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eess.SY2025
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…
eess.SY2024
How to implement the Bayes' formula in the age of ML?
Amirhossein Taghvaei, Prashant G. Mehta
This chapter contains a self-contained introduction to the significance of Bayes' formula in the context of nonlinear filtering problems. Both discrete-time and continuous-time set…
eess.SY2024
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…