6 citations · 6 across the 3 of their papers we have counts for
3 papers
math.OC2022
Continuity of Cost in Borkar Control Topology and Implications on Discrete Space and Time Approximations for Controlled Diffusions under Several Criteria
Somnath Pradhan, Serdar Yüksel
We first show that the discounted cost, cost up to an exit time, and ergodic cost involving controlled non-degenerate diffusions are continuous on the space of stationary control p…
math.OC2014
Near Optimality of Quantized Policies in Stochastic Control Under Weak Continuity Conditions
Naci Saldi, Serdar Yüksel, Tamás Linder
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is mo…
cs.IT2012★ 6 cited
Technical Report: Observability of a Linear System under Sparsity Constraints
Wei Dai, Serdar Yüksel
Consider an n-dimensional linear system where it is known that there are at most k<n non-zero components in the initial state. The observability problem, that is the recovery of th…