Peter E. Caines, Arman C. Kizilkale. Recursive estimation of common partially observed disturbances in MFG systems with application to large scale power markets. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 2505-2512, IEEE, 2013. [doi]
Abstract is missing.