Search
Now showing items 1-5 of 5
Value iteration algorithm for mean-field games
(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 ...
Approximate markov-nash equilibria for discrete-time risk-sensitive mean-field games
(Informs, 2020-11)
In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive optimality criterion. Risk sensitivity is introduced for each agent (player) via an exponential utility function. ...
Asymptotic optimality of finite model approximations for partially observed markov decision processes with discounted cost
(IEEE, 2020-01)
We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem ...
A topology for team policies and existence of optimal team policies in stochastic team theory
(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 ...
Independently randomized symmetric policies are optimal for exchangeable stochastic teams with infinitely many decision makers
(IEEE, 2020-12-14)
We study stochastic team (known also as decentralized stochastic control or identical interest stochastic game) problems with large or countably infinite number of decision makers, and characterize existence and structural ...
Share this page