Group for Research in Decision Analysis

Publications

Roland P. Malhamé

Articles

Explicit sequential equilibria in linear quadratic games with arbitrary number of exchangeable players: A non-standard Riccati equation
, , and
To appear in: Automatica, 18 pages, 2019 BibTeX reference
Nash, social and centralized solutions to consensus problems via mean field control theory
, , , and
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
, , , and
IEEE Transactions on Automatic Control, 57(11), 2801–2816, 2012 BibTeX reference
Social optima in mean field LQG control: Centralized and decentralized strategies
, , and
IEEE Transactions on Automatic Control, 57(7), 1736–1751, 2012 BibTeX reference
Integrated product specifications and productivity decision making in unreliable manufacturing systems
, , , , and
International Journal of Production Economics, 129, 32–42, 2011 BibTeX reference
Mean field (NCE) formulation of estimation based leader-follower collective motion
, , , and
International Journal of Robotics and Automation, 26(1), 120–129, 2011 BibTeX reference
Production control of manufacturing systems producing defective items
, , , , and
Journal of Quality in Maintenance Engineering, 17(3), 238–253, 2011 BibTeX reference
Approximate performance analysis of CONWIP disciplines in unreliable non homogeneous transfer lines
and
Annals of Operations Research, 182(1), 213–233, 2011 BibTeX reference
Behaviour modelling of wideband RF transmitters using Hammerstein-Wiener models
, , , , and
IET Circuits, Devices & Systems, 4(4), 282–290, 2010 BibTeX reference
Control of admission and routing in loss networks: Hybrid-dynamic programming equations
, , and
IEEE Transactions on Automatic Control, 55(2), 350–366, 2010 BibTeX reference
A production rate control policy for stochastic repair and remanufacturing systems
, , , and
International Journal of Production Economics, 121(1), 39–48, 2009 BibTeX reference
On the viscosity solutions of hybrid HJB equations arising in loss network system control
, , and
Communications in Information and Systems, 8(1), 17–38, 2008 BibTeX reference
Large population cost-coupled LQG problems with non-uniform agents: Individual-mass behaviour and decentralized epsilon - Nash equilibria
, , and
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
, , and
Special issue in honour of the 65th birthday of Tyrone Duncan, 6(3), 221–252, 2006 BibTeX reference
Computationally tractable stochastic power control laws in wireless communications
, , and
IEEE Transactions on Automatic Control, 50(2), 263–268, 2005 BibTeX reference
Decomposition/aggregation-based dynamic-programming optimization of partially homogeneous unreliable transfer lines
and
IEEE Transactions on Automatic Control, 49(1), 68–81, 2004 BibTeX reference
Unreliable transfer lines - Decomposition/aggregation and optimization
and
Annals of Operations Research, 125(38356), 167–190, 2004 BibTeX reference
Uplink power adjustment in wireless communication systems: A stochastic-control analysis
, , and
IEEE Transactions on Automatic Control, 49(10), 1693–1708, 2004 BibTeX reference

Book chapters

A hybrid bellman equation for bimodal systems. Hybrid systems: Computation and control
, , , and
Hybrid Systems: Computation and Control, LNCS 4416, 656–659, 2007 BibTeX reference
Pricing for QoS provisioning across multiple internet service provider domains
, , and
T. Chahed, B. Tuffin (eds.), Network Control and Optimization, LNCS 4465, 236–246, 2007 BibTeX reference
Large population stochastic dynamic games: The Nash certainty equivalence principle and adaptation
, , and
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
, , and
Eds Boukas, EK & Malhamé, RP, Analysis, Control and Optimization of Complex Dynamic Systems, GERAD 25th Anniversary Series, Springer, 215–252, 2005 BibTeX reference

Proceedings

Ergodicity and class-ergodicity of balanced asymmetric stochastic chains
and
Proceedings of European Control Conference, Zurich, Switzerland, 17-19 juillet 2013, 221–226, 2013 BibTeX reference
Distributed estimation and control for large population stochastic multi-agent systems with coupling in the measurements
, , and
Proceedings of European Control Conference, Zurich, Switzerland, July 2013, 4353–4358, 2013 BibTeX reference
Theorems about ergodicity and class-ergodicity of chains with applications in known consensus models
and
Proceedings of 50th Annual Allerton Conference on Communication, Control, and Computing, Monticello, IL, USA, 1-5 octobre 2012, 1423–1431, 2012 BibTeX reference
Unreliable production lines with defective parts and inspection stations
, , and
Stochastic Models of Manufacturing and Service Operations (SMMSO), Izmir, Turkey, 2011 BibTeX reference
A continuum mean field stochastic control approach to the consensus problem
, , and
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
, , and
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
, , and
Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5029–5034, 2011 BibTeX reference
A solution to the mean field consensus problem via stochastic mean field control
, , , and
2nd IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys'10), Annecy, France, 2010 BibTeX reference
A stochastic hybrid-state model for optimizing hedging policies in manufacturing systems with randomly occuring defects
, , and
Proceedings of the 49th Conference on Decision and Control, Atlanta, USA, 1791–1797, 2010 BibTeX reference
Optimality of adaptation based mean field (NCE) control laws in leader-follower stochastic dynamic games
, , , and
Proc. the 49th IEEE CDC, Atlanta, USA, 2270–2275, 2010 BibTeX reference
Derivation of consensus algorithm dynamics from mean field stochastic control NCE equations
, , , and
NECSYS 2009, Venice, Italy, 2009 BibTeX reference
Large population games in radial loss networks: Computationally tractable equilibria for distributed network admission control
, , and
GamesNet 2009, Istanbul, Turkey, 418–427, 2009 BibTeX reference
Social optima in mean field LQG control: Centralized and decentralized strategies
, , and
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
, , and
SIAM Conference on Control and its Applications, Denver, USA, page 121, 2009 BibTeX reference
Approximate performance analysis of CONWIP disciplines in unreliable flow lines
and
Proceedings of the 6th International Conference on Analysis of Manufacturing Systems, Lunteren, Hollande, 65–74, 2007 BibTeX reference
Schedule synthesis via Riccati differential equations with applications to internet/wireless telecommunication systems
and
Conference on Systems and Control, Marrakech, Maroc, 2007 BibTeX reference
Distributed multi-agent decision-making with partial observations: Asymptotic Nash equilibria
, , and
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
, , and
45th IEEE Conference on Decision and Control, San Diego, USA, 4921–4926, 2006 BibTeX reference
Optimal stochastic control of networks: Call admission and routing for simple networks
, , and
ISYC2006, Aiya Napa, Chypre, 2006 BibTeX reference
Stochastic control of network systems I: NETCAD state space structure and dynamics
, , and
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
, , and
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
, , and
Proceedings 2nd IFAC Conference on the Analysis and Design of Hybrid Systems, ADHS06, Alghero, Italie, 166–171, 2006 BibTeX reference