59 citations · 164 across the 56 of their papers we have counts for
7 papers · 1 filter
Partially Observed Optimal Stochastic Control: Regularity, Optimality, Approximations, and Learning
Ali Devran Kara, Serdar Yuksel
In this review/tutorial article, we present recent progress on optimal control of partially observed Markov Decision Processes (POMDPs). We first present regularity and continuity…
Robustness to Model Approximation, Model Learning From Data, and Sample Complexity in Wasserstein Regular MDPs
Yichen Zhou, Yanglei Song, Serdar Yüksel
The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Sp…
Robust Decentralized Control of Coupled Systems via Risk Sensitive Control of Decoupled or Simple Models with Measure Change
Zachary Selk, Serdar Yüksel
Decentralized stochastic control problems with local information involve problems where multiple agents and subsystems which are coupled via dynamics and/or cost are present. Typic…
Optimality of Symmetric Independent Policies under Decentralized Mean-Field Information Sharing for Stochastic Teams and Equivalence with McKean-Vlasov Control of a Representative Agent
Sina Sanjari, Naci Saldi, Serdar Yüksel
We study a class of stochastic exchangeable teams with a finite number of decision makers (DMs) as well as their mean-field limits with infinitely many DMs. In the finite populatio…
Quantum Markov Decision Processes: Dynamic and Semi-Definite Programs for Optimal Solutions
Naci Saldi, Sina Sanjari, Serdar Yuksel
In this paper, building on the formulation of quantum Markov decision processes (q-MDPs) presented in our previous work [{\sc N.~Saldi, S.~Sanjari, and S.~Yüksel}, {\em Quantum Mar…
Quantum Markov Decision Processes: General Theory, Approximations, and Classes of Policies
Naci Saldi, Sina Sanjari, Serdar Yuksel
In this paper, the aim is to develop a quantum counterpart to classical Markov decision processes (MDPs). Firstly, we provide a very general formulation of quantum MDPs with state…