76 citations · 299 across the 24 of their papers we have counts for
6 papers · 1 filter
The density evolution of the killed Mckean-Vlasov process
Peter E. Caines, Daniel Ho, Qingshuo Song
The study of the density evolution naturally arises in Mean Field Game theory for the estimation of the density of the large population dynamics. In this paper, we study the densit…
Convex Analysis for LQG Systems with Applications to Major Minor LQG Mean-Field Game Systems
Dena Firoozi, Sebastian Jaimungal, Peter E. Caines
We develop a convex analysis approach for solving LQG optimal control problems and apply it to major-minor (MM) LQG mean-field game (MFG) systems. The approach retrieves the best r…
-Nash Equilibria for Major Minor LQG Mean Field Games with Partial Observations of All Agents
Dena Firoozi, Peter E. Caines
The partially observed major minor LQG and nonlinear mean field game (PO MM LQG MFG) systems where it is assumed the major agent's state is partially observed by each minor agent,…
A Class of Hybrid LQG Mean Field Games with State-Invariant Switching and Stopping Strategies
Dena Firoozi, Ali Pakniyat, Peter E. Caines
A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique -Nash equilibrium for a non-cooperative game…
Mean Field Game Systems with Common Noise and Markovian Latent Processes
Dena Firoozi, Peter E. Caines, Sebastian Jaimungal
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are:…
Graphon Control of Large-scale Networks of Linear Systems
Shuang Gao, Peter E. Caines
To achieve control objectives for extremely large-scale complex networks using standard methods is essentially intractable. In this work a theory of the approximate control of comp…