Peter E. Caines
BackPublications
Cahiers du GERAD
The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an appr...
BibTeX reference
In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We prop...
BibTeX reference
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...
BibTeX reference
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...
BibTeX reference
In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable l...
BibTeX reference
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...
BibTeX reference
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...
BibTeX reference
A class of hybrid systems with both autonomous and controlled switchings and jumps is considered where switching manifolds corresponding to autonomous switch...
BibTeX reference
The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any n...
BibTeX reference
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...
BibTeX reference
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...
BibTeX reference
We consider stochastic dynamic games in large population conditions where multiclass agents are weakly coupled via their individual dynamics and costs. We a...
BibTeX reference
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...
BibTeX reference