Author

Erhan Bayraktar

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Preprint Sep 2026

Prediction with Five Experts and Geometric Stopping: A Probabilistic Construction and Analytic Verification

It is shown that the alternating COMB control attains the limiting Hamiltonian maximum exactly when the two highest scores coincide and the third- and fourth-highest scores coincide, and that the alternating COMB control attains the limiting Hamiltonian maximum exactly when the two highest scores coincide.

Erhan Bayraktar, Ibrahim Ekren, N. Kolliopoulos · 2 citations

Preprint Aug 2026

Quantitative Particle Approximation for Controlled Nonlinear Filtering

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, driven by hidden idiosyncratic noise and observed common noise. The filter---the conditional law of the state given the observations---serv...

Erhan Bayraktar, Ibrahim Ekren, Xi-Hao He et al. · 0 citations

Preprint Aug 2026

Kullback-Leibler Mirror-Prox for Measure-Valued Variational Inequalities and Mean-Field Equilibria

We study the computation of static mean-field equilibria on a compact state space by formulating the equilibrium condition as a variational inequality over probability measures. We propose an entropic variant of Korpelevich's extragradient algorithm---the Kullback--Leibler Mirror-Prox method---in which Euclidean projec...

Erhan Bayraktar, Ibrahim Ekren, Lukianiuk Vy et al. · 0 citations