Dans cet article, nous étudions le problème de l'identification de système pour les systèmes linéaires à saut de Markov autonomes (MJS) avec des observations...

Very large networks linking dynamical agents are now ubiquitous and the need to analyse, design and control them is evident. The emergence of the graphon the...

Graphon-based control has recently been proposed and developed to solve control problems for dynamical systems on networks which are very large or growing w...

In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable l...

Cet article combine deux méthodes contemporaines majeures de systèmes et de contrôle permettant d'obtenir un équilibre unique de \(\epsilon\)-Nash afin de ...

Partially observed major minor LQG mean field game theory is applied to an optimal execution problem in finance; following standard financial models, control...

Partially observed Mean Field Game (PO MFG) theory was introduced and developed in (Caines and Kizilkale, 2013, 2014, Şen and Caines 2014, 2015), where it i...

A class of hybrid systems with both autonomous and controlled switchings and jumps is considered where switching manifolds corresponding to autonomous switch...

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

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...

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...

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

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...