67 citations · 227 across the 41 of their papers we have counts for
4 papers · 1 filter
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…
Non-Sequential Decentralized Stochastic Control Revisited: Causality and Static Reducibility
Omar Mrani-Zentar, Ryan Simpson, Serdar Yüksel
In decentralized stochastic control (or stochastic team theory) and game theory, if there is a pre-defined order in a system in which agents act, the system is called \textit{seque…
Continuity of Cost in Borkar Control Topology and Implications on Discrete Space and Time Approximations for Controlled Diffusions under Several Criteria
Somnath Pradhan, Serdar Yüksel
We first show that the discounted cost, cost up to an exit time, and ergodic cost involving controlled non-degenerate diffusions are continuous on the space of stationary control p…
Robustness of Stochastic Optimal Control to Approximate Diffusion Models under Several Cost Evaluation Criteria
Somnath Pradhan, Serdar Yuksel
In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of…