54 citations · 106 across the 7 of their papers we have counts for
3 papers · 1 filter
Error estimates of a theta-scheme for second-order mean field games
J. Frédéric Bonnans, Kang Liu, Laurent Pfeiffer
We introduce and analyze a new finite-difference scheme, relying on the theta-method, for solving monotone second-order mean field games. These games consist of a coupled system of…
Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint
M. S. Aronna, F. Bonnans, B. S. Goh
We deal with a control-affine problem with scalar control subject to bounds, a scalar state constraint and endpoint constraints of equality type. For the numerical solution of this…
Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution
J. Frédéric Bonnans, Kang Liu, Nadia Oudjane +2
We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common…