Group for Research in Decision Analysis

Publications

Roland P. Malhamé

Articles

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
Social optima in mean field LQG control: Centralized and decentralized strategies
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IEEE Transactions on Automatic Control, 57(7), 1736–1751, 2012 BibTeX reference
Integrated product specifications and productivity decision making in unreliable manufacturing systems
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International Journal of Production Economics, 129, 32–42, 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
Production control of manufacturing systems producing defective items
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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
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Annals of Operations Research, 182(1), 213–233, 2011 BibTeX reference
Behaviour modelling of wideband RF transmitters using Hammerstein-Wiener models
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IET Circuits, Devices & Systems, 4(4), 282–290, 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
A production rate control policy for stochastic repair and remanufacturing systems
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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
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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
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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
Computationally tractable stochastic power control laws in wireless communications
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IEEE Transactions on Automatic Control, 50(2), 263–268, 2005 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
Decomposition/aggregation-based dynamic-programming optimization of partially homogeneous unreliable transfer lines
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IEEE Transactions on Automatic Control, 49(1), 68–81, 2004 BibTeX reference
Unreliable transfer lines - Decomposition/aggregation and optimization
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Annals of Operations Research, 125(38356), 167–190, 2004 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

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
Pricing for QoS provisioning across multiple internet service provider domains
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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
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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

Ergodicity and class-ergodicity of balanced asymmetric stochastic chains
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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
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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
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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
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Stochastic Models of Manufacturing and Service Operations (SMMSO), Izmir, Turkey, 2011 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
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
A stochastic hybrid-state model for optimizing hedging policies in manufacturing systems with randomly occuring defects
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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
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Proc. the 49th IEEE CDC, Atlanta, USA, 2270–2275, 2010 BibTeX reference
Derivation of consensus algorithm dynamics from mean field stochastic control NCE equations
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NECSYS 2009, Venice, Italy, 2009 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
Approximate performance analysis of CONWIP disciplines in unreliable flow lines
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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
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Conference on Systems and Control, Marrakech, Maroc, 2007 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
Optimal stochastic control of networks: Call admission and routing for simple networks
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ISYC2006, Aiya Napa, Chypre, 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