Group for Research in Decision Analysis

Publications

Peter E. Caines

Articles

Mean field stochastic adaptive control
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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
Uplink power adjustment in wireless communication systems: A stochastic-control analysis
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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
SIAM Classic, 874 pages, 2017 BibTeX reference

Book chapters

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

An optimal execution problem in finance targeting the market trading speed: An MFG formulation
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017 BibTeX reference
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017 BibTeX reference
The control of arbitrary size networks of linear systems via graphon limits: An initial investigation
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56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017 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
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
Nonlinear filtering problems in partially observed MFG control theory
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SIAM Conference on Control and Applications, 39–40, 2015 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
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