International Journal of Tomography and Statistics, Special Issue: Control Applications of Optimisation-Optimisation Methods, Differential Games, Time Delay Control Systems, Economics & Management, 7(F07), 102–107, 2007 référence BibTeX

jan. 2007

Explicit martingale representations for Brownian functionals and applications to option hedging

Jean-François Renaud et Bruno Rémillard

Stochastic Analysis and Applications, 25(1), 801–820, 2007 référence BibTeX

jan. 2007

Hedge funds returnd weighted-symmetry and the Omega© performance measure

Pierre Laroche et Bruno Rémillard

AIMA Journal, 77, 20–22, 2007 référence BibTeX

jan. 2007

On the hybrid optimal control problem: Theory and algorithms'

Mohammad Shahid Shaikh et Peter E. Caines

IEEE Transactions on Automatic Control, 52(9), 1587–1603, 2007 référence BibTeX

jan. 2007

On the supervisory control of multi-agent product systems: Controllability properties

I. Romanovski et Peter E. Caines

Systems and Control Letters, 56(2), 113–121, 2007 référence BibTeX

jan. 2007

A dynamic programming approach to price call and put options embedded in bonds

Hatem Ben-Ameur, Michèle Breton, Pierre L'Ecuyer et Lotfi Karoui

Journal of Economic Dynamics and Control, 31, 2212–2233, 2007 référence BibTeX

jan. 2006

Analysis of multivariate extreme values with actuarial applications

Debbie J. Dupuis et Bruce L. Jones

North American Actuarial Journal, 10(4), 1–27, 2006 référence BibTeX

jan. 2006

An extreme value analysis of advanced age mortality data

Kathryn A. Robertson, Debbie J. Dupuis et Bruce L. Jones

North American Actuarial Journal, 10(4), 162–177, 2006 référence BibTeX

jan. 2006

Acceptance of functional foods: A comparison of French, American, and French Canadian consumers

JoAnne Labrecque, Maurice Doyon, François Bellavance et Jane Kolodinski

Canadian Journal of Agricultural Economics, 54(4), 647–661, 2006 référence BibTeX

jan. 2006

A dynamic programming approach to price installment options

Hatem Ben-Ameur, Michèle Breton et Pascal François

European Journal of Operational Research, 169(2), 667–676, 2006 référence BibTeX

jan. 2004

Slowing deforestation pace through subsidies - A differential game

Karima Fredj, Guiomar Martín-Herrán et Georges Zaccour

Automatica, 40(2), 301–309, 2004 référence BibTeX

jan. 2004

The effects of location and non-location factors on gasoline station performance

Robert Gagné, Raphaël Nguimbus et Georges Zaccour

Energy Studies Review, 12(2), 153–169, 2004 référence BibTeX

jan. 2003

Approximating american option prices in the garch framework

Jin-Chuan Duan, Geneviève Gauthier, Caroline Sasseville et Jean-Guy Simonato

Journal of Futures Markets, 23(10), 915–929, 2003 référence BibTeX

jan. 2003

Pricing discretely monitored barrier options by a Markov chain

Jin-Chuan Duan, E. Dudley, Geneviève Gauthier et Jean-Guy Simonato

Journal of Derivatives, 10(4), 9–32, 2003 référence BibTeX

jan. 2003

The performance of analytical approximations for the computation of asian quanto-basket option prices

J.-Y. Datey, Geneviève Gauthier et Jean-Guy Simonato

Multinational Finance Journal, 7, 55–82, 2003 référence BibTeX

jan. 2001

Asymptotic Distribution of the EMS Option Price Estimator

Jin-Chuan Duan, Geneviève Gauthier et Jean-Guy Simonato

Management Science, 47(8), 1122–1132, 2001 référence BibTeX

jan. 2000

An Analytical Approximation for the GARCH Option Pricing Model

Jin-Chuan Duan, Geneviève Gauthier et Jean-Guy Simonato

Journal of Computational Finance, 2, 75–116, 2000 référence BibTeX

Livres

avr. 2019

Actuarial finance: Derivatives, quantitative models and risk management

Mathieu Boudreault et Jean-François Renaud

Wiley, 592 pages, 2019 référence BibTeX

juin 2018

Linear stochastic systems

Peter E. Caines

Siam, 2nd, 874 pages, 2018 référence BibTeX

avr. 2013

Statistical methods for financial engineering

Bruno Rémillard

Chapman and Hall/CRC, 496 pages, 2013 référence BibTeX

jan. 2013

Advances in Dynamic Games: Theory, Applications and Numerical Methods

Vlastimil Krivan et Georges Zaccour

Birkhäuser Basel, Annals of the International Society of Dynamic Games, Vol. 13, 350 pages, 2013 référence BibTeX

jan. 2012

Games and dynamic games

Alain Haurie, J. Kraczyk et Georges Zaccour

World Scientific-Now Publishers Series in Business, vol. 1, 465 pages, 2012 référence BibTeX

jan. 2005

Dynamic games: Theory and applications

Alain Haurie et Georges Zaccour

Springer, 2005 référence BibTeX

Chapitres de livre

jan. 2020

Non-linear incentive equilibrium strategies for a transboundary pollution differential game

Javier de Frutos et Guiomar Martín-Herrán

Pineau P.O., Sigué S., Taboubi S. (eds), Games in Management Science, International Series in Operations Research & Management Science, vol 280, Springer, Cham, 187–204, 2020 référence BibTeX

juin 2019

Compound Hawkes processes in limit order books

Anatoliy Swishchuk, Bruno Rémillard, Robert J. Elliott et Jonathan A. Chávez-Casillas

J. Chevallier, et al. (eds.), Financial Mathematics, Volatility and Covariance Modelling, Routledge, London, 191–214, 2019 référence BibTeX

jan. 2019

Mean field games

Peter E. Caines

T. Samad, J. Ballieul (eds.), Encyclopedia of Systems and Control, Springer-Verlag, London, 2019 référence BibTeX

nov. 2018

Option pricing and hedging for discrete time autoregressive hidden Markov model

Massimo Caccia et Bruno Rémillard

K. Glau et al. (eds), Innovations in Insurance, Risk- and Asset Management, World Scientific Publishing Company, 313–348, 2018 référence BibTeX

nov. 2018

Replication methods for financial indexes

Bruno Rémillard, Bouchra Nasri et Malek Ben-Abdellatif

K. Glau et al. (eds), Innovations in Insurance, Risk- and Asset Management, World Scientific Publishing Company, 421–448, 2018 référence BibTeX

sept. 2018

Stochastic recovery rate: Impact of pricing measure’s choice and financial consequences on single-name products

Paolo Gambetti, Geneviève Gauthier et Frédéric Vrins

M. Mili, et al. (eds), New Methods in Fixed Income Modeling, Springer, 181–203, 2018 référence BibTeX

juil. 2017

The execution problem in finance with major and minor traders: A mean field game formulation

Dena Firoozi et Peter E. Caines

Apaloo J., Viscolani B. (eds), Advances in Dynamic and Mean Field Games. ISDG 2016, Annals of the International Society of Dynamic Games, vol. 15, Birkhäuser, Cham, 107–130, 2017 référence BibTeX

avr. 2017

Mean field games

Peter E. Caines, Minyi Huang et Roland P. Malhamé

T. Basar, G. Zaccour (eds.), Handbook of Dynamic Game Theory, Springer, 1–28, 2017 référence BibTeX

jan. 2015

Global warming and R&D-based growth in a trade model between environmentally sensitive and environmentally neglectful countries

Francisco Cabo, Guiomar Martín-Herrán et María Pilar Martínez García

L. Bernard, W. Semmler (eds.), The Oxford Handbook of the Macroeconomics of Climate Change, Oxford University Press, 222–247, 2015 référence BibTeX

jan. 2014

On the effect of resource exploitation on growth: Domestic innovation vs. technological diffusion through trade

Francisco Cabo, Guiomar Martín-Herrán et María Pilar Martínez García

W. Semmler, G. Tragler and V. Veliov (eds.), Dynamic Optimization in Environmental Economics, Vol. 15, Springer, 243–264, 2014 référence BibTeX

jan. 2014

Mean Field Games

Peter E. Caines

J. Baillieul, T. Samad (eds.), Encyclopedia of Systems and Control, Springer, Berlin, 101–106, 2014 référence BibTeX

sept. 2013

Une approche actuarielle de la gestion et de la modélisation des risques de séismes et d’ouragans

Mathieu Boudreault

A. De Serres (ed.), La gestion des risques majeurs: La résilience organisationnelle - Apprendre à être surpris, Éditions Yvon Blais, Thomson Reuters, 477–524, 2013 référence BibTeX

jan. 2013

Game theory

Georges Zaccour

E.H. Kessler, Encyclopedia of Management Theory, Sage Publications, 297–304, 2013 référence BibTeX

jan. 2012

Monte Carlo approximations of American options that preserve monotonicity and convexity

Pierre Del Moral, Bruno Rémillard et Sylvain Rubenthaler

R. Carmona, P. del Moral, P. Hu and N. Oudjane, Numerical Methods in Finance, 12, Springer New York, 115–143, 2012 référence BibTeX

jan. 2012

Optimal hedging of American options in discrete time

Bruno Rémillard, Alexandre Hocquard, Hugues Langlois et Nicolas Papageorgiou

R. Carmona, P. del Moral, P. Hu and N. Oudjane, Numerical Methods in Finance, 12, Springer New York, 145–170, 2012 référence BibTeX

jan. 2010

Leader-follower cucker-smale type flocking synthesized via mean field stochastic control theory

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

J. Angeles et al. (eds.), Brain, Body and Machines, Vol. 83, Springer, 283–298, 2010 référence BibTeX

jan. 2008

Copula-based credit rating model for evaluating credit basket derivatives

Nicolas Papageorgiou, Bruno Rémillard et J.-L. Gardère

G. Gregoriou and C. Hoppe, Handbook of Credit Portfolio Management, 163–181, 2008 référence BibTeX

jan. 2007

A hybrid bellman equation for bimodal systems. Hybrid systems: Computation and control

Peter E. Caines, Magnus Egerstedt, Roland P. Malhamé et Angela Schöllig

Hybrid Systems: Computation and Control, LNCS 4416, 656–659, 2007 référence BibTeX

jan. 2007

Bayes nets of time series: Stochastic realizations and projections

Peter E. Caines, R. Deardon et H.P. Wynn

L. Pronzato, A.A. Zhigljavsky (eds.), Proceedings of the Workshop on Optimum Design and Related Statistical Issues, 2007 référence BibTeX

jan. 2007

Patterns in electronic brainstorming: The effects of synergy, social loafing, and time on group idea generation

Alan R. Dennis, Alain Pinsonneault, K. McNamara Hilmer, H. Barki, B. Gallupe, Mark Huber et François Bellavance

Emerging E-collaboration Concepts and Applications, 1, 193–213, 2007 référence BibTeX

jan. 2003

A Markov chain method for pricing contingent claims

Jin-Chuan Duan, Geneviève Gauthier et Jean-Guy Simonato

Eds Yao, DD, Zhang, H, Zhou, XY, Stochastic Modeling and Optimization, Springer, 333–362, 2003 référence BibTeX

Actes de conférence

déc. 2024

Sparse network mean field games: Ring structures and related topologies

Peter E. Caines et Minyi Huang

2024 IEEE 63rd Conference on Decision and Control (CDC), Milan, Italy, 2024 référence BibTeX

déc. 2021

LQG graphon mean field games: Graphon invariant subspaces

Shuang Gao, Peter E. Caines et Minyi Huang

2021 60th IEEE Conference on Decision and Control (CDC), Austin, TX, United States, 5253–5260, 2021 référence BibTeX

déc. 2020

On the master equation for linear quadratic graphon mean field games

Rinel Foguen Tchuendom, Peter E. Caines et Minyi Huang

2020 59th IEEE Conference on Decision and Control (CDC), Jeju Island, Korea, 1026–1031, 2020 référence BibTeX

juin 2020

Using a network flow as a lower bound to the solution of a robotic process automation problem

Imène Benkalai, Sara Séguin, H. Tremblay et Geoffrey Glangine

7th International Conference on control, Decision and Information Technologies, Prague, Czech Republic, 2020 référence BibTeX

jan. 2020

New Basic Hessian Approximations for Large-Scale Nonlinear Least-Squares Optimization

Ahmed Al-Siyabi et Mehiddin Al-Baali

Intelligent Computing and Optimization. ICO 2019, Advances in Intelligent Systems and Computing, vol 1072, Springer, Cham, 608–619, 2020 référence BibTeX

déc. 2019

Belief estimation by agents in major minor LQG mean field games

Dena Firoozi et Peter E. Caines

IEEE 58th Conference on decision and control, Nice, France, 1615–1622, 2019 référence BibTeX

avr. 2019

Robotic process automation (RPA) using an integer linear programming formulation

Sara Séguin et Guillaume Routhier

6th Internal Conference on Control, Decicion and Information technologies, Paris, France, 2019 référence BibTeX

déc. 2018

Graphon linear quadratic regulation of large-scale networks of linear systems

Shuang Gao et Peter E. Caines

57th IEEE Conference on Decision and Control, Miami Beach, FL, USA, 5892–5897, 2018 référence BibTeX

déc. 2018

Graphon mean field games and the GMFG equations

Peter E. Caines et Minyi Huang

2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 4129–4134, 2018 référence BibTeX

déc. 2018

Mean field game systems with common and latent processes

Dena Firoozi, Sebastian Jaimungal et Peter E. Caines

2018 IEEE Conference on Decision and Control (CDC), Miami Beach, USA, 5500–5505, 2018 référence BibTeX

déc. 2017

An optimal execution problem in finance targeting the market trading speed: An MFG formulation

Dena Firoozi et Peter E. Caines

56th IEEE Conference on Decision and Control, Melbourne, Australia, 7–14, 2017 référence BibTeX

déc. 2017

A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times

Dena Firoozi, Ali Pakniyat et Peter E. Caines

56th IEEE Conference on Decision and Control, Melbourne, Australia, 3144–3151, 2017 référence BibTeX

juil. 2017

An optimal execution problem in finance with acquisition and liquidation objectives: an MFG formulation

Dena Firoozi et Peter E. Caines

IFAC-PapersOnLine, 50(1), 4960–4967, 2017 référence BibTeX

juil. 2017

A class of linear quadratic Gaussian hybrid optimal control problems with realization independent Riccati equations

Ali Pakniyat et Peter E. Caines

IFAC-PapersOnLine, 50(1), 2205–2210, 2017 référence BibTeX

déc. 2016

Mean field game theory for agents with individual-state partial observations

Nevroz Sen et Peter E. Caines

2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 6105–6110, 2016 référence BibTeX

déc. 2016

Mean Field Game epsilon-Nash equilibria for partially observed optimal execution problems in finance

Dena Firoozi et Peter E. Caines

2016 IEEE 55th Conference on Decision and Control (CDC), Las Vegas, USA, 268–275, 2016 référence BibTeX

sept. 2016

The execution problem in finance: A partially observed mean field game formulation

Peter E. Caines et Dena Firoozi

AMS Fall Meeting, Bowdoin College, Brunswick, USA, 2016 référence BibTeX

juil. 2016

On Mean Field Games and nonlinear filtering for agents with individual-state partial observations

Nevroz Sen et Peter E. Caines

2016 American Control Conference (ACC), Boston, USA, 4681–4686, 2016 référence BibTeX

juil. 2016

The execution problem in finance: A mean field game formulation

Dena Firoozi et Peter E. Caines

17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016 référence BibTeX

juil. 2016

Mean field game theory: The case of agents with partial observations on their individual states

Nevroz Sen et Peter E. Caines

17th International Symposium on Dynamic Games and Applications, Urbino, Italie, 2016 référence BibTeX

déc. 2015

Epsilon-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents

Dena Firoozi et Peter E. Caines

2015 IEEE 54th Annual Conference on Decision and Control (CDC), Osaka, Japon, 4430–4437, 2015 référence BibTeX

oct. 2015

On the relation between the hybrid minimum principle and hybrid dynamic programming: A linear quadratic example

Ali Pakniyat et Peter E. Caines

Proceedings of the 5th IFAC Conference on Analysis and Design of Hybrid Systems, 48(27), Atlanta, USA, 169–174, 2015 référence BibTeX

juin 2015

Nonlinear filtering problems in partially observed MFG control theory

Nevroz Sen et Peter E. Caines

SIAM Conference on Control and Applications, 39–40, 2015 référence BibTeX

mai 2015

An estimation based allocation rule with super-linear regret and finite lock-on time for time-dependent multi-armed bandit processes

Prokopis Prokopiou, Peter E. Caines et Aditya Mahajan

Proceedings of the Canadian Conference on Elecrtical and Computer Engineering, Halifax, 1299–1306, 2015 référence BibTeX

déc. 2014

Computational investigations of decentralized cellular network optimization via mean field control

Mohamad Aziz et Peter E. Caines

2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 5560–5567, 2014 référence BibTeX

déc. 2014

Hierarchical control of piecewise affine hybrid systems

Mohamed Helwa et Peter E. Caines

2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 3950–3956, 2014 référence BibTeX

déc. 2014

Mean field games with partially observed major player and stochastic mean field

Nevroz Sen et Peter E. Caines

2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 2709–2715, 2014 référence BibTeX

déc. 2014

On the relation between the minimum principle and dynamic programming for hybrid systems

Ali Pakniyat et Peter E. Caines

2014 IEEE 53rd Annual Conference on Decision and Control (CDC), Los Angeles, USA, 19–24, 2014 référence BibTeX

déc. 2014

The gear selection problem for electric vehicles: An optimal control formulation

Ali Pakniyat et Peter E. Caines

13th International Conference on Control Automation Robotics & Vision, Singapore, 1261–1266, 2014 référence BibTeX

août 2014

Mean field estimation for partially observed LQG systems with major and minor agents

Peter E. Caines et Arman C. Kizilkale

Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014 référence BibTeX

juil. 2014

Nonlinear filtering for McKean-Vlasov type PDEs with application to mean field games

Nevroz Sen et Peter E. Caines

The 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014), Groningen, Netherlands, 1344–1351, 2014 référence BibTeX

sept. 2013

Mean Field Game Theory for Systems with Major and Minor Agents: Nonlinear Theory and Mean Field Estimation

Peter E. Caines

Mean Field Games and Related Topics - 2, Padova, Italy, 2013 référence BibTeX

jan. 2012

Coalition formation in mean field stochastic systems

Arman C. Kizilkale et Peter E. Caines

20th-MTNS, Melbourne, 2012 référence BibTeX

jan. 2012

Emergence of coalitions in mean field stochastic systems

Arman C. Kizilkale et Peter E. Caines

IEEE Conference on Decision and Control, Maui, 5768–5773, 2012 référence BibTeX

jan. 2012

\(\epsilon\)-Nash mean field theory for nonlinear stochastic dynamic games with major-minor agents

Mojtaba Nourian et Peter E. Caines

20th-MTNS, Melbourne, 2012 référence BibTeX

jan. 2012

\(\epsilon\)-Nash mean field theory for nonlinear stochastic dynamic games with major-minor agents

Mojtaba Nourian et Peter E. Caines

IEEE Conference on Decision and Control, Maui, 2090–2095, 2012 référence BibTeX

jan. 2012

Large scale real-time bidding in the smart grid: A mean field framework

Arman C. Kizilkale, Shie Mannor et Peter E. Caines

IEEE Conference on Decision and Control, Maui, 3680–3687, 2012 référence BibTeX

jan. 2012

On an extension of the hybrid minimum principle to systems on lie groups

Farzin Taringoo et Peter E. Caines

Proc.2012 American Control Conference, Montreal, 4534–4539, 2012 référence BibTeX

jan. 2011

A continuum mean field stochastic control approach to the consensus problem

Mojtaba Nourian, Peter E. Caines et Roland P. Malhamé

SIAM Conference on Control and its Application (CT'11), Baltimore, Maryland, 2011 référence BibTeX

jan. 2011

A solution to the consensus problem via a continuum based mean field control approach

Mojtaba Nourian, Peter E. Caines et Roland P. Malhamé

Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5708–5713, 2011 référence BibTeX

jan. 2011

An evolution mean field equation system of initial mean consensus behaviour: A stability analysis

Mojtaba Nourian, Peter E. Caines et Roland P. Malhamé

Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5029–5034, 2011 référence BibTeX

jan. 2011

Mean field (NCE) stochastic control: Populations of major and egoist-altruist agents

Arman C. Kizilkale et Peter E. Caines

Proc. 50th IEEE Conference on Decision and Control, 2011, Orlando, Floride, 5547–5552, 2011 référence BibTeX

jan. 2011

Mean field analysis of controlled cucker-smale type flocking: Linear analysis and perturbation equations

Mojtaba Nourian et Peter E. Caines

Proc. 18th IFAC World Congress, 4471–4476, 2011 référence BibTeX

jan. 2011

On the extension of the hybrid maximum principle to Riemannian manifolds

Farzin Taringoo et Peter E. Caines

50th IEEE Conference on Decision and Control, Orlando, Floride, 3301–3306, 2011 référence BibTeX

jan. 2011

Stability of interconnected thermodynamic systems

Dmitry Gromov et Peter E. Caines

Proc. 50th IEEE Conference on Decision and Control, Orlando, Florida, 6730–6735, 2011 référence BibTeX

jan. 2010

A solution to the mean field consensus problem via stochastic mean field control

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

2nd IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys'10), Annecy, France, 2010 référence BibTeX

jan. 2010

Stochastic adaptive Nash certainty equivalence control: Population parameter distribution estimation

Arman C. Kizilkale et Peter E. Caines

Proceedings of the 49th IEEE Conference on Decision and Control, Atlanta, Georgia, 6169–6176, 2010 référence BibTeX

jan. 2009

Derivation of consensus algorithm dynamics from mean field stochastic control NCE equations

Mojtaba Nourian, Peter E. Caines, Roland P. Malhamé et Minyi Huang

NECSYS 2009, Venice, Italy, 2009 référence BibTeX

jan. 2007

An algebraic framework for Bayes nets of time series

Peter E. Caines et H.P. Wynn

Modeling, Estimation and Control: Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday, 45–57, 2007 référence BibTeX

jan. 2006

A maximum principle for hybrid optimal control problems with pathwise state constraints

Peter E. Caines, Francis H. Clarke, X. Lui et R.B. Vinter

45th IEEE Conference on Decision and Control, San Diego, USA, 2006 référence BibTeX

jan. 2006

Convergence analysis of hybrid minimum principle (HMP) optimal control algorithms

Peter E. Caines et Mohammad Shahid Shaikh

The Mathematical Theory of Networks and Systems Conference, Kyoto, Japon, 2083–2088, 2006 référence BibTeX

jan. 2006

Multi-agent product systems: Controllability and non-blocking properties

I. Romanovski et Peter E. Caines

8th International Workshop on Discrete Event Systems, University of Michigan, Ann Arbor, Michigan, USA, 269–275, 2006 référence BibTeX

jan. 2006

Optimal stochastic control of networks: Call admission and routing for simple networks

Zhongjing Ma, Peter E. Caines et Roland P. Malhamé

ISYC2006, Aiya Napa, Chypre, 2006 référence BibTeX

jan. 2006

Optimality zone algorithms for hybrid systems: Efficient algorithms for optimal location and control computation

Peter E. Caines et Mohammad Shahid Shaikh

Proceedings of the 9th International HSCC Workshop on Hybrid Systems: Computation and Control (HSCC 2006), Santa Barbara, USA, 123–137, 2006 référence BibTeX

jan. 2006

Stochastic control of network systems I: NETCAD state space structure and dynamics

Zhongjing Ma, Peter E. Caines et Roland P. Malhamé

45th IEEE Conference on Decision and Control, San Diego, USA, 2577–2582, 2006 référence BibTeX

jan. 2006

Stochastic control of network systems II: NETCAD optimal control & the HJB equation

Zhongjing Ma, Peter E. Caines et Roland P. Malhamé

45th IEEE Conference on Decision and Control, San Diego, USA, page 3236, 2006 référence BibTeX

jan. 2006

Stochastic hybrid NETCAD systems for modelling: Call admission and routing control in networks

Zhongjing Ma, Peter E. Caines et Roland P. Malhamé

Proceedings 2nd IFAC Conference on the Analysis and Design of Hybrid Systems, ADHS06, Alghero, Italie, 166–171, 2006 référence BibTeX