publications

PUBLICATIONS

Journal publications

1.- Fischer, M., and Silva, F.-J. On the asymptotic nature of first order mean field games.

Appl. Math. Optim. To appear Preprint

2.- Bachelier, O., Cluzeau, T., Silva, F.-J. and Yeganefar Ni. Stability of one-dimensioned spatially interconnected systems.
Multidimensional Systems and Signal Processing. 31 (2020), no. 3, 1005-1028.

3.- Jourani, A. and Silva, F.-J. Existence of Lagrange multipliers under Gâteaux differentiable data with applications to stochastic optimal control problems.
SIAM J. Optim. 30 (2020), no. 1, 319-348. Preprint

4.- Graber, P.-J., Mészáros, A., Silva, F.-J. and Tonon, D. The planning problem in Mean Field Games as regularized mass transport.
Calc. Var. and PDE. , 58 (2019), no. 3, Art. 115, 28pp. Preprint

5.- Hadikhanloo, S. and Silva, F.-J. Finite mean field games: fictitious play and convergence to a first order continuous mean field game.
J. Math. Pures Appl. To appear (2019). Preprint.

6.- Bonnans, F., Gianatti, J. and Silva, F.-J. On the time discretization of stochastic optimal control problems: The dynamic programming approach.
ESAIM Control Optim. Calc. Var. 35 (2019), article number 63, number of pages 30. Preprint.

7.- Briceño-Arias, L., Kalise, D., Kobeissi, Z., Laurière, M., Mateos González, A. and Silva, F.-J. On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings.
ESAIM: Proc. Surveys. 65 (2019), 330-348. Preprint.

8.- Carlini, E. and Silva, F.-J. On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications.
SIAM J. Numer. Anal., 56 (2018), no. 4, 2148-2177. Preprint.

9.- Backhoff, J. and Silva, F.-J. Sensitivity analysis for expected utility maximization in incomplete brownian market models.
Math. Financ. Econ. 12 (2018), no. 3, 387-411. Preprint.

10.- Briceño-Arias, L., Kalise, D. and Silva, F.-J. Proximal methods for stationary Mean Field Games with local couplings.
SIAM J. Control Optim., 56 (2018), no. 2, 801-836. Preprint.

11.- Mészáros, A.-R. and Silva, F.-J. On the variational formulation of some stationary second order mean field games systems.
SIAM J. Math. Anal. 50 (2018), no. 1, 1255-1277. Preprint.

12.- Heymann, B., Bonnans J.F., Martinon, P., Silva, F. J., Lanas, F., Jimenez, G. Continuous Optimal Control Approaches to Microgrid Energy Management.
Energy Sys., 9 (2018) no. 1, 59-77. Preprint.

13.- David, R., Bachelier, O., Cluzeau, T., Silva, F. J., Yeganefar Na. and Yeganefar Ni. Structural stability, asymptotic stability, and exponential stability for Linear Multidimensional Systems.
International J. Control. 91 (2018), no. 12, 2714-2725.

14.- Carlini, E., Festa, A., Silva, F.-J. and Wolfram, M.-T. Semi-Lagrangian scheme for a modified version of Hughes model for pedestrian flow.
Dyn. Games Appl. 7 (2017), no. 4, 683-705. Preprint.

15.- Backhoff, J. and Silva, F.-J. Sensitivity results in stochastic control: A Lagrangian perspective.
ESAIM Control Optim. Calc. Var. 23 (2017), no. 1, 39-70. Preprint.

16.- Bayen, T. and Silva, F.-J. Second order analysis for strong solutions in the optimal control of parabolic equations.

SIAM J. Control Optim., 54 (2016), no. 2, 819-844. Preprint.

17.- Silva, F.-J. Second order analysis for the optimal control of parabolic equations under control and final state constraints.
Set-Valued Var. Anal., 24 (2016), no. 1, 57-81. Preprint.

18.- Bonnans, J.-F., Gianatti, J. and Silva, F.-J. On the convergence of the Sakawa-Shindo algorithm in stochastic control.
Math. Control Relat. Fields. 6-3 (2016), 391-406. Preprint.

19.- Mészáros, A.-P. and Silva, F.-J. A variational approach to second order mean field games with density constraints: the stationary case.
J. Math. Pures Appl. (9) 104 (2015), no. 6, 1135–1159. Preprint.

20.- Carlini, E. and Silva, F.-J. A semi-Lagrangian scheme for a degenerate second order mean field game system.
Discrete Contin. Dyn. Syst. 35 (2015), no. 9, 4269–4292. Preprint.

21.- Bayen, T., Bonnans, F. and Silva, F.-J. Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations.
Trans. Amer. Math. Soc. 366 (2014), no. 4, 2063–2087. Preprint.

22.- Carlini, E. and Silva, F.-J. A fully discrete semi-Lagrangian scheme for a first order mean field game problem.
SIAM J. Numer. Anal. 52 (2014), no. 1, 45-67. Preprint.

23.- Alvarez, F., Bolte, J., Bonnnans, J.-F. and Silva, F.-J. Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems.
Math. Program. 135 (2012), no. 1-2, Ser. A, 473–507. Preprint.

24.- Camilli, F. and Silva, F.-J. A semi-discrete approximation for a first order mean field game problem.
Netw. Heterog. Media 7 (2012), no. 2, 263–277. Preprint.

25.- Bonnans, J.-F. and Silva, F.-J. First and second order necessary conditions for stochastic optimal control problems.
Appl. Math. Optim. 65 (2012), 403-439. Preprint.

26.- Bonnans, J.-F. and Silva, F.-J. Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems.
Systems Control Lett. 61 (2012), no. 1, 143–147. Preprint.

27.- Bonnans, J.-F. and Silva, F.-J. Asymptotic expansion for the solutions of control constrained semilinear elliptic problems with interior penalties.
SIAM J. Control Optim. 49 (2011), no. 6, 2494–2517. Preprint.

Preprints

1.- Calzola, E., Carlini, E., Dupuis, X., and Silva, F.-J. A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions.

Book chapters

1.- Silva, F.-J. On second order conditions in the optimal control of partial differential equations. Chapter in Novel Directions in Optimization, Control and Games with Applications. To appear in Lecture Notes in Mathematics, Springer.

2.- Guglielmi, R. and Silva, F.-J. A brief survey on Semi-Lagrangian schemes for Mean Field Games problems. Chapter in Novel Directions in Optimization, Control and Games with Applications. To appear in Lecture Notes in Mathematics, Springer.

3.- Carlini, E. and Silva, F.-J. A fully discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations. To appear in PDE models for multi-agent phenomena. In INdAM Springer series, P. Cardaliaguet, A. Porretta, F. Salvarani editors, Springer-Verlag . Preprint.

Proceedings

1.- Carlini, E., Festa, A. and Silva, F. J. The Hughes model for pedestrian dynamics and congestion modelling.
IFAC-PapersOnLine, 50 (2017) no. 1, 1655-1660.

2.- Fontbona, J., Ramírez-Cabrera, H., Riquelme, V. and Silva, F. J. Stochastic modelling and control of bioreactors.
IFAC-PapersOnLine, 50 (2017) no. 1, 12611-12616.

3.- David, R., Bachelier, O., Cluzeau, T., Silva, F. J., Yeganefar N, Yeganefar, N. Structural stability and asymptotic stability for multidimensional systems: a counterexample.
IFAC 2017, World Congress.To appear.

4.- Carlini, E. and Silva, F. J. A Semi-Lagrangian scheme for the Fokker-Planck equation. 2nd IFAC Workshop on Control of Systems Modeled by Partial Differential Equations (CPDE 2016).

5.- Heymann, B. Bonnans, J.-F., Silva, F.-J. and Jiménez. A Stochastic Continuous Time Model for Microgrid Energy Management.
European Control Conference (ECC), 2015.

6.- David, R., Yeganefar, N., Silva F.-J. and Bachelier, O. Existence and uniqueness of the solutions of continuous nonlinear 2D Roesser models: the locally Lipschitz case.
Workshop on Multidimensional (nD) Systems (nDS'15), Vila Real 2015.

7.- David, R., Yeganefar, N., Silva F.-J. and Bachelier, O. Existence and uniqueness of the solutions of continuous nonlinear 2D Roesser models: the Lipschitz case.
European Control Conference (ECC), 2015

8.- Carlini, E. and Silva, F.-J. Semi-Lagrangian schemes for mean field game models.
52nd IEEE Conference on Decision and Control, 2013, Firenze.

9.- Bayen, T. and Silva, F.-J. Weak and strong minima : from calculus of variation towards PDE optimization.
IFAC Workshop on Control of Systems Modeled by Partial Differential Equations, 2013

10.- Alvarez, F., Bolte, J., Bonnans, J.-F. and Silva, F.-J. Error estimates for the solution of a control constrained optimal control problem with interior penalties.
Control Applications of Optimization, Vol. 7 | Part 1. IFAC, Workshop on Control Applications of Optimization (2009), University of Jyvaskyla, Finlande.

Theses

1.- Habilitation à diriger des recherches: Quelques contributions à la théorie de la commande optimale déterministe et stochastique. Pdf file

2.- PhD Thesis: Interior penalty approximation for optimal control problems. Optimality conditions in stochastic optimal control theory. Pdf file.

3.- Engineering Mathematics Thesis: Procesos de fragmentación uniforme. Pdf file (in spanish).