Research Interests
- Stochastic systems, game theory, control theory, multi-agent reinforcement learning, statistical learning, mean-field theory, and auction and incentive designs.
Short Biography
I am an Assistant Professor of mathematics in the Department of Mathematics and Computer Science at the Royal Military College (RMC). Before joining RMC, I was a Postdoctoral Research Associate at the University of Illinois Urbana-Champaign, Department of Electrical and Computer Engineering where I worked with Professor Tamer Basar and Professor Subhonmesh Bose. I received my Ph.D. in Applied Mathematics and Statistics from Queen's University under the supervision of Professor Serdar Yuksel. I received my M.Sc. in Applied Mathematics and Statistics from Queen's University and my M.Sc. in Electrical and Computer Engineering from Tarbiat Modares University.
My research so far has focused largely on the theory and applications of machine learning, stochastic systems, controls, games, and teams, combining the areas of operations research, learning theory, applied probability, stochastic optimal control systems, and game theory.
Selected Publications
- S. Sanjari, N. Saldi, and S. Yüksel, "Nash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit, and Role of Common Randomness", SIAM Journal on Control and Optimization, vol. 62, pp. 1437-1464, 2024
- S. Sanjari, S. Bose, and T. Başar, "Incentive Designs for Stackelberg Games with a Large Number of Followers and their Mean-Field Limits'', Dynamic Games and Applications, 2024
- S. Sanjari, T. Başar, and S. Yüksel, "Isomorphism Properties of Optimality and Equilibrium Solutions under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams'', SIAM Journal on Control and Optimization, v. 61.3, 2023.
- S. Sanjari, N. Saldi, and S. Yüksel, "Optimality of Independently Randomized Symmetric Policies for Exchangeable Stochastic Teams with Infinitely Many Decision Makers", Mathematics of Operations Research, v. 48.3, pp. 1213-1809, 2023
- S. Sanjari and S. Yüksel, "Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-field Limit", SIAM Journal on Control and Optimization, v. 59, pp. 777-804, 2021.
- S. Sanjari and S. Yüksel, "Optimal Solutions to Infinite-Player Stochastic Teams and Mean-Field Teams", IEEE Trans. Automatic Control,v. 66, pp. 1071-1086, 2021
The complete list can be obtained by request. An incomplete list is available on Google Scholar.