2 citations · 6 across the 13 of their papers we have counts for
5 papers · 1 filter
Viscosity and minimax solutions for path-dependent Hamilton-Jacobi equations in infinite dimensions and related differential games
Erhan Bayraktar, Mikhail Gomoyunov, Christian Keller
We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar an…
Contracting a crowd of heterogeneous agents
Guillermo Alonso Alvarez, Erhan Bayraktar, Ibrahim Ekren
We study optimal contract design for large populations of heterogeneous agents whose actions generate network spillovers represented by an interaction function. In a linear-quadrat…
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
In this paper, we prove a comparison result for semi-continuous viscosity solutions of a class of second-order PDEs in the Wasserstein space. This allows us to remove the Lipschitz…
Uniform-in-time weak propagation of chaos for consensus-based optimization
Erhan Bayraktar, Ibrahim Ekren, Hongyi Zhou
We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-t…
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…