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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 ...
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 ...
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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