Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using wavelets. - Erhan Bayraktar; H. Vincent Poor; Ronnie Sircar (CIFEr, 2003)

Quickest Detection of a Minimum of Disorder Times. - Erhan Bayraktar; H. Vincent Poor (CDC/ECC, 2005)

Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic - Erhan Bayraktar; H. Vincent Poor (CoRR, 2005)

Consistency Problems for Jump-Diffusion Models - Erhan Bayraktar; Li Chen; H. Vincent Poor (CoRR, 2005)

Projecting the Forward Rate Flow onto a Finite Dimensional Manifold - Erhan Bayraktar; Li Chen; H. Vincent Poor (CoRR, 2005)

Prediction and tracking of long-range-dependent sequences. - Erhan Bayraktar; H. Vincent Poor; Raghuveer M. Rao (Syst. Control. Lett., 2005)

Stochastic Differential Games in a Non-Markovian Setting. - Erhan Bayraktar; H. Vincent Poor (SIAM J. Control. Optim., 2005)

Adaptive Poisson disorder problem - Erhan Bayraktar; Savas Dayanik; Ioannis Karatzas (CoRR, 2006)

Poisson Disorder Problem with Exponential Penalty for Delay. - Erhan Bayraktar; Savas Dayanik (Math. Oper. Res., 2006)

A Limit Theorem for Financial Markets with Inert Investors. - Erhan Bayraktar; Ulrich Horst; Ronnie Sircar (Math. Oper. Res., 2006)

An Efficient Method for Pricing American Options for Jump Diffusions - Erhan Bayraktar; Hao Xing (CoRR, 2007)

A Note on Pricing Options on Defaultable Stocks - Erhan Bayraktar (CoRR, 2007)

Pricing Asian Options for Jump Diffusions - Erhan Bayraktar; Hao Xing (CoRR, 2007)

A Unified Framework for Pricing Credit and Equity Derivatives - Erhan Bayraktar; Bo Yang (CoRR, 2007)

Correspondence between lifetime minimum wealth and utility of consumption. - Erhan Bayraktar; Virginia R. Young (Finance Stochastics, 2007)

Quickest Detection of a Minimum of Two Poisson Disorder Times. - Erhan Bayraktar; H. Vincent Poor (SIAM J. Control. Optim., 2007)

Optimizing venture capital investments in a jump diffusion model. - Erhan Bayraktar; Masahiko Egami (Math. Methods Oper. Res., 2008)

Optimal time to change premiums. - Erhan Bayraktar; H. Vincent Poor (Math. Methods Oper. Res., 2008)

An Analysis of Monotone Follower Problems for Diffusion Processes. - Erhan Bayraktar; Masahiko Egami (Math. Oper. Res., 2008)

Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. - Erhan Bayraktar; Hao Xing (Math. Methods Oper. Res., 2009)

A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions. - Erhan Bayraktar (SIAM J. Control. Optim., 2009)

Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions. - Erhan Bayraktar; Hao Xing (SIAM J. Math. Anal., 2009)

Inventory management with partially observed nonstationary demand. - Erhan Bayraktar; Michael Ludkovski (Ann. Oper. Res., 2010)

Optimal investment strategy to minimize occupation time. - Erhan Bayraktar; Virginia R. Young (Ann. Oper. Res., 2010)

On the Multi-Dimensional Controller and Stopper Games. - Erhan Bayraktar; Yu-Jui Huang (CoRR, 2010)

A unified treatment of dividend payment problems under fixed cost and implementation delays. - Erhan Bayraktar; Masahiko Egami (Math. Methods Oper. Res., 2010)

On the One-Dimensional Optimal Switching Problem. - Erhan Bayraktar; Masahiko Egami (Math. Oper. Res., 2010)

Probabilistic Perron's method and verification without smoothness using viscosity comparison: the linear case - Erhan Bayraktar; Mihai Sîrbu (CoRR, 2011)

Liquidation in Limit Order Books with Controlled Intensity - Erhan Bayraktar; Michael Ludkovski (CoRR, 2011)

A Stochastic Approximation for Fully Nonlinear Free Boundary Problems - Erhan Bayraktar; Arash Fahim (CoRR, 2011)

Proving regularity of the minimal probability of ruin via a game of stopping and control. - Erhan Bayraktar; Virginia R. Young (Finance Stochastics, 2011)

Quickest change point detection with sampling right constraints. - Jun Geng; Lifeng Lai; Erhan Bayraktar (Allerton Conference, 2012)

Quickest Search over Brownian Channels - Erhan Bayraktar; Ross Kravitz (CoRR, 2012)

Quickest Detection with Discretely Controlled Observations - Erhan Bayraktar; Ross Kravitz (CoRR, 2012)

Strict local martingale deflators and valuing American call-type options. - Erhan Bayraktar; Constantinos Kardaras; Hao Xing (Finance Stochastics, 2012)

Regularity of the Optimal Stopping Problem for Jump Diffusions. - Erhan Bayraktar; Hao Xing (SIAM J. Control. Optim., 2012)

Valuation Equations for Stochastic Volatility Models. - Erhan Bayraktar; Constantinos Kardaras; Hao Xing (SIAM J. Financial Math., 2012)

Robust Optimal Stopping under Volatility Uncertainty - Erhan Bayraktar; Song Yao (CoRR, 2013)

On the Impulse Control of Jump Diffusions. - Erhan Bayraktar; Thomas Emmerling; José-Luis Menaldi (SIAM J. Control. Optim., 2013)

On the Multidimensional Controller-and-Stopper Games. - Erhan Bayraktar; Yu-Jui Huang (SIAM J. Control. Optim., 2013)

Stochastic Perron's Method for Hamilton-Jacobi-Bellman Equations. - Erhan Bayraktar; Mihai Sîrbu (SIAM J. Control. Optim., 2013)

A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls. - Erhan Bayraktar; Song Yao (SIAM J. Control. Optim., 2013)

On the Robust Optimal Stopping Problem. - Erhan Bayraktar; Song Yao (SIAM J. Control. Optim., 2014)

On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options. - Erhan Bayraktar; Zhou Zhou 004 (SIAM J. Financial Math., 2014)

Bayesian Quickest Change-Point Detection With Sampling Right Constraints. - Jun Geng; Erhan Bayraktar; Lifeng Lai (IEEE Trans. Inf. Theory, 2014)

Byzantine Fault Tolerant Distributed Quickest Change Detection. - Erhan Bayraktar; Lifeng Lai (SIAM J. Control. Optim., 2015)

Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion. - Erhan Bayraktar; Yuchong Zhang 002 (SIAM J. Control. Optim., 2015)

Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs. - Erhan Bayraktar; Yuchong Zhang 002 (SIAM J. Control. Optim., 2015)

On Hedging American Options under Model Uncertainty. - Erhan Bayraktar; Yu-Jui Huang; Zhou Zhou 004 (SIAM J. Financial Math., 2015)

Stochastic Perron for Stochastic Target Problems. - Erhan Bayraktar; Jiaqi Li (J. Optim. Theory Appl., 2016)

Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty. - Erhan Bayraktar; Yuchong Zhang 002 (Math. Oper. Res., 2016)

Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions. - Erhan Bayraktar; Andrea Cosso; Huyên Pham (SIAM J. Control. Optim., 2016)

Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming. - Erhan Bayraktar; S. David Promislow; Virginia R. Young (SIAM J. Financial Math., 2016)

Multi-Chart Detection Procedure for Bayesian Quickest Change-Point Detection with Unknown Post-Change Parameters. - Jun Geng; Erhan Bayraktar; Lifeng Lai (CoRR, 2017)

Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities. - Erhan Bayraktar; Andrea Cosso; Huyên Pham (SIAM J. Control. Optim., 2017)

Quantile Hedging in a semi-static market with model uncertainty. - Erhan Bayraktar; Gu Wang 002 (Math. Methods Oper. Res., 2018)

Convergence of Implicit Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities. - Parsiad Azimzadeh; Erhan Bayraktar; George Labahn (SIAM J. Control. Optim., 2018)

A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method. - Erhan Bayraktar; Amarjit Budhiraja; Asaf Cohen 003 (SIAM J. Control. Optim., 2018)

Analysis of a Finite State Many Player Game Using Its Master Equation. - Erhan Bayraktar; Asaf Cohen 003 (SIAM J. Control. Optim., 2018)

Martingale Optimal Transport with Stopping. - Erhan Bayraktar; Alexander M. G. Cox; Yavor Stoev (SIAM J. Control. Optim., 2018)

Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators. - Erhan Bayraktar; Qingshuo Song (SIAM J. Control. Optim., 2018)

Recombining Tree Approximations for Optimal Stopping for Diffusions. - Erhan Bayraktar; Yan Dolinsky; Jia Guo (SIAM J. Financial Math., 2018)

Efficient Byzantine Sequential Change Detection. - Georgios Fellouris; Erhan Bayraktar; Lifeng Lai (IEEE Trans. Inf. Theory, 2018)

On the asymptotic optimality of the comb strategy for prediction with expert advice. - Erhan Bayraktar; Ibrahim Ekren; Yili Zhang (CoRR, 2019)

On the Adversarial Robustness of Multivariate Robust Estimation. - Erhan Bayraktar; Lifeng Lai (CoRR, 2019)

Finite-Time 4-Expert Prediction Problem. - Erhan Bayraktar; Ibrahim Ekren; Xin Zhang 080 (CoRR, 2019)

No-Arbitrage and Hedging with Liquid American Options. - Erhan Bayraktar; Zhou Zhou 004 (Math. Oper. Res., 2019)

Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. - Bahman Angoshtari; Erhan Bayraktar; Virginia R. Young (SIAM J. Financial Math., 2019)

Time Consistent Stopping for the Mean-Standard Deviation Problem - The Discrete Time Case. - Erhan Bayraktar; Jingjie Zhang; Zhou Zhou 004 (SIAM J. Financial Math., 2019)

High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors. - Parsiad Azimzadeh; Erhan Bayraktar (SIAM J. Matrix Anal. Appl., 2019)

On the Adversarial Robustness of Robust Estimators. - Lifeng Lai; Erhan Bayraktar (IEEE Trans. Inf. Theory, 2020)

A Central Limit Theorem for Diffusion in Sparse Random Graphs. - Hamed Amini; Erhan Bayraktar; Suman Chakraborty (CoRR, 2021)

Prediction against a limited adversary. - Erhan Bayraktar; Ibrahim Ekren; Xin Zhang 080 (J. Mach. Learn. Res., 2021)

Terminal Ranking Games. - Erhan Bayraktar; Yuchong Zhang 002 (Math. Oper. Res., 2021)

Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios. - Erhan Bayraktar; Christoph Czichowsky; Leonid Dolinskyi; Yan Dolinsky (SIAM J. Financial Math., 2021)

Malicious Experts Versus the Multiplicative Weights Algorithm in Online Prediction. - Erhan Bayraktar; H. Vincent Poor; Xin Zhang 080 (IEEE Trans. Inf. Theory, 2021)

Near Optimality of Finite Memory Policies for POMPDs with Continuous Spaces. - Ali Devran Kara; Erhan Bayraktar; Serdar Yüksel (CDC, 2022)

$K_{r, s}$ Graph Bootstrap Percolation. - Erhan Bayraktar; Suman Chakraborty (Electron. J. Comb., 2022)

Deep Signature Algorithm for Path-Dependent American option pricing. - Erhan Bayraktar; Qi Feng 005; Zhaoyu Zhang (CoRR, 2022)

Disorder detection with costly observations. - Erhan Bayraktar; Erik Ekström; Jia Guo (J. Appl. Probab., 2022)

Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit. - Erhan Bayraktar; Christoph Belak; Sören Christensen; Frank Thomas Seifried (SIAM J. Control. Optim., 2022)

Path-Dependent Hamilton-Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method. - Erhan Bayraktar; Christian Keller (SIAM J. Control. Optim., 2022)

Optimal Investment and Consumption under a Habit-Formation Constraint. - Bahman Angoshtari; Erhan Bayraktar; Virginia R. Young (SIAM J. Financial Math., 2022)

Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of N-Player Weighted Games. - Erhan Bayraktar; Alekos Cecchin; Asaf Cohen 003; François Delarue (Math. Oper. Res., 2022)

Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions. - Erhan Bayraktar; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Financial Math., 2022)

Fitted Value Iteration Methods for Bicausal Optimal Transport. - Erhan Bayraktar; Bingyan Han (CoRR, 2023)

On Time-Inconsistency in Mean Field Games. - Erhan Bayraktar; Zhenhua Wang (CoRR, 2023)

A PDE approach for regret bounds under partial monitoring. - Erhan Bayraktar; Ibrahim Ekren; Xin Zhang 080 (J. Mach. Learn. Res., 2023)

Stability of Equilibria in Time-Inconsistent Stopping Problems. - Erhan Bayraktar; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Control. Optim., 2023)

Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case. - Bahman Angoshtari; Erhan Bayraktar; Virginia R. Young (SIAM J. Financial Math., 2023)

Approximate Q Learning for Controlled Diffusion Processes and Its Near Optimality. - Erhan Bayraktar; Ali Devran Kara (SIAM J. Math. Data Sci., 2023)

Nonparametric Adaptive Robust Control under Model Uncertainty. - Erhan Bayraktar; Tao Chen (SIAM J. Control. Optim., 2023)

A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets. - Erhan Bayraktar; Asaf Cohen 003; April Nellis (SIAM J. Financial Math., 2023)

Short Communication: Existence of Markov Equilibrium Control in Discrete Time. - Erhan Bayraktar; Bingyan Han (SIAM J. Financial Math., 2023)

Learning with Linear Function Approximations in Mean-Field Control. - Erhan Bayraktar; Ali Devran Kara (CoRR, 2024)

Approximation Schemes for POMPDs with Continuous Spaces and Their Near Optimality. - Ali Devran Kara; Erhan Bayraktar; Serdar Yüksel (CoRR, 2024)

Infinite Horizon Average Cost Optimality Criteria for Mean-Field Control. - Erhan Bayraktar; Ali Devran Kara (SIAM J. Control. Optim., 2024)

Exponential Entropy Dissipation for Weakly Self-Consistent Vlasov-Fokker-Planck Equations. - Erhan Bayraktar; Qi Feng 005; Wuchen Li (J. Nonlinear Sci., 2024)

Deep Signature Algorithm for Multidimensional Path-Dependent Options. - Erhan Bayraktar; Qi Feng 005; Zhaoyu Zhang (SIAM J. Financial Math., 2024)

The k-core in percolated dense graph sequences. - Erhan Bayraktar; Suman Chakraborty; Xin Zhang 080 (J. Appl. Probab., 2025)

Convergence Rate of Particle System for Second-Order PDEs on Wasserstein Space. - Erhan Bayraktar; Ibrahim Ekren; Xin Zhang 080 (SIAM J. Control. Optim., 2025)

Binomial-Tree Approximation for Time-Inconsistent Stopping. - Erhan Bayraktar; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Financial Math., 2025)

Uniform-in-time weak propagation of chaos for consensus-based optimization. - Erhan Bayraktar; Ibrahim Ekren; Hongyi Zhou (CoRR, 2025)

Near Optimal Approximations and Finite Memory Policies for POMPDs with Continuous Spaces. - Ali Devran Kara; Erhan Bayraktar; Serdar Yüksel (J. Syst. Sci. Complex., 2025)

The Learning Approach to Games. - Melih Iseri; Erhan Bayraktar (CoRR, 2025)