3 papers
math.OC2025
Functional role of synchronization: A mean-field control perspective
Prashant Mehta, Sean Meyn
The broad goal of the research surveyed in this article is to develop methods for understanding the aggregate behavior of interconnected dynamical systems, as found in mathematical…
eess.SY2024
Dual Ensemble Kalman Filter for Stochastic Optimal Control
Anant A. Joshi, Amirhossein Taghvaei, Prashant G. Mehta +1
In this paper, stochastic optimal control problems in continuous time and space are considered. In recent years, such problems have received renewed attention from the lens of rein…
math.PR2024
Divergence metrics in the study of Markov and hidden Markov processes
Jin Won Kim, Amirhossein Taghvaei, Prashant G. Mehta
This paper is divided into two parts. The first part reviews the formulae for f-divergences in the study of continuous-time Markov processes and explores their applications in area…