Browsing by Author "(ORCID 0000-0002-2677-7366 & YÖK ID 283091) Saldı, Naci"
Now showing items 21-27 of 27
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Prelude to part I
Saldı, Naci; Linder, T.; Yüksel, S. (Springer, 2018)Part I involves classical stochastic control problems, with a single decision maker acting repeatedly over time with its information set growing at each time stage. -
Prelude to part II
Saldı, Naci; Linder, T.; Yüksel, S. (Springer, 2018)In Part II, we focus on decentralized stochastic control problems and their applications. In Chapter 8, we present our results on the finite model approximation of multi-agent stochastic control problems (team decision ... -
Regularized stochastic team problems
Saldı, Naci (Elsevier, 2021-03)In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists a unique fixed point of the best response operator, where this unique fixed point is the optimal regularized ... -
A topology for policies in decentralized stochastic control and existence of optimal policies
Saldı, Naci (IEEE, 2018)In this paper, we introduce a topology for policies in decentralized stochastic control models to establish the existence of team-optimal policies for both static and a class of sequential dynamic teams. We first consider ... -
A topology for team policies and existence of optimal team policies in stochastic team theory
Saldı, Naci (IEEE, 2020-01)In this paper, we establish the existence of team-optimal policies for static teams and a class of sequential dynamic teams. We first consider the static team problems and show the existence of optimal policies under certain ... -
Value iteration algorithm for mean-field games
Anahtarcı, Berkay; Karıksız, Can Deha; Saldı, Naci (Elsevier, 2020-09)In the literature, existence of mean-field equilibria has been established for discrete-time mean field games under both the discounted cost and the average cost optimality criteria. In this paper, we provide a value ... -
Weak Feller property of non-linear filters
Kara, A. D.; Saldı, Naci; Yüksel, S. (Elsevier, 2019-12)Weak Feller property of controlled and control-free Markov chains leads to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability ...
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