inControl

ep45 - Peter Caines: from stochastic and adaptive control to mean field games, graphons, and beyond!

15 Jun 2026

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Outline 00:00 - Intro 02:10 - London in the 1960s12:40 - From Oxford to Imperial College: David Mayne and the discrete-time Riccati equation 18:05 - The "global tour": Montenegro roads, hitch-hiking to Istanbul, and the San Francisco waterfront 22:30 - Feedback and causality between stochastic processes 31:15 - The system identification years 40:50 - Model complexity, the bias–variance trade-off, and concentration inequalities 52:05 - Adaptive control: living through a golden era 1:00:30 - McGill, George Zames, and CIFAR's "institute without walls," and COCOLOG 1:09:45 - Mean field games: the China connection, the cell-phone problem, and Nash Certainty Equivalence 1:20:15 - The Lasry–Lions simultaneous discovery 1:24:40 - From graphons to graphexons: sparse networks, Laplexions, and geometry 1:31:00 - Linear Stochastic Systems, Popper, and falsifiability 1:35:20 - Advice to young researchers 1:38:00 - OutroLinks Peter Caines' website: https://www.mcgill.ca/cim/caines Linear Stochastic Systems: https://epubs.siam.org/doi/book/10.1137/1.9781611974713 On the discrete-time matrix Riccati equation of optimal control: https://doi.org/10.1080/00207177008931892 Feedback between stationary stochastic processes: https://doi.org/10.1109/TAC.1975.1101008 Prediction-error identification methods for stationary stochastic processes: https://doi.org/10.1109/TAC.1976.1101304 Asymptotic normality of prediction-error estimators for approximate system models: https://doi.org/10.1109/CDC.1978.268066 Discrete-time multivariable adaptive control (Axelby Award): https://doi.org/10.1109/TAC.1980.1102363 Discrete-time stochastic adaptive control: https://doi.org/10.1137/0319052 25 seminal control papers of the 20th century: https://books.google.ca/books/about/Control_Theory.html?id=eVhGAAAAYAAJ COCOLOG: A conditional observer and controller logic for finite machines: https://epubs.siam.org/doi/10.1137/S0363012992226636 Hierarchical hybrid control systems: https://doi.org/10.1109/9.664153 On the hybrid optimal control problem: https://ieeexplore.ieee.org/document/4303244Bode Lecture: https://ieeecss.org/presentation/bode-lecture/mean-field-stochastic-control The cell-phone problem - Large population stochastic wireless power control: https://doi.org/10.1109/CDC.2003.1272542 Large-population stochastic dynamic games - McKean-Vlasov and the Nash Certainty Equivalence principle: https://projecteuclid.org/journals/communications-in-information-and-systems/volume-6/issue-3/Large-population-stochastic-dynamic-games--closed-loop-McKean-Vlasov/cis/1183728987.full Large-population cost-coupled LQG with nonuniform agents and decentralized ε-Nash equilibria: https://doi.org/10.1109/TAC.2007.904450 Social optima in mean field LQG control: https://doi.org/10.1109/TAC.2012.2183439 ε-Nash mean field games with major and minor agents: https://arxiv.org/abs/1209.5684 Graphon mean field games and their equations: https://doi.org/10.1137/20M136373X Mean field games on large sparse network limits - Laplexion dynamics on graphexons: https://www.sciencedirect.com/science/article/pii/S240589632500388X Murray Wonham oral history: https://www.youtube.com/watch?v=8IBZyRo0vDkSupport the showPodcast infoPodcast website: https://www.incontrolpodcast.com/Apple Podcasts: https://tinyurl.com/5n84j85jSpotify: https://tinyurl.com/4rwztj3cRSS: https://tinyurl.com/yc2fcv4yYoutube: https://tinyurl.com/bdbvhsj6Facebook: https://tinyurl.com/3z24yr43Twitter: https://twitter.com/IncontrolPInstagram: https://tinyurl.com/35cu4kr4Acknowledgments and sponsorsThis episode was supported by the National Centre of Competence in Research on «Dependable, ubiquitous automation» and the IFAC Activity fund. The podcast benefits from the help of an incredibly talented and passionate team. Special thanks to L. Seward, E. Cahard, F. Banis, F. Dörfler, J. Lygeros, ETH studio and mirrorlake . Music was composed by A New Element.

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13:00H | 21 DIC 2025 | Fin de Semana

01 Jan 1970

Fin de Semana

10:00H | 21 DIC 2025 | Fin de Semana

01 Jan 1970

Fin de Semana

12:00H | 20 DIC 2025 | Fin de Semana

01 Jan 1970

Fin de Semana

2ª PARTE | 06 ENE 2026 | EL PARTIDAZO DE COPE

01 Jan 1970

El Partidazo de COPE

3ª PARTE | 22 ENE 2026 | EL PARTIDAZO DE COPE

01 Jan 1970

El Partidazo de COPE

3ª PARTE | 04 MAR 2026 | EL PARTIDAZO DE COPE

01 Jan 1970

El Partidazo de COPE

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inControl

ep45 - Peter Caines: from stochastic and adaptive control to mean field games, graphons, and beyond!

This episode hasn't been transcribed yet

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13:00H | 21 DIC 2025 | Fin de Semana

10:00H | 21 DIC 2025 | Fin de Semana

12:00H | 20 DIC 2025 | Fin de Semana

2ª PARTE | 06 ENE 2026 | EL PARTIDAZO DE COPE

3ª PARTE | 22 ENE 2026 | EL PARTIDAZO DE COPE

3ª PARTE | 04 MAR 2026 | EL PARTIDAZO DE COPE

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