Sean P. Meyn

From MaRDI portal
(Redirected from Person:313149)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Quasi-stochastic approximation: design principles with applications to extremum seeking control
IEEE Control Systems
2026-03-11Paper
Functional role of synchronization: a mean-field control perspective
Journal of Systems Science and Complexity
2025-07-30Paper
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
The Annals of Applied Probability
2025-06-18Paper
Markovian foundations for quasi-stochastic approximation
SIAM Journal on Control and Optimization
2025-01-31Paper
The projected Bellman equation in reinforcement learning
IEEE Transactions on Automatic Control
2025-01-21Paper
Diffusion approximations and control variates for MCMC
Computational Mathematics and Mathematical Physics
2024-06-10Paper
State-Space Collapse in Resource Allocation for Demand Dispatch and Its Implications for Distributed Control Design
IEEE Transactions on Automatic Control
2024-02-29Paper
Kullback–Leibler-Quadratic Optimal Control
SIAM Journal on Control and Optimization
2023-11-14Paper
Q-Learning With Uniformly Bounded Variance
IEEE Transactions on Automatic Control
2023-09-25Paper
Controlled interacting particle algorithms for simulation-based reinforcement learning
Systems & Control Letters
2022-12-02Paper
Fundamental design principles for reinforcement learning algorithms2022-10-28Paper
Feature Projection for Optimal Transport2022-08-03Paper
Control systems and reinforcement learning2022-06-01Paper
Differential Temporal Difference Learning
IEEE Transactions on Automatic Control
2022-02-23Paper
Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
Journal of Systems Science and Complexity
2022-01-21Paper
The Conditional Poincar\'e Inequality for Filter Stability2021-03-26Paper
Diffusion map-based algorithm for gain function approximation in the feedback particle filter
SIAM/ASA Journal on Uncertainty Quantification
2020-08-31Paper
Geometric ergodicity in a weighted Sobolev space
The Annals of Probability
2020-05-29Paper
Geometric ergodicity in a weighted Sobolev space
The Annals of Probability
2020-05-29Paper
Variance Reduction in Simulation of Multiclass Processing Networks2020-05-28Paper
Distributed control design for balancing the grid using flexible loads2019-09-18Paper
What is the Lagrangian for Nonlinear Filtering?2019-03-26Paper
Optimal Rate of Convergence for Quasi-Stochastic Approximation2019-03-17Paper
An Approach to Duality in Nonlinear Filtering2018-09-27Paper
Action-Constrained Markov Decision Processes With Kullback-Leibler Cost2018-07-26Paper
Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games
IEEE Transactions on Automatic Control
2018-06-27Paper
Ergodic theory for controlled Markov chains with stationary inputs
The Annals of Applied Probability
2018-05-25Paper
Ordinary differential equation methods for Markov decision processes and application to Kullback-Leibler control cost
SIAM Journal on Control and Optimization
2018-02-12Paper
Synchronization of Coupled Oscillators is a Game
IEEE Transactions on Automatic Control
2017-09-08Paper
Feedback Particle Filter
IEEE Transactions on Automatic Control
2017-09-08Paper
Random-Time, State-Dependent Stochastic Drift for Markov Chains and Application to Stochastic Stabilization Over Erasure Channels
IEEE Transactions on Automatic Control
2017-09-08Paper
Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains
IEEE Transactions on Automatic Control
2017-08-25Paper
Minimax Robust Quickest Change Detection
IEEE Transactions on Information Theory
2017-07-27Paper
State Estimation for the Individual and the Population in Mean Field Control With Application to Demand Dispatch
IEEE Transactions on Automatic Control
2017-07-27Paper
A Random Search Framework for Convergence Analysis of Distributed Beamforming With Feedback
IEEE Transactions on Information Theory
2017-07-27Paper
Universal and Composite Hypothesis Testing via Mismatched Divergence
IEEE Transactions on Information Theory
2017-07-27Paper
Workload models for stochastic networks: value functions and performance evaluation
IEEE Transactions on Automatic Control
2017-07-12Paper
Management of Demand-Driven Production Systems
IEEE Transactions on Automatic Control
2017-07-12Paper
Approximating a diffusion by a finite-state hidden Markov model
Stochastic Processes and their Applications
2017-06-30Paper
Approximating a diffusion by a finite-state hidden Markov model
Stochastic Processes and their Applications
2017-06-30Paper
Generalized Error Exponents for Small Sample Universal Hypothesis Testing
IEEE Transactions on Information Theory
2017-06-08Paper
Learning in Mean-Field Games
IEEE Transactions on Automatic Control
2017-05-16Paper
Ancillary Service to the Grid Using Intelligent Deferrable Loads
IEEE Transactions on Automatic Control
2017-05-16Paper
Feedback Particle Filter for a Continuous-time Markov Chain
IEEE Transactions on Automatic Control
2017-05-03Paper
On the \(f\)-norm ergodicity of Markov processes in continuous time
Electronic Communications in Probability
2016-12-21Paper
On the \(f\)-norm ergodicity of Markov processes in continuous time
Electronic Communications in Probability
2016-12-21Paper
Error Estimates for the Kernel Gain Function Approximation in the Feedback Particle Filter2016-12-16Paper
Multivariable feedback particle filter
Automatica
2016-09-09Paper
Rationally inattentive control of Markov processes
SIAM Journal on Control and Optimization
2016-04-25Paper
Poisson's equation in nonlinear filtering
SIAM Journal on Control and Optimization
2015-06-02Paper
On the efficiency of equilibria in mean-field oscillator games
Dynamic Games and Applications
2015-02-03Paper
Large deviation asymptotics for busy periods
Stochastic Systems
2014-10-07Paper
Large deviation asymptotics for busy periods
Stochastic Systems
2014-10-07Paper
Estimating Loynes' exponent
Queueing Systems
2013-11-25Paper
Estimating Loynes' exponent
Queueing Systems
2013-11-25Paper
Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
Automatica
2013-08-28Paper
Large deviations for the empirical mean of an M/M/1 queue
Queueing Systems
2013-07-05Paper
Geometric ergodicity and the spectral gap of non-reversible Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2013-01-14Paper
Efficiency and marginal cost pricing in dynamic competitive markets with friction
Theoretical Economics
2010-10-01Paper
On exponential ergodicity of multiclass queueing networks
Queueing Systems
2010-06-11Paper
On exponential ergodicity of multiclass queueing networks
Queueing Systems
2010-06-11Paper
Coding and control for communication networks
Queueing Systems
2010-03-17Paper
Stability and Asymptotic Optimality of Generalized MaxWeight Policies
SIAM Journal on Control and Optimization
2009-11-27Paper
Markov Chains and Stochastic Stability2009-06-04Paper
Characterization and Computation of Optimal Distributions for Channel Coding
IEEE Transactions on Information Theory
2008-12-21Paper
Robust Measurement-Based Admission Control Using Markov's Theory of Canonical Distributions
IEEE Transactions on Information Theory
2008-12-21Paper
Computable exponential bounds for screened estimation and simulation
The Annals of Applied Probability
2008-08-20Paper
The ODE method for stability of skip-free Markov chains with applications to MCMC
The Annals of Applied Probability
2008-04-23Paper
Control Techniques for Complex Networks2008-02-25Paper
scientific article; zbMATH DE number 5208524 (Why is no real title available?)2007-11-05Paper
Reliability by design in distributed power transmission networks
Automatica
2006-10-05Paper
Worst-case large-deviation asymptotics with application to queueing and information theory
Stochastic Processes and their Applications
2006-06-30Paper
Large deviation asymptotics and control variates for simulating large functions
The Annals of Applied Probability
2006-06-29Paper
Randomized Algorithms for Semi-Infinite Programming Problems
Probabilistic and Randomized Methods for Design under Uncertainty
2006-04-18Paper
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
Mathematics of Operations Research
2005-11-11Paper
Dynamic safety-stocks for asymptotic optimality in stochastic networks
Queueing Systems
2005-11-07Paper
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
Electronic Journal of Probability
2005-03-08Paper
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
Electronic Journal of Probability
2005-03-08Paper
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
Electronic Journal of Probability
2005-03-08Paper
Metastability of Diffusion Processes
Solid Mechanics and Its Applications
2005-02-11Paper
Phase transitions and metastability in Markovian and molecular systems
The Annals of Applied Probability
2004-06-10Paper
Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations
SIAM Journal on Control and Optimization
2004-01-08Paper
In search of sensitivity in network optimization
Queueing Systems
2003-09-22Paper
Performance evaluation and policy selection in multiclass networks
Discrete Event Dynamic Systems
2003-05-11Paper
Spectral theory and limit theorems for geometrically ergodic Markov processes
The Annals of Applied Probability
2003-05-06Paper
Obituary: Richard Lewis Tweedie
Journal of Applied Probability
2003-03-20Paper
scientific article; zbMATH DE number 1786122 (Why is no real title available?)2002-08-21Paper
Algorithms for optimization and stabilization of controlled Markov chains.
Sādhanā
2002-02-18Paper
scientific article; zbMATH DE number 2015372 (Why is no real title available?)
(available as arXiv preprint)
2002-01-01Paper
Sequencing and routing in multiclass queueing networks. I: Feedback regulation
SIAM Journal on Control and Optimization
2001-10-29Paper
Bounds on achievable performance in the identification and adaptive control of time-varying systems
IEEE Transactions on Automatic Control
2000-10-17Paper
Value iteration and optimization of multiclass queueing networks
Queueing Systems
2000-09-10Paper
The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
SIAM Journal on Control and Optimization
2000-03-19Paper
The policy iteration algorithm for average reward Markov decision processes with general state space
IEEE Transactions on Automatic Control
1998-08-12Paper
Piecewise linear test functions for stability and instability of queueing networks
Queueing Systems
1998-07-28Paper
scientific article; zbMATH DE number 1060036 (Why is no real title available?)1998-01-28Paper
Transience of multiclass queueing networks via fluid limit models
The Annals of Applied Probability
1997-07-07Paper
Computable exponential convergence rates for stochastically ordered Markov processes
The Annals of Applied Probability
1997-06-10Paper
A Liapounov bound for solutions of the Poisson equation
The Annals of Probability
1997-02-20Paper
Duality and linear programs for stability and performance analysis of queuing networks and scheduling policies
IEEE Transactions on Automatic Control
1996-09-15Paper
Exponential and uniform ergodicity of Markov processes
The Annals of Probability
1996-07-07Paper
Stability of acyclic multiclass queueing networks
IEEE Transactions on Automatic Control
1996-06-04Paper
Stability and convergence of moments for multiclass queueing networks via fluid limit models
IEEE Transactions on Automatic Control
1996-01-07Paper
Computable bounds for geometric convergence rates of Markov chains
The Annals of Applied Probability
1995-05-14Paper
Stability of queueing networks and scheduling policies
IEEE Transactions on Automatic Control
1995-05-11Paper
scientific article; zbMATH DE number 744090 (Why is no real title available?)1995-04-17Paper
State-dependent criteria for convergence of Markov chains
The Annals of Applied Probability
1995-01-03Paper
Model reference adaptive control of time varying and stochastic systems
IEEE Transactions on Automatic Control
1994-07-21Paper
Stability of generalized Jackson networks
The Annals of Applied Probability
1994-06-19Paper
scientific article; zbMATH DE number 475325 (Why is no real title available?)1994-04-06Paper
scientific article; zbMATH DE number 475324 (Why is no real title available?)1994-04-06Paper
Stability of Markovian processes II: continuous-time processes and sampled chains
Advances in Applied Probability
1994-02-17Paper
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
Advances in Applied Probability
1994-02-17Paper
scientific article; zbMATH DE number 440430 (Why is no real title available?)1994-01-02Paper
scientific article; zbMATH DE number 440552 (Why is no real title available?)1993-11-28Paper
Markov chains and stochastic stability
Communications and Control Engineering
1993-11-02Paper
GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL
Journal of Time Series Analysis
1993-06-29Paper
Recurrence times of buffer overflows in Jackson networks
IEEE Transactions on Information Theory
1993-05-16Paper
Stability of Markovian processes I: criteria for discrete-time Chains
Advances in Applied Probability
1992-10-04Paper
Stability, convergence, and performance of an adaptive control algorithm applied to a randomly varying system
IEEE Transactions on Automatic Control
1992-09-27Paper
Asymptotic Behavior of Stochastic Systems Possessing Markovian Realizations
SIAM Journal on Control and Optimization
1991-01-01Paper
scientific article; zbMATH DE number 4121892 (Why is no real title available?)1989-01-01Paper
Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
SIAM Journal on Control and Optimization
1989-01-01Paper
Adaptive control for time-varying systems: A combination of Martingale and Markov chain techniques
International Journal of Adaptive Control and Signal Processing
1989-01-01Paper
A new approach to stochastic adaptive control
IEEE Transactions on Automatic Control
1987-01-01Paper
The zero divisor problem of multivariable stochastic adaptive control
Systems & Control Letters
1985-01-01Paper
Extremely Fast Convergence Rates for Extremum Seeking Control with Polyak-Ruppert Averaging
(available as arXiv preprint)
N/APaper
Markovian Foundations for Quasi-Stochastic Approximation with Applications to Extremum Seeking Control
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Sean P. Meyn