Preprints

• A variational mean field game of controls with free final time and pairwise interactions.
  Guilherme Mazanti, Laurent Pfeiffer, and Saeed Sadeghi Arjmand. ArXiv preprint, 2026.
  Preprint.

• Two-stage stochastic algorithm for solving large-scale (non)-convex separable optimization problems under affine constraints.
  Benjamin Dubois-Taine, Laurent Pfeiffer, Nadia Oudjane, Adrien Séguret, and Francis Bach. ArXiv preprint, 2026.
  Preprint.

• A characterization of law-invariant and coherent risk measures through optimal transport.
  Riccardo Bonalli, Benoît Bonnet-Weill, and Laurent Pfeiffer. ArXiv preprint, 2025.
  Preprint.

• From Nash to Cournot-Nash via Gamma-convergence.
  Joao Miguel Machado, Guilherme Mazanti, and Laurent Pfeiffer. ArXiv preprint, 2025.
  Preprint.

• Mean field optimization problems: stability results and Lagrangian discretization.
  Kang Liu and Laurent Pfeiffer. ArXiv preprint, 2023.
  Preprint.

Published articles

2026

• A partition method for bounding continuous-time Markov chain models of general reaction network.
  Guillaume Ballif, Laurent Pfeiffer, and Jakob Ruess. Mathematical Biosciences, Volume 395, Number 109639, 2026.
  Article preprint.

2025

• A nonsmooth Frank–Wolfe algorithm through a dual cutting-plane approach.
  Guilherme Mazanti, Thibault Moquet, and Laurent Pfeiffer. Journal of Optimization Theory and Applications Vol. 207, Number 29, 2025
  Article / preprint.

• A mesh-independent method for second-order potential mean field games.
  Kang Liu and Laurent Pfeiffer. IMA Journal of Numerical Analysis, 45(2):-3113, 2023
  Article / preprint.

2023

• Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution.
  J. Frédéric Bonnans, Kang Liu, Nadia Oudjane, Laurent Pfeiffer, and Cheng Wan. SIAM Journal on Optimization, 33(4):3083-3113, 2023
  Article / preprint.

• Generalized conditional gradient and learning in potential mean field games.
  Pierre Lavigne and Laurent Pfeiffer. Applied Mathematics and Optimization, 88, Article number: 89, 2023.
  Article / preprint.

• Error estimates of a theta-scheme for second-order mean field games.
  J. Frédéric Bonnans, Kang Liu, and Laurent Pfeiffer. ESAIM: Mathematical Modelling and Numerical Analysis, 57:2493-2528, 2023.
  Article / preprint.

• Discrete potential mean field games: duality and numerical resolution
  J. Frédéric Bonnans, Pierre Lavigne, and Laurent Pfeiffer. Mathematical Programming, 202:241-278, 2023.
  Article / preprint.

• A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints.
  J. Frédéric Bonnans, Justina Gianatti, and Laurent Pfeiffer. SIAM Journal on Control and Optimization, 61(1):105-134, 2023.
  Article / preprint.

2021

• Duality and approximation of stochastic optimal control problems under expectation constraints.
  Laurent Pfeiffer, Xiaolu Tan, and Yu-Long Zhou. SIAM Journal on Control and Optimization, 59(5):3231-3260, 2021.
  Article / preprint.

• Weak Solutions for Potential Mean Field Games of Controls.
  P. Jameson Graber, Alan Mullenix, and Laurent Pfeiffer. Nonlinear Differential Equations and Applications (NoDEA), 28(50), 2021.
  Article / preprint.

• Discrete-time mean field games with risk averse-agents.
  J. Frédéric Bonnans, Pierre Lavigne, and Laurent Pfeiffer. ESAIM: Control, Optimization, and Calculus of Variations., 27(44), 2021.
  Article / preprint.

• Schauder Estimates for a Class of Potential Mean Field Games of Controls.
  J. Frédéric Bonnans, Saeed Hadikhanloo, and Laurent Pfeiffer. Applied Mathematics and Optimization, 83(3):1431–1464, 2021.
  Article / preprint.

2020

• On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems.
  Tobias Breiten and Laurent Pfeiffer. SIAM Journal on Control and Optimization 58(2):1077-1102, 2020.
  Article / preprint.

• Second-order analysis for the time crisis problem.
  Terence Bayen and Laurent Pfeiffer. Journal of Convex Analysis, 27(1):141-165, 2020.
  Article / preprint.

• Optimality Conditions in Variational Form for Non-Linear Constrained Stochastic Control Problems.
  Laurent Pfeiffer. Mathatical Control and Related Fields, 10(3):493-526, 2020.
  Article / preprint.

• The Effect of the Terminal Penalty in Receding Horizon Control for a Class of Stabilization Problems.
  Karl Kunisch and Laurent Pfeiffer. ESAIM: Control, Optimization and Calculus of Variations, Volume 26, 2020.
  Article / preprint.

2019

• Optimal control problem for viscous systems of conservation laws, with geometric parameter, and application to the Shallow-Water Equations.
  Sébastien Court, Karl Kunisch, and Laurent Pfeiffer. Interfaces and Free Boundaries, 21(3):273-311, 2019.
  Article / preprint.

• Feedback Stabilization of the Two-Dimensional Navier-Stokes Equations by Value Function Approximation.
  Tobias Breiten, Karl Kunisch, and Laurent Pfeiffer. Applied Mathematics and Optimization, 80(3):599-641, 2019.
  Article / preprint.

• Taylor Expansions of the Value Function Associated with a Bilinear Optimal Control Problem.
  Tobias Breiten, Karl Kunisch, and Laurent Pfeiffer. Annales de l'Institut Henri Poincaré Analyse Non Linéaire, 36(5):1361-1399, 2019.
  Article / preprint.

2018

• Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws.
  Tobias Breiten, Karl Kunisch, and Laurent Pfeiffer. SIAM Journal on Control and Optim. 56(5):3184-3214, 2018.
  Article / preprint.

• Numerical Study of Polynomial Feedback Laws for a Bilinear Control Problem.
  Tobias Breiten, Karl Kunisch, and Laurent Pfeiffer. Mathematical Control and Related Fields, 8(3&4):557-582, 2018.
  Article / preprint.

• Hybrid Optimal Control Problems for a Class of Semilinear Parabolic Equations.
  Sébastien Court, Karl Kunisch, and Laurent Pfeiffer. Discrete and Continuous Dynamical Systems Series S, 11(6): 1031-1060, 2018.
  Article / preprint.

• Optimality Conditions for a Class of Infinite Dimensional Systems Involving an L^∞-term in the Cost Functional.
  Sébastien Court, Karl Kunisch, and Laurent Pfeiffer. ZAMM Zeitschrift fuer Angewandte Mathematik und Mechanik, 98(4):569-588, 2018.
  Article / preprint.

• Control Strategies for the Fokker-Planck Equation.
  Tobias Breiten, Karl Kunisch, and Laurent Pfeiffer. ESAIM Control, Optimization, and Calculus of Variations, 24(2):741-763, 2018.
  Article / preprint.

• Two approaches to stochastic optimal control problems with a final time expectation constraint.
  Laurent Pfeiffer. Applied Mathematics and Optimization, 77(2):377-404, 2018.
  Article / preprint.

2016

• Numerical methods for mean-field type optimal control problems.
  Laurent Pfeiffer. Pure and Applied Functional Analysis, 1(4):629-655, 2016.
  Article / preprint.

2014

• Second-order necessary conditions in Pontryagin form for optimal control problems.
  J. Frédéric Bonnans, Xavier Dupuis, and Laurent Pfeiffer. SIAM Journal on Control and Optimization 52(6):3887-3916, 2014.
  Article / preprint.

• Second-order sufficient conditions for strong solutions to optimal control problems.
  J. Frédéric Bonnans, Xavier Dupuis, and Laurent Pfeiffer. ESAIM: Control, Optimization, Calculus of Variations, 159(1):1-40, 2014.
  Article / preprint.

2013

• Sensitivity analysis for the outages of nuclear power plants.
  Kengy Barty, J. Frédéric Bonnans, and Laurent Pfeiffer. Energy Systems, 5(2):371-406, 2013.
  Article / preprint.

• Sensitivity analysis for relaxed optimal control problems with final-state constraints.
  J. Frédéric Bonnans, Laurent Pfeiffer, and Oana Silvia Serea. Nonlinear Analysis, Theory, Methods, and Applications, 89:55-80, 2013.
  Article / preprint.

Proceedings

• A reduction method for Riccati-based control of the Fokker-Planck equation.
  Tobias Breiten, Karl Kunisch, and Laurent Pfeiffer. IFAC-PapersOnLine, 50(1):1631-1636, 2017. (20th IFAC World Congress.)
  Article / preprint.

• Risk-averse Merton's portfolio problem.
  Laurent Pfeiffer. IFAC-PapersOnLine, 49(8):266-271, 2016. (2nd IFAC Workshop on Control of Systems Governed by Partial Differential Equations.)
  Article / Link.

• An optimal Control Approach for EV Charging with Distribution Grid Ageing.
  Amar P. Azad, Olivier Beaude, Samson Lasaulce, and Laurent Pfeiffer. First International Black Sea Conference on Communications and Networking (BlackSeaCom), Batumi, Georgia, pages 206-210, 2013.
  Article.

Unpublished

• Optimality conditions for mean-field type optimal control problems.
  Laurent Pfeiffer. SFB-Report 2015-015, December 2015.
  Preprint.

• Two methods of pruning Benders' cuts and their application to the management of a gas portfolio.
  Laurent Pfeiffer, Romain Apparigliato, and Sophie Auchapt. 2012.
  Report.