Erhan Bayraktar

Identifiers

• name variant Erhan Bayraktar 0.60 · backfill

Papers (146)

1. Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data math.OC · 2026 · author #1
2. Mean-Field Control with a Common Hidden State under Decentralized Observations math.OC · 2026 · author #1
3. A comparison principle for Wasserstein PDEs with state- and law-dependent common noise math.AP · 2026 · author #1
4. Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences q-fin.MF · 2026 · author #1
5. Policy Gradient for Continuous-Time Mean-Field Control math.OC · 2026 · author #1
6. Analytical Approach to Continuous-Time Causal Optimal Transport math.OC · 2026 · author #2
7. Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization math.OC · 2026 · author #1
8. When Diffusion Model Can Ignore Dimension: An Entropy-Based Theory cs.LG · 2026 · author #2
9. Conditional Diffusion Under Linear Constraints: Langevin Mixing and Information-Theoretic Guarantees cs.LG · 2026 · author #2
10. The Demand Externality of Automation econ.GN · 2026 · author #1
11. Continuous-time Online Learning via Mean-Field Neural Networks: Regret Analysis in Diffusion Environments cs.LG · 2026 · author #1
12. Mean-field games with rough common noise: the compactification approach math.PR · 2026 · author #1
13. Optimal Matching Strategies in Two-sided Markets: A Mean Field Approach math.OC · 2025 · author #1
14. Contracting a crowd of heterogeneous agents econ.TH · 2025 · author #2
15. Graphon particle systems with common noise math.PR · 2025 · author #1
16. Goal-based portfolio selection with mental accounting q-fin.PM · 2025 · author #1
17. A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings math.OC · 2022 · author #2
18. Embedding of Walsh Brownian Motion math.PR · 2019 · author #1
19. On the Adversarial Robustness of Multivariate Robust Estimation stat.ML · 2019 · author #1
20. Large Tournament Games math.OC · 2018 · author #1
21. Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates q-fin.MF · 2018 · author #2
22. High order Bellman equations and weakly chained diagonally dominant tensors math.RA · 2018 · author #2
23. Time Consistent Stopping For The Mean-Standard Deviation Problem --- The Discrete Time Case q-fin.MF · 2018 · author #1
24. A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method math.OC · 2017 · author #1
25. Multi-Chart Detection Procedure for Bayesian Quickest Change-Point Detection with Unknown Post-Change Parameters cs.IT · 2017 · author #2
26. Dynamic Programming Principles for Optimal Stopping with Expectation Constraint math.OC · 2017 · author #1
27. Analysis of a Finite State Many Player Game Using its Master Equation math.AP · 2017 · author #1
28. Path-dependent Hamilton-Jacobi equations in infinite dimensions math.AP · 2017 · author #1
29. Controlled Reflected SDEs and Neumann Problem for Backward SPDEs math.PR · 2017 · author #1
30. Mini-Flash Crashes, Model Risk, and Optimal Execution q-fin.TR · 2017 · author #1
31. Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities math.NA · 2017 · author #2
32. Martingale optimal transport with stopping math.PR · 2017 · author #1
33. Recombining Tree Approximations for Optimal Stopping for Diffusions math.PR · 2016 · author #1
34. On the controller-stopper problems with controlled jumps math.OC · 2016 · author #1
35. Efficient Byzantine Sequential Change Detection math.ST · 2016 · author #2
36. Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics math.PR · 2016 · author #1
37. Rate Control under Heavy Traffic with Strategic Servers math.PR · 2016 · author #1
38. High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering math.OC · 2016 · author #1
39. No-arbitrage and hedging with liquid American options q-fin.MF · 2016 · author #1
40. Super-hedging American Options with Semi-static Trading Strategies under Model Uncertainty q-fin.MF · 2016 · author #1
41. Stochastic Perron for Stochastic Target Problems math.OC · 2016 · author #1
42. Distribution-Constrained Optimal Stopping math.OC · 2016 · author #1
43. A rank based mean field game in the strong formulation math.PR · 2016 · author #1
44. Solvability of Dirichlet problem with Integro-differential Operator math.AP · 2016 · author #1
45. Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption q-fin.PM · 2015 · author #2
46. Minimizing the Probability of Lifetime Drawdown under Constant Consumption q-fin.PM · 2015 · author #2
47. On the Robust Dynkin Game math.PR · 2015 · author #1
48. Optimal Investment to Minimize the Probability of Drawdown q-fin.MF · 2015 · author #2
49. Optimal Stopping with Random Maturity under Nonlinear Expectations math.PR · 2015 · author #1
50. Optimal Investment with Random Endowments and Transaction Costs: Duality Theory and Shadow Prices q-fin.MF · 2015 · author #1
51. Risk Sensitive Control of the Lifetime Ruin Problem math.OC · 2015 · author #1
52. Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case q-fin.MF · 2015 · author #1
53. Optimally Investing to Reach a Bequest Goal q-fin.MF · 2015 · author #1
54. Arbitrage, hedging and utility maximization using semi-static trading strategies with American options q-fin.MF · 2015 · author #1
55. Ergodicity of robust switching control and nonlinear system of quasi variational inequalities math.PR · 2015 · author #1
56. Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming q-fin.PM · 2014 · author #1
57. Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games math.PR · 2014 · author #1
58. An $\alpha$-stable limit theorem under sublinear expectation math.PR · 2014 · author #1
59. On a Stopping Game in continuous time math.PR · 2014 · author #1
60. Robust feedback switching control: dynamic programming and viscosity solutions math.PR · 2014 · author #1
61. Stochastic Perron for stochastic target games math.PR · 2014 · author #1
62. Quantile Hedging in a Semi-Static Market with Model Uncertainty q-fin.MF · 2014 · author #1
63. On Zero-sum Optimal Stopping Games math.PR · 2014 · author #1
64. Comparing the $G$-Normal Distribution to its Classical Counterpart math.PR · 2014 · author #1
65. Stochastic Perron's Method for the Probability of lifetime ruin problem under transaction costs math.OC · 2014 · author #1
66. Purchasing Life Insurance to Reach a Bequest Goal q-fin.PM · 2014 · author #1
67. On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints math.PR · 2014 · author #1
68. Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion math.OC · 2014 · author #1
69. Bayesian Quickest Change Point Detection with Sampling Right Constraints cs.IT · 2013 · author #2
70. On hedging American options under model uncertainty math.PR · 2013 · author #1
71. A note on the Fundamental Theorem of Asset Pricing under model uncertainty q-fin.PR · 2013 · author #1
72. Fundamental Theorem of Asset Pricing under Transaction costs and Model uncertainty math.PR · 2013 · author #1
73. Weak reflection principle for L\'evy processes math.PR · 2013 · author #1
74. On utility maximization with derivatives under model uncertainty math.PR · 2013 · author #1
75. On model-independent pricing/hedging using shortfall risk and quantiles q-fin.PR · 2013 · author #1
76. Byzantine Fault Tolerant Distributed Quickest Change Detection math.PR · 2013 · author #1
77. Optimal dividends in the dual model under transaction costs math.PR · 2013 · author #1
78. On an Optimal Stopping Problem of an Insider math.PR · 2013 · author #1
79. On the Robust Optimal Stopping Problem math.PR · 2013 · author #1
80. On controller-stopper problems with jumps and their applications to indifference pricing of American options math.PR · 2012 · author #1
81. Quickest Detection with Discretely Controlled Observations math.PR · 2012 · author #1
82. Stochastic Perron's method for Hamilton-Jacobi-Bellman equations math.PR · 2012 · author #1
83. A Note on Applications of Stochastic Ordering to Control Problems in Insurance and Finance math.PR · 2012 · author #2
84. A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls math.PR · 2012 · author #1
85. Inventory Management with Partially Observed Nonstationary Demand math.OC · 2012 · author #1
86. Maximizing Utility of Consumption Subject to a Constraint on the Probability of Lifetime Ruin q-fin.PM · 2012 · author #1
87. Life Insurance Purchasing to Maximize Utility of Household Consumption q-fin.PM · 2012 · author #1
88. On the Impulse Control of Jump Diffusions math.PR · 2012 · author #1
89. Quickest Search over Brownian Channels math.PR · 2012 · author #1
90. On Zero-Sum Stochastic Differential Games math.OC · 2011 · author #1
91. Stochastic Perron's method and verification without smoothness using viscosity comparison: obstacle problems and Dynkin games math.OC · 2011 · author #1
92. A Stochastic Approximation for Fully Nonlinear Free Boundary Parabolic Problems math.NA · 2011 · author #1
93. Robust maximization of asymptotic growth under covariance uncertainty q-fin.PM · 2011 · author #1
94. Stability of exponential utility maximization with respect to market perturbations q-fin.PM · 2011 · author #1
95. Liquidation in Limit Order Books with Controlled Intensity q-fin.TR · 2011 · author #1
96. Stochatic Perron's method and verification without smoothness using viscosity comparison: the linear case math.PR · 2011 · author #1
97. On the Stability of Utility Maximization Problems q-fin.PM · 2010 · author #1
98. On the Multi-Dimensional Controller and Stopper Games math.OC · 2010 · author #1
99. Outperforming the market portfolio with a given probability q-fin.CP · 2010 · author #1
100. Quadratic Reflected BSDEs with Unbounded Obstacles math.PR · 2010 · author #1
101. Valuation equations for stochastic volatility models math.PR · 2010 · author #1
102. Minimizing the Probability of Lifetime Ruin under Stochastic Volatility q-fin.PM · 2010 · author #1
103. On the Existence of Consistent Price Systems q-fin.GN · 2009 · author #1
104. Optimal Stopping for Dynamic Convex Risk Measures math.PR · 2009 · author #1
105. On the uniqueness of classical solutions of Cauchy problems math.AP · 2009 · author #1
106. Strict Local Martingale Deflators and Pricing American Call-Type Options q-fin.PR · 2009 · author #1
107. On the Continuity of Stochastic Exit Time Control Problems math.PR · 2009 · author #1
108. Optimal Stopping for Non-linear Expectations math.OC · 2009 · author #1
109. Regularity of the Optimal Stopping Problem for Jump Diffusions math.OC · 2009 · author #1
110. Optimal Trade Execution in Illiquid Markets q-fin.TR · 2009 · author #1
111. Minimizing the Probability of Ruin when Consumption is Ratcheted q-fin.RM · 2008 · author #1
112. Optimal Investment Strategy to Minimize Occupation Time q-fin.PM · 2008 · author #1
113. Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities q-fin.PR · 2008 · author #1
114. No Arbitrage Conditions For Simple Trading Strategies q-fin.PR · 2008 · author #1
115. On the Stickiness Property q-fin.PR · 2008 · author #1
116. A Unified Framework for Pricing Credit and Equity Derivatives cs.CE · 2007 · author #1
117. Analysis of the optimal exercise boundary of American options for jump diffusions math.PR · 2007 · author #1
118. Sequential Tracking of a Hidden Markov Chain Using Point Process Observations math.OC · 2007 · author #1
119. Pricing Asian Options for Jump Diffusions cs.CE · 2007 · author #1
120. Pricing Options on Defaultable Stocks cs.CE · 2007 · author #1
121. On the One-Dimensional Optimal Switching Problem math.OC · 2007 · author #1
122. Pricing American Options for Jump Diffusions by Iterating Optimal Stopping Problems for Diffusions cs.CE · 2007 · author #1
123. Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin q-fin.PM · 2007 · author #1
124. Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control q-fin.PM · 2007 · author #1
125. Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin math.OC · 2007 · author #1
126. Minimizing the Probability of Lifetime Ruin under Borrowing Constraints math.OC · 2007 · author #1
127. Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis math.ST · 2007 · author #1
128. The Effects of Implementation Delay on Decision-Making Under Uncertainty math.OC · 2007 · author #1
129. Queueing Theoretic Approaches to Financial Price Fluctuations math.PR · 2007 · author #1
130. A Limit Theorem for Financial Markets with Inert Investors math.PR · 2007 · author #1
131. Optimal Time to Change Premiums math.OC · 2007 · author #1
132. A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays math.OC · 2007 · author #1
133. Minimizing the Lifetime Shortfall or Shortfall at Death math.OC · 2007 · author #1
134. Optimizing Venture Capital Investments in a Jump Diffusion Model math.OC · 2007 · author #1
135. Correspondence between Lifetime Minimum Wealth and Utility of Consumption math.OC · 2007 · author #1
136. A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions math.OC · 2007 · author #1
137. On the Perpetual American Put Options for Level Dependent Volatility Models with Jumps math.OC · 2007 · author #1
138. An Analysis of Monotone Follower Problems for Diffusion Processes math.OC · 2007 · author #1
139. Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio math.OC · 2007 · author #1
140. Quickest Detection for a Poisson Process with a Phase-type Change-time Distribution math.OC · 2006 · author #1
141. Adaptive Poisson disorder problem math.PR · 2006 · author #1
142. Quickest detection of a minimum of disorder times cs.CE · 2005 · author #1
143. Projecting the Forward Rate Flow onto a Finite Dimensional Manifold cs.CE · 2005 · author #1
144. Consistency Problems for Jump-Diffusion Models cs.IT · 2005 · author #1
145. Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic cs.IT · 2005 · author #1
146. Stochastic Differential Games in a Non-Markovian Setting cs.IT · 2005 · author #1

Mentions

• 1212.4894 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1301.7525 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1109.5752 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1107.2988 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1307.4813 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1210.3800 #2 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1307.2493 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1205.5958 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1201.1662 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0911.3789 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1201.4821 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1210.2788 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1107.2716 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1006.3224 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1206.6283 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1206.6268 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0902.2516 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0902.2479 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1112.4904 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1112.5744 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1004.3299 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1010.4322 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1005.3565 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0905.3601 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0704.2244 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0907.0062 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0908.1082 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0909.4948 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0908.1086 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0801.0718 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0707.0100 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703825 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703538 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0801.4047 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703862 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703833 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703828 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703824 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703782 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0806.2358 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0802.3250 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0705.0053 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0706.2331 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703850 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703834 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703832 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703831 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703823 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0703820 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0701650 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0805.3981 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0712.3323 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0707.2432 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0712.3617 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0712.0413 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 0707.0336 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0610184 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• cs/0509028 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• cs/0509029 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• cs/0501055 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• cs/0501054 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• cs/0501052 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0701813 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• math/0611563 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 2606.26498 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 2606.19639 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1803.08870 #2 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1802.08358 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1708.08343 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1705.02922 #2 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1605.03653 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1508.01914 #2 · backfill · confidence 0.70 Erhan Bayraktar
• 1306.2086 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1507.08713 #2 · backfill · confidence 0.70 Erhan Bayraktar
• 1506.09184 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 2606.04377 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1301.0091 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1212.4717 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1212.2170 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1105.0247 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1103.0538 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1009.0932 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1003.4216 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1506.00166 #2 · backfill · confidence 0.70 Erhan Bayraktar
• 1505.07533 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1504.00310 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 2606.02945 #1 · arxiv_oai · confidence 0.70 Erhan Bayraktar
• 1503.05769 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1503.02237 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1503.00961 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1502.06681 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1501.04477 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1412.2262 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1412.2053 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1409.7960 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1409.6773 #1 · backfill · confidence 0.70 Erhan Bayraktar
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• 1408.4848 #1 · backfill · confidence 0.70 Erhan Bayraktar
• 1408.3692 #1 · backfill · confidence 0.70 Erhan Bayraktar

Frequent Coauthors

• Virginia R. Young 17 shared papers
• Zhou Zhou 13 shared papers
• Song Yao 10 shared papers
• Hao Xing 7 shared papers
• H. Vincent Poor 7 shared papers
• Yuchong Zhang 6 shared papers
• Asaf Cohen 5 shared papers
• Lifeng Lai 5 shared papers
• Masahiko Egami 5 shared papers
• Alexander Munk 4 shared papers
• Bahman Angoshtari 4 shared papers
• David Promislow 4 shared papers
• Ross Kravitz 4 shared papers
• Yu-Jui Huang 4 shared papers
• Hasanjan Sayit 3 shared papers
• Ibrahim Ekren 3 shared papers
• Jiaqi Li 3 shared papers
• Mihai Sirbu 3 shared papers
• Mike Ludkovski 3 shared papers
• Qingshuo Song 3 shared papers