A Semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions.

Francisco José Silva Alvarez Francisco J. Silva 0001 University of Limoges, CNRS XLIM UMR, France https://orcid.org/0000-0002-6735-3447 Francisco J. Silva

Elisabetta Carlini Athena Picarelli Francisco J. Silva 0001 A Semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions. 2025 March abs/2503.20283 CoRR https://doi.org/10.48550/arXiv.2503.20283 db/journals/corr/corr2503.html#abs-2503-20283 streams/journals/corr

Elisa Calzola Elisabetta Carlini Francisco J. Silva 0001 A high-order scheme for mean field games. 115769 2024 445 J. Comput. Appl. Math. https://doi.org/10.1016/j.cam.2024.115769 https://www.wikidata.org/entity/Q128582308 db/journals/jcam/jcam445.html#CalzolaCS24 streams/journals/jcam

Luis M. Briceño-Arias Patrick L. Combettes Francisco J. Silva 0001 Proximity Operators of Perspective Functions with Nonlinear Scaling. 3212-3234 2024 34 SIAM J. Optim. 4 https://doi.org/10.1137/23m1583430 db/journals/siamjo/siamjo34.html#BricenoAriasCS24 streams/journals/siamjo

Elisabetta Carlini Francisco José Silva Alvarez Ahmad Zorkot A Lagrange-Galerkin Scheme for First Order Mean Field Game Systems. 167-198 2024 February 62 SIAM J. Numer. Anal. 1 https://doi.org/10.1137/23m1561762 db/journals/siamnum/siamnum62.html#CarliniAZ24

Olivier Bachelier Thomas Cluzeau Alexandre Rigaud Francisco José Silva Alvarez Nima Yeganefar On exponential stability of a class of descriptor continuous linear 2D Roesser models. 1582-1593 2023 June 96 Int. J. Control 6 https://doi.org/10.1080/00207179.2022.2057872 https://www.wikidata.org/entity/Q115552269 db/journals/ijcon/ijcon96.html#BachelierCRAY23

Elisa Calzola Elisabetta Carlini Xavier Dupuis Francisco J. Silva 0001 A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions. 49-84 2023 153 Numerische Mathematik 1 https://doi.org/10.1007/s00211-022-01336-6 db/journals/nm/nm153.html#CalzolaCDS23

Olivier Bachelier Thomas Cluzeau Alexandre Rigaud Francisco José Silva Alvarez Nader Yeganefar Nima Yeganefar On the Connections Between Various Stability Notions for Linear 2-D Discrete Models. 7919-7926 2023 December 68 IEEE Trans. Autom. Control. 12 https://doi.org/10.1109/TAC.2023.3259976 https://www.wikidata.org/entity/Q120077452 db/journals/tac/tac68.html#BachelierCRAYY23

Elisabetta Carlini Francisco J. Silva 0001 Ahmad Zorkot A Lagrange-Galerkin scheme for first order mean field games systems. 2023 abs/2303.14941 CoRR https://doi.org/10.48550/arXiv.2303.14941 db/journals/corr/corr2303.html#abs-2303-14941

Olivier Bachelier Thomas Cluzeau Alexandre Rigaud Francisco José Silva Alvarez Nima Yeganefar Equivalence between different stability definitions for 2D linear discrete Roesser models. 4230-4235 2022 CDC https://doi.org/10.1109/CDC51059.2022.9993248 conf/cdc/2022 db/conf/cdc/cdc2022.html#BachelierCRAY22

Elisa Calzola Elisabetta Carlini Francisco J. Silva 0001 A high-order Lagrange-Galerkin scheme for a class of Fokker-Planck equations and applications to mean field games. 2022 abs/2207.08463 CoRR https://doi.org/10.48550/arXiv.2207.08463 db/journals/corr/corr2207.html#abs-2207-08463

Elisa Calzola Elisabetta Carlini Xavier Dupuis Francisco J. Silva 0001 A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions. 2021 abs/2109.10228 CoRR https://arxiv.org/abs/2109.10228 db/journals/corr/corr2109.html#abs-2109-10228

Olivier Bachelier Thomas Cluzeau Francisco José Silva Alvarez Nima Yeganefar Stability of one-dimensioned spatially interconnected systems. 1005-1028 2020 31 Multidimens. Syst. Signal Process. 3 https://doi.org/10.1007/s11045-019-00695-y https://www.wikidata.org/entity/Q120580190 db/journals/mssp/mssp31.html#BachelierCAY20

Abderrahim Jourani Francisco J. Silva 0001 Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems. 319-348 2020 30 SIAM J. Optim. 1 https://doi.org/10.1137/18M1223411 db/journals/siamjo/siamjo30.html#JouraniS20

Olivier Bachelier Thomas Cluzeau Ronan David Francisco José Silva Alvarez Nader Yeganefar Nima Yeganefar Structural stability, asymptotic stability and exponential stability for linear multidimensional systems: the good, the bad and the ugly. 2714-2725 2018 91 Int. J. Control 12 https://doi.org/10.1080/00207179.2017.1390258 https://www.wikidata.org/entity/Q115552344 db/journals/ijcon/ijcon91.html#BachelierCDSYY18

Elisabetta Carlini Francisco J. Silva 0001 On the Discretization of Some Nonlinear Fokker-Planck-Kolmogorov Equations and Applications. 2148-2177 2018 56 SIAM J. Numer. Anal. 4 https://doi.org/10.1137/17M1143022 https://www.wikidata.org/entity/Q129517463 db/journals/siamnum/siamnum56.html#CarliniS18

Elisabetta Carlini Adriano Festa Francisco J. Silva 0001 Marie-Therese Wolfram A Semi-Lagrangian Scheme for a Modified Version of the Hughes' Model for Pedestrian Flow. 683-705 2017 7 Dyn. Games Appl. 4 https://doi.org/10.1007/s13235-016-0202-6 db/journals/dga/dga7.html#CarliniFSW17

Ronan David Nima Yeganefar Francisco J. Silva 0001 Olivier Bachelier Nader Yeganefar Existence and uniqueness of the solutions of continuous nonlinear 2D Roesser Models: The globally Lipschitz case. 165-168 2015 ECC https://doi.org/10.1109/ECC.2015.7330540 conf/eucc/2015 db/conf/eucc/eucc2015.html#DavidYSBY15 Ronan David Francisco J. Silva 0001 Nima Yeganefar Olivier Bachelier Existence and uniqueness of the solutions of continuous nonlinear 2D Roesser models: The locally Lipschitz continuous case. 1-4 2015 nDS https://doi.org/10.1109/NDS.2015.7332632 conf/nds/2015 db/conf/nds/nds2015.html#DavidSYB15

Elisabetta Carlini Francisco J. Silva 0001 A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem. 45-67 2014 52 SIAM J. Numer. Anal. 1 https://doi.org/10.1137/120902987 db/journals/siamnum/siamnum52.html#CarliniS14

Elisabetta Carlini Francisco J. Silva 0001 Semi-Lagrangian schemes for mean field game models. 3115-3120 2013 CDC https://doi.org/10.1109/CDC.2013.6760358 conf/cdc/2013 db/conf/cdc/cdc2013.html#CarliniS13 Olivier Bachelier Luis M. Briceño-Arias Elisa Calzola Elisabetta Carlini Thomas Cluzeau Patrick L. Combettes Ronan David Xavier Dupuis Adriano Festa Abderrahim Jourani Athena Picarelli Alexandre Rigaud Marie-Therese Wolfram Nader Yeganefar Nima Yeganefar Ahmad Zorkot