2 citations · 4 across the 4 of their papers we have counts for
4 papers
On the Volatility of Optimal Control Policies and the Capacity of a Class of Linear Quadratic Regulators
Avinash Mohan, Shie Mannor, Arman Kizilkale
It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to…
An integral control formulation of Mean-field game based large scale coordination of loads in smart grids
Arman C. Kizilkale, Rabih Salhab, Roland P. Malhame
Pressure on ancillary reserves, i.e.frequency preserving, in power systems has significantly mounted due to the recent generalized increase of the fraction of (highly fluctuating)…
Mean Field Stochastic Adaptive Control
Arman C. Kizilkale, Peter E. Caines
For noncooperative games the mean field (MF) methodology provides decentralized strategies which yield Nash equilibria for large population systems in the asymptotic limit of an in…
Regulation, Volatility and Efficiency in Continuous-Time Markets
Arman C. Kizilkale, Shie Mannor
We analyze the efficiency of markets with friction, particularly power markets. We model the market as a dynamic system with the demand process and $(s_t;\,t\geq…