Peter Caines

2023

S. Gao, P.E. Caines and M. Huang. “LQG Graphon Mean Field Games: Analysis via Graphon Invariant Subspaces”. IEEE Transactios.on Automatic Control, June 2023. ISSN: 0018-9286, Online ISSN: 1558-2523, DOI: 10.1109/TAC.2023.3281493.

B. Sayedana, M. Afshari, P.E. Caines A. Mahajan. “Relative Almost Sure Regret Bounds for Certainty Equivalence Control of Markov Jump Systems”, 62nd IEEE Conference on Decision and Control, Singapore, December, 2023, pp.6629-6634.

A. Dunyak and P.E. Caines. "Graphon Field Tracking Games with Discrete Time Q-noise", 62nd IEEE Conference on Decision and Control, Singapore, December 2023, pp. 8194-8199.

P.E. Caines, R. Foguen-Tchuendom, M. Huang and S. Gao, “Critical Nash Value Nodes for Control Affine Embedded Graphon Mean Field Games”, Invited Paper, Proc. IFAC World Congress,Yokohama, Japan, July 9-14, 2023, pp 942-947.

A. Dunyak, P.E. Caines, “Linear Stochastic Processes on Networks and Low Rank Graph Limits", 12th International Conference on Complex Networks and their Applications, Menton Riviera, France, November, 2023. https://2023.complexnetworks.org/

P.E. Caines, “Mean Field Games on Large Dense and Sparse Networks”, 9th Canadian Meeting on System and Control Theory, University of Waterloo, 3 - 5 May 2023.

P.E. Caines, "Vertexons, Graphexons and GXMFG Systems", 2023 SIAM Conference on the Applications of Dynamical Systems, Portland, Oregon, 14-18 May 2023.

P.E. Caines, R. Foguen-Tchuendom, S. Gao, M. Huang, "Mean Field Games on Large Dense and Sparse Networks", Sophia University, Pre-IFAC Workshop on Large-Population Systems, Connected Vehicles and Optimization, Atami, Shizouka, Japan, 6 - 7 July, 2023.

P.E. Caines, "Mean Field Games on Large Sparse and Dense Networks", Canadian Mathematical Society Winter Meeting, Montreal, December 2023.

2022

Peter E Caines et al. “On the graphon mean field game equations: Individual agent affine dynamics and mean field dependent performance functions”. In: ESAIM: Control, Optimisation and Calculus of Variations 28 (2022), p. 24.

Peter Caines et al. “Lattice conditional independence models and Hibi ideals”. In: Transactions of the London Mathematical Society 9.1 (2022), pp. 1–19.

Dena Firoozi, Ali Pakniyat, and Peter E Caines. “A class of hybrid LQG mean field games with state-invariant switching and stopping strategies”. In: Automatica 141 (2022), p. 110244.

Peter E Caines. “Embedded vertexongraphons and embedded GMFG systems”. In: 2022 IEEE 61st Conference on Decision and Control (CDC). 2022, pp. 5550–5557.

Borna Sayedana et al. “Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systems”. In: 2022 IEEE 61st Conference on Decision and Control (CDC). 2022, pp. 6678–6685.

Rinel Foguen-Tchuendom et al. “Optimal network location in infinite horizon LQG graphon mean field games”. In: 2022 IEEE 61st Conference on Decision and Control (CDC). 2022, pp. 5558–5565.

Joao Saude and Peter E Caines. “Markowitz Portfolio Optimization Extended Quadratic Mean-Field Games Approach”. In: 2022 IEEE 61st Conference on Decision and Control (CDC). 2022, pp. 5523–5528.

Borna Sayedana et al. “Thompson-Sampling Based Reinforcement Learning for Networked Control of Unknown Linear Systems”. In: 2022 IEEE 61st Conference on Decision and Control (CDC). 2022, pp. 723–730.

Alex Dunyak and Peter E Caines. “Linear Stochastic Graphon Systems with Q-Space Noise”. In: 2022 IEEE 61st Conference on Decision and Control (CDC). 2022, pp. 3926– 3932.

Rinel Foguen Tchuendom, Shuang Gao, and Peter E Caines. “Stationary Cost Nodes in Infinite Horizon LQG-GMFGs”. In: IFACPapersOnLine 55.30 (2022), pp. 284–289.

2021

S. Gao, R. Foguen-Tchuendom and P.E. Caines. “Linear Quadratic Graphon Field Games,” Communications in Information and Systems, Vol 21. No. 3, pp 341 – 369, 2021. DOI: https:// dx.doi.org/10.4310/CIS.2021.v21.n3.a2 Preprint arXiv:2006.03964.

P. E. Caines and M.Y. Huang. “Graphon Mean Field Games and Their Equations,” SIAM Journal on Control and Optimization, 2021;59(6):4373-99; arXiv:2008.10216v1 [math.OC]

S. Gao and P.E. Caines. “Subspace Decomposition for Graphon LQR: Applications to VLSNs of Harmonic Oscillators,” IEEE Transactions on Control of Network Systems, vol. 8, no. 2, pp. 576–586, 2021. doi: 10.1109/TCNS.2021.3058923.

R. Foguen Tchuendom, P. E. Caines and M.Y. Huang. “Critical Nodes in Graphon Mean Field Games,” 60th IEEE Conference on Decision and Control, Austin, Texas, 2021, Dec 14, pp. 166-170

S. Gao, P. E. Caines and M.Y. Huang. “LQG Graphon Mean Field Games: Graphon Invariant Subspaces,” 60th IEEE Conference on Decision and Control, Austin, Texas, 2021, Dec 14, pp. 5253-5260

A. Dunyak and P. E. Caines. “Large Scale Systems and SIR Models: a Featured Graphon Approach,” 60th IEEE Conference on Decision and Control, Austin, Texas, 2021 Dec 14, pp. 6928-6933

P. E. Caines, R. Kotiuga, P. Griffith, G. Hermann, et. al. “Memorial for Robert Hermann,” Notices of the American Mathematical Society 68(09):1, October 2021. DOI: 10.1090/noti2359,

2020

S. Gao and P. E. Caines, "Graphon Control of Large-Scale Networks of Linear Systems", IEEE Transactions on Automatic Control, Oct., 2020, Vol. 65, No. 10, pp. 4090-4105

P.E. Caines and D. Levanony, 'On Bounded Solutions of Linear SDEs Diven by Convergent Dynamics Matrix Processes with Hurwitz Limits', Stochastics, 2020. Link to publication

D. Firoozi, and P. E. Caines, "epsilon-Nash Equilibria for Major-Minor LQG Mean Field Games with Partial Observations of All Agents", IEEE Trans.on Automatic Control, 2020 July. On-line: DOI: 10.1109/TAC.2020.3010129

D. Firoozi, S. Jaimungal and P. E. Caines, "Convex Analysis for LQG Systems with Applications to Major-Minor LQG Mean-Field Game Systems", Systems & Control Letters, 2020, vol 142, pp 104734 Link to publication

A. Pakniyat and P.E. Caines, "On the Hybrid Minimum Principle: The Hamiltonian and Adjoint Boundary Conditions", IEEE Transactions on Automatic Control, May, 2020, DOI: 10.1109/TAC.2020.2992450.

P.E. Caines, "Mean Field Game Theory: A Tractable Methodology for Large Population Problems", SIAM News, April, 2020, pp 5-6

R. Foguen Tchuendom, P. E. Caines and M.Y. Huang, "On the Master Equation for Linear Quadratic Graphon Mean Field Games", Proceedings of the 59th IEEE Conference on Decision and Control, Jeju Island, Republic of Korea, December, 2020, pp. 1026-1031

2019

P.E. Caines, D. Ho, and Q.Song. "The density evolution of the killed McKean–Vlasov process." Stochastics 2019, pp 1-16.

N. Sen and P.E. Caines, “Mean Field Game Theory for Agents with Individual-State Partial Observations”, SIAM Journal on Control and Optimization, 57(3), June 2019, pp 2064-2091 math arXiv

P.E. Caines and D. Levanony, “Stochastic ε-Optimal LQ Adaptation: An Alternating Controls Policy”, SIAM Journal on Control and Optimization, 57(2), 2019, pp 1094 - 1126

P. E. Caines, “Mean Field Games”, Encyclopedia of Systems and Control, Eds. T. Samad and J. Ballieul (updated), Springer-Verlag, London, 2019

D. Firoozi and P. E. Caines, “Belief Estimation by Agents in Major Minor LQG Mean Field Games”. Proceedings of the 58th IEEE Conference on Decision and Control, Nice, France, December, 2019, pp. 1615-1622.

S. Gao and P. E. Caines, “Optimal and Approximate Solutions to Linear Quadratic Regulation of a Class of Graphon Dynamical Systems”. Proceedings of the 58th IEEE Conference on Decision and Control, Nice, France, December, 2019 pp. 8359- 8365

S. Gao and P. E. Caines, “Spectral Representations of Graphons in Very Large Network Systems”. Proceedings of the 58th IEEE Conference on Decision and Control, Nice, France, December, 2019, pp. 5068- 5075

P. E. Caines and M.Y. Huang, “Graphon Mean Field Games and the GMFG Equations: $epsilon$-Nash Equilibria”. Proceedings of the 58th IEEE Conference on Decision and Control, Nice, France, December, 2019. pp. 286-292. (Also published as a "Cahier du GERAD": G-2019-81, November, 2019.)

R. Foguen, R.P. Malheme and P. E. Caines , “A Quantilized Mean Field Game Approach To Energy Pricing With Application To Fleets Of Plug-In Electric Vehicles”. Proceedings of the 58th IEEE Conference on Decision and Control, Nice, France, December, 2019, pp. 299-304

2018

“Linear Stochastic Systems” by P.E.Caines, originally published by John Wiley, 1988, republished in May, 2018, by the Society for Industrial and Applied Mathematics in the Classics in Applied Mathematics Series. Quebec City, Quebec, Canada, September 2017.

D. Firoozi and P. E. Caines, “Mean Field Game Systems with Common and Latent Processes” , Proceedings of the 57th IEEE Conference on Decision and Control, Miami Beach, FL, USA, December, 2018, pp 5500-5505

H. Layeghi and P. E. Caines, “ Stability of Receding Horizon Control with Smooth Value Functions, “ Proceedings of the 57th IEEE Confer-ence on Decision and Control, Miami Beach, FL, USA, December, 2018, pp 4295 -4300

P. E. Caines and M.Y. Huang, “ Graphon Mean Field Games and the GMFG Equations, “ Proceedings of the 57th IEEE Conference on Deci-sion and Control, Miami Beach, FL, USA, December, 2018, pp 4129- 4134

S. Gao and P. E. Caines, “Graphon Linear Quadratic Regulation of Large-scale Networks of Linear Systems, “ Proceedings of the 57th IEEE Conference on Decision and Control, Miami Beach, FL, December, 2018, USA, pp 5892-5897

D. Firoozi, A. Pakniyat and P. E. Caines, “A Hybrid Optimal Control Approach to Mean Field Games with Switching and Stopping Strate-gies” Presented at the 18th International Symposium on Dynamic Games and Applications Grenoble, France, July 9 12, 2018 arXiv

S. Gao and P. E. Caines, “Graphon-LQR Control of Arbitrary Size Net-works of Linear Systems.” The 23rd International Symposium on Mathematical Theory of Networks and Systems, Hong Kong, China, July 16-20, 2018, pp. 120 127

S. Gao and P. E. Caines, “Consensus-induced Centrality for Networks of Dynamical Systems”. The 23rd International Symposium on Mathe-matical Theory of Networks and Systems, Hong Kong, China, July 16-20, 2018, pp. 769 775

S. Gao and P. E. Caines, “A Control and Regulation Methodology for Large-scale Networks of Linear Dynamical Systems via Graphon Lim-its”. The International School and Conference on Network Science, Paris, France, June 11-15, 2018

S. Gao and P. E. Caines, “Consensus-induced Centrality Measure on Multi-agent Networks.” The International School and Conference on Network Science, Paris, France, June 11-15, 2018

2017

D. Firoozi, and P. E. Caines. “The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation”, Advances in Dynamic and Mean Field Games, Annals of the International Society of Dynamic Games, 15. J. Apaloo, B. Viscolani (eds.), 2017, pp. 107 - 130

P.E. Caines, Contribution in “Systems and Control for the future of humanity, research agenda: Current and future roles, impact and grand challenges”, Annual Reviews in Automatic Control, 43, 2017, pp. 1~-~64

A.Pakniyat and P. E. Caines, “On the Minimum Principle and Dynamic Programming for Classical and Hybrid Control Systems”, IEEE Trans.on Automatic Control Sept. 2017, Volume: 62, No. 9, pp 4347-4362

P. E. Caines and A.C. Kizilkale, "epsilon-Nash Equilibria for Partially Observed LQG Mean Field Games with Major Player', IEEE Trans. on Automatic Control,July, 2017, Vol 62, no.7 pp. 3225-3234

M. Helwa and P. E. Caines, “In-Block Controllability of Affine Systems on Polytopes”, IEEE Trans. on Automatic Control, June, 2017, Vol 62, No. 6, pp. 2950-2957

A. Pakniyat and P.E. Caines, “Hybrid Optimal Control of an Electric Vehicle with a Dual-Planetary Transmission”, Nonlinear Analysis - Hybrid Systems, 2017, Vol 25, pp. 263 - 282

M. Aziz and P. E. Caines, “A Mean Field Games Computational Methodology for Decentralized Cellular Network Optimization,” IEEE Trans. on Control Systems Technology, March, 2017, pp. 563 -576 Link to publication (on line, 2016)

P.E. Caines, M.Y. Huang and Roland Malhame', “Mean Field Games”, Springer Handbook on Dynamic Game Theory, Eds. T. Basar, G. Zaccour, On line 2 June 2017: SpringerLink. doi:10.1007 978-3-319-27335-8 7-1

D. Firoozi and P. E. Caines, “ An Optimal Execution Problem in Finance Targeting the Market Trading Speed: an MFG Formulation”, 56th IEEE Conference on Decision and Control, Melbourne, Australia, December, 2017, pp 7 - 14

D. Firoozi, A. Pakniyat and P. E. Caines, “A Mean Field Game - Hybrid Systems Approach to Optimal Execution Problems in Finance with Stopping Times”, 56th IEEE Conference on Decision and Control, Melbourne, Australia, December, 2017, pp 3144 - 3151

S. Gao and P. E. Caines, “The Control of Arbitrary Size Networks of Linear Systems via Graphon Limits: An Initial Investigation”, 56th IEEE Conference on Decision and Control, Melbourne, Australia, December, 2017, pp 1052 - 1057

D. Firoozi and P. E. Caines, “An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives: an MFG Formulation”, IFAC World Congress, Toulouse, July 2017. IFAC-PapersOnLine, Volume 50, Issue 1, 2017, Pages 4960-4967, ISSN 2405-8963, Link to publication

A. Pakniyat, and P. E. Caines, “A Class of Linear Quadratic Gaussian Hybrid Optimal Control Problems with Realization–Independent Riccati Equations”, IFAC World Congress, Toulouse, July 2017. IFAC-PapersOnLine, Volume 50, Issue 1, 2017, Pages 2205-2210, ISSN 2405-8963, Link to publication

S. Gao and P. E. Caines, “Minimum Energy Control of Arbitrary Size Networks of Linear Systems via Graphon Limits”, SIAM Workshop on Network Science, Pittsburgh, PA, USA, July 13-14, 2017