4 citations · 4 across the 6 of their papers we have counts for
3 papers · 1 filter
Quantitative Particle Approximation for Controlled Nonlinear Filtering
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
We estimate convergence rates of value functions for particle approximations of a controlled nonlinear filtering problem. The state is a McKean--Vlasov diffusion on the flat torus,…
Viscosity Solutions of Fully second-order HJB Equations in the Wasserstein Space
Erhan Bayraktar, Hang Cheung, Ibrahim Ekren +3
In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman eq…
Malicious Experts versus the multiplicative weights algorithm in online prediction
Erhan Bayraktar, H. Vincent Poor, Xin Zhang
We consider a prediction problem with two experts and a forecaster. We assume that one of the experts is honest and makes correct prediction with probability at each round. The…