1 citations · 1 across the 1 of their papers we have counts for
6 papers
Nash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit, and Role of Common Randomness
Sina Sanjari, Naci Saldi, Serdar Yüksel
We study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic…
Geometry of Information Structures, Strategic Measures and associated Control Topologies
Naci Saldi, Serdar Yuksel
In many areas of applied mathematics, engineering, and social and natural sciences, decentralization of information is a key aspect determining how to approach a problem. In this r…
Ergodicity Conditions For Controlled Stochastic Non-Linear Systems Under Information Constraints
Nicolas Garcia, Christoph Kawan, Serdar Yuksel
Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there…
Exponential Filter Stability via Dobrushin's Coefficient
Curtis McDonald, Serdar Yuksel
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized…
Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-field Limit
Sina Sanjari, Serdar Yüksel
This paper studies convex stochastic dynamic team problems with finite and infinite time horizons under decentralized information structures. First, we introduce two notions called…
A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control
Serdar Yüksel
For sequential stochastic control problems with standard Borel measurement and control action spaces, we introduce a general (universally applicable) dynamic programming formulatio…