Department of Mathematics and Computer Science
Cross-appointed Queen's University
Email: sanjari (at) rmc (dot) ca, sanjari.s (at) queensu (dot) ca
About me
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. My research interests include stochastic modeling, game theory, multi-agent reinforcement learning, statistical learning, mean-field theory, and auction and incentive designs.
Recent News
[April 2024] The paper "Incentive Designs for Stackelberg Games with a Large Number of Followers and their Mean-Field Limits'' has been accepted for publication in the Journal of Dynamic Games and Applications (DGA)
[February 2024] I will present "Decentralized Stochastic Dynamic Teams in Continuous-time, their Mean-Field Limits and Optimality of Symmetric Policies" at the American Control Conference, 2024.
[January 2024] The paper "Nash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit, and Role of Common Randomness" has been accepted for publication in the SIAM Journal on Control and Optimization (SICON).
[December 2023] I will give an invited talk on Large Stochastic Exchangeable Teams, Their Mean-Field Limits, and Optimality of Symmetric Policies at the 2023 Winter Meeting Canadian Mathematical Society (CMS).
[June 2023] The paper "Isomorphism Properties of Optimality and Equilibrium Solutions under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams" has been accepted for publication in the SIAM Journal on Control and Optimization (SICON).
[April 2023] The paper ''Sparse Learning of Dynamical Systems in Reproducing Kernel Hilbert Spaces: An Operator-Theoretic Approach'' has been accepted at the International Conference on Machine Learning (ICML 2023).
[March 2023] The paper ''Signaling-Based Robust Incentive Designs with Randomized Monitoring'' got accepted in the World Congress of the International Federation of Automatic Control (IFAC 2023).
[March 2023] I will give an invited talk on Incentive Designs for Stochastic Stackelberg Games with a High Population of Followers at the SIAM Conference on Control and Its Applications (CT23).
[February 2023] I will give an invited talk on Learning, Data-Driven Methods, and Robustness in Stochastic Incentive Designs at the Annual Conference on Information Sciences and Systems- Johns Hopkins University (CISS 2023).
[January 2023] The paper "Nash Equilibria for Exchangeable Team against Team Games, their Mean Field Limit", got accepted in the American Conference Control (ACC 2023).
[November 2022] The paper ''Compressed Decentralized Learning of Conditional Mean Embedding Operators in Reproducing Kernel Hilbert Spaces'' got accepted in the AAAI Conference on Artificial Intelligence (AAAI 2023)