26 citations · 84 across the 9 of their papers we have counts for
12 papers · 1 filter
Discrete-time mean field games with risk averse-agents
J. Frédéric Bonnans, Pierre Lavigne, Laurent Pfeiffer
We propose and investigate a discrete-time mean field game model involving risk-averse agents. The model under study is a coupled system of dynamic programming equations with a Kol…
Second-order analysis for the time crisis problem
Laurent Pfeiffer, Terence Bayen
In this article, we prove second-order necessary optimality conditions for the so-called time crisis problem that comes up within the context of viability theory. It consists in mi…
Schauder Estimates for a Class of Potential Mean Field Games of Controls
J. Frédéric Bonnans, Saeed Hadikhanloo, Laurent Pfeiffer
An existence result for a class of mean field games of controls is provided. In the considered model, the cost functional to be minimized by each agent involves a price depending a…
Feedback Stabilization of the Two-Dimensional Navier-Stokes Equations by Value Function Approximation
Tobias Breiten, Karl Kunisch, Laurent Pfeiffer
The value function associated with an optimal control problem subject to the Navier-Stokes equations in dimension two is analyzed. Its smoothness is established around a steady sta…
The Effect of the Terminal Penalty in Receding Horizon Control for a Class of Stabilization Problems
Karl Kunisch, Laurent Pfeiffer
The Receding Horizon Control (RHC) strategy consists in replacing an infinite-horizon stabilization problem by a sequence of finite-horizon optimal control problems, which are nume…
On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems
Tobias Breiten, Laurent Pfeiffer
Optimal control problems with a very large time horizon can be tackled with the Receding Horizon Control (RHC) method, which consists in solving a sequence of optimal control probl…