5 citations · 17 across the 13 of their papers we have counts for
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math.OC2020
Feedback Particle Filter for Collective Inference
Jin Won Kim, Amirhossein Taghvaei, Yongxin Chen +1
The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number () of non-interacting agents (targets) with a large n…
math.OC2020★ 4 cited
Convex Q-Learning, Part 1: Deterministic Optimal Control
Prashant G. Mehta, Sean P. Meyn
It is well known that the extension of Watkins' algorithm to general function approximation settings is challenging: does the projected Bellman equation have a solution? If so, is…
math.PR2020
On the Lyapunov Foster criterion and Poincaré inequality for Reversible Markov Chains
Amirhossein Taghvaei, Prashant G. Mehta
This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative sim…