Sean Meyn

Publications since 2013

1. T. Yang, P. Mehta, and S. P. Meyn. Feedback particle filter. IEEE Trans. Automat. Control, 58(10):2465–2480, Oct 2013.
2. J. Blanchet, P. Glynn, and S. P. Meyn. Large deviations for the empirical mean of an M/M/1 queue. Queueing Systems (Special Issue on Simulation of Networks) pages 1–22, 2013.
3. G. Wang, U. Shanbhag, T. Zheng, E. Litvinov, and S. P. Meyn. An extreme-point subdifferential method for convex hull pricing in energy and reserve markets. Part I: algorithm structure. IEEE Trans. Power Systems, 28(3):2111–2120, 2013.
4. G. Wang, U. Shanbhag, T. Zheng, E. Litvinov, and S. P. Meyn. An extreme-point subdifferential method for convex hull pricing in energy and reserve markets. Part II: convergence analysis and numerical performance. Power Systems, IEEE Transactions on, 28(3):2121–2127, 2013.
5. M. Negrete-Pincetic, L. De Castro and S. Meyn, Where is the Missing Money?: The Impact of Ramping Costs in Dynamic Electricity Markets. Energy Policy.
6. H. Hao, Y. Lin, A. Kowli, P. Barooah, and S. P. Meyn. Ancillary service to the grid through control of fans in commercial building HVAC systems. IEEE Trans. on Smart Grid, 5(4):2066–2074, July 2014.
7. Y. Lin, P. Barooah, S. P. Meyn, and T. Middelkoop. Experimental evaluation of frequency regulation from commercial building HVAC systems. IEEE Trans. on Smart Grid, 6(2):776–783, 2015. http://www.meyn.ece.ufl.edu/sites/default/ files/files/HVACtoGRID2014.pdf
8. H. Yin, P. G. Mehta, S. P. Meyn, and U. V. Shanbhag. Learning in Mean-Field Games. IEEE Trans. Automat. Contr. 59(3): 629-644 (2014)
9. H. Yin, P. G. Mehta, S. P. Meyn, and U. V. Shanbhag. On the efficiency of equilibria in mean-field oscillator games. Dynamic Games and Applications, 4(2):177–207, 2014.
10. K. Duffy and S. P. Meyn. Large deviation asymptotics for busy periods. Stochastic Systems, 4(1):300–319, 2014.
11. S. P. Meyn, P. Barooah, A. Bu?si´c, Y. Chen, and J. Ehren. Ancillary service to the grid using intelligent deferrable loads. IEEE Trans. Automat. Control, 60(11):2847–2862, Nov 2015.
12. R. S. Laugesen, P. G. Mehta, S. P. Meyn, and M. Raginsky. Poisson’s equation in nonlinear filtering. SIAM J. Control and Optimization, 53(1):501–525, 2015.
13. T. Yang, P. Mehta, and S. P. Meyn. Feedback particle filter for a continuous-time Markov chain. IEEE Trans. Automat. Control, 61(2):556–561, Feb 2016.
14. Y. Chen, A. Bu?si´c, and S. Meyn. State estimation for the individual and the population in mean field control with application to demand dispatch. IEEE Transactions on Automatic Control, 62(3):1138–1149, March 2017.
15. Kontoyiannis and S. P. Meyn. Approximating a Diffusion by a Finite-State Hidden Markov Model. Stochastic Processes and Their Applications, (127)8,  August 2017, 2482-2507
16. Hao Jiang, Uday Shanbhag, and S. P. Meyn. Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games. IEEE Transactions on Auto. Control, 2016.
17. S. P. Meyn. Could one million smart pool pumps ‘store’ renewable energy better than giant batteries? The Conversation, June 12, 6.18am EDT 2015 (online) http://tinyurl.com/VESconversation.
18. S. P. Meyn. Regaining control in our electric grid. SIAM News, Vol. 48, No. 10, December 2015, (online and in-print).              https://sinews.siam.org/DetailsPage/ tabid/607/ArticleID/686/Regaining-Control-in-our-Electric-Grid.aspx
19. T. Yang, P. Mehta, and S. P. Meyn. Feedback particle filter for a continuous-time Markov chain. IEEE Trans. Automat. Control, 61(2):556–561, Feb 2016.
20. Morais, A. Bretas, S. Meyn, and G. Cardoso. Adaptive mho relay for synchronous generator loss-of-excitation protection: a capability curve limit based approach. IET Generation, Transmission and Distribution, July 2016.
21. A. Devraj, I. Kontoyiannis, and S. P. Meyn. Exponential ergodicity and Lyapunov exponents Part I: Markov chains in discrete time. In preparation, March 2016.
22. A. Devraj, I. Kontoyiannis, and S. P. Meyn. Exponential ergodicity and Lyapunov exponents Part II: Markovian diffusions. In preparation., March 2016.
23. E. Shafieepoorfard, M. Raginsky, and S. P. Meyn. Rationally inattentive control of Markov processes. SIAM J. Control and Opt. 54(2):987–1016, 2016. 
24. I. Kontoyiannis and S. P. Meyn. On the f-norm ergodicity of Markov processes in continuous time. Electronic Comm. Prob., 21:1–10, 2016. 
25. 2. Y. Chen, A. Bu?si´c, and S. Meyn. Estimation and control of quality of service in demand dispatch. Trans. Smart Grid, Mar. 2017.
26. 6. Y. Chen, A. Bu?si´c, and S. P. Meyn Ergodic theory for controlled Markov chains with stationary inputs.   Annals of Applied Probability, 2017. 
27. M. Negrete-Pincetic, G. Wang, M. Arancibia, A. Kowli, E. Shafieepoorfard, and S. Meyn. The value of volatile resources in electricity markets. Sustainable Energy, Grids and Networks, 11:46 – 57, 2017.
28. A. Bu?si´c and S. P. Meyn.   Ordinary differential equation methods for Markov decision processes and application to Kullback–Leibler control cost. SIAM Journal on Control and Optimization, 56(1):343–366, 2018. 
29. H. Jiang, U. V. Shanbhag, and S. P. Meyn. Distributed computation of equilibria in misspecified convex stochastic Nash games. IEEE Transactions on Automatic Control, 63(2):360–371, Feb 2018.
30. A.M. Devraj, I. Kontoyiannis, S. P. Meyn.  Exponential Ergodicity in a Sobolev Space.  Submitted for publication, and on arXiv,  2018.
31. A.M. Devraj, I. Kontoyiannis, S. P. Meyn.   Differential Temporal Difference Learning.  Submitted for publication, and on arXiv,  2018.
32. Dynamic Bipartite Matching
33. A.M. Devraj, A. Bu?si´c, and S. P. Meyn. Optimal Momentum Stochastic Approximation and Applications to Q-learning.  On arXiv, and under review for COLT, 2019. 
34. Nicolas Brosse, Alain Durmus, Sean Meyn, Eric Moulines and Anand Radhakrishnan. Diffusion  approximations and control variates for MCMC.    Under review, 2019. 
35. H. Lo, S. Blumsack, P. Hines, and S. Meyn. Electricity rates for the zero marginal cost grid. The Electricity Journal, 32(3):39 – 43, 2019.