Peter E. Caines
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Cahiers du GERAD
For sequences of networks
embedded in the unit cube \([0, 1]^m\)
,
(weak) measure limits of sequences of empirical measures
of vertex densities (vertexon...
Linear quadratic games on very large dense networks are modelled with discrete time linear quadratic graphon field games with Q-noise. In such a game, the ag...
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The solution of the graphon mean field game equation (GMFG) is characterized by an HJB equation and an FPK equation coupled via a graphon mean field. An a...
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The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an appr...
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In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We prop...
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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...
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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...
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In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable l...
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The paper combines two major contemporary systems and control methodologies to obtain a unique \(\epsilon\)
-Nash equilibrium for optimal execution problem...
Partially observed major minor LQG mean field game theory is applied to an optimal execution problem in finance; following standard financial models, control...
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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...
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A class of hybrid systems with both autonomous and controlled switchings and jumps is considered where switching manifolds corresponding to autonomous switch...
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The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any n...
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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...
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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...
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We consider stochastic dynamic games in large population conditions where multiclass agents are weakly coupled via their individual dynamics and costs. We a...
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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...
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