Browsing by Author "Yüksel, S."
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Approximations for constrained Markov decision problems
Saldı, Naci; Linder, T.; Yüksel, S. (Springer, 2018)This chapter studies the finitestate approximation of a discretetime constrained Markov decision process with compact state space, under the discounted and average cost criteria. Using the linear programming formulation ... 
Approximations for partially observed Markov decision processes
Saldı, Naci; Linder, T.; Yüksel, S. (Birkhäuser Basel, 2018)This chapter studies the finitemodel approximation of discretetime partially observed Markov decision process. We will find that by performing the standard reduction method, where one transforms a partially observed model ... 
Asymptotic optimality of finite models for witsenhausen’s counterexample and beyond
Saldı, Naci; Linder, T.; Yüksel, S. (Birkhäuser Basel, 2018)In this chapter, we study the approximation of Witsenhausen’s counterexample and the Gaussian relay channel problem by using the results of the previous chapter. In particular, our goal is to establish that finite models ... 
Finite approximations in discretetime stochastic control : quantized models and asymptotic optimality
Saldı, Naci; Linder, T.; Yüksel, S. (Birkhäuser Basel, 2018)In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how ... 
Finite approximations in discretetime stochastic control quantized models and asymptotic optimality introduction and summary
Saldı, Naci; Linder, T.; Yüksel, S. (Birkhäuser Basel, 2018)Control and optimization of dynamical systems in the presence of stochastic uncertainty is a mature field with a large range of applications. A comprehensive treatment of such problems can be found in excellent books and ... 
Finite model approximations in decentralized stochastic control
Saldı, Naci; Linder, T.; Yüksel, S. (Birkhäuser Basel, 2018)In this chapter, we study the approximation of static and dynamic team problems using finite models which are obtained through the uniform discretization, on a finite grid, of the observation and action spaces of agents. ... 
Finiteaction approximation of Markov decision processes
Saldı, Naci; Linder, T.; Yüksel, S. (Birkhäuser Basel, 2018)In this chapter, we study the finiteaction approximation of optimal control policies for discretetime Markov decision processes (MDPs) with Borel state and action spaces, under discounted and average cost criteria. One ... 
Finitestate approximation of Markov decision processes
Saldı, Naci; Linder, T.; Yüksel, S. (Springer, 2018)In this chapter we study the finitestate approximation problem for computing near optimal policies for discretetime MDPs with Borel state and action spaces, under discounted and average costs criteria. Even though existence ... 
Independently randomized symmetric policies are optimal for exchangeable stochastic teams with infinitely many decision makers
Sanjari, S.; Saldı, Naci; Yüksel, S. (IEEE, 20201214)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 ... 
Prelude to part I
Saldı, Naci; Linder, T.; Yüksel, S. (Springer, 2018)Part I involves classical stochastic control problems, with a single decision maker acting repeatedly over time with its information set growing at each time stage. 
Prelude to part II
Saldı, Naci; Linder, T.; Yüksel, S. (Springer, 2018)In Part II, we focus on decentralized stochastic control problems and their applications. In Chapter 8, we present our results on the finite model approximation of multiagent stochastic control problems (team decision ... 
Weak Feller property of nonlinear filters
Kara, A. D.; Saldı, Naci; Yüksel, S. (Elsevier, 201912)Weak Feller property of controlled and controlfree Markov chains leads to many desirable properties. In controlfree setups this leads to the existence of invariant probability measures for compact spaces and applicability ...
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