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Large deviations principle for discrete-time mean-field games
(Springer, 2021-11)
In this paper, we establish a large deviations principle (LDP) for interacting particle systems that arise from state and action dynamics of discrete-time mean-field games under the equilibrium policy of the infinite-population ...
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 ...
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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