Francisco J. Silva

Available identifiers

zbMath Open silva.francisco-jMaRDI QIDQ255833

List of research outcomes

Publication	Date of Publication	Type
A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems	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	2023-01-31	Paper
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions	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	2020-04-29	Paper
Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems	2020-02-12	Paper
Finite mean field games: fictitious play and convergence to a first order continuous mean field game	2019-11-21	Paper
On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings	2019-07-11	Paper
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations	2019-05-29	Paper
On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications	2018-07-18	Paper
Optimality Conditions (in Pontryagin Form)	2018-04-05	Paper
Hamilton–Jacobi–Bellman Equations	2018-04-05	Paper
Proximal Methods for Stationary Mean Field Games with Local Couplings	2018-03-16	Paper
A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow	2018-02-19	Paper
On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems	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	2016-10-12	Paper
Second Order Analysis for Strong Solutions in the Optimal Control of Parabolic Equations	2016-04-11	Paper
A semi-Lagrangian scheme for a degenerate second order mean field game system	2016-03-09	Paper
A variational approach to second order mean field games with density constraints: the stationary case	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	2014-03-12	Paper
Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems	2012-10-15	Paper
Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems	2012-09-14	Paper
First and second order necessary conditions for stochastic optimal control problems	2012-08-01	Paper
Asymptotic Expansion for the Solutions of Control Constrained Semilinear Elliptic Problems with Interior Penalties	2012-03-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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