5 papers
Interacting Particle Systems for Fast Linear Quadratic RL
Anant A Joshi, Heng-Sheng Chang, Amirhossein Taghvaei +2
This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learn…
A Dual Ensemble Kalman Filter Approach to Robust Control of Nonlinear Systems: An Application to Partial Differential Equations
Anant A. Joshi, Saviz Mowlavi, Mouhacine Benosman
This paper considers the problem of data-driven robust control design for nonlinear systems, for instance, obtained when discretizing nonlinear partial differential equations (PDEs…
Error Analysis of Sampling Algorithms for Approximating Stochastic Optimal Control
Anant A. Joshi, Amirhossein Taghvaei, Prashant G. Mehta
This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorith…
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…
Backward Map for Filter Stability Analysis
Jin Won Kim, Anant A. Joshi, Prashant G. Mehta
In this paper, a backward map is introduced for the purposes of analysis of the nonlinear (stochastic) filter stability. The backward map is important because the filter-stability…