Pfeiffer, Laurent
- On the Turnpike Property and the Receding-Horizon Method for\n Linear-Quadratic Optimal Control Problems
2018/11/06 by Tobias Breiten, Breiten, Tobias, Laurent Pfeiffer +1 · 6 citations
Engineering · Computer Science · #Spacecraft Dynamics and Control #Optimization and Variational Analysis #Aerospace Engineering and Control Systems
- Weak Solutions for Potential Mean Field Games of Controls
2020/10/19 by Jameson Graber, Alan Mullenix, Graber, Jameson +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Mathematical Biology Tumor Growth #Stochastic processes and financial applications
- A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints
2021/03/19 by J. Frédéric Bonnans, Bonnans, Joseph Frédéric, Justina Gianatti +3 · 4 citations
Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Feedback Stabilization of the Two-Dimensional Navier-Stokes Equations by\n Value Function Approximation
2019/02/01 by Tobias Breiten, Karl Kunisch, Breiten, Tobias +3 · 3 citations
Engineering · Physics and Astronomy · #35Q35 #49J20 #49N35 #93D05 #93D15 #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Model Reduction and Neural Networks #Optimization and Control (math.OC) #Stability and Controllability of Differential Equations
- Error estimates of a theta-scheme for second-order mean field games
2022/12/15 by Bonnans, J. Frédéric, Liu, Kang, Pfeiffer, Laurent · 4 citations
#49N80 #65M012 #65M06 #9108 #91A16 #FOS: Mathematics #Numerical Analysis (math.NA)
- Generalized conditional gradient and learning in potential mean field games
2021/09/13 by J. Frédéric Bonnans, Bonnans, J Frédéric, Pierre Lavigne +3 · 3 citations
Computer Science · Decision Sciences · #Analysis of PDEs (math.AP) #FOS: Mathematics #Game Theory and Applications #Reinforcement Learning in Robotics #Stochastic Gradient Optimization Techniques
- Discrete potential mean field games: duality and numerical resolution
2021/06/14 by J. Frédéric Bonnans, P. Lavigne, Bonnans, J. Frédéric +3 · 3 citations
Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Taylor Expansions of the Value Function Associated with a Bilinear\n Optimal Control Problem
2017/06/16 by Tobias Breiten, Breiten, Tobias, Karl Kunisch +3 · 4 citations
Computer Science · Engineering · #Optimization and Variational Analysis #Stability and Controllability of Differential Equations #Advanced Control Systems Optimization
- Schauder Estimates for a Class of Potential Mean Field Games of Controls
2019/02/14 by Bonnans, J. Frédéric, Hadikhanloo, Saeed, Pfeiffer, Laurent · 2 citations
#49N70 #91A13 #FOS: Mathematics #Optimization and Control (math.OC)
- Generalized conditional gradient and learning in potential mean field games
2022/09/26 by Pierre Lavigne, Lavigne, Pierre, Laurent Pfeiffer +2 · 2 citations
Physics and Astronomy · #Statistical Mechanics and Entropy
- Duality and approximation of stochastic optimal control problems under expectation constraints
2020/07/01 by Laurent Pfeiffer, Xiaolu Tan, Pfeiffer, Laurent +3 · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #49K45 #60H10 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications
- A mesh-independent method for second-order potential mean field games
2023/10/30 by Kang Liu, Laurent Pfeiffer, Liu, Kang +1 · 2 citations
Medicine · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Optimization and Control (math.OC)
- Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution
2022/04/05 by Bonnans, J. Frédéric, Liu, Kang, Oudjane, Nadia +2 · 1 citation
#49M20 #49M27 #90C06 #90M26 #FOS: Mathematics #Optimization and Control (math.OC)
- A nonsmooth Frank-Wolfe algorithm through a dual cutting-plane approach
2024/03/27 by Guilherme Mazanti, Thibault Moquet, Mazanti, Guilherme +3 · 1 citation
Computer Science · Engineering · #90C25 90C30 90C46 #Complexity and Algorithms in Graphs #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Mean field optimization problems: stability results and Lagrangian discretization
2023/10/30 by Kang Liu, Laurent Pfeiffer, Liu, Kang +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Optimization and Control (math.OC) #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications