3 papers
cs.LG2023
Tensor Decompositions Meet Control Theory: Learning General Mixtures of Linear Dynamical Systems
Ainesh Bakshi, Allen Liu, Ankur Moitra +1
Recently Chen and Poor initiated the study of learning mixtures of linear dynamical systems. While linear dynamical systems already have wide-ranging applications in modeling time-…
math.OC2023
A New Approach to Learning Linear Dynamical Systems
Ainesh Bakshi, Allen Liu, Ankur Moitra +1
Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require kno…
cs.GT2021
Approximating Nash Equilibrium in Random Graphical Games
Morris Yau
Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game i…