3 papers
eess.SY2019
Value Iteration Algorithm for Mean-field Games
Berkay Anahtarci, Can Deha Kariksiz, Naci Saldi
In the literature, existence of mean-field equilibria has been established for discrete-time mean field games under both the discounted cost and the average cost optimality criteri…
math.OC2019
Discrete-time average-cost mean-field games on Polish spaces
Naci Saldi
In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the…
math.OC2018
Weak Feller Property of Non-linear Filters
Ali Devran Kara, Naci Saldi, Serdar Yüksel
Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability mea…