Publications and preprints

Preprints

M. Assouli, J. Gianatti, B. Missaoui, F. J. Silva. Initialization-driven neural generation and training for high-dimensional optimal control and first-order mean field games, 2025, arXiv, HAL, code.
J. Berry, O. Ley, and F. J. Silva. A nonsmooth extension of the Brezzi-Rappaz-Raviart approximation theorem via metric regularity techniques and applications to nonlinear PDEs, 2025, arXiv, HAL, slides.
H. W. Ljósheim, D. Kalise, J. W. Pearson, and F. J. Silva. Parallel-in-time preconditioning for time-dependent variational mean field games, 2025, arXiv, HAL.
E. Carlini, A. Picarelli, and F. J. Silva. A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions, 2025, arXiv, HAL, slides.

Articles in peer-reviewed journals

J. Berry, O. Ley, and F. J . Silva. Approximation and perturbations of stable solutions to a stationary mean field game system. J. Math. Pures Appl., 194 (2025), 103666. arXiv, HAL.
L. Briceño-Arias, P.-L. Combettes, and F. J. Silva. Perspective functions with nonlinear scaling. Commun. Contemp. Math., 27-1 (2025), Article No. 2350065. arXiv, HAL, slides.
J. Gianatti and F. J. Silva. Approximation of deterministic mean field games with control-affine dynamics. Found. Comput. Math., 24 (2024), pp. 2017-2061. arXiv, HAL, slides.
L. Briceño-Arias, F. J. Silva, and X. Yang. Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games. Set-Valued Var. Anal., 32-2 (2024), Paper No. 16, 22 pp. arXiv, HAL.
L. Briceño-Arias, P.-L. Combettes, and F. J. Silva. Proximity operators of perspective functions with nonlinear scaling. SIAM J. Optim., 34-4 (2024), pp. 3212-3234. arXiv, HAL.
E. Calzola, E. Carlini, and F. J. Silva. A high-order scheme for mean field games. J. Comput. Appl. Math., 445 (2024), article 115769. arXiv, HAL.
E. Carlini, F. J. Silva, and A. Zorkot. A Lagrange-Galerkin scheme for first order mean field games systems. SIAM J. Numer. Anal., 62-1 (2024), pp. 167-198. arXiv, HAL, slides.
J. Gianatti. F. J. Silva, and A. Zorkot. Approximation of deterministic mean field games under polynomial growth conditions on the data. J. Dyn. Games, 11-2 (2024), pp. 131-149. arXiv, HAL.
K. Pallier, O. Prot, S. Naldi, F. J. Silva, T. Denis, O. Giry, S. Leobon, E. Deluche, and N. Tubiana-Mathieu. Patient identification and tumor identification management: quality program in a cancer multicentric clinical data warehouse. Cancer Informatics, (2023), doi: 10.1177/11769351231172609. HAL.
O. Bachelier, T. Cluzeau, A. Rigaud, F. J. Silva, Na. Yeganefar, and Ni. Yeganefar. On the connections between various stability notions for linear 2D discrete models. IEEE Trans. Automat. Control, 68-12 (2023), pp. 7919-7926. HAL.
E. Calzola, E. Carlini, F. J. Silva, and X. Dupuis. A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions. Numer. Math., 153-1 (2023), pp. 49-84. arXiv, HAL, slides.
O. Bachelier, T. Cluzeau, A. Rigaud, F. J. Silva, and Ni. Yeganefar. A necessary and sufficient condition of asymptotic stability for a class of Fornasini-Marchesini models. Linear Algebra Appl., 658 (2023), pp. 206-232. HAL.
L. Briceño-Arias, J. Deride, F. J. Silva, and S. López. A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games. Appl. Math. and Optim., 87-2 (2023), Paper No. 21, 36 pp. arXiv, HAL.
O. Bachelier, T. Cluzeau, A. Rigaud, F. J. Silva, and Ni. Yeganefar. On exponential stability of a class of descriptor continuous linear 2D Roesser models. Internat. J. of Control, 96-6 (2023), pp. 1582-1593. HAL.
M. Fischer and F. J. Silva. On the asymptotic nature of first order mean field games. Appl. Math. and Optim., 84-2 (2021), pp. 2327–2357. arXiv, HAL, slides.
A. Jourani and F. J. Silva. Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems. SIAM J. Optim., 30-1 (2020), pp. 319-348. arXiv, HAL, slides.
O. Bachelier, T. Cluzeau, F. J. Silva, and Ni. Yeganefar. Stability of one-dimensioned spatially interconnected systems. Multidim. Syst. Sign. P., 31-3 (2020), pp. 1005-1028. HAL.
P. J. Graber, A. R. Mészáros, F. J. Silva, and D. Tonon. The planning problem in mean field games as a regularized mass transport. Calc. Var. and PDE, 58-3 (2019), article 115, 28 pp. arXiv, CVGMT, HAL.
S. Hadikhanloo and F. J. Silva. Finite mean field games: fictitious play and convergence to a first order continuous mean field game. J. Math. Pures Appl., 132-9, (2019), pp. 369-397. arXiv, HAL, slides.
J.-F. Bonnans, J. Gianatti, and F. J. Silva. On the time discretization of stochastic optimal control problems: The dynamic programming approach. ESAIM Control Optim. Calc. Var., 25 (2019), article 63, 30 pp. HAL, slides.
L. Briceño-Arias, D. Kalise, Z. Kobeissi, M. Laurière, A. Mateos González, and F. J. Silva. On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings. ESAIM: Proc. Surveys, 65 (2019), pp. 330-348. arXiv, HAL, slides.
E. Carlini, F. J. Silva. On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications. SIAM J. Numer. Anal., 56-4 (2018), pp. 2148-2177. arXiv, HAL, talk, slides.
J. Backhoff and and F. J. Silva. Sensitivity analysis for expected utility maximization in incomplete Brownian market models. Math. Financ. Econ., 12-3 (2018), pp. 387-411. arXiv, HAL.
L. Briceño-Arias, D. Kalise and F. J. Silva. Proximal methods for stationary mean field games with local couplings. SIAM J. Control Optim., 56-2 (2018), pp. 801-836. arXiv, HAL, slides.
A.-R. Mészáros and F. J. Silva. On the variational formulation of some stationary second order mean field games. SIAM J. Math. Anal., 52-1 (2018), pp. 1255-1577. arXiv, HAL, slides.
J. F. Bonnans, B. Heymann, P. Martinon, F. Lanas et G. Jimenez and F. J. Silva. Continuous Optimal Control Approaches to Microgrid Energy Management. Energy Sys., 9-1 (2018), pp. 59-77. HAL, slides.
R. David, O. Bachelier, T. Cluzeau F. J. Silva, Na. Yeganefar and Ni. Yeganefar. Structural stability, asymptotic stability, and exponential stability for linear multidimensional systems. Internat. J. of Control, 91-12 (2018), pp. 2714-2725. HAL, Preprint.
E. Carlini, A. Festa, M.-T. Wolfram and F. J. Silva. A Semi-Lagrangian scheme for a modified version of the Hughes model for pedestrian flow. Dyn. Games Appl., 7-4 (2017), pp. 683-705. arXiv, HAL.
J. Backhoff and F. J. Silva. Sensitivity results in stochastic optimal control: A Lagrangian perspective. ESAIM: COCV, 23-1 (2017), pp. 39-70. arXiv, HAL, Numdam, slides.
T. Bayen and F. J. Silva. Second order analysis for strong solutions in the optimal control of parabolic equations. SIAM J. Control Optim., 54-2 (2016), pp. 819-844. HAL, slides.
J.-F. Bonnans, J. Gianatti and F. J. Silva. On the convergence of the Sakawa-Shindo algorithm in stochastic control. Math. Control and Relat. Fields, 6-3 (2016), pp. 391-406. HAL, slides.
F. J. Silva. Second order analysis for the optimal control of parabolic equations under control and final state constraints. Set-Valued Var. Anal., 24-1 (2016), pp. 57-81. HAL.
A. R. Mészáros and F. J. Silva. A variational approach for second order mean field games with density constraints: the stationary case. J. Math. Pures Appl., 104-6 (2015), pp. 1135-1159. arXiv, HAL, slides.
E. Carlini and F. J. Silva. A semi-Lagrangian scheme for a degenerate second order mean field game system. Discrete Contin. Dyn. Sys. A, 35-9 (2015), pp. 4269-4292. arXiv, HAL, slides.
E. Carlini and F. J. Silva. A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem. SIAM J. Numer. Anal., 52-1 (2014), pp. 45-67. arXiv, HAL, slides.
T. Bayen, J.-F. Bonnans and F. J. Silva. Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations. Trans. Amer. Math. Soc., 66-4 (2014), pp. 2063-2087. HAL, slides.
J. F. Bonnans and F. J. Silva. First and second order necessary conditions for stochastic optimal control problems. Appl. Math. and Optim., 65-3 (2012), pp. 403-439. HAL, slides.
F. Camilli and F. J. Silva. A semi-discrete approximation for a first order mean field game problem. Netw. Heterog. Media, 7(2012), pp. 263-277. HAL, slides.
J. F. Bonnans and F. J. Silva. Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems. Systems Control Lett., 61 (2012), pp. 143-147. HAL.
F. Álvarez, J. Bolte, J.-F. Bonnans and F. J. Silva. Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems. Math. Program. Ser. A, 135-1 (2012), pp. 473-507. HAL, slides.
J. F. Bonnans and F. J. Silva. Asymptotic expansion for the solutions of control constrained semilinear elliptic problems with interior penalties. SIAM J. Control Optim., 49-6 (2011), pp. 2494-2517. HAL,

Book chapters

E. Carlini and F. J. Silva. A fully discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations. In PDE Models for Multi-Agent Phenomena. Springer INdAm Series, 28-1 (2018), pp. 195-218. arXiv, slides.
M. S. Aronna, D. Tonon, A. Boccia, C. Campos, M. Mazzola, L. V. Nguyen, M. Palladino, T. Scarinci, and F. J. Silva. On second order conditions in the optimal control of partial differential equations. In Novel Directions in Optimization, Control and Games with Applications. Lecture Notes in Mathematics, Springer, (2017).
A. Festa, R. Guglielmi, C. Hermosilla, A. Picarelli, S. Sahu, A. Sassi, and F. J. Silva. A Brief Survey on Semi-Lagrangian Schemes for Mean Field Games. In Novel Directions in Optimization, Control and Games with Applications. Lecture Notes in Mathematics, Springer, (2017).

Proceedings of peer-reviewed international conferences

O. Bachelier, T. Cluzeau, A. Rigaud, F. J. Silva, and N. Yeganefar. Equivalence between different stability definitions for 2D linear discrete Roesser models. 61st IEEE Conference on Decision and Control, Cancun, Mexico, (2022), pp. 4230-4235. HAL.
J. Fontbona, H. Ramírez, V. Riquelme and F. J. Silva. Stochastic modelling and control of bioreactors. IFAC-PapersOnLine, 50-1 (2017), pp. 12611-12616. Slides.
R. David, O. Bachelier, T. Cluzeau, F. J. Silva, Na. Yeganefar, and Ni. Yeganefar. Structural and asymptotic stability: A counterexample. IFAC-PapersOnLine, 50-1 (2017), pp. 1853-1858. Preprint.
E. Carlini, A. Festa, and F. J. Silva. The Hughes model for pedestrian dynamics and congestion modelling. IFAC-PapersOnLine, 50-1 (2017), pp. 1655-1660. arXiv.
E. Carlini and F. J. Silva. A Semi-Lagrangian scheme for the Fokker-Planck equation. IFAC-PapersOnLine, 49-8 (2016) pp. 272-277.
B. Heymann, J.-F. Bonnans, G. Jiménez, and F. J. Silva. A stochastic continuous time model for microgrid energy management. 2016 European Control Conference (ECC), Aalborg, (2016), pp. 2084-2089. HAL, slides.
R. David, N. Yeganefar, F. J. Silva, and O. Bachelier. Existence and uniqueness of solutions of continuous nonlinear 2D Roesser models: the locally Lipschitz case. 2015 IEEE 9th International Workshop on Multidimensional (nD) Systems (nDS), Vila Real, Portugal, (2015), pp. 1-4.
R. David, N. Yeganefar, F. J. Silva, and O. Bachelier. Existence and uniqueness of the solutions of continuous nonlinear 2D Roesser models: The globally Lipschitz case. 2015 European Control Conference (ECC), Linz, Austria, (2015), pp. 165-168.
E. Carlini and F. J. Silva. Semi-Lagrangian schemes for mean field game models. 52nd IEEE Conference on Decision and Control, Firenze, Italy, (2013), pp. 3115-3120. HAL.
T. Bayen and F. J. Silva. Weak and strong minima : from calculus of variation towards PDE optimization. IFAC Proceedings Volumes, 46-26 (2013), pp. 150-154. HAL.
F. Alvarez, J. Bolte, J.-F. Bonnans and F. J. Silva. Error estimates for the solution of a control constrained optimal control problem with interior penalties. IFAC Proceedings Volumes, 42-2 (2009), pp. 120-123.