64 citations · 410 across the 142 of their papers we have counts for
7 papers · 2 filters
Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games
Erhan Bayraktar, Song Yao
We study a doubly reflected backward stochastic differential equation (BSDE) with integrable parameters and the related Dynkin game. When the lower obstacle and the upper obsta…
An -stable limit theorem under sublinear expectation
Erhan Bayraktar, Alexander Munk
For , we present a generalized central limit theorem for -stable random variables under sublinear expectation. The foundation of our proof is an interior regularity…
On a Stopping Game in continuous time
Erhan Bayraktar, Zhou Zhou
We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin g…
Robust feedback switching control: dynamic programming and viscosity solutions
Erhan Bayraktar, Andrea Cosso, Huyen Pham
We consider a robust switching control problem. The controller only observes the evolution of the state process, and thus uses feedback (closed-loop) switching strategies, a non st…
Stochastic Perron for stochastic target games
Erhan Bayraktar, Jiaqi Li
We extend the stochastic Perron method to analyze the framework of stochastic target games, in which one player tries to find a strategy such that the state process almost surely r…
On Zero-sum Optimal Stopping Games
Erhan Bayraktar, Zhou Zhou
On a filtered probability space , we consider stopper-stopper games $\overline V:=\inf_{\Rho\in\bT^{ii}}\sup_{τ\in\T}\E…