Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle M Huang, RP Malhamé, PE Caines
1915 2006 Linear stochastic systems PE Caines
Society for Industrial and Applied Mathematics, 2018
1267 2018 Discrete-time multivariable adaptive control G Goodwin, P Ramadge, P Caines
IEEE Transactions on Automatic Control 25 (3), 449-456, 1980
1256 1980 Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized -Nash Equilibria M Huang, PE Caines, RP Malhamé
IEEE transactions on automatic control 52 (9), 1560-1571, 2007
1191 2007 Discrete time stochastic adaptive control GC Goodwin, PJ Ramadge, PE Caines
SIAM Journal on Control and Optimization 19 (6), 829-853, 1981
586 1981 Individual and mass behaviour in large population stochastic wireless power control problems: centralized and Nash equilibrium solutions M Huang, PE Caines, RP Malhamé
42nd IEEE international conference on decision and control (IEEE cat. No …, 2003
469 2003 On the hybrid optimal control problem: Theory and algorithms MS Shaikh, PE Caines
IEEE Transactions on Automatic Control 52 (9), 1587-1603, 2007
411 2007 Asymptotic normality of prediction error estimators for approximate system models L Lennart, PE Caines
Stochastics 3 (1-4), 29-46, 1980
311 * 1980 Social optima in mean field LQG control: centralized and decentralized strategies M Huang, PE Caines, RP Malhamé
IEEE Transactions on Automatic Control 57 (7), 1736-1751, 2012
276 2012 Mean field games PE Caines
Encyclopedia of systems and control, 1197-1202, 2021
258 2021 -Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor AgentsM Nourian, PE Caines
SIAM Journal on Control and Optimization 51 (4), 3302-3331, 2013
240 2013 Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis PE Caines, CW Keng, SP Sethi
Journal of Economic Dynamics and Control 3, 267-298, 1981
213 1981 Feedback between stationary stochastic processes P Caines, C Chan
IEEE Transactions on Automatic Control 20 (4), 498-508, 1975
208 1975 Hierarchical hybrid control systems: A lattice theoretic formulation PE Caines, YJ Wei
IEEE Transactions on Automatic Control 43 (4), 501-508, 1998
176 1998 Graphon mean field games and their equations PE Caines, M Huang
SIAM Journal on Control and Optimization 59 (6), 4373-4399, 2021
156 * 2021 On the discrete time matrix Riccati equation of optimal control PE Caines, DQ Mayne
International Journal of Control 12 (5), 785-794, 1970
156 * 1970 On the optimal control of hybrid systems: Optimization of trajectories, switching times, and location schedules MS Shaikh, PE Caines
Hybrid Systems: Computation and Control: 6th International Workshop, HSCC …, 2003
135 2003 An invariance principle in large population stochastic dynamic games M Huang, PE Caines, RP Malhamé
Journal of Systems Science and Complexity 20 (2), 162-172, 2007
126 2007 Nash, social and centralized solutions to consensus problems via mean field control theory M Nourian, PE Caines, RP Malhame, M Huang
IEEE Transactions on Automatic Control 58 (3), 639-653, 2012
125 2012 The hierarchical lattices of a finite machine PE Caines, YJ Wei
Systems & Control Letters 25 (4), 257-263, 1995
120 1995