Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators

by Lauriere M., Li Z., Mertz L., Wylie J., Zuo S.
Published 2019-01-01

On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings

by Briceño-Arias L., Kalise D., Kobeissi Z., Laurière M., Mateos González Á., Silva F. J.
Published 2019-01-01