Laurent Pfeiffer
- On the Turnpike Property and the Receding-Horizon Method for\n Linear-Quadratic Optimal Control Problems
2018/11/06 by Tobias Breiten, Laurent Pfeiffer, Breiten, Tobias +1 · 5 citations
Engineering · Computer Science · #Spacecraft Dynamics and Control #Optimization and Variational Analysis #Aerospace Engineering and Control Systems
- Feedback Stabilization of the Two-Dimensional Navier-Stokes Equations by\n Value Function Approximation
2019/02/01 by Tobias Breiten, Breiten, Tobias, Karl Kunisch +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
- A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints
2021/03/19 by J. Frédéric Bonnans, Justina Gianatti, Bonnans, Joseph 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, Karl Kunisch, Breiten, Tobias +3 · 4 citations
Computer Science · Engineering · #Optimization and Variational Analysis #Stability and Controllability of Differential Equations #Advanced Control Systems Optimization
- 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
- Generalized conditional gradient and learning in potential mean field games
2022/09/26 by Pierre Lavigne, Laurent Pfeiffer, Lavigne, Pierre +2 · 1 citation
Physics and Astronomy · #Statistical Mechanics and Entropy
- A mesh-independent method for second-order potential mean field games
2023/10/30 by Kang Liu, Liu, Kang, Laurent Pfeiffer +1 · 1 citation
Medicine · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Optimization and Control (math.OC)
- 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