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Partially-observed discrete-time risk-sensitive mean-field games
(IEEE, 2019)
We consider in this paper a general class of discrete-time partially-observed mean-field games with Polish state, action, and measurement spaces and with risk-sensitive (exponential) cost functions which capture the ...
On weak feller continuity properties of non-linear filters
(IEEE, 2019)
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 ...
A topology for policies in decentralized stochastic control and existence of optimal policies
(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 ...
Mean field multilayer stackelberg differential games in multi-agent systems
(Ministry Communications & High Technologies Republic Azerbaijan, 2018)
In this paper, we study linear-quadratic hierarchical mean field Stackelberg differential games with decentralized adapted open-loop information structure. In this game model, there are three levels of decision making, ...
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