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20162025
most citedOptimal Rate of Convergence for Quasi-Stochastic Approximation

5 citations · 17 across the 13 of their papers we have counts for

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Showing 2019Show all

7 papers · 1 filter

eess.SY2019

An Optimal Transport Formulation of the Ensemble Kalman Filter

Amirhossein Taghvaei, Prashant G. Mehta

Controlled interacting particle systems such as the ensemble Kalman filter (EnKF) and the feedback particle filter (FPF) are numerical algorithms to approximate the solution of the…

eess.SY2019

Bio-inspired Learning of Sensorimotor Control for Locomotion

Tixian Wang, Amirhossein Taghvaei, Prashant G. Mehta

This paper presents a bio-inspired central pattern generator (CPG)-type architecture for learning optimal maneuvering control of periodic locomotory gaits. The architecture is pres…

eess.SY20192 cited

Q-learning for POMDP: An application to learning locomotion gaits

Tixian Wang, Amirhossein Taghvaei, Prashant G. Mehta

This paper presents a Q-learning framework for learning optimal locomotion gaits in robotic systems modeled as coupled rigid bodies. Inspired by prevalence of periodic gaits in bio…

math.PR2019

A Dual Characterization of Observability for Stochastic Systems

Jin W. Kim, Prashant G. Mehta

This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process a…

math.OC20195 cited

Optimal Rate of Convergence for Quasi-Stochastic Approximation

Andrey Bernstein, Yue Chen, Marcello Colombino +3

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or…

math.OC2019

What is the Lagrangian for Nonlinear Filtering?

Jin W. Kim, Prashant G. Mehta, Sean P. Meyn

Duality between estimation and optimal control is a problem of rich historical significance. The first duality principle appears in the seminal paper of Kalman-Bucy, where the prob…