Bibliography

Publications of the year

Articles in International Peer-Reviewed Journals

• 1M. S. Aronna, J. F. Bonnans, A. Kröner.
  Optimal Control of Infinite Dimensional Bilinear Systems: Application to the Heat and Wave Equations, in: Mathematical Programming B, January 2018, vol. 168, n^o 1-2, pp. 717-757.
  https://hal.inria.fr/hal-01273496
• 2J. F. Bonnans, J. Gianatti, F. Silva.
  On the time discretization of stochastic optimal control problems: the dynamic programming approach, in: ESAIM: Control, Optimisation and Calculus of Variations, 2018.
  https://hal.inria.fr/hal-01474285
• 3J. F. Bonnans, A. Kröner.
  Variational analysis for options with stochastic volatility and multiple factors, in: SIAM Journal on Financial Mathematics, April 2018, vol. 9, n^o 2, pp. 465-492.
  https://hal.inria.fr/hal-01516011
• 4B. Heymann, J. F. Bonnans, P. Martinon, F. Silva, F. Lanas, G. Jimenez.
  Continuous Optimal Control Approaches to Microgrid Energy Management, in: Energy Systems, January 2018, vol. 9, n^o 1, pp. 59-77.
  https://hal.inria.fr/hal-01129393
• 5B. Heymann, P. Martinon.
  Optimal Battery Aging : an Adaptive Weights Dynamic Programming Algorithm, in: Journal of Optimization Theory and Applications, August 2018. [ DOI : 10.1007/s10957-018-1371-9 ]
  https://hal.inria.fr/hal-01349932
• 6A. Kröner, A. Picarelli, H. Zidani.
  Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost, in: SIAM Journal on Control and Optimization, 2018, vol. 56, n^o 5, pp. 3296-3319. [ DOI : 10.1137/17M115253X ]
  https://hal.archives-ouvertes.fr/hal-01585766
• 7P. Martinon, P. Picard, A. Raj.
  On the Design of Optimal Health Insurance Contracts under Ex Post Moral Hazard, in: Geneva Risk and Insurance Review, July 2018, vol. 43, n^o 2, pp. 137-185. [ DOI : 10.1057/s10713-018-0034-y ]
  https://hal-polytechnique.archives-ouvertes.fr/hal-01348551

Internal Reports

• 8F. Bethke, A. Kröner.
  Sufficient optimality conditions for bilinear optimal control of the linear damped wave equation , Humboldt Universität Berlin, 2018.
  https://hal.archives-ouvertes.fr/hal-01807699

Other Publications

• 9A. Aftalion, P. Martinon.
  Optimizing running a race on a curved track, November 2018, https://arxiv.org/abs/1811.12321 - working paper or preprint.
  https://hal.inria.fr/hal-01936993
• 10A. Le Rhun, F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon.
  A stochastic data-based traffic model applied to vehicles energy consumption estimation, November 2018, working paper or preprint.
  https://hal.inria.fr/hal-01774621
• 11C. Martínez, F. Mairet, P. Martinon, O. Bernard.
  Dynamics and control of a periodically forced microalgae culture, October 2018, working paper or preprint.
  https://hal.inria.fr/hal-01891648
• 12C. Rommel, F. Bonnans, B. Gregorutti, P. Martinon.
  Quantifying the Closeness to a Set of Random Curves via the Mean Marginal Likelihood, June 2018, working paper or preprint.
  https://hal.inria.fr/hal-01816407
• 13C. Rommel, F. Bonnans, B. Gregorutti, P. Martinon.
  Structured Feature Selection of Continuous Dynamical Systems for Aircraft Dynamics Identification, December 2018, working paper or preprint.
  https://hal.archives-ouvertes.fr/hal-01965959
• 14C. Rommel, J. F. Bonnans, B. Gregorutti, P. Martinon.
  Block sparse linear models for learning structured dynamical systems in aeronautics, June 2018, working paper or preprint.
  https://hal.inria.fr/hal-01816400
• 15C. Rommel, F. Bonnans, P. Martinon, B. Gregorutti.
  Gaussian Mixture Penalty for Trajectory Optimization Problems, June 2018, working paper or preprint.
  https://hal.inria.fr/hal-01819749

References in notes

• 16A. Aftalion, J.-F. Bonnans.
  Optimization of running strategies based on anaerobic energy and variations of velocity, in: SIAM Journal on Applied Mathematics, 2014, vol. 74, n^o 5, pp. 1615–1636.
• 17M. Bardi, I. Capuzzo-Dolcetta.
  Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations, Systems and Control: Foundations and Applications, Birkhäuser, Boston, 1997.
• 18G. Barles.
  Solutions de viscosité des équations de Hamilton-Jacobi, Mathématiques et Applications, Springer, Paris, 1994, vol. 17.
• 19T. Bayen, F. Mairet, P. Martinon, M. Sebbah.
  Analysis of a periodic optimal control problem connected to microalgae anaerobic digestion, in: Optimal Control Applications and Methods, 2014. [ DOI : 10.1002/oca.2127 ]
  https://hal.archives-ouvertes.fr/hal-00860570
• 20G. Bliss.
  Lectures on the Calculus of Variations, University of Chicago Press, Chicago, Illinois, 1946.
• 21J. F. Bonnans, J. Laurent-Varin.
  Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control, in: Numerische Mathematik, 2006, vol. 103, n^o 1, pp. 1–10.
• 22J. F. Bonnans, E. Ottenwaelter, H. Zidani.
  Numerical schemes for the two dimensional second-order HJB equation, in: ESAIM: M2AN, 2004, vol. 38, pp. 723-735.
• 23J. F. Bonnans, H. Zidani.
  Consistency of generalized finite difference schemes for the stochastic HJB equation, in: SIAM J. Numerical Analysis, 2003, vol. 41, pp. 1008-1021.
• 24A. E. Bryson, Y.-C. Ho.
  Applied optimal control, Hemisphere Publishing, New-York, 1975.
• 25M. Crandall, P. Lions.
  Viscosity solutions of Hamilton Jacobi equations, in: Bull. American Mathematical Society, 1983, vol. 277, pp. 1–42.
• 26W. Hager.
  Runge-Kutta methods in optimal control and the transformed adjoint system, in: Numerische Mathematik, 2000, vol. 87, n^o 2, pp. 247–282.
• 27A. Ioffe, V. Tihomirov.
  Theory of Extremal Problems, North-Holland Publishing Company, Amsterdam, 1979, Russian Edition: Nauka, Moscow, 1974.
• 28J.-L. Lagrange.
  Mécanique analytique, Paris, 1788, reprinted by J. Gabay, 1989.
• 29E. Lee, L. Markus.
  Foundations of optimal control theory, John Wiley, New York, 1967.
• 30G. Leitmann.
  An introduction to optimal control, Mc Graw Hill, New York, 1966.
• 31R. Muñoz-Tamayo, P. Martinon, G. Bougaran, F. Mairet, O. Bernard.
  Getting the most out of it: Optimal experiments for parameter estimation of microalgae growth models, in: Journal of Process Control, 2014, vol. 24, n^o 6, pp. 991 - 1001. [ DOI : 10.1016/j.jprocont.2014.04.021 ]
  http://www.sciencedirect.com/science/article/pii/S095915241400122X
• 32L. Pontryagin, V. Boltyanski, R. Gamkrelidze, E. Michtchenko.
  The Mathematical Theory of Optimal Processes, Wiley Interscience, New York, 1962.
• 33L. Young.
  Lectures on the calculus of variations and optimal control theory, W. B. Saunders Co., Philadelphia, 1969.