Sotabase

Career

· Professor, McGill University

Publications (732)

Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
Communications in Information and Systems · 2006
1,801
cited
Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
IEEE Transactions on Automatic Control · 2007
817
cited
Discrete-time multivariable adaptive control
1979
670
cited
Linear Stochastic Systems
1988
447
cited
Discrete time stochastic adaptive control
1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes · 1979
430
cited
Individual and mass behaviour in large population stochastic wireless power control problems: centralized and Nash equilibrium solutions
42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475) · 2003
419
cited
On the Hybrid Optimal Control Problem: Theory and Algorithms
IEEE Transactions on Automatic Control · 2007
329
cited
Discrete time multivariable adaptive control
1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes · 1979
285
cited
Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
IEEE Transactions on Automatic Control · 2012
277
cited
Epsilon-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
SIAM Journal of Control and Optimization · 2012
217
cited
Asymptotic normality of prediction error estimators for approximate system models
1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes · 1978
204
cited
Causality Analysis and Multivariate Autoregressive Modelling with an Application to Supermarket Sales Analysis
1980
158
cited
Hierarchical hybrid control systems: a lattice theoretic formulation
IEEE Transactions on Automatic Control · 1998
140
cited
Feedback between stationary stochastic processes
1975
139
cited
An Invariance Principle in Large Population Stochastic Dynamic Games
Journal of Systems Science and Complexity · 2007
114
cited
On the discrete time matrix Riccati equation of optimal control
1970
108
cited
Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents
2005
105
cited
On the Optimal Control of Hybrid Systems: Optimization of Trajectories, Switching Times, Location Schedules
International Conference on Hybrid Systems: Computation and Control · 2003
103
cited
Nash, Social and Centralized Solutions to Consensus Problems via Mean Field Control Theory
IEEE Transactions on Automatic Control · 2013
101
cited
The NCE (Mean Field) Principle With Locality Dependent Cost Interactions
IEEE Transactions on Automatic Control · 2010
97
cited
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