Laurent Pfeiffer

Documents

Publications

	A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints J. Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer SIAM Journal on Control and Optimization, 2023, 61 (1), pp.105-134. ⟨10.1137/21M1407720⟩ Article dans une revue hal-03174167v2
	Error estimates of a theta-scheme for second-order mean field games Joseph Frédéric Bonnans , Kang Liu , Laurent Pfeiffer ESAIM: Mathematical Modelling and Numerical Analysis, 2023, 57 (4), pp.2493-2528. ⟨10.1051/m2an/2023059⟩ Article dans une revue hal-04175251v3
	Discrete potential mean field games: duality and numerical resolution J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer Mathematical Programming, 2023, 202 (1-2), pp.241-278. ⟨10.1007/s10107-023-01934-8⟩ Article dans une revue hal-03260057v3
	Generalized conditional gradient and learning in potential mean field games Pierre Lavigne , Laurent Pfeiffer Applied Mathematics and Optimization, 2023, 88, ⟨10.1007/s00245-023-10056-8⟩ Article dans une revue hal-03341776v3
	Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution J. Frédéric Bonnans , Kang Liu , Nadia Oudjane , Laurent Pfeiffer , Cheng Wan SIAM Journal on Optimization, 2023, 33 (4), pp.3083-3113. ⟨10.1137/22M1488892⟩ Article dans une revue hal-03631702v3
	Duality and approximation of stochastic optimal control problems under expectation constraints Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou SIAM Journal on Control and Optimization, 2021, 59 (5), pp.3231-3260. ⟨10.1137/20M1349886⟩ Article dans une revue hal-02886824v1
	Discrete-time mean field games with risk-averse agents Frédéric J Bonnans , Pierre Lavigne , Laurent Pfeiffer ESAIM: Control, Optimisation and Calculus of Variations, 2021, ⟨10.1051/cocv/2021044⟩ Article dans une revue hal-02563949v2
	Weak solutions for potential mean field games of controls Jameson Graber , Alan Mullenix , Laurent Pfeiffer Nonlinear Differential Equations and Applications, 2021, 28 (5), Paper No 50, 34 p. ⟨10.1007/s00030-021-00712-9⟩ Article dans une revue hal-03058249v1
	Optimality conditions in variational form for non-linear constrained stochastic control problems Laurent Pfeiffer Mathematical Control and Related Fields, 2020, 10 (3), pp.493-526. ⟨10.3934/mcrf.2020008⟩ Article dans une revue hal-03113195v1
	Second-order analysis for the time crisis problem Térence Bayen , Laurent Pfeiffer Journal of Convex Analysis, 2020, 27 (1), pp.139-163 Article dans une revue hal-02020146v1
	The effect of the terminal penalty in receding horizon control for a class of stabilization problems Karl Kunisch , Laurent Pfeiffer ESAIM: Control, Optimisation and Calculus of Variations, 2020, 26, 58, ⟨10.1051/cocv/2019037⟩ Article dans une revue hal-02372077v1
	On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems Tobias Breiten , Laurent Pfeiffer SIAM Journal on Control and Optimization, 2020, 58 (2), pp.26. ⟨10.1137/18M1225811⟩ Article dans une revue hal-03113182v1
	Taylor expansions of the value function associated with a bilinear optimal control problem Tobias Breiten , Karl Kunisch , Laurent Pfeiffer Annales de l'Institut Henri Poincaré C, Analyse non linéaire, 2019, 36 (5), pp.1361-1399. ⟨10.1016/j.anihpc.2019.01.001⟩ Article dans une revue hal-02372091v1
	Schauder Estimates for a Class of Potential Mean Field Games of Controls Joseph Frédéric Bonnans , Saeed Hadikhanloo , Laurent Pfeiffer Applied Mathematics and Optimization, 2019, pp.34 Article dans une revue hal-02048437v1
	Optimal control problem for viscous systems of conservation laws, with geometric parameter, and application to the Shallow-Water equations Sébastien Court , Karl Kunisch , Laurent Pfeiffer Interfaces and Free Boundaries : Mathematical Analysis, Computation and Applications, 2019, 21 (3), pp.273-311. ⟨10.4171/IFB/424⟩ Article dans une revue hal-02372056v1
	Feedback Stabilization of the Two-Dimensional Navier–Stokes Equations by Value Function Approximation Tobias Breiten , Karl Kunisch , Laurent Pfeiffer Applied Mathematics and Optimization, 2019, 80 (3), pp.599-641. ⟨10.1007/s00245-019-09586-x⟩ Article dans une revue hal-02372083v1
	Second-order sufficient conditions for strong solutions to optimal control problems Joseph Frederic Bonnans , Xavier Dupuis , Laurent Pfeiffer ESAIM: Control, Optimisation and Calculus of Variations, 2014, 20 (03), pp.704-724. ⟨10.1051/cocv/2013080⟩ Article dans une revue hal-00825260v1
	Sensitivity analysis for the outages of nuclear power plants Kengy Barty , J. Frederic Bonnans , Laurent Pfeiffer Energy Systems, 2014, 5 (2), pp.371-406. ⟨10.1007/s12667-013-0096-y⟩ Article dans une revue hal-00671186v1
	Second-order necessary conditions in Pontryagin form for optimal control problems J. Frederic Bonnans , Xavier Dupuis , Laurent Pfeiffer SIAM Journal on Control and Optimization, 2014, 52 (6), pp.3887-3916. ⟨10.1137/130923452⟩ Article dans une revue hal-00825273v1
	Sensitivity analysis for relaxed optimal control problems with final-state constraints Joseph Frederic Bonnans , Laurent Pfeiffer , Oana Silvia Serea Nonlinear Analysis: Theory, Methods and Applications, 2013, 89, pp.55-80. ⟨10.1016/j.na.2013.04.013⟩ Article dans une revue hal-00702246v2

	Decomposed resolution of finite-state aggregative optimal control problems Kang Liu , Nadia Oudjane , Laurent Pfeiffer 2023 Proceedings of the Conference on Control and its Applications (CT), Jul 2023, Philadelphie (USA), United States. pp.56-63, ⟨10.1137/1.9781611977745.8⟩ Communication dans un congrès hal-03642127v2
	Second order conditions for a control problem with discontinuous cost Terence Bayen , Laurent Pfeiffer 2019 IEEE 58th Conference on Decision and Control (CDC), Dec 2019, Nice, France. pp.1480-1485, ⟨10.1109/CDC40024.2019.9029314⟩ Communication dans un congrès hal-03524364v1
	Second order conditions for a control problem with discontinuous cost Laurent Pfeiffer , Térence Bayen IEEE Conference on Decision and Control CDC2019, Dec 2019, Nice, France Communication dans un congrès hal-02413725v1
	An Optimal Control Approach for EV Charging with Distribution Grid Ageing Amar Prakash Azad , Olivier Beaude , Samson Lasaulce , Laurent Pfeiffer 2013 First International Black Sea Conference on Communications and Networking (BlackSeaCom), Jul 2013, Batumi, Georgia. ⟨10.1109/blackseacom.2013.6623411⟩ Communication dans un congrès hal-01103809v1

	Two methods of pruning Benders' cuts and their application to the management of a gas portfolio Laurent Pfeiffer , Romain Apparigliato , Sophie Auchapt [Research Report] RR-8133, INRIA. 2012, pp.23 Rapport hal-00753578v1

	Sensitivity analysis for optimal control problems. Stochastic optimal control with a probability constraint Laurent Pfeiffer Optimization and Control [math.OC]. Ecole Polytechnique X, 2013. English. ⟨NNT : ⟩ Thèse pastel-00881119v1

	A nonsmooth Frank–Wolfe algorithm through a dual cutting-plane approach Guilherme Mazanti , Thibault Moquet , Laurent Pfeiffer 2024 Pré-publication, Document de travail hal-04543088v1
	Mean Field Optimization problems: stability results and Lagrangian discretization Kang Liu , Laurent Pfeiffer 2023 Pré-publication, Document de travail hal-04269378v1
	A mesh-independent method for second-order potential mean field games Kang Liu , Laurent Pfeiffer 2023 Pré-publication, Document de travail hal-04269396v1

Laurent Pfeiffer

Publications

A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints

Error estimates of a theta-scheme for second-order mean field games

Discrete potential mean field games: duality and numerical resolution

Generalized conditional gradient and learning in potential mean field games

Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution

Duality and approximation of stochastic optimal control problems under expectation constraints

Discrete-time mean field games with risk-averse agents

Weak solutions for potential mean field games of controls

Optimality conditions in variational form for non-linear constrained stochastic control problems

Second-order analysis for the time crisis problem

The effect of the terminal penalty in receding horizon control for a class of stabilization problems

On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems

Taylor expansions of the value function associated with a bilinear optimal control problem

Schauder Estimates for a Class of Potential Mean Field Games of Controls

Optimal control problem for viscous systems of conservation laws, with geometric parameter, and application to the Shallow-Water equations

Feedback Stabilization of the Two-Dimensional Navier–Stokes Equations by Value Function Approximation

Second-order sufficient conditions for strong solutions to optimal control problems

Sensitivity analysis for the outages of nuclear power plants

Second-order necessary conditions in Pontryagin form for optimal control problems

Sensitivity analysis for relaxed optimal control problems with final-state constraints

Decomposed resolution of finite-state aggregative optimal control problems

Second order conditions for a control problem with discontinuous cost

Second order conditions for a control problem with discontinuous cost

An Optimal Control Approach for EV Charging with Distribution Grid Ageing

Two methods of pruning Benders' cuts and their application to the management of a gas portfolio

Sensitivity analysis for optimal control problems. Stochastic optimal control with a probability constraint

A nonsmooth Frank–Wolfe algorithm through a dual cutting-plane approach

Mean Field Optimization problems: stability results and Lagrangian discretization

A mesh-independent method for second-order potential mean field games