and Finite Memory Policies for POMPDs with Continuous Spaces2410.02895v2 · Ali Devran Kara, Erhan Bayraktar, Serdar Yuksel2024 · 4 citationsarXiv
Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space2408.06013v2 · Erhan Bayraktar, Ibrahim Ekren, Xin Zhang2024 · 3 citationsarXiv
Learning with Linear Function Approximations in Mean-Field Control2408.00991v3 · Erhan Bayraktar, Ali D. Kara2024 · 0 citationsarXiv
Generalizing Super/Sub MOT using weak transport2407.13002v1 · Erhan Bayraktar, Dominykas Norgilas2024 · 0 citationsarXiv
Molecular characterisation of fowl adenovirus associated with hydropericardium hepatitis syndrome in broiler and layer breeders in Azerbaijan.38849870 · Bayraktar, Erhan, Aydin, Ozge, Tali, Hasan Emre et al.2024 · 7 citationsBMC veterinary research. 2024;20(1):244
Probabilistic cellular automata with local transition matrices: synchronization, ergodicity, and inference2405.02928v4 · Erhan Bayraktar, Fei Lu, Mauro Maggioni et al.2024 · 0 citationsarXiv
DEX Specs: A Mean Field Approach to DeFi Currency Exchanges2404.09090v1 · Erhan Bayraktar, Asaf Cohen, April Nellis2024 · 2 citationsarXiv
Career total: 407 works. 245 are in this corpus.Showing the 50 most recent.
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