Laurent Pfeiffer

Publications

Pré-publication, Document de travail (5)

Two-stage stochastic algorithm for solving large-scale (non)-convex separable optimization problems under affine constraints Benjamin Dubois-Taine,Laurent Pfeiffer,Nadia Oudjane,Adrien Seguret,Francis Bach 2026 Pré-publication, Document de travail hal-05497701v1
A variational mean field game of controls with free final time and pairwise interactions Guilherme Mazanti,Laurent Pfeiffer,Saeed Sadeghi Arjmand 2026 Pré-publication, Document de travail (preprint/prepublication) hal-05518729v1
From Nash to Cournot--Nash equilibria via $\Gamma$-convergence João Miguel Machado,Guilherme Mazanti,Laurent Pfeiffer 2025 Pré-publication, Document de travail hal-04865363v3
A Characterization of Law-Invariant and Coherent Risk Measures through Optimal Transport Riccardo Bonalli,Benoît Bonnet-Weill,Laurent Pfeiffer 2025 Pré-publication, Document de travail hal-05427782v1
Mean Field Optimization problems: stability results and Lagrangian discretization Kang Liu,Laurent Pfeiffer 2023 Pré-publication, Document de travail hal-04269378v1

Article dans une revue (23)

A partition method for bounding continuous-time Markov chain models of general reaction network Guillaume Ballif,Laurent Pfeiffer,Jakob Ruess Mathematical Biosciences, 2026, 395, ⟨10.1016/j.mbs.2026.109639⟩ Article dans une revue hal-05319664v2
A mesh-independent method for second-order potential mean field games Kang Liu,Laurent Pfeiffer IMA Journal of Numerical Analysis, 2025, 45 (2), pp.1226-1266. ⟨10.1093/imanum/drae061⟩ Article dans une revue hal-04269396v1
A nonsmooth Frank–Wolfe algorithm through a dual cutting-plane approach Guilherme Mazanti,Thibault Moquet,Laurent Pfeiffer Journal of Optimization Theory and Applications, 2025, 207, pp.29. ⟨10.1007/s10957-025-02752-y⟩ Article dans une revue hal-04543088v2
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
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
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
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
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
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
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
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
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
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
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
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
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
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 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 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 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

HDR (1)

Optimal control of PDEs: feedback laws and mean-field games Laurent Pfeiffer Mathematics [math]. Université Paris-Saclay, 2025 HDR tel-05518960v1

Communication dans un congrès (5)

Feedback on developing humoristic Control cartoons for undergraduate students Cristina Stoica Maniu,Veronique Letort Le Chevalier,Abel Tommy-Martin,Gianni Petit-Ortega,Marie-Zoé Baudryet al. Joint IFAC Conference 2025 - 19th IFAC Workshop on Time Delay Systems (TDS), and 2nd IFAC Workshop on Control of Complex Systems (COSY), IFAC, Jun 2025, Gif-sur-Yvette, France Communication dans un congrès hal-05171332v1
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 Laurent Pfeiffer,Térence Bayen IEEE Conference on Decision and Control CDC2019, Dec 2019, Nice, France Communication dans un congrès hal-02413725v1
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
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

Thèse (1)

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

Rapport (1)

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 (rapport de recherche) hal-00753578v1