| Publication | Date of Publication | Type |
|---|
Approximation of deterministic mean field games with control-affine dynamics
Foundations of Computational Mathematics | 2025-01-09 | Paper |
Information transmission in persuasion models with imperfect verification
Theoretical Economics | 2024-11-01 | Paper |
A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems
SIAM Journal on Numerical Analysis | 2024-01-25 | Paper |
| Approximation of deterministic mean field games under polynomial growth conditions on the data | 2023-05-02 | Paper |
A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
Applied Mathematics and Optimization | 2023-01-31 | Paper |
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions
Numerische Mathematik | 2023-01-18 | Paper |
| Approximation of deterministic mean field games with control-affine dynamics | 2022-12-19 | Paper |
| A high-order scheme for mean field games | 2022-07-18 | Paper |
On the time discretization of stochastic optimal control problems: the dynamic programming approach
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Existence of Lagrange multipliers under Gâteaux differentiable data with applications to stochastic optimal control problems
SIAM Journal on Optimization | 2020-02-12 | Paper |
Finite mean field games: fictitious play and convergence to a first order continuous mean field game
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2019-11-21 | Paper |
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
(available as arXiv preprint) | 2019-05-29 | Paper |
On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
SIAM Journal on Numerical Analysis | 2018-07-18 | Paper |
Hamilton-Jacobi-Bellman equations
Optimal Control: Novel Directions and Applications | 2018-04-05 | Paper |
Optimality conditions (in Pontryagin form)
Optimal Control: Novel Directions and Applications | 2018-04-05 | Paper |
Proximal methods for stationary mean field games with local couplings
SIAM Journal on Control and Optimization | 2018-03-16 | Paper |
A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow
Dynamic Games and Applications | 2018-02-19 | Paper |
On the variational formulation of some stationary second-order mean field games systems
SIAM Journal on Mathematical Analysis | 2018-02-19 | Paper |
| The Hughes model for pedestrian dynamics and congestion modelling | 2016-11-21 | Paper |
On the convergence of the Sakawa-Shindo algorithm in stochastic control
Mathematical Control and Related Fields | 2016-10-12 | Paper |
Second order analysis for strong solutions in the optimal control of parabolic equations
SIAM Journal on Control and Optimization | 2016-04-11 | Paper |
A semi-Lagrangian scheme for a degenerate second order mean field game system
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
A variational approach to second order mean field games with density constraints: the stationary case
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2015-11-10 | Paper |
| Some sensitivity results in stochastic optimal control: A Lagrange multiplier point of view | 2014-04-02 | Paper |
Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations
Transactions of the American Mathematical Society | 2014-03-12 | Paper |
Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems
Mathematical Programming. Series A. Series B | 2012-10-15 | Paper |
Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems
Systems & Control Letters | 2012-09-14 | Paper |
First and second order necessary conditions for stochastic optimal control problems
Applied Mathematics and Optimization | 2012-08-01 | Paper |
Asymptotic expansion for the solutions of control constrained semilinear elliptic problems with interior penalties
SIAM Journal on Control and Optimization | 2012-03-13 | Paper |
