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20052026
most citedAdaptive Poisson disorder problem

64 citations · 410 across the 142 of their papers we have counts for

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Showing 2019 · math.PRShow all

7 papers · 2 filters

math.PR2019

Finite-Time 4-Expert Prediction Problem

Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

We explicitly solve the nonlinear PDE that is the continuous limit of dynamic programming of \emph{expert prediction problem} in finite horizon setting with experts. The \emp…

math.PR2019

Finite state Mean Field Games with Wright-Fisher common noise

Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1

We force uniqueness in finite state mean field games by adding a Wright-Fisher common noise. We achieve this by analyzing the master equation of this game, which is a degenerate pa…

math.PR2019★ 6 cited

Mean field interaction on random graphs with dynamically changing multi-color edges

Erhan Bayraktar, Ruoyu Wu

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the…

math.PR2019

On non-uniqueness in mean field games

Erhan Bayraktar, Xin Zhang

We analyze an -player game and the corresponding mean field game with state space . The transition rate of -th player is the sum of his control plus a minimu…

math.PR2019

Embedding of Walsh Brownian Motion

Erhan Bayraktar, Xin Zhang

Let be a Walsh Brownian motion with spinning measure . Suppose is a probability measure on . We characterize all the such that is a stopping di…

math.PR2019★ 1 cited

graph bootstrap percolation

Erhan Bayraktar, Suman Chakraborty

A graph percolates in the -bootstrap process if we can add all missing edges of in some order such that each edge creates a new copy of , where …