Groupe d’études et de recherche en analyse des décisions

Publications

Roland P. Malhamé

Articles

Explicit sequential equilibria in linear quadratic games with arbitrary number of exchangeable players: A non-standard Riccati equation
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À paraître dans : Automatica, 18 pages, 2019 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
Integrated product specifications and productivity decision making in unreliable manufacturing systems
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International Journal of Production Economics, 129, 32–42, 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
Production control of manufacturing systems producing defective items
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Journal of Quality in Maintenance Engineering, 17(3), 238–253, 2011 référence BibTeX
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 référence BibTeX
Behaviour modelling of wideband RF transmitters using Hammerstein-Wiener models
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IET Circuits, Devices & Systems, 4(4), 282–290, 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
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 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
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
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
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 référence BibTeX
Unreliable transfer lines - Decomposition/aggregation and optimization
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Annals of Operations Research, 125(38356), 167–190, 2004 référence BibTeX
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 référence BibTeX

Chapitres de livre

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
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 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

Identification of hot water enduse process of electric water heaters from energy measurements
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Power System Computation Conference, Porto, Portugal, 2020 référence BibTeX
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 référence BibTeX
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 référence BibTeX
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 référence BibTeX
Unreliable production lines with defective parts and inspection stations
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Stochastic Models of Manufacturing and Service Operations (SMMSO), Izmir, Turkey, 2011 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
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
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 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
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
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 référence BibTeX
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 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
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
Optimal stochastic control of networks: Call admission and routing for simple networks
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ISYC2006, Aiya Napa, Chypre, 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