Bibliography

Major publications by the team in recent years

1O. Bokanowski, B. Bruder, S. Maroso, H. Zidani.

Numerical approximation for a superreplication problem under gamma constraints, in: SIAM. Num. Analysis., 2009, vol. 47(3), p. 2289–2320.
2O. Bokanowski, N. Megdich, H. Zidani.

Convergence of a non-monotone scheme for Hamilton-Jacobi-Bellman equations with discontinuous data, in: Numerische Mathematik / Numerical Mathematics, 2010, vol. 115, n^o 1, p. 1–44.

http://hal.inria.fr/inria-00193157
3J. F. Bonnans, J. C. Gilbert, C. Lemaréchal, C. Sagastizábal.

Numerical Optimization: theoretical and numerical aspects, Universitext, Springer-Verlag, Berlin, 2006, second edition.
4J. F. Bonnans, S. Maroso, H. Zidani.

Error estimates for a stochastic impulse control problem, in: Appl. Math. and Optim., 2007, vol. 55, n^o 3, p. 327–357.
5J. F. Bonnans, A. Shapiro.

Perturbation analysis of optimization problems, Springer-Verlag, New York, 2000.
6J. F. Bonnans, H. Zidani.

Consistency of generalized finite difference schemes for the stochastic HJB equation, in: SIAM J. Numerical Analysis, 2003, vol. 41, p. 1008-1021.
7N. Bérend, J. F. Bonnans, J. Laurent-Varin, M. Haddou, C. Talbot.

An Interior-Point Approach to Trajectory Optimization, in: J. Guidance, Control and Dynamics, 2007, vol. 30, n^o 5, p. 1228-1238.
8J. Gergaud, P. Martinon.

Using switching detection and variational equations for the shooting method, in: Optimal Control Applications and Methods, 2007, vol. 28, n^o 2, p. 95–116.
9P. Martinon, J. F. Bonnans, J. Laurent-Varin, E. Trélat.

Numerical study of optimal trajectories with singular arcs for an Ariane 5 launcher, in: J. Guidance, Control, and Dynamics, 2009, vol. 32, n^o 1, p. 51-55.

Publications of the year

Articles in International Peer-Reviewed Journal

10F. Alvarez, J. Bolte, J. F. Bonnans, F. Silva.

Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems, in: Mathematical Programming, Series A, 2011, 29 p.

http://hal.inria.fr/inria-00365540/en
11O. Bokanowski, Y. Cheng, C.-W. Shu.

A discontinuous Galerkin solver for front propagation, in: SIAM Journal on Scientific Computing, 2011, vol. 33, n^o 2, p. 923-938.

http://hal.inria.fr/hal-00653471/en/
12O. Bokanowski, N. Forcadel, H. Zidani.

Deterministic state constrained optimal control problems without controllability assumptions, in: ESAIM: Control, Optimisation and Calculus of Variations, 2011, vol. 17, n^o 4, p. 995-1015. [ DOI : 10.1051/cocv/2010030 ]

http://hal.inria.fr/hal-00415953/en
13J. F. Bonnans, J. André.

Optimal structure of gas transmission trunklines, in: Optimization and Engineering, 2011, vol. 12, n^o 1, p. 175-198.

http://hal.inria.fr/inria-00350522/en
14A. Briani, H. Zidani.

Characterization of the value function of final state constrained control problems with BV trajectories, in: Communication on Pure and Applied Analysis, 2011, vol. 10, n^o 6, p. 1567-1587. [ DOI : 10.3934/cpaa.2011.10.1567 ]

http://hal.inria.fr/inria-00627518/en
15Z. Cen, J. F. Bonnans, T. Christel.

Energy contracts management by stochastic programming techniques, in: Annals of Operations Research, 2011. [ DOI : 10.1007/s10479-011-0973-5 ]

http://hal.inria.fr/inria-00486897/en

International Conferences with Proceedings

16O. Bokanowski, A. Desilles, H. Zidani.

Hamilton Jacobi Approach for Motion Planning and Reachability analysis, in: Proc. Valuetools'11, ENS Cachan, Paris, France, 16 20 May 2011.
17O. Bokanowski, H. Zidani.

Minimal Time Problems with Moving Targets and Obstacles, in: 18th IFAC World Congress, Milano, Italie, 2011, vol. 18, Part 1, p. 2589-2593. [ DOI : 10.3182/20110828-6-IT-1002.02261 ]

http://hal.inria.fr/inria-00629166/en
18J. F. Bonnans, G. Granato, H. Zidani.

A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags, in: Proc. IEEE-CDC, Conference on Decision and Control, Orlando, Dec. 12-15, 2011.
19N. Forcadel, Z. Rao, H. Zidani.

Optimal control problems of BV trajectories with pointwise state constraints, in: 18th IFAC World Congress, Milan, Italie, 2011, vol. 18. [ DOI : 10.3182/20110828-6-IT-1002.01694 ]

http://hal.inria.fr/inria-00639021/en

Internal Reports

20M. S. Aronna.

Partially affine control problems: second order conditions and a well-posed shooting algorithm, INRIA, October 2011, n^o RR-7764.

http://hal.inria.fr/inria-00631564/en
21M. S. Aronna, J. F. Bonnans, A. V. Dmitruk, P. Lotito.

Quadratic conditions for bang-singular extremals, INRIA, June 2011, n^o RR-7664.

http://hal.inria.fr/inria-00605128/en
22M. S. Aronna, J. F. Bonnans, P. Martinon.

A well-posed shooting algorithm for optimal control problems with singular arcs, INRIA, October 2011, n^o RR-7763.

http://hal.inria.fr/inria-00631332/en
23T. Bayen, J. F. Bonnans, F. Silva.

Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations, INRIA, October 2011, n^o RR-7765.

http://hal.inria.fr/inria-00632308/en
24I. Ben Latifa, J. F. Bonnans, M. Mnif.

Optimal multiple stopping problem and financial applications, INRIA, November 2011, n^o RR-7807.

http://hal.inria.fr/hal-00642919/en
25J. F. Bonnans, N. Osmolovskii.

Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems, INRIA, March 2011, n^o RR-7570.

http://hal.inria.fr/inria-00577604/en
26J. F. Bonnans, G. Spiers, J.-L. Vie.

Global optimization of pipe networks by the interval analysis approach: the Belgium network case, INRIA, November 2011, n^o RR-7796.

http://hal.inria.fr/hal-00642932/en
27J. F. Bonnans, X. Tan.

A model-free no-arbitrage price bound for variance options, INRIA, October 2011, n^o RR-7777.

http://hal.inria.fr/inria-00634387/en
28J. F. Bonnans, X. Tan.

Monotonicity condition for the $θ$ -scheme for diffusion equations, INRIA, October 2011, n^o RR-7778.

http://hal.inria.fr/inria-00634417/en
29Z. Cen, J. F. Bonnans, T. Christel.

Sensitivity analysis of energy contracts management problem by stochastic programming techniques, INRIA, March 2011, n^o RR-7574.

http://hal.inria.fr/inria-00579668/en

Other Publications

30A. Altarovici, O. Bokanowski, H. Zidani.

A general Hamilton-Jacobi framework for nonlinear state-constrained control problems.

http://hal.inria.fr/hal-00653337/en/
31O. Bokanowski, Y. Cheng, C.-W. Shu.

A discontinuous Galerkin scheme for front propagation with obstacles.

http://hal.inria.fr/hal-00653532/en/
32A. Briani, F. Camilli, H. Zidani.

Approximation Schemes for Monotone Systems of Nonlinear Second Order Partial Differential Equations: Convergence Result and Error Estimate, 2011, To appear in Differential Equations and Applications.

http://hal.inria.fr/inria-00627520/en
33S. Cacace, E. Cristiani, M. Falcone, A. Picarelli.

A Patchy Dynamic Programming Scheme for a Class of Hamilton-Jacobi-Bellman Equations, 2011, Submitted to SIAM J. Scientific Computing.

http://hal.inria.fr/inria-00628108/en
34N. Forcadel, Z. Rao, H. Zidani.

State-constrained optimal control problems of impulsive differential equations, submitted.

http://hal.inria.fr/hal-00653671/en/
35C. Imbert, R. Monneau, H. Zidani.

A Hamilton-Jacobi approach to junction problems and application to traffic flows, 2011, This paper is dedicated to J.-B. Hiriart-Urruty. Note on v3: to appear in ESAIM: COCV..

http://hal.inria.fr/hal-00569010/en

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Well-Posedness of the Shooting Algorithm for State Constrained Optimal Control Problems with a Single Constraint and Control, in: SIAM J. Control Optimization, 2007, vol. 46, n^o 4, p. 1398–1430.
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Second-order Analysis for Optimal Control Problems with Pure State Constraints and Mixed Control-State Constraints, in: Annales de l'Institut Henri Poincaré. Analyse non linéaire., 2009, vol. 26, n^o 2, p. 561-598.
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Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control, in: Numerische Mathematik, 2006, vol. 103, n^o 1, p. 1–10.
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Numerical schemes for the two dimensional second-order HJB equation, in: ESAIM: M2AN, 2004, vol. 38, p. 723-735.
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Consistency of generalized finite difference schemes for the stochastic HJB equation, in: SIAM J. Numerical Analysis, 2003, vol. 41, p. 1008-1021.
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A non-linear anti-diffusive scheme for the linear advection equation, in: C. R. Acad. Sci. Paris, Série I, Analyse numérique, 1999, vol. 328, p. 939-944.
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