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Mean Field Control and Games on Large Networks

Speaker Prof. Peter E. Caines

Department of Electrical and Computer Engineering McGill University, Montreal Quebec, Canada

DateTime April 03 (Friday), 2026|08:00

Zoom https://snu-ac-kr.zoom.us/my/jingyu.lee

Abstract

  Contemporary technological systems often have a network structure of both great scale and complexity; examples are provided by the internet, electrical power grids and air traffic systems. Furthermore, the natural world reveals a vast array of complex networks which includes the human microbiome and the brain. All these networks support dynamical processes, often with feedback loops which are  inherent, designed or a combination of both. 

 Results on Optimal Stochastic Control and  Mean Field Games for large populations on large networks will be presented in terms of  the graphexon limits of sparse and dense networks; these results include the existence and uniqueness of optima and Nash equilibria together with their approximation to  source problems with finite populations problems on finite networks.

Biography

  Peter E. Caines received the BA in mathematics from Oxford University in 1967 and the PhD in systems and control theory in 1970 from Imperial College, University of London,  supervised by David Q. Mayne, FRS. Following  PDF and visiting positions  he joined McGill University in 1980, where he is Distinguished James McGill Professor and Macdonald Chair in the Department of Electrical and Computer Engineering. He received the IEEE Control Systems Society Bode Lecture Prize (2009), is a Fellow of  IFAC, CIFAR, SIAM, IEEE, the IMA (UK) and the Royal Society of Canada (2003), and a member of Professional Engineers Ontario. His monograph, Linear Stochastic Systems (Wiley, 1988), is now  a SIAM Classic and his research interests include stochastic and hybrid systems, and mean field control and games on complex networks.