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Erhan Bayraktar
Full Professor, Mathematics, University of Michigan - Ann Arbor
Joined
July 2019
Names
Erhan Bayraktar
(Preferred)
,
ERHAN BAYRAKTAR
Emails
****@umich.edu
(Confirmed)
Personal Links
Homepage
Google Scholar
ORCID
Career & Education History
Full Professor
Mathematics,
University of Michigan - Ann Arbor
(umich.edu)
2004
–
Present
PhD student
Electrical Engineering,
Princeton University
(princeton.edu)
2000
–
2004
Undergrad student
Electrical Engineering/Mathematics,
Middle East Technical University
(metu.edu.tr)
1996
–
2000
Advisors, Relations & Conflicts
PhD Advisor
H. Vincent Poor
2000
–
2004
Expertise
Mean field games
Present
Mathematical Finance
Present
Schrödinger Bridges
Present
Partial Differential Equations
Present
Publications
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
Erhan Bayraktar
,
Ibrahim Ekren
,
Xihao He
,
Xin Zhang
Journal of Differential Equations
Readers:
Everyone
Deep Neural Operator Learning for Probabilistic Models
Erhan Bayraktar
,
Qi Feng
,
Zecheng Zhang
,
Zhaoyu Zhang
CoRR 2025
Readers:
Everyone
Solving dynamic portfolio selection problems via score-based diffusion models
Ahmad Aghapour
,
Erhan Bayraktar
,
Fengyi Yuan
GenAI in Finance Poster
Readers:
Everyone
Fitted Value Iteration Methods for Bicausal Optimal Transport
Erhan Bayraktar
,
Bingyan Han
Applied Mathematics & Optimization
Readers:
Everyone
Equilibrium Transport with Time-Inconsistent Costs
Erhan Bayraktar
,
Bingyan Han
Mathematics of Operations Research
Readers:
Everyone
Convergence Rate of Particle System for Second-Order PDEs on Wasserstein Space
Erhan Bayraktar
,
Ibrahim Ekren
,
Xin Zhang
SIAM Journal on Control and Optimization
Readers:
Everyone
Walsh spider diffusions as time changed multi-parameter processes
Erhan Bayraktar
,
Jingjie Zhang
,
Xin Zhang
Stochastic Processes and their Applications
Readers:
Everyone
Binomial-Tree Approximation for Time-Inconsistent Stopping
Erhan Bayraktar
,
Zhenhua Wang
,
Zhou Zhou
SIAM Journal on Financial Mathematics
Readers:
Everyone
Comparison of viscosity solutions for a class of second-order PDEs on the Wasserstein space
Erhan Bayraktar
,
Ibrahim Ekren
,
Xin Zhang
Communications in Partial Differential Equations
Readers:
Everyone
The Learning Approach to Games
Melih Iseri
,
Erhan Bayraktar
CoRR 2025
Readers:
Everyone
View all 131 publications
Co-Authors
Ahmad Aghapour
Alekos Cecchin
Alexander M. G. Cox
Ali Devran Kara
Amarjit Budhiraja
Andrea Cosso
April Nellis
Arash Fahim
Asaf Cohen
Bahman Angoshtari
Bingyan Han
Bo Yang
Christian Keller
Christoph Belak
Christoph Czichowsky
Constantinos Kardaras
Erik Ekström
Fengyi Yuan
Frank Thomas Seifried
François Delarue
Gaoyue Guo
George Labahn
Georgios Fellouris
Gu Wang
H. Vincent Poor
View all 73 co-authors