Group for Research in Decision Analysis

Publications

Minyi Huang

Articles

Mean field stochastic games: Monotone costs and threshold policies
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Scientia Sinica Mathematica, 46(10), 1445–1460, 2016 BibTeX reference
A mean field capital accumulation game with HARA utility
Dynamic Games and Applications, 3(4), 446–472, 2013 BibTeX reference
Mean field LQG control in leader-follower stochastic multi-agent systems: Likelihood ratio based adaptation
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IEEE Transactions on Automatic Control, 57(11), 2801–2816, 2012 BibTeX reference
Stochastic approximation for consensus: A new approach via ergodic backward products
IEEE Transactions on Automatic Control, 57(12), 2994–3008, 2012 BibTeX reference
Large population cost-coupled LQG problems with non-uniform agents: Individual-mass behaviour and decentralized epsilon - Nash equilibria
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IEEE Transactions on Automatic Control, 52(9), 1560–1571, 2007 BibTeX reference
Large population stochastic dynamic games: Closed loop McKean-Vlasov systems and the Nash certainty equivalence principle
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Special issue in honour of the 65th birthday of Tyrone Duncan, 6(3), 221–252, 2006 BibTeX reference
Selection of suppliers considering the learning effect and technology improvement
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International Journal of Information Technology and Decision Making, 2(1), 71–92, 2003 BibTeX reference

Book chapters

Binary mean field stochastic games: Stationary equilibria and comparative statics
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G. Yin and Q. Zhang (eds.), Modeling, Stochastic Control, Optimization, and Applications, Springer, 283–313, 2019 BibTeX reference
Large population stochastic dynamic games: The Nash certainty equivalence principle and adaptation
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T. Glad, G. Hendeby (eds.), Forever Ljung in System Identification, 35–60, 2006 BibTeX reference
Nash equilibria for large-population linear stochastic systems with weakly coupled agents
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Eds Boukas, EK & Malhamé, RP, Analysis, Control and Optimization of Complex Dynamic Systems, GERAD 25th Anniversary Series, Springer, 215–252, 2005 BibTeX reference

Proceedings

Stochastic optimal control with Markovian lossy state observations
2019 IEEE 58th Conference on Decision and Control (CDC), Nice, France, 678–683, 2019 BibTeX reference
Linear quadratic mean field social optimization: asymptotic solvability
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2019 IEEE 58th Conference on Decision and Control (CDC), Nice, France, 2019 BibTeX reference
Linear quadratic mean field games - Part I: the asymptotic solvability problem
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Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, 489–502, 2018 BibTeX reference
Cooperative linear-quadratic mean field control and its Hamiltonian matrix analysis
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Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, 500–502, 2018 BibTeX reference
Mean Field LQG games with mass behavior responsive to a major player
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Proceedings of The 51st IEEE Conference on Decision and Control, Hololulu, Hawaii, 10 décembre 2012, 5772–5797, 2012 BibTeX reference
A solution to the mean field consensus problem via stochastic mean field control
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2nd IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys'10), Annecy, France, 2010 BibTeX reference
Optimality of adaptation based mean field (NCE) control laws in leader-follower stochastic dynamic games
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Proc. the 49th IEEE CDC, Atlanta, USA, 2270–2275, 2010 BibTeX reference
The locality dependent Nash certainty equivalence (mean field) principle in large population stochastic dynamic games
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SIAM Conference on Control and its Applications, Denver, USA, page 121, 2009 BibTeX reference
Distributed multi-agent decision-making with partial observations: Asymptotic Nash equilibria
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The Mathematical Theory of Networks and Systems Conference, Kyoto, Japon, 2725–2830, 2006 BibTeX reference
Nash certainty equivalence in large population stochastic dynamic games: Connections with the physics of interacting particle systems
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45th IEEE Conference on Decision and Control, San Diego, USA, 4921–4926, 2006 BibTeX reference