25 citations · 71 across the 36 of their papers we have counts for
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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★ 4 cited
Discrete-time Risk-sensitive Mean-field Games
Naci Saldi, Tamer Basar, Maxim Raginsky
In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for…
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…