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Weak Feller property of non-linear filters
(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 ...
Approximate nash equilibria in partially observed stochastic games with mean-field interactions
(Informs, 2019-08)
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual ...
Finite-state approximations to discounted and average cost constrained Markov decision processes
(IEEE, 2019-07)
In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained ...
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 ...
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