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math.OC2016
Convex Analysis in Decentralized Stochastic Control, Strategic Measures and Optimal Solutions
Serdar Yüksel, Naci Saldi
This paper is concerned with the properties of the sets of strategic measures induced by admissible team policies in decentralized stochastic control and the convexity properties i…
math.OC2016
Finite Model Approximations and Asymptotic Optimality of Quantized Policies in Decentralized Stochastic Control
Naci Saldi, Serdar Yüksel, Tamás Linder
In this paper, we consider finite model approximations of a large class of static and dynamic team problems where these models are constructed through uniform quantization of the o…