Groupe d’études et de recherche en analyse des décisions

# Publications

## Peter E. Caines

### Articles

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IEEE Transactions on Automatic Control, 62(9), 4347–4362, 2017 référence BibTeX
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Nonlinear Analysis: Hybrid Systems, 25, 263–282, 2017 référence BibTeX
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SIAM Journal on Control and Optimization, 54(6), 3174–3224, 2016 référence BibTeX
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IEEE Transactions on Automatic Control, 62(7), 3225–3234, 2016 référence BibTeX
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IEEE Transactions on Automatic Control, 62(6), 2950–2957, 2016 référence BibTeX
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SIAM Journal on Control and Optimization, 54(1), 153–174, 2016 référence BibTeX
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IET Control Theory & Applications, 9(11), 1629–1636, 2015 référence BibTeX
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SIAM Journal on Control and Optimization, 51(4), 3302–3331, 2013 référence BibTeX
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SIAM Journal on Control and Optimization, 51(4), 3127–3153, 2013 référence BibTeX
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IEEE Transactions on Automatic Control, 58(8), 2131–2136, 2013 référence BibTeX
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IEEE Transactions on Automatic Control, 58(2), 529–534, 2013 référence BibTeX
Mean field stochastic adaptive control
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IEEE Transactions on Automatic Control, 58(4), 905–920, 2013 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
A stochastic approximation approach to the power control problem
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IEEE Transactions on Communications, 55(5), 878–886, 2007 référence BibTeX
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 référence BibTeX
On the hybrid optimal control problem: Theory and algorithms'
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IEEE Transactions on Automatic Control, 52(9), 1587–1603, 2007 référence BibTeX
On the supervisory control of multi-agent product systems: Controllability properties
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Systems and Control Letters, 56(2), 113–121, 2007 référence BibTeX
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 référence BibTeX
On the supervisory control of multi-agent product systems
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IEEE Transactions on Automatic Control, 51(5), 794–799, 2006 référence BibTeX
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 référence BibTeX

### Livres

Linear stochastic systems
SIAM Classic, 874 pages, 2017 référence BibTeX

### Chapitres de livre

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Apaloo J., Viscolani B. (eds), Advances in Dynamic and Mean Field Games. ISDG 2016, Annals of the International Society of Dynamic Games, vol. 15, Birkhäuser, Cham, 107–130, 2017 référence BibTeX
J. Baillieul, T. Samad (eds.), Encyclopedia of Systems and Control, Springer, Berlin, 101–106, 2014 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX

### Actes de conférence

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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 6105–6110, 2016 référence BibTeX
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2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 1139–1144, 2016 référence BibTeX
The execution problem in finance: A partially observed mean field game formulation
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AMS Fall Meeting, Bowdoin College, Brunswick, USA, 2016 référence BibTeX
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2016 American Control Conference (ACC), Boston, USA, 4681–4686, 2016 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 2567–2573, 2015 référence BibTeX
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 1130–1135, 2015 référence BibTeX
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 252–257, 2015 référence BibTeX
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2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 276–281, 2015 référence BibTeX
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Proceedings of the 5th IFAC Conference on Analysis and Design of Hybrid Systems, 48(27), Atlanta, USA, 169–174, 2015 référence BibTeX
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IFAC-PapersOnLine, 48(11), 634–639, 2015 référence BibTeX
Nonlinear filtering problems in partially observed MFG control theory
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SIAM Conference on Control and Applications, 39–40, 2015 référence BibTeX
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Proceedings of the Canadian Conference on Elecrtical and Computer Engineering, Halifax, 1299–1306, 2015 référence BibTeX
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 5560–5567, 2014 référence BibTeX
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3937–3942, 2014 référence BibTeX
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3943–3949, 2014 référence BibTeX
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3950–3956, 2014 référence BibTeX
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 2709–2715, 2014 référence BibTeX
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2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 19–24, 2014 référence BibTeX
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 référence BibTeX
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 9629–9634, 2014 référence BibTeX
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014 référence BibTeX
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 référence BibTeX
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 référence BibTeX
Coalition formation in mean field stochastic systems
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20th-MTNS, Melbourne, 2012 référence BibTeX
Emergence of coalitions in mean field stochastic systems
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IEEE Conference on Decision and Control, Maui, 5768–5773, 2012 référence BibTeX
$$\epsilon$$-Nash mean field theory for nonlinear stochastic dynamic games with major-minor agents
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20th-MTNS, Melbourne, 2012 référence BibTeX
$$\epsilon$$-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 référence BibTeX
Hybrid thermodynamic control systems with phase transitions
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ADHS12, Eindhoven, Netherlands, 277–283, 2012 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
The exponential gradient HMP algorithm for the optimization of hybrid systems on lie groups
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ADHS12, Eindhoven, Netherlands, 33–38, 2012 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
Interconnection of thermodynamic control systems
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Proc. 18th IFAC World Congress, Milan, Italy, 6091–6097, 2011 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
Stability of interconnected thermodynamic systems
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Proc. 50th IEEE Conference on Decision and Control, Orlando, Florida, 6730–6735, 2011 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
Optimal stochastic control of networks: Call admission and routing for simple networks
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ISYC2006, Aiya Napa, Chypre, 2006 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX