Minyi Huang

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Publications

Cahiers du GERAD

août 2024

G-2024-45
Mean field social optimization: Feedback person-by-person optimality and the dynamic programming equation

Minyi Huang, Shuenn-Jyi Sheu et Li-Hsien Sun

We consider mean field social optimization in nonlinear diffusion models. By dynamic programming with a representative agent employing cooperative optimize...

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juin 2023

G-2023-21
Linear-quadratic mean field Stackelberg games: Master equations and decentralized feedback strategies

Minyi Huang et Xuwei Yang

This paper studies linear-quadratic Stackelberg games with a major player (leader) and \(N\) minor players (followers). To design decentralized strategies ...

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nov. 2019

G-2019-81
Graphon Mean Field Games and the GMFG equations: e-Nash equilibria

Peter E. Caines et Minyi Huang

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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oct. 2006

G-2006-57
Large Population Stochastic Dynamic Games: Closed-Loop McKean-Vlasov Systems and the Nash Certainty Equivalence Principle

Minyi Huang, Roland P. Malhamé et Peter E. Caines

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

référence BibTeX

Articles

juil. 2024

Mean Field Social Control for Production Output Adjustment with Noisy Sticky Prices

Bingchang Wang et Minyi Huang

Dynamic Games and Applications, 14, 716–732, 2024 référence BibTeX

mai 2024

Infinite horizon LQG Graphon Mean Field Games: Explicit Nash values and local minima

Rinel Foguen Tchuendom, Shuang Gao, Peter E. Caines et Minyi Huang

Systems & Control Letters, 187, No article: 105780, 2024 référence BibTeX

mars 2024

Special issue on "Mean Field Games and Mean Field Control"

Minyi Huang, Huanshui Zhang, Roland P. Malhamé et Tielong Shen

Asian Journal of Control, 26(2), 563–564, 2024 référence BibTeX

déc. 2023

LQG Graphon Mean Field Games: Analysis via Graphon Invariant Subspaces

Shuang Gao, Peter E. Caines et Minyi Huang

IEEE Transactions on Automatic Control, 68(12), 7482–7497, 2023 référence BibTeX

sept. 2023

Model-free policy iteration approach to NCE-based strategy design for linear quadratic Gaussian games

Zhenhui Xu, Tielong Shen et Minyi Huang

Automatica, 155, No article: 111162, 2023 référence BibTeX

mai 2022

On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions

Peter E. Caines, Daniel W.C. Ho, Minyi Huang, Jiamin Jian et Qingshuo Song

ESAIM: Control, Optimisation and Calculus of Variations, 28, No article: 24, 2022 référence BibTeX

déc. 2021

Linear Quadratic Mean Field Social Optimization: Asymptotic Solvability and Decentralized Control

Minyi Huang et Xuwei Yang

Applied Mathematics & Optimization, 84(2), 1969–2010, 2021 référence BibTeX

nov. 2021

Graphon mean field games and their equations

Peter E. Caines et Minyi Huang

SIAM Journal on Control and Optimization, 59(6), 4373–4399, 2021 référence BibTeX

oct. 2021

Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria

Minyi Huang et Xuwei Yang

Journal of Systems Science and Complexity, 34(5), 2003–2035, 2021 référence BibTeX

juin 2021

Linear-Quadratic mean field games with a major player: Nash certainty equivalence versus master equations

Minyi Huang

Communications in Information and Systems, 21(3), 441–471, 2021 référence BibTeX

mars 2021

Mean-field transmission power control in dense networks

Yuchi Wu, Junfeng Wu, Minyi Huang et Ling Shi

IEEE Transactions on Control of Network Systems, 8(1), 99–110, 2021 référence BibTeX

avr. 2020

Linear quadratic mean field games: Asymptotic solvability and relation to the fixed point approach

Minyi Huang et Mengjie Zhou

IEEE Transactions on Automatic Control, 65(4), 1397–1412, 2020 référence BibTeX

mars 2020

Linear quadratic mean field games with a major player: The multi-scale approach

Yan Ma et Minyi Huang

Automatica, 113, 108774 pages, 2020 référence BibTeX

sept. 2019

Linear-quadratic mean field control: The invariant subspace method

Xiang Chen et Minyi Huang

Automatica, 107, 582–586, 2019 référence BibTeX

fév. 2019

Mean field production output control with sticky prices: Nash and social solutions

Bingchang Wang et Minyi Huang

Automatica, 100, 90–98, 2019 référence BibTeX

sept. 2017

Robust mean field linear-quadratic-Gaussian games with unknown \(L^2\)-disturbance

Jianhui Huang et Minyi Huang

SIAM Journal on Control and Optimization, 55(5), 2811–2840, 2017 référence BibTeX

déc. 2016

Mean field games for stochastic growth with relative utility

Minyi Huang et Son Luu Nguyen

Applied Mathematics & Optimization, 74(3), 643–668, 2016 référence BibTeX

oct. 2016

Mean field stochastic games: Monotone costs and threshold policies

Minyi Huang et Yan Ma

Scientia Sinica Mathematica, 46(10), 1445–1460, 2016 référence BibTeX

mars 2016

A characterization of sub-game perfect equilibria for SDEs of mean-field type

Boualem Djehiche et Minyi Huang

Dynamic Games and Applications, 6(1), 55–81, 2016 référence BibTeX

mars 2016

A joint cross-layer and colayer interference management scheme in hyperdense heterogeneous networks using mean-field game theory

Ali Al Zahrani, F. Richard Yu et Minyi Huang

IEEE Transactions on Vehicular Technology, 65(3), 1522–1535, 2016 référence BibTeX

nov. 2015

Stochastic approximation based consensus dynamics over Markovian networks

Minyi Huang et Ji-Feng Zhang

SIAM Journal on Control and Optimization, 53(6), 3339–3363, 2015 référence BibTeX

mars 2014

A mean field game theoretic approach for security enhancements in mobile ad hoc networks

Yanwei Wang, F. Richard Yu, Helen Tang et Minyi Huang

IEEE Transactions on Wireless Communications, 13(3), 1616–1627, 2014 référence BibTeX

jan. 2013

A mean field capital accumulation game with HARA utility

Minyi Huang

Dynamic Games and Applications, 3(4), 446–472, 2013 référence BibTeX

jan. 2013

Nash, social and centralized solutions to consensus problems via mean field control theory

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

IEEE Transactions on Automatic Control, 58(3), 639–653, 2013 référence BibTeX

sept. 2012

Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players

Son Luu Nguyen et Minyi Huang

SIAM Journal on Control and Optimization, 50(5), 2907–2937, 2012 référence BibTeX

mai 2012

Distributed consensus-based security mechanisms in cognitive radio mobile ad hoc networks

Helen Tang, F. Richard Yu, Minyi Huang et Zhiqiang Li

IET Communications, 6(8), 974–983, 2012 référence BibTeX

jan. 2012

Mean field LQG control in leader-follower stochastic multi-agent systems: Likelihood ratio based adaptation

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

IEEE Transactions on Automatic Control, 57(11), 2801–2816, 2012 référence BibTeX

jan. 2012

Social optima in mean field LQG control: Centralized and decentralized strategies

Minyi Huang, Peter E. Caines et Roland P. Malhamé

IEEE Transactions on Automatic Control, 57(7), 1736–1751, 2012 référence BibTeX

jan. 2012

Stochastic approximation for consensus: A new approach via ergodic backward products

Minyi Huang

IEEE Transactions on Automatic Control, 57(12), 2994–3008, 2012 référence BibTeX

jan. 2011

Mean field (NCE) formulation of estimation based leader-follower collective motion

Mojtaba Nourian, Roland P. Malhamé, Minyi Huang et Peter E. Caines

International Journal of Robotics and Automation, 26(1), 120–129, 2011 référence BibTeX

jan. 2010

The NCE (mean field) principle with locality dependent cost interactions

Minyi Huang, Peter E. Caines et Roland P. Malhamé

IEEE Transactions on Automatic Control, 55(12), 2799–2804, 2010 référence BibTeX

jan. 2007

An invariance principle in large population stochastic dynamic games

Minyi Huang, Peter E. Caines et Roland P. Malhamé

Journal of Systems Science and Complexity, 20(2), 162–172, 2007 référence BibTeX

jan. 2007

Large population cost-coupled LQG problems with non-uniform agents: Individual-mass behaviour and decentralized epsilon - Nash equilibria

Minyi Huang, Peter E. Caines et Roland P. Malhamé

IEEE Transactions on Automatic Control, 52(9), 1560–1571, 2007 référence BibTeX

jan. 2006

Large population stochastic dynamic games: Closed loop McKean-Vlasov systems and the Nash certainty equivalence principle

Minyi Huang, Roland P. Malhamé et Peter E. Caines

Special issue in honour of the 65th birthday of Tyrone Duncan, 6(3), 221–252, 2006 référence BibTeX

jan. 2005

Computationally tractable stochastic power control laws in wireless communications

Minyi Huang, Roland P. Malhamé et Peter E. Caines

IEEE Transactions on Automatic Control, 50(2), 263–268, 2005 référence BibTeX

jan. 2005

Degenerate stochastic control problems with exponential costs and weakly coupled dynamics: Viscosity solutions and a maximum principle

Minyi Huang, Peter E. Caines et Roland P. Malhamé

SIAM Journal on Control and Optimization, 44(1), 367–387, 2005 référence BibTeX

jan. 2004

Uplink power adjustment in wireless communication systems: A stochastic-control analysis

Minyi Huang, Peter E. Caines et Roland P. Malhamé

IEEE Transactions on Automatic Control, 49(10), 1693–1708, 2004 référence BibTeX

jan. 2003

Selection of suppliers considering the learning effect and technology improvement

Minyi Huang, Shanling Li et D. Tirupati

International Journal of Information Technology and Decision Making, 2(1), 71–92, 2003 référence BibTeX

Chapitres de livre

fév. 2019

Binary mean field stochastic games: Stationary equilibria and comparative statics

Minyi Huang et Yan Ma

G. Yin and Q. Zhang (eds.), Modeling, Stochastic Control, Optimization, and Applications, Springer, 283–313, 2019 référence BibTeX

avr. 2017

Mean field games

Peter E. Caines, Minyi Huang et Roland P. Malhamé

T. Basar, G. Zaccour (eds.), Handbook of Dynamic Game Theory, Springer, 1–28, 2017 référence BibTeX

jan. 2010

Leader-follower cucker-smale type flocking synthesized via mean field stochastic control theory

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

J. Angeles et al. (eds.), Brain, Body and Machines, Vol. 83, Springer, 283–298, 2010 référence BibTeX

jan. 2006

Large population stochastic dynamic games: The Nash certainty equivalence principle and adaptation

Minyi Huang, Peter E. Caines et Roland P. Malhamé

T. Glad, G. Hendeby (eds.), Forever Ljung in System Identification, 35–60, 2006 référence BibTeX

jan. 2005

Nash equilibria for large-population linear stochastic systems with weakly coupled agents

Minyi Huang, Roland P. Malhamé et Peter E. Caines

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

juil. 2024

Mean Field Games on Dense and Sparse Networks: The Graphexon MFG Equations

Peter E. Caines et Minyi Huang

2024 American Control Conference (ACC), Toronto, ON, Canada, 4230–4235, 2024 référence BibTeX

déc. 2023

Large-population optimal control with mixed agents: the multi-scale analysis and decentralized control

Minyi Huang et Son Luu Nguyen

À paraître dans : 2023 IEEE 62st Conference on Decision and Control (CDC), Singapore, 2023 référence BibTeX

juil. 2023

Critical Nash Value Nodes for Control Affine Embedded Graphon Mean Field Games

Peter E. Caines, Rinel Foguen Tchuendom, Minyi Huang et Shuang Gao

Proc. IFACWorld Congress, Yokohama, Japan, 942–947, 2023 référence BibTeX

déc. 2022

Optimal Network Location in Infinite Horizon LQG Graphon Mean Field Games

Rinel Foguen Tchuendom, Shuang Gao, Minyi Huang et Peter E. Caines

2022 IEEE 61st Conference on Decision and Control (CDC), Cancun, Mexico, 5558–5565, 2022 référence BibTeX

déc. 2021

LQG graphon mean field games: Graphon invariant subspaces

Shuang Gao, Peter E. Caines et Minyi Huang

2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, United States, 5253–5260, 2021 référence BibTeX

déc. 2021

Critical Nodes in Graphon Mean Field Games

Rinel Foguen Tchuendom, Peter E. Caines et Minyi Huang

2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, United States, 166–170, 2021 référence BibTeX

déc. 2021

Linear Quadratic Mean Field Stackelberg Games: Master Equations and Time Consistent Feedback Strategies

Xuwei Yang et Minyi Huang

2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, United States, 171–176, 2021 référence BibTeX

déc. 2021

Mean Field Stochastic Growth with Relative Utility and Common Noise

Mengjie Zhou et Minyi Huang

2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, United States, 5269–5274, 2021 référence BibTeX

déc. 2020

On the master equation for linear quadratic graphon mean field games

Rinel Foguen Tchuendom, Peter E. Caines et Minyi Huang

2020 59th IEEE Conference on Decision and Control (CDC), Jeju Island, Korea, 1026–1031, 2020 référence BibTeX

déc. 2020

Mean field social optimization: feedback person-by-person optimality and the master equation

Minyi Huang, Shuenn-Jyi Sheu et Li-Hsien Sun

2020 59th IEEE Conference on Decision and Control (CDC), Jeju Island, Korea, 4921–4926, 2020 référence BibTeX

déc. 2020

Mean field Stackelberg games: state feedback equilibrium

Minyi Huang et Xuwei Yang

IFAC World Congress 2020, 53(2), Berlin, Germany, 2237–2242, 2020 référence BibTeX

déc. 2019

Graphon Mean Field Games and the GMFG equations: e-Nash equilibria

Peter E. Caines et Minyi Huang

IEEE 58th Conference on decision and control, Nice, France, 286–292, 2019 référence BibTeX

déc. 2019

Stochastic optimal control with Markovian lossy state observations

Minyi Huang

2019 IEEE 58th Conference on Decision and Control (CDC), Nice, France, 678–683, 2019 référence BibTeX

déc. 2019

Linear quadratic mean field social optimization: asymptotic solvability

Minyi Huang et X. Yang

2019 IEEE 58th Conference on Decision and Control (CDC), Nice, France, 2019 référence BibTeX

déc. 2018

Graphon mean field games and the GMFG equations

Peter E. Caines et Minyi Huang

2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 4129–4134, 2018 référence BibTeX

déc. 2018

Linear-quadratic mean field control: The Hamiltonian matrix and invariant subspace method

Xiang Chen et Minyi Huang

2018 IEEE Conference on Decision and Control (CDC), Miami Beach, Florida, 4117–4122, 2018 référence BibTeX

juil. 2018

Linear quadratic mean field games - Part I: the asymptotic solvability problem

Minyi Huang et Mengjie Zhou

Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, 489–502, 2018 référence BibTeX

juil. 2018

Cooperative linear-quadratic mean field control and its Hamiltonian matrix analysis

Xiang Chen et Minyi Huang

Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, 500–502, 2018 référence BibTeX

déc. 2017

Mean field games with poisson point processes and impulse control

Mengjie Zhou et Minyi Huang

2017 IEEE 56th Annual Conference on Decision and Control (CDC), Melbourne, Australia, 3152–3157, 2017 référence BibTeX

déc. 2017

Mean field stochastic games with binary actions: Stationary threshold policies

Minyi Huang et Yan Ma

2017 IEEE 56th Annual Conference on Decision and Control (CDC), Melbourne, Australia, 27–32, 2017 référence BibTeX

déc. 2016

Mean field stochastic games: Monotone costs and threshold policies

Minyi Huang et Yan Ma

2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, NV, USA, 7105–7110, 2016 référence BibTeX

déc. 2016

Mean field games for stochastic growth with relative consumption

Minyi Huang et Son Luu Nguyen

2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, NV, USA, 4528–4533, 2016 référence BibTeX

déc. 2016

Linear-quadratic mean field teams with a major agent

Minyi Huang et Son Luu Nguyen

2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, NV, USA, 6958–6963, 2016 référence BibTeX

déc. 2016

Mean field social control with decentralized strategies and optimality characterization

Nevroz Sen, Minyi Huang et Roland P. Malhamé

2017 IEEE 56th Annual Conference on Decision and Control (CDC), Las Vegas, NV, USA, 6056–6061, 2016 référence BibTeX

juil. 2016

Mean field social optima in production output adjustment

Bingchang Wang et Minyi Huang

2016 35th Chinese Control Conference (CCC), Chengdu, China, 1874–1879, 2016 référence BibTeX

jan. 2012

Mean Field LQG games with mass behavior responsive to a major player

Son Luu Nguyen et Minyi Huang

Proceedings of The 51st IEEE Conference on Decision and Control, Hololulu, Hawaii, 10 décembre 2012, 5772–5797, 2012 référence BibTeX

jan. 2010

A solution to the mean field consensus problem via stochastic mean field control

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

2nd IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys'10), Annecy, France, 2010 référence BibTeX

jan. 2010

Optimality of adaptation based mean field (NCE) control laws in leader-follower stochastic dynamic games

Mojtaba Nourian, Roland P. Malhamé, Minyi Huang et Peter E. Caines

Proc. the 49th IEEE CDC, Atlanta, USA, 2270–2275, 2010 référence BibTeX

jan. 2010

Social dynamics in mean field LQG control: Egoistic and altruistic agents

Minyi Huang, Peter E. Caines et Roland P. Malhamé

Proc. the 49th IEEE CDC, Atlanta, USA, 3140–3145, 2010 référence BibTeX

jan. 2009

Derivation of consensus algorithm dynamics from mean field stochastic control NCE equations

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

NECSYS 2009, Venice, Italy, 2009 référence BibTeX

jan. 2009

Social optima in mean field LQG control: Centralized and decentralized strategies

Minyi Huang, Peter E. Caines et Roland P. Malhamé

47th Allerton Conference on Communication, Control and Computing, 322–329, 2009 référence BibTeX

jan. 2009

The locality dependent Nash certainty equivalence (mean field) principle in large population stochastic dynamic games

Minyi Huang, Peter E. Caines et Roland P. Malhamé

SIAM Conference on Control and its Applications, Denver, USA, page 121, 2009 référence BibTeX

jan. 2006

Distributed multi-agent decision-making with partial observations: Asymptotic Nash equilibria

Minyi Huang, Peter E. Caines et Roland P. Malhamé

The Mathematical Theory of Networks and Systems Conference, Kyoto, Japon, 2725–2830, 2006 référence BibTeX

jan. 2006

Nash certainty equivalence in large population stochastic dynamic games: Connections with the physics of interacting particle systems

Minyi Huang, Roland P. Malhamé et Peter E. Caines

45th IEEE Conference on Decision and Control, San Diego, USA, 4921–4926, 2006 référence BibTeX