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math.OC2024
Near Optimal Approximations and Finite Memory Policies for POMPDs with Continuous Spaces
Ali Devran Kara, Erhan Bayraktar, Serdar Yuksel
We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to stu…
math.OC2024
Learning with Linear Function Approximations in Mean-Field Control
Erhan Bayraktar, Ali D. Kara
The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are…
math.OC2024
Binomial-tree approximation for time-inconsistent stopping
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
For time-inconsistent stopping in a one-dimensional diffusion setup, we investigate how to use discrete-time models to approximate the original problem. In particular, we consider…