Francisco J. Silva

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Person:255833

Available identifiers

zbMath Open silva.francisco-jMaRDI QIDQ255833

List of research outcomes





PublicationDate of PublicationType
Approximation of deterministic mean field games with control-affine dynamics2025-01-09Paper
Information transmission in persuasion models with imperfect verification2024-11-01Paper
A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems2024-01-25Paper
Approximation of deterministic mean field games under polynomial growth conditions on the data2023-05-02Paper
A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games2023-01-31Paper
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions2023-01-18Paper
Approximation of deterministic mean field games with control-affine dynamics2022-12-19Paper
A high-order scheme for mean field games2022-07-18Paper
On the time discretization of stochastic optimal control problems: the dynamic programming approach2020-04-29Paper
Existence of Lagrange multipliers under Gâteaux differentiable data with applications to stochastic optimal control problems2020-02-12Paper
Finite mean field games: fictitious play and convergence to a first order continuous mean field game2019-11-21Paper
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings2019-07-11Paper
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations2019-05-29Paper
On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications2018-07-18Paper
Hamilton-Jacobi-Bellman equations2018-04-05Paper
Optimality conditions (in Pontryagin form)2018-04-05Paper
Proximal methods for stationary mean field games with local couplings2018-03-16Paper
A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow2018-02-19Paper
On the variational formulation of some stationary second-order mean field games systems2018-02-19Paper
The Hughes model for pedestrian dynamics and congestion modelling2016-11-21Paper
On the convergence of the Sakawa-Shindo algorithm in stochastic control2016-10-12Paper
Second order analysis for strong solutions in the optimal control of parabolic equations2016-04-11Paper
A semi-Lagrangian scheme for a degenerate second order mean field game system2016-03-09Paper
A variational approach to second order mean field games with density constraints: the stationary case2015-11-10Paper
Some sensitivity results in stochastic optimal control: A Lagrange multiplier point of view2014-04-02Paper
Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations2014-03-12Paper
Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems2012-10-15Paper
Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems2012-09-14Paper
First and second order necessary conditions for stochastic optimal control problems2012-08-01Paper
Asymptotic expansion for the solutions of control constrained semilinear elliptic problems with interior penalties2012-03-13Paper

Research outcomes over time

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