P
Peter E. Caines
Researcher at McGill University
Publications - 377
Citations - 13038
Peter E. Caines is an academic researcher from McGill University. The author has contributed to research in topics: Optimal control & Hybrid system. The author has an hindex of 43, co-authored 369 publications receiving 11876 citations. Previous affiliations of Peter E. Caines include Carleton University & Stanford University.
Papers
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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
TL;DR: The McKean-Vlasov NCE method presented in this paper has a close connection with the statistical physics of large particle systems: both identify a consistency relationship between the individual agent at the microscopic level and the mass of individuals at the macroscopic level.
Large Population Stochastic Dynamic Games: Closed-Loop McKean-Vlasov Systems and the Nash Certainty Equivalence Principle
TL;DR: In this article, the authors considered a large population game with weakly coupled agents and proposed the so-called Nash Certainty Equivalence (NCE) principle, which leads to a decentralized control synthesis.
Journal ArticleDOI
Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$ -Nash Equilibria
TL;DR: A state aggregation technique is developed to obtain a set of decentralized control laws for the individuals which possesses an epsiv-Nash equilibrium property and a stability property of the mass behavior is established.
Journal ArticleDOI
Discrete-time multivariable adaptive control
TL;DR: In this paper, the authors established global convergence for a class of adaptive control algorithms applied to discrete time MIMO deterministic linear systems and showed that the algorithms will ensure that the system inputs and outputs remain bounded for all time and that the output tracking error converges to zero.
Book
Linear stochastic systems
TL;DR: Stochastic Processes Linear Stochastic Systems Estimation Theory Stochastics Realization Theory System Identification: Foundations and Basic Concepts.