4 papers
Zero-Sum Games involving Teams against Teams: Existence of Equilibria, and Comparison and Regularity in Information
Ian Hogeboom-Burr, Serdar Yüksel
Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belongi…
Sequential Stochastic Control (Single or Multi-Agent) Problems Nearly Admit Change of Measures with Independent Measurements
Ian Hogeboom-Burr, Serdar Yüksel
Change of measures has been an effective method in stochastic control and analysis; in continuous-time control this follows Girsanov's theorem applied to both fully observed and pa…
Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams
Ian Hogeboom-Burr, Serdar Yüksel
We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We w…
Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces
Ian Hogeboom-Burr, Serdar Yüksel
In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state v…