59 citations · 164 across the 56 of their papers we have counts for
5 papers · 2 filters
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…
Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control
Curtis McDonald, Serdar Yüksel
We study controlled filter stability and its effects on the robustness properties of optimal control policies designed for systems with incorrect priors applied to a true system. F…
Ergodicity of Controlled Stochastic Nonlinear Systems under Information Constraints: Refined Bounds via Splitting
Nicolás Garcia, Christoph Kawan, Serdar Yüksel
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into…
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…
Convex Analytic Method Revisited: Further Optimality Results and Performance of Deterministic Policies in Average Cost Stochastic Control
Ari Arapostathis, Serdar Yüksel
The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit th…