2 citations · 6 across the 13 of their papers we have counts for
3 papers · 1 filter
Sequential optimal contracting in continuous time
Guillermo Alonso Alvarez, Erhan Bayraktar, Ibrahim Ekren +1
In this paper we study a principal-agent problem in continuous time with multiple lump-sum payments (contracts) paid at different deterministic times. We reduce the non-zero sum St…
Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang
In this paper, we provide a convergence rate for particle approximations of a class of second-order PDEs on Wasserstein space. We show that, up to some error term, the infinite-dim…
Non-parametric estimates for graphon mean-field particle systems
Erhan Bayraktar, Hongyi Zhou
We consider the graphon mean-field system introduced in the work of Bayraktar, Chakraborty, and Wu. It is the large-population limit of a heterogeneously interacting diffusive part…