Silva, Francisco José
- Finite mean field games: fictitious play and convergence to a first\n order continuous mean field game
2018/05/15 by Saeed Hadikhanloo, Francisco J. Silva, Hadikhanloo, Saeed +1 · 6 citations
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- On the implementation of a primal-dual algorithm for second order\n time-dependent mean field games with local couplings
2018/02/21 by Luis M. Briceño-Arias, Dante Kalise, Briceño-Arias, Luis +9 · 3 citations
Mathematics · Medicine · #FOS: Mathematics #MRI in cancer diagnosis #Numerical Analysis (math.NA) #Numerical methods in inverse problems #Optimization and Control (math.OC)
- Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
2023/06/28 by Briceno-Arias, Luis M., Silva, Francisco José, Yang, Xianjin · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)