13 citations · 18 across the 12 of their papers we have counts for
4 papers · 1 filter
Modeling Presymptomatic Spread in Epidemics via Mean-Field Games
S. Yagiz Olmez, Shubham Aggarwal, Jin Won Kim +4
This paper is concerned with developing mean-field game models for the evolution of epidemics. Specifically, an agent's decision -- to be socially active in the midst of an epidemi…
A Dynamic Programming Formulation for the Nonlinear Filter
Jin Won Kim, Prashant G. Mehta
This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is…
A Dual Characterization of the Stability of the Wonham Filter
Jin Won Kim, Prashant G. Mehta
This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizabilit…
The Conditional Poincaré Inequality for Filter Stability
Jin Won Kim, Prashant G. Mehta, Sean Meyn
This paper is concerned with the problem of nonlinear filter stability of ergodic Markov processes. The main contribution is the conditional Poincaré inequality (PI), which is show…