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math.OC2024★ 2 cited
Decentralized Exchangeable Stochastic Dynamic Teams in Continuous-time, their Mean-Field Limits and Optimality of Symmetric Policies
Sina Sanjari, Naci Saldi, Serdar Yüksel
We study a class of stochastic exchangeable teams comprising a finite number of decision makers (DMs) as well as their mean-field limits involving infinite numbers of DMs. In the f…
math.OC2024★ 1 cited
Optimality of Symmetric Independent Policies under Decentralized Mean-Field Information Sharing for Stochastic Teams and Equivalence with McKean-Vlasov Control of a Representative Agent
Sina Sanjari, Naci Saldi, Serdar Yüksel
We study a class of stochastic exchangeable teams with a finite number of decision makers (DMs) as well as their mean-field limits with infinitely many DMs. In the finite populatio…