Book
[B1] Naci Saldi, Tamas Linder, and Serdar Yuksel
Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality
Systems & Control: Foundations and Applications Series, Springer, Cham, 2018.
Journal Papers
Submitted
[S8] Naci Saldi.
Best Ergodic Averages via Optimal Graph Filters in Reversible Markov Chains
arXiv:2405.18995
[S7] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Decentralized Exchangeable Stochastic Dynamic Teams in Coninuous-time, their Mean-Field Limits and Optimality of Symmetric Policies
arXiv:2404.15581
[S6] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Optimality of Decentralized Symmetric Policies for Stochastic Teams with Mean-Field Information Sharing
arXiv:2404.04597
[S5] Naci Saldi, Sina Sanjari, and Serdar Yuksel.
Quantum Markov Decision Processes Part II: Optimal Solutions and Algorithms
arXiv:2402.14651
[S4] Naci Saldi, Sina Sanjari, and Serdar Yuksel.
Quantum Markov Decision Processes Part I: General Theory, Approximations, and Classes of Policies
arXiv:2402.14649
[S3] Berkay Anahtarci, Can Deha Kariksiz, and Naci Saldi.
Maximum Causal Entropy Inverse Reinforcement Learning for Mean-Field Games
arXiv:2401.0656
[S2] Uğur Aydın, Naci Saldi.
Robustness and Approximation of Discrete-time Mean-field Games under Discounted Cost Criterion
arXiv:2310.10828
[S1] Naci Saldi.
Linear Mean-Field Games with Discounted Cost
arXiv:2301.06074
Published
[J27] Naci Saldi.
Common Information Approach for Static Team Problems with Polish Spaces and Existence of Optimal Policies
accepted to Applied and Computational Mathematics, 2024 (Special Issue is dedicated in honor of Tamer Basar)
arXiv:2309.07571
[J26] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Nash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit, and Role of Common Randomness
SIAM Journal on Control and Optimization, 62(3):1437-1464, May 2024
arXiv:2210.07339
[J25] Ali Devran Kara, Naci Saldi, and Serdar Yuksel.
Q-Learning for MDPs with General Spaces: Convergence and Near Optimality via Quantization under Weak Continuity
Journal of Machine Learning Research, 24(199): 1-34, 2023
arXiv:2111.06781
[J24] Berkay Anahtarci, Can Deha Kariksiz, and Naci Saldi.
Learning in Discounted-cost and Average-cost Mean-Field Games
Journal of Machine Learning Research, 24(17): 1-59, 2023
arXiv:1912.13309
[J23] Naci Saldi, Tamer Basar, and Maxim Raginsky.
Partially Observed Discrete-time Risk-sensitive Mean Field Games
Dynamic Games and Applications, 13: 929-960, 2023
arXiv:2003.11987
[J22] Berkay Anahtarci, Can Deha Kariksiz, and Naci Saldi.
Q-learning in Regularized Mean-field Games
Dynamic Games and Applications, 13: 89-117, 2023
arXiv:2003.12151
[J21] Naci Saldi and Serdar Yuksel.
Geometry of Information Structures, Strategic Measures and Associated Control Topologies
Probability Surveys, 19: 450-532, 2022
arXiv:2010.07377
[J20] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers
Mathematics of Operations Research, 48(3): 1254-1285, August 2023
arXiv:2008.11570
[J19] Naci Saldi.
Large Deviations Principle for Discrete-time Mean-field Games
Systems & Control Letters, 157, November, 2021
arXiv:2102.07865
[J18] Naci Saldi.
Regularized Stochastic Team Problems
Systems & Control Letters, 149, March, 2021
arXiv:2011.03385
[J17] Berkay Anahtarci, Can Deha Kariksiz, and Naci Saldi.
Value Iteration Algorithm for Mean-field Games
Systems & Control Letters, 143, Sep. 2020
arXiv:1909.01758
[J16] Naci Saldi, Tamer Basar, and Maxim Raginsky.
Approximate Markov-Nash Equilibria for Discrete-time Risk-sensitive Mean-field Games (link)
Mathematics of Operations Research, 45(4):1596-1620, Nov. 2020
[J15] Naci Saldi.
Discrete-time average-cost mean-field games on Polish spaces
Turk J Math, 44:463-480, 2020
arXiv:1908.08793
[J14] Naci Saldi, Serdar Yuksel, and Tamas Linder.
Asymptotic Optimality of Finite Model Approximations for Partially Observed Markov Decision Processes with Discounted Cost
IEEE Trans. Automatic Control, 65(1):130-142, Jan. 2020
arXiv:1710.07009
[J13] Naci Saldi.
A topology for Team Policies and Existence of Optimal Team Policies in Stochastic Team Theory
IEEE Trans. Automatic Control, 65(1):310-317, Jan. 2020
arXiv:1711.00639
[J12] Ali Devran Kara, Naci Saldi, and Serdar Yuksel.
Weak Feller Property of Non-linear Filters
Systems & Control Letters, 134, Dec. 2019
arXiv:1812.05509
[J11] Naci Saldi, Tamer Basar, and Maxim Raginsky.
Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions
Mathematics of Operations Research, 44(3):1006-1033, Aug. 2019
arXiv:1705.02036
[J10] Naci Saldi.
Finite-State Approximations to Discounted and Average Cost Constrained Markov Decision Processes
IEEE Trans. Automatic Control, 64(7): 2681-2696, Jan. 2019
arXiv:1807.02994
[J9] Naci Saldi, Tamer Basar, and Maxim Raginsky.
Markov-Nash Equilibria in Mean-Field Games with Discounted Cost
SIAM Journal on Control and Optimization, 56(6):4256-4287, Nov. 2018
arXiv:1612.07878
[J8] Alper Oner, Gulay Oke Gunel and Naci Saldi.
Mean Field Multilayer Stackelberg Differential Games in Multi-Agent Systems
Applied and Computational Mathematics, 17(1): 72-95, 2018
[J7] Serdar Yuksel and Naci Saldi.
Convex Analysis in Decentralized Stochastic Control, Strategic Measures and Optimal Solutions
SIAM Journal on Control and Optimization, 55(1):1-28, Jan. 2017
arXiv:1609.07685
[J6] Naci Saldi, Serdar Yuksel, and Tamas Linder.
Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces
Mathematics of Operations Research, 42(4):945-978, Nov. 2017
arXiv:1503.02244
[J5] Naci Saldi,Serdar Yuksel, and Tamas Linder.
Finite Model Approximations and Asymptotic Optimality of Quantized Policies in Decentralized Stochastic Control
IEEE Trans. Automatic Control, 62(5):2360-2373, May 2017
arXiv:1511.02244
[J4] Naci Saldi,Serdar Yuksel, and Tamas Linder.
Near Optimality of Quantized Policies in Stochastic Control Under Weak Continuity Conditions
Journal of Mathematical Analysis and Applications, 435(1):321-337, Mar. 2016
arXiv:1410.6985
[J3] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Output Constrained Lossy Source Coding with Limited Common Randomness
IEEE Trans. Information Theory, 61(9):4984-4998, Sep. 2015
arXiv:1411.5767
[J2] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Randomized Quantization and Source Coding with Constrained Output Distribution
IEEE Trans. Information Theory, 61(1):91-106, Jan. 2015
arXiv:1309.2915
[J1] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control
IEEE Trans. Automatic Control, 60(2):553-558, Feb. 2015
arXiv:1310.5770
Book Chapters
[BC1] Naci Saldi, Serdar Yuksel, and Tamas Linder
Finite Approximations to Markov Decision Processes with Borel Spaces
In Modern Trends in Controlled Stochastic Processes: Volume II, ed: Alexey B. Piunovsky, Luniver Press, 2015
Conference Papers
[C19] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Large Continuous-time Convex Stochastic Teams and Their Mean-Field Limits
In Proc. IEEE American Control Conference (ACC), 2024
[C18] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Nash Equilibria for Exchangeable Team against Team Games and their Mean Field Limit
In Proc. IEEE American Control Conference (ACC), 2023
[C17] Berkay Anahtarci, Can Deha Kariksiz, and Naci Saldi.
Learning in Discrete-time Average-cost Mean-field Games
In Proc. IEEE Conf. Decision Control (CDC) 2021
[C16] Sina Sanjari, Naci Saldi, and Serdar Yuksel.
Independently Randomized Symmetric Policies are Optimal for Exchangeable Stochastic Teams with Infinitely Many Decision Makers
In Proc. IEEE Conf. Decision Control (CDC) 2020
[C15] Naci Saldi, Tamer Basar, and Maxim Raginsky.
Partially-Observed Discrete-Time Risk-Sensitive Mean-Field Games
In Proc. IEEE Conf. Decision Control (CDC) 2019 (invited paper)
[C14] Ali Devran Kara, Naci Saldi, and Serdar Yuksel.
On Weak Feller Continuity Properties of Non-linear Filters
In Proc. IEEE Conf. Decision Control (CDC) 2019 (invited paper)
[C13] Naci Saldi.
A Topology for Policies in Decentralized Stochastic Control and Existence of Optimal Policies
In Proc. IEEE Conf. Decision Control (CDC) 2018 (invited paper)
[C12] Naci Saldi, Tamer Basar, and Maxim Raginsky.
Markov-Nash Equilibria in Mean-Field Games with Discounted Cost
In Proc. IEEE American Control Conference (ACC), 2017
[C11] Serdar Yuksel and Naci Saldi.
Convex Analysis in Decentralized Stochastic Control and Strategic Measures
In Proc. IEEE Conf. Decision Control (CDC) 2016
[C10] Serdar Yuksel and Naci Saldi.
Strategic Measures Approach to Decentralized Stochastic Control
In Proc. 54th Annual Allerton Conf. Communications, Control, and Computing, Monticello, IL, Oct. 2016
[C9] Naci Saldi, Serdar Yuksel, and Tamas Linder.
Finite Model Approximations and Asymptotic Optimality of Quantized Policies in Decentralized Stochastic Control
In Proc. IEEE Conf. Decision Control (CDC) 2016
[C8] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Asymptotic Optimality of Finite Representations and Quantized Policies in Team Problems and Witsenhausen’s Counterexample
In Proc. IEEE American Control Conference (ACC), Boston, Jul. 2016
[C7] Naci Saldi, Serdar Yuksel, and Tamas Linder.
Finite-State Approximations to Constrained Markov Decision Processes with Borel Spaces
In Proc. 53rd Annual Allerton Conf. Communications, Control, and Computing, Monticello, IL, Oct. 2015
[C6] Naci Saldi, Serdar Yuksel, and Tamas Linder.
Finite-State Approximation of Markov Decision Processes with Unbounded Costs and Borel Spaces
In Proc. IEEE Conf. Decision Control (CDC) 2015
[C5] Naci Saldi, Tamas Linder, and Serdar Yuksel.
On Finite State-Action Approximation of Markov Decision Processes with General State and Action Spaces
In Proc. IEEE American Control Conference (ACC), Chicago, Jul. 2015
[C4] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Asymptotic Optimality of Quantized Policies in Stochastic Control under Weak Continuity Conditions
In Proc. IEEE Conf. Decision Control (CDC), Los Angeles, Dec. 2014
[C3] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Randomized Source Coding with Limited Common Randomness
In Proc. 52th Annual Allerton Conf. Communications, Control, and Computing, Monticello, IL, Oct. 2014
[C2] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Approximation of Stationary Control Policies by Quantized Control in Markov Decision Processes
In Proc. 51th Annual Allerton Conf. Communications, Control, and Computing, Monticello, IL, Oct. 2013
[C1] Naci Saldi, Tamas Linder, and Serdar Yuksel.
Randomized quantization and optimal design with a marginal constraint
In Proc. IEEE Int. Symp. Inf. Theory (ISIT), Istanbul, Jul. 2013