Group for Research in Decision Analysis


Minyi Huang


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
Degenerate stochastic control problems with exponential costs and weakly coupled dynamics: Viscosity solutions and a maximum principle
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SIAM Journal on Control and Optimization, 2005 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

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


Mean Field LQG games with mass behavior responsive to a major player
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