# Roland P. Malhamé

Back## Publications

### Cahiers du GERAD

**Roland P. Malhamé**

Classical mean field games (MFG) have been concerned with large games amongst symmetrically influential agents with asymptotically negligible weight. In th...

BibTeX reference

This paper develops a strategy, using concepts from Mean Field Games, to coordinate the charging of a large population of battery electric vehicles (BEVs...

BibTeX referenceIdentification of hot water end-use process of electric water heaters from energy measurements

**Roland P. Malhamé**

This paper presents an algorithm for the identification of parameters for a stochastic hot water end-use process that drives a homogeneous population of ther...

BibTeX reference**Roland P. Malhamé**

While one can exploit the storage properties and thus the deferability or anticipation potential of many classes of power system loads (such as thermal loads...

BibTeX referenceDynamic marketing policies with online-review-sensitive consumers: A mean-field games approach

We consider a large group of consumers who can choose between two products at each purchasing occasion. Their choice is influenced by the marketing strateg...

BibTeX reference

Intermittent renewable energy, such as solar and wind, brings uncertainty into the grid. To increase their contribution into the energy mix, load management ...

BibTeX reference

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle ...

BibTeX reference

We consider a dynamic game model of ride-sourcing, where a large number of private car owners provide rides to randomly appearing customers. Free drivers c...

BibTeX reference**Roland P. Malhamé**, David Saussié, and Francesco Martinelli

The object of study in the recent theory of Mean Field Games has been primarily large populations of agents interacting through a population dependent coupli...

BibTeX reference

This paper deals with a family of dynamic game models that represent schematically the interaction between groups of countries in achieving the necessary lim...

BibTeX reference

We consider within the framework of Mean Field Games theory a dynamic discrete choice model with an advertiser, where a large number of minor agents (e.g., c...

BibTeX referenceDynamic collective choice: Social optima

We consider a dynamic collective choice problem where a large number of players are cooperatively choosing between multiple destinations while being influenc...

BibTeX reference

Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schoo...

BibTeX reference**Roland P. Malhamé**, and Francesco Martinelli

We consider a multi-agent system with linear stochastic individual dynamics, and individual linear quadratic ergodic cost functions. The agents partially o...

BibTeX reference**Roland P. Malhamé**

Pressure on ancillary reserves in power systems has significantly mounted due to the recent generalized increase of the fraction of (highly fluctuating) wi...

BibTeX reference

Studies of traffic dynamics rely either on macroscopic models considering the traffic as a fluid, or on microscopic models of drivers' behavior. The connec...

BibTeX reference**Roland P. Malhamé**, Robert Pellerin, Javad Sadr, and Ali Gharbi

This paper considers inventory models of <i>(Q,s)</i> type with <i>Q</i> the order-quantity and <i>s</i> the order point. In general, an optimal choice of c...

BibTeX reference**Roland P. Malhamé**

Unconditional consensus is the property of a consensus algorithm for multiple agents, to produce consensus irrespective of the particular time or state at wh...

BibTeX reference**Roland P. Malhamé**, and Robert Pellerin

We consider a fluid model of an unreliable production line consisting of <i>n</i> machines and <i>n</i> fixed buffer sizes. These machines produce a single p...

BibTeX reference**Roland P. Malhamé**, and Robert Pellerin

The paper addresses the optimal production control problems for an unreliable manufacturing system that produces items that can be regarded as conforming or ...

BibTeX reference**Roland P. Malhamé**

Optimization of single machine, single part-type dedicated Kanban policies in multi-part transfer lines with unreliable machines is considered. At each prod...

BibTeX reference

The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any n...

BibTeX reference

This chapter deals with an application of stochastic control or stochastic game methods to the design of optimal timing of climate policies. In the first par...

BibTeX reference**Roland P. Malhamé**

We develop an approximate analysis of an arbitrary size homogeneous unreliable transfer line under a CONWIP discipline. Mean total work in process computatio...

BibTeX reference

A stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions abatement. The resolution of unce...

BibTeX reference

In Z. Ma, P.E. Caines, and R.P. Malhamé, ``Control of Loss Network Systems: Call Admission and Routing Control", (submitted to <i>SIAM J. Control...

BibTeX reference

In this paper the call admission control (CAC) and routing control (RC) problems for loss network systems are studied as optimal stochastic control (OSC) pr...

BibTeX reference

We consider stochastic dynamic games in large population conditions where multiclass agents are weakly coupled via their individual dynamics and costs. We a...

BibTeX reference**Roland P. Malhamé**

In this paper, the problem of optimally controlling production in a single part unreliable, manufacturing flow line, subjected to a constant rate of demand ...

BibTeX reference

This paper presents an analysis of the forward link capacity of a cellular network, based on IS-95 CDMA technology. The forward link, or downlink, refers to...

BibTeX reference**Roland P. Malhamé**

A combinatorial approach is used to derive asymptotic expressions for arbitrary moments of cumulative vector processes, as the time horizon goes to infinity...

BibTeX referenceOptimization of a Class of Decentralized Hedging Policies in a Stochastic Two-Machine Flow Shop

**Roland P. Malhamé**and J Mbihi

This paper deals with the optimal production control problem in a stochastic two-machine flow shop. Our aim is to develop approximation techniques for deriv...

BibTeX reference

Optimal control problems for linear stochastic continuous time systems are considered, where the time domain is decomposed into a finite set of <i>N</i> dis...

BibTeX reference**Roland P. Malhamé**

In this paper, we study the moments of cumulative processes. More specifically, we will evaluate explicitly the expectation of a product of <i>n</i> distinc...

BibTeX reference**Roland P. Malhamé**

A combinatorial approach is used to derive asymptotic expressions for arbitrary moments of cumulative vector renewal reward processes, as the time horizon <...

BibTeX reference**Roland P. Malhamé**

In this paper, we define expected reachability and reachable set for the class of piecewise linear deterministic systems. We develop formulas for calculatin...

BibTeX referenceCriteria for the Ergodicity of Hedging Point Control Policies in Single Part Manufacturing Systems

**Roland P. Malhamé**

The Markov renewal viewpoint of single part manufacturing systems under hedging point control policies, subjected to a constant demand for parts rate, is us...

BibTeX reference**Roland P. Malhamé**and El-Kébir Boukas

The transient statistical evolution of a single product manufacturing system under hedging point control policies is characterized via a system of coupled p...

BibTeX reference### Articles

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, and Peter E. Caines

**Roland P. Malhamé**, and Georges Zaccour

**Roland P. Malhamé**, Nilson Henao, Sousso Kelouwani, and Michaël Fournier

**Roland P. Malhamé**, and Géza Joós

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, Nilson Henao, Sousso Kelouwani, and Alben Cardenas

**Roland P. Malhamé**, and Amir G. Aghdam

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, M. Siami, and N. Motee

**Roland P. Malhamé**

**Roland P. Malhamé**, and Francesco Martinelli

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Robert Pellerin

**Roland P. Malhamé**

**Roland P. Malhamé**, and Robert Pellerin

**Roland P. Malhamé**, and Minyi Huang

**Roland P. Malhamé**, and Minyi Huang

**Roland P. Malhamé**

**Roland P. Malhamé**, and Robert Pellerin

**Roland P. Malhamé**, Minyi Huang, and Peter E. Caines

**Roland P. Malhamé**, Adnène Gharbi, and Robert Pellerin

**Roland P. Malhamé**

**Roland P. Malhamé**, and F.M. Ghannouchi

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Peter E. Caines

**Roland P. Malhamé**, and Peter E. Caines

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

### Book chapters

**Roland P. Malhamé**and Christy Graves

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Minyi Huang

**Roland P. Malhamé**, and Angela Schöllig

**Roland P. Malhamé**, and Lorne G. Mason

**Roland P. Malhamé**

**Roland P. Malhamé**, and Peter E. Caines

### Proceedings

**Roland P. Malhamé**

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**

**Roland P. Malhamé**, Sousso Kelouwani, and Juan C. Oviedo-Cepedaz

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, and Sousso Kelouwani

**Roland P. Malhamé**

**Roland P. Malhamé**, and Peter E. Caines

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**

**Roland P. Malhamé**, and Francesco Martinelli

**Roland P. Malhamé**

**Roland P. Malhamé**, and Jérôme Le Ny

**Roland P. Malhamé**, M. Siami, and N. Motee

**Roland P. Malhamé**, and N. Motee

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Francesco Martinelli

**Roland P. Malhamé**

**Roland P. Malhamé**, and Francesco Martinelli

**Roland P. Malhamé**

**Roland P. Malhamé**, and Robert Pellerin

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Minyi Huang

**Roland P. Malhamé**, and Robert Pellerin

**Roland P. Malhamé**, Minyi Huang, and Peter E. Caines

**Roland P. Malhamé**

**Roland P. Malhamé**, and Minyi Huang

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**, and Peter E. Caines

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**

**Roland P. Malhamé**