1 citations · 1 across the 2 of their papers we have counts for
7 papers · 1 filter
Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost
Somnath Pradhan, Serdar Yuksel
We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our…
Refined Bounds on Near Optimality Finite Window Policies in POMDPs and Their Reinforcement Learning
Yunus Emre Demirci, Ali Devran Kara, Serdar Yüksel
Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Mar…
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…
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…