67 citations · 227 across the 41 of their papers we have counts for
7 papers · 1 filter
Average Cost Optimality of Partially Observed MDPS: Contraction of Non-linear Filters, Optimal Solutions and Approximations
Yunus Emre Demirci, Ali Devran Kara, Serdar Yüksel
The average cost optimality is known to be a challenging problem for partially observable stochastic control, with few results available beyond the finite state, action, and measur…
Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
Somnath Pradhan, Serdar Yüksel
We present existence and discrete-time approximation results on optimal control policies for continuous-time stochastic control problems under a variety of information structures.…
Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory
Somnath Pradhan, Zachary Selk, Serdar Yüksel
In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idea…
Sliding Window Codes: Near-Optimality and Q-Learning for Zero-Delay Coding
Liam Cregg, Fady Alajaji, Serdar Yuksel
We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guarante…
Approximations and Learning for Continuous State and Action MDPs under Average Cost Criteria
Ali Devran Kara, Serdar Yuksel
In this paper, for Markov Decision Processes (MDPs) with standard Borel spaces, (i) we first provide a discretization based approximation method for MDPs with continuous spaces und…
Unsynchronized Decentralized Q-Learning: Two Timescale Analysis By Persistence
Bora Yongacoglu, Gürdal Arslan, Serdar Yüksel
Non-stationarity is a fundamental challenge in multi-agent reinforcement learning (MARL), where agents update their behaviour as they learn. Many theoretical advances in MARL avoid…
Unique Ergodicity of Non-Linear Filters via Reachability and Uniform Weak Continuity
Yunus Emre Demirci, Serdar Yüksel
We present a reachability based approach to establish unique ergodicity of non-linear filter processes where state space of a hidden Markov model is a compact Polish metric space a…