113 citations · 1k across the 84 of their papers we have counts for
3 papers · 2 filters
An a posteriori error estimate for Symplectic Euler approximation of optimal control problems
Jesper Karlsson, Stig Larsson, Mattias Sandberg +2
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function.…
Mean-Field Games for Marriage
Dario Bauso, Ben Mansour Dia, Boualem Djehiche +2
This article examines mean-field games for marriage. The results support the argument that optimizing the long-term well-being through effort and social feeling state distribution…
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
Boualem Djehiche, Hamidou Tembine, Raul Tempone
In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stocha…