Group for Research in Decision Analysis

# Publications

## Peter E. Caines

### Articles

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Systems & Control Letters, 142, 104734, 2020 BibTeX reference
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Stochastics, 92(4), 642–657, 2020 BibTeX reference
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To appear in: IEEE Transactions on Automatic Control, 2020 BibTeX reference
Mean field game theory: A tractable methodology for large population problems
SIAM News, 53(3), 5–6, 2020 BibTeX reference
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SIAM Journal on Control and Optimization, 57(3), 2064–2091, 2019 BibTeX reference
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SIAM Journal on Control and Optimization, 57(2), 1094–1126, 2019 BibTeX reference
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To appear in: IEEE Transactions on Automatic Control, 2019 BibTeX reference
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IEEE Transactions on Automatic Control, 62(9), 4347–4362, 2017 BibTeX reference
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Nonlinear Analysis: Hybrid Systems, 25, 263–282, 2017 BibTeX reference
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IEEE Transactions on Automatic Control, 62(7), 3225–3234, 2017 BibTeX reference
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IEEE Transactions on Automatic Control, 62(6), 2950–2957, 2017 BibTeX reference
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SIAM Journal on Control and Optimization, 54(6), 3174–3224, 2016 BibTeX reference
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SIAM Journal on Control and Optimization, 54(1), 153–174, 2016 BibTeX reference
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IET Control Theory & Applications, 9(11), 1629–1636, 2015 BibTeX reference
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SIAM Journal on Control and Optimization, 51(4), 3302–3331, 2013 BibTeX reference
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SIAM Journal on Control and Optimization, 51(4), 3127–3153, 2013 BibTeX reference
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IEEE Transactions on Automatic Control, 58(8), 2131–2136, 2013 BibTeX reference
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IEEE Transactions on Automatic Control, 58(2), 529–534, 2013 BibTeX reference
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IEEE Transactions on Automatic Control, 58(4), 905–920, 2013 BibTeX reference
Nash, social and centralized solutions to consensus problems via mean field control theory
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IEEE Transactions on Automatic Control, 58(3), 639–653, 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
On the continuity of optimal controls and value functions with respect to initial conditions
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Systems and Control Letters, 61, 1294–1298, 2012 BibTeX reference
Gradient geodesic and Newton geodesic HMP algorithms for the optimization of hybrid systems
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Annual Reviews in Control, 35(2), 187–198, 2011 BibTeX reference
Mean field (NCE) formulation of estimation based leader-follower collective motion
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International Journal of Robotics and Automation, 26(1), 120–129, 2011 BibTeX reference
Analysis of quantized double auctions with application to competitive electricity markets
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INFOR, Special Issue on Game Theory in Energy, 48(4), 239–250, 2010 BibTeX reference
Control of admission and routing in loss networks: Hybrid-dynamic programming equations
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IEEE Transactions on Automatic Control, 55(2), 350–366, 2010 BibTeX reference
On the viscosity solutions of hybrid HJB equations arising in loss network system control
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Communications in Information and Systems, 8(1), 17–38, 2008 BibTeX reference
A stochastic approximation approach to the power control problem
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IEEE Transactions on Communications, 55(5), 878–886, 2007 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
On the hybrid optimal control problem: Theory and algorithms'
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IEEE Transactions on Automatic Control, 52(9), 1587–1603, 2007 BibTeX reference
On the supervisory control of multi-agent product systems: Controllability properties
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Systems and Control Letters, 56(2), 113–121, 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
On the supervisory control of multi-agent product systems
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IEEE Transactions on Automatic Control, 51(5), 794–799, 2006 BibTeX reference
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IEEE Transactions on Automatic Control, 49(10), 1693–1708, 2004 BibTeX reference
On the global controllability of nonlinear systems: Fountains, recurrence, and applications to Hamiltonian systems
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SIAM Journal on Control and Optimization, 41(5), 1532–1553, 2003 BibTeX reference

### Books

Linear stochastic systems
John Wiley NYC, 2nd, 874 pages, 2018 BibTeX reference

### Book chapters

Mean field games
T. Samad, J. Ballieul (eds.), Encyclopedia of Systems and Control, Springer-Verlag, London, 2019 BibTeX reference
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Apaloo J., Viscolani B. (eds), Advances in Dynamic and Mean Field Games. ISDG 2016, Annals of the International Society of Dynamic Games, vol. 15, Birkhäuser, Cham, 107–130, 2017 BibTeX reference
J. Baillieul, T. Samad (eds.), Encyclopedia of Systems and Control, Springer, Berlin, 101–106, 2014 BibTeX reference
A hybrid bellman equation for bimodal systems. Hybrid systems: Computation and control
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Hybrid Systems: Computation and Control, LNCS 4416, 656–659, 2007 BibTeX reference
Bayes nets of time series: Stochastic realizations and projections
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L. Pronzato, A.A. Zhigljavsky (eds.), Proceedings of the Workshop on Optimum Design and Related Statistical Issues, 2007 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

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IEEE 58th Conference on decision and control, Nice, France, 1615–1622, 2019 BibTeX reference
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Proceedings of the 58th IEEE Conference on Decision and Control (CDC), Nice, France, 8359–8365, 2019 BibTeX reference
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Proceedings of the 58th IEEE Conference on Decision and Control (CDC), Nice, France, 5068–5075, 2019 BibTeX reference
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57th IEEE Conference on Decision and Control, Miami Beach, FL, USA, 5892–5897, 2018 BibTeX reference
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2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 4129–4134, 2018 BibTeX reference
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2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 4295–4300, 2018 BibTeX reference
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2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 5500–5505, 2018 BibTeX reference
Consensus-induced centrality for networks of dynamical systems
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23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, 769–775, 2018 BibTeX reference
Graphon-LQR control of arbitrary size networks of linear systems
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23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, 120–127, 2018 BibTeX reference
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 7–14, 2017 BibTeX reference
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 3144–3151, 2017 BibTeX reference
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 1052–1057, 2017 BibTeX reference
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IFAC-PapersOnLine, 50(1), 4960–4967, 2017 BibTeX reference
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IFAC-PapersOnLine, 50(1), 2205–2210, 2017 BibTeX reference
Minimum energy control of arbitrary size networks of linear systems via graphon limits
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SIAM Workshop on Network Science, Pittsburgh, USA, 2017 BibTeX reference
The control of arbitrary size networks of linear systems via graphon limits
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Symposium of Controlling Complex Networks, Indianapolis, USA, 2017 BibTeX reference
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2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 6105–6110, 2016 BibTeX reference
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2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 1139–1144, 2016 BibTeX reference
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2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 268–275, 2016 BibTeX reference
The execution problem in finance: A partially observed mean field game formulation
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AMS Fall Meeting, Bowdoin College, Brunswick, USA, 2016 BibTeX reference
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2016 American Control Conference (ACC), Boston, USA, 4681–4686, 2016 BibTeX reference
The execution problem in finance: A mean field game formulation
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17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016 BibTeX reference
Mean field game theory: The case of agents with partial observations on their individual states
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17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016 BibTeX reference
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 4430–4437, 2015 BibTeX reference
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 2567–2573, 2015 BibTeX reference
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 1130–1135, 2015 BibTeX reference
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 252–257, 2015 BibTeX reference
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 276–281, 2015 BibTeX reference
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Proceedings of the 5th IFAC Conference on Analysis and Design of Hybrid Systems, 48(27), Atlanta, USA, 169–174, 2015 BibTeX reference
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IFAC-PapersOnLine, 48(11), 634–639, 2015 BibTeX reference
Nonlinear filtering problems in partially observed MFG control theory
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SIAM Conference on Control and Applications, 39–40, 2015 BibTeX reference
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Proceedings of the Canadian Conference on Elecrtical and Computer Engineering, Halifax, 1299–1306, 2015 BibTeX reference
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 5560–5567, 2014 BibTeX reference
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3937–3942, 2014 BibTeX reference
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3943–3949, 2014 BibTeX reference
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3950–3956, 2014 BibTeX reference
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 2709–2715, 2014 BibTeX reference
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 19–24, 2014 BibTeX reference
The gear selection problem for electric vehicles: An optimal control formulation
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13th International Conference on Control Automation Robotics & Vision, Singapore, 1261–1266, 2014 BibTeX reference
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 9629–9634, 2014 BibTeX reference
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014 BibTeX reference
Nonlinear filtering for McKean-Vlasov type PDEs with application to mean field games
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The 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014), Groningen, Netherlands, 1344–1351, 2014 BibTeX reference
Mean Field Game Theory for Systems with Major and Minor Agents: Nonlinear Theory and Mean Field Estimation
Mean Field Games and Related Topics - 2, Padova, Italy, 2013 BibTeX reference
Coalition formation in mean field stochastic systems
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20th-MTNS, Melbourne, 2012 BibTeX reference
Emergence of coalitions in mean field stochastic systems
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IEEE Conference on Decision and Control, Maui, 5768–5773, 2012 BibTeX reference
$$\epsilon$$-Nash mean field theory for nonlinear stochastic dynamic games with major-minor agents
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20th-MTNS, Melbourne, 2012 BibTeX reference
$$\epsilon$$-Nash mean field theory for nonlinear stochastic dynamic games with major-minor agents
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IEEE Conference on Decision and Control, Maui, 2090–2095, 2012 BibTeX reference
Hybrid thermodynamic control systems with phase transitions
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ADHS12, Eindhoven, Netherlands, 277–283, 2012 BibTeX reference
Large scale real-time bidding in the smart grid: A mean field framework
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IEEE Conference on Decision and Control, Maui, 3680–3687, 2012 BibTeX reference
Newton-Geodesic HMP algorithms for the optimization of hybrid systems and geometric properties of hybrid value functions
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IEEE Conference on Decision and Control, Maui, 4211–4216, 2012 BibTeX reference
On an extension of the hybrid minimum principle to systems on lie groups
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Proc.2012 American Control Conference, Montreal, 4534–4539, 2012 BibTeX reference
On the stability of interconnected thermodynamic systems with heat and work exchange
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Proc.2012 American Control Conference, Montreal, 386–391, 2012 BibTeX reference
The exponential gradient HMP algorithm for the optimization of hybrid systems on lie groups
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ADHS12, Eindhoven, Netherlands, 33–38, 2012 BibTeX reference
A continuum mean field stochastic control approach to the consensus problem
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SIAM Conference on Control and its Application (CT'11), Baltimore, Maryland, 2011 BibTeX reference
A solution to the consensus problem via a continuum based mean field control approach
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Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5708–5713, 2011 BibTeX reference
An evolution mean field equation system of initial mean consensus behaviour: A stability analysis
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Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5029–5034, 2011 BibTeX reference
Interconnection of thermodynamic control systems
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Proc. 18th IFAC World Congress, Milan, Italy, 6091–6097, 2011 BibTeX reference
Mean field (NCE) stochastic control: Populations of major and egoist-altruist agents
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Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5547–5552, 2011 BibTeX reference
Mean field analysis of controlled cucker-smale type flocking: Linear analysis and perturbation equations
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Proc. 18th IFAC World Congress, 4471–4476, 2011 BibTeX reference
On the extension of the hybrid maximum principle to Riemannian manifolds
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50th IEEE Conference on Decision and Control, Orlando, Floride, 3301–3306, 2011 BibTeX reference
Stability of interconnected thermodynamic systems
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Proc. 50th IEEE Conference on Decision and Control, Orlando, Florida, 6730–6735, 2011 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
Stochastic adaptive Nash certainty equivalence control: Population parameter distribution estimation
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Proceedings of the 49th IEEE Conference on Decision and Control, Atlanta, Georgia, 6169–6176, 2010 BibTeX reference
Large population games in radial loss networks: Computationally tractable equilibria for distributed network admission control
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GamesNet 2009, Istanbul, Turkey, 418–427, 2009 BibTeX reference
Social optima in mean field LQG control: Centralized and decentralized strategies
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47th Allerton Conference on Communication, Control and Computing, 322–329, 2009 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
An algebraic framework for Bayes nets of time series
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Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday, 45–57, 2007 BibTeX reference
A maximum principle for hybrid optimal control problems with pathwise state constraints
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45th IEEE Conference on Decision and Control, San Diego, USA, 2006 BibTeX reference
Convergence analysis of hybrid minimum principle (HMP) optimal control algorithms
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The Mathematical Theory of Networks and Systems Conference, Kyoto, Japon, 2083–2088, 2006 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
Multi-agent product systems: Controllability and non-blocking properties
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8th International Workshop on Discrete Event Systems, University of Michigan, Ann Arbor, Michigan, USA, 269–275, 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
New results in optimality zone hybrid optimal control algorithms: Halting and geometry
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The Mathematical Theory of Networks and Systems Conference, Kyoto, Japon, 619–624, 2006 BibTeX reference
Optimal stochastic control of networks: Call admission and routing for simple networks
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ISYC2006, Aiya Napa, Chypre, 2006 BibTeX reference
Optimality zone algorithms for hybrid systems: Efficient algorithms for optimal location and control computation
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Proceedings of the 9th International HSCC Workshop on Hybrid Systems: Computation and Control (HSCC 2006), Santa Barbara, USA, 123–137, 2006 BibTeX reference
Stochastic control of network systems I: NETCAD state space structure and dynamics
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45th IEEE Conference on Decision and Control, San Diego, USA, 2577–2582, 2006 BibTeX reference
Stochastic control of network systems II: NETCAD optimal control & the HJB equation
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45th IEEE Conference on Decision and Control, San Diego, USA, page 3236, 2006 BibTeX reference
Stochastic hybrid NETCAD systems for modelling: Call admission and routing control in networks
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Proceedings 2nd IFAC Conference on the Analysis and Design of Hybrid Systems, ADHS06, Alghero, Italie, 166–171, 2006 BibTeX reference