Erhan Bayraktar, the holder of the Susan Smith Chair, is a Full Professor of Mathematics at the University of Michigan, where he has been since 2004. Professor Bayraktar's research is in stochastic analysis, control, applied probability, mean field games, machine learning, and mathematical finance. He has well over 140 publications in top journals in these areas.
Professor Bayraktar is recognized as a leader in his areas of research: He is a corresponding Editor for the SIAM Journal on Control and Optimization and also serves on the editorial boards of Applied Mathematics and Optimization, Mathematics of Operations Research, and Mathematical Finance. His research has also been continually funded by the National Science Foundation. In particular, he received a CAREER grant. He has been a plenary speaker in numerous conferences (AMAMEF, Bachlier Congress, etc.) and workshops (at CIRM, BIRS, Oberwolfach, University of Chicago, etc.).
Research Keywords & Expertise
Applied Probability
Stochastic Analysis
Stochastic Control
Optimal stopping
mathematical finance
Fingerprints
10%
Optimal stopping
6%
Stochastic Control
5%
Stochastic Analysis
5%
mathematical finance
Short Biography
Erhan Bayraktar, the holder of the Susan Smith Chair, is a Full Professor of Mathematics at the University of Michigan, where he has been since 2004. Professor Bayraktar's research is in stochastic analysis, control, applied probability, mean field games, machine learning, and mathematical finance. He has well over 140 publications in top journals in these areas.
Professor Bayraktar is recognized as a leader in his areas of research: He is a corresponding Editor for the SIAM Journal on Control and Optimization and also serves on the editorial boards of Applied Mathematics and Optimization, Mathematics of Operations Research, and Mathematical Finance. His research has also been continually funded by the National Science Foundation. In particular, he received a CAREER grant. He has been a plenary speaker in numerous conferences (AMAMEF, Bachlier Congress, etc.) and workshops (at CIRM, BIRS, Oberwolfach, University of Chicago, etc.).
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