88 citations · 137 across the 10 of their papers we have counts for
16 papers
A Lagrange-Galerkin scheme for first order mean field games systems
E Carlini, Francisco José Silva, Ahmad Zorkot
In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian sch…
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions
Elisa Calzola, Elisabetta Carlini, Xavier Dupuis +1
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with obli…
A Primal-Dual Partial Inverse Splitting for Constrained Monotone Inclusions: Applications to stochastic Programming and Mean Field Games
Luis Briceño-Arias, Julio Deride, Sergio López-Rivera +1
In this work we study a constrained monotone inclusion involving the normal cone to a closed vector subspace and a priori information on primal solutions. We model this information…
On the asymptotic nature of first order mean field games
Markus Fischer, Francisco J. Silva
For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed…
The planning problem in Mean Field Games as regularized mass transport
P. Jameson Graber, Alpár R. Mészáros, Francisco J. Silva +1
In this paper, using variational approaches, we investigate the first order planning problem arising in the theory of mean field games. We show the existence and uniqueness of weak…
Finite mean field games: fictitious play and convergence to a first order continuous mean field game
Saeed Hadikhanloo, Francisco José Silva
In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study tw…
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
Elisabetta Carlini, Francisco J. Silva
We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend…
On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
Elisabetta Carlini, Francisco J. Silva
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the…
On the variational formulation of some stationary second order mean field games systems
Alpár Richárd Mészáros, Francisco J. Silva
We consider the variational approach to prove the existence of solutions of second order stationary Mean Field Games on a bounded domain , with Neumann b…
The Hughes model for pedestrian dynamics and congestion modelling
Elisabetta Carlini, Adriano Festa, Francisco J. Silva
In this paper we present a numerical study of some variations of the Hughes model for pedestrian flow under different types of congestion effects. The general model consists of a c…
Proximal methods for stationary Mean Field Games with local couplings
L. M. Briceño-Arias, D. Kalise, F. J. Silva
We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with…
A Semi-Lagrangian scheme for a modified version of the Hughes model for pedestrian flow
Elisabetta Carlini, Adriano Festa, Francisco J. Silva +1
In this paper we present a Semi-Lagrangian scheme for a regularized version of the Hughes model for pedestrian flow. Hughes originally proposed a coupled nonlinear PDE system descr…
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
Julio Backhoff Veraguas, Francisco Silva
We examine the issue of sensitivity with respect to model parameters for the problem of utility maximization from final wealth in an incomplete Samuelson model and mainly, but not…
A variational approach to second order mean field games with density constraints: the stationary case
Alpár Richárd Mészáros, Francisco J. Silva
In this paper we study second order stationary Mean Field Game systems under density constraints on a bounded domain . We show the existence of weak solution…
A Semi-Lagrangian scheme for a degenerate second order Mean Field Game system
Elisabetta Carlini, Francisco José Silva Álvarez
In this paper we study a fully discrete Semi-Lagrangian approximation of a second order Mean Field Game system, which can be degenerate. We prove that the resulting scheme is well…
A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem
E. Carlini, F. J. Silva
In this work we propose a fully-discrete Semi-Lagrangian scheme for a {\it first order mean field game system}. We prove that the resulting discretization admits at least one solut…