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20212026
most citedA mean-field version of Bank-El Karoui's representation of stochastic processes

1 citations · 1 across the 11 of their papers we have counts for

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math.OC2026

Mean-field optimal stopping with endogenous quantile cutoffs

Erhan Bayraktar, Ibrahim Ekren, Xihao He

We study a mean-field optimal stopping problem with an endogenous population-level shutdown. All remaining agents stop when the survival mass falls below a prescribed threshold. We…

math.OC2026

Quantitative Particle Approximation for Controlled Nonlinear Filtering

Erhan Bayraktar, Ibrahim Ekren, Xihao He +1

We estimate convergence rates of value functions for particle approximations of a controlled nonlinear filtering problem. The state is a McKean--Vlasov diffusion on the flat torus,…