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20182022
most citedNash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit, and Role of Common Randomness

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math.OC20221 cited

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…

math.OC2020

Regularized Stochastic Team Problems

Naci Saldi

In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists an unique fixed point of the best response operator, where this…

math.OC2020

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…

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…

math.OC2018

Finite-State Approximations to Discounted and Average Cost Constrained Markov Decision Processes

Naci Saldi

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the lin…