13 citations · 18 across the 12 of their papers we have counts for
4 papers · 1 filter
Duality for Nonlinear Filtering II: Optimal Control
Jin Won Kim, Prashant G. Mehta
This paper is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this paper is to intr…
Duality for Nonlinear Filtering I: Observability
Jin Won Kim, Prashant G. Mehta
This paper is concerned with the development and use of duality theory for a hidden Markov model (HMM) with white noise observations. The main contribution of this work is to intro…
Duality for nonlinear filtering
Jin Won Kim
This thesis is concerned with the stochastic filtering problem for a hidden Markov model (HMM) with the white noise observation model. For this filtering problem, we make three typ…
How does a Rational Agent Act in an Epidemic?
S. Yagiz Olmez, Shubham Aggarwal, Jin Won Kim +4
Evolution of disease in a large population is a function of the top-down policy measures from a centralized planner, as well as the self-interested decisions (to be socially active…