3 papers
math.OC2024
Refined Bounds on Near Optimality Finite Window Policies in POMDPs and Their Reinforcement Learning
Yunus Emre Demirci, Ali Devran Kara, Serdar Yüksel
Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Mar…
eess.SY2020
Robustness to Incorrect Models and Data-Driven Learning in Average-Cost Optimal Stochastic Control
Ali Devran Kara, Maxim Raginsky, Serdar Yuksel
We study continuity and robustness properties of infinite-horizon average expected cost problems with respect to (controlled) transition kernels, and applications of these results…
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…