9 papers
Optimal Matching Strategies in Two-sided Markets: A Mean Field Approach
Erhan Bayraktar, Dantong Chu, Bohan Li +1
This paper develops a mean field game framework for dynamic two-sided matching markets, extending existing matching theory by integrating micro-macro dynamics in two-sided environm…
Two-fund separation under hyperbolically distributed returns and concave utility functions
Nuerxiati Abudurexiti, Erhan Bayraktar, Takaki Hayashi +1
Portfolio selection problems that optimize expected utility are usually difficult to solve. If the number of assets in the portfolio is large, such expected utility maximization pr…
On the Mean-Field limit of diffusive games through the master equation: estimates and extreme value behavior
Erhan Bayraktar, Nikolaos Kolliopoulos
We consider an -player game where the states of the players evolve with time as Stochastic Differential Equations (SDEs) with interaction only in the drift terms. Each player co…
The Learning Approach to Games
Melih Ä°Åeri, Erhan Bayraktar
This work introduces a unified framework for analyzing games in greater depth. In the existing literature, players' strategies are typically assigned scalar values, and equilibrium…
Deep Neural Operator Learning for Probabilistic Models
Erhan Bayraktar, Qi Feng, Zecheng Zhang +1
We propose a deep neural-operator framework for a general class of probability models. Under global Lipschitz conditions on the operator over the entire Euclidean space-and for a b…
On hypoellipticity of degenerate operators in testing and detection problems
Erhan Bayraktar, Yuqiong Wang
We study a class of degenerate diffusion generators arising in sequential testing and quickest detection problems with partial information. The observation process is driven by …