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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