4 citations · 15 across the 18 of their papers we have counts for
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math.PR2022★ 2 cited
A PDE approach for regret bounds under partial monitoring
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
In this paper, we study a learning problem in which a forecaster only observes partial information. By properly rescaling the problem, we heuristically derive a limiting PDE on Was…
math.PR2022
Walsh Spider Diffusions as Time Changed Multi-parameter Processes
Erhan Bayraktar, Jingjie Zhang, Xin Zhang
Inspired by allocation strategies in multi-armed bandit model, we propose a pathwise construction of Walsh spider diffusions. For any infinitesimal generator on a star shaped graph…
math.PR2022★ 4 cited
Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions
Erhan Bayraktar, Ruoyu Wu, Xin Zhang
In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under…