Recent papers by Frédéric Bonnans

• J.F. Bonnans, X. Dupuis, C. de la Vega: Second order optimality conditions for state contrained optimal control problems with distributed delays. Rapport de Recherche INRIA RR 7961, May 2012.
• K. Barty, J.F. Bonnans, L. Pfeiffer: Sensitivity analysis for the outages of nuclear power plants. Rapport de Recherche INRIA RR 7884, Feb. 2012.

• I. Ben Latifa, J.F. Bonnans, M. Mnif: Optimal multiple stopping problems and financial applications. Rapport de Recherche INRIA RR 7807, Nov. 2011.
• J.F. Bonnans, G. Spiers, J.-L. Vie: Global optimization of pipe networks by the interval analysis approach: the Belgium network case. Rapport de Recherche INRIA RR 7796, Nov. 2011.
• J.F. Bonnans, X. Tan: A Monotonicity condition for the theta-scheme for diffusion equations. Rapport de Recherche INRIA RR 7778, Oct. 2011.
• J.F. Bonnans, X. Tan: A model-free no-arbitrage price bound for variance options. Rapport de Recherche INRIA RR 7777, Oct. 2011.
• M.S. Aronna, J.F. Bonnans, P. Martinon: A well-posed shooting algorithm for optimal control problems with singular arcs. Rapport de Recherche INRIA RR 7763, Oct. 2011.
• T. Bayen, J.F. Bonnans, F. Silva: Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations. Rapport de Recherche INRIA RR 7765, Oct. 2011.

• M.S. Aronna, J.F. Bonnans, A.V. Dmitruk, P.A. Lotito: Quadratic order conditions for bang-singular extremals. Rapport de Recherche INRIA 7664, June 2011. Numerical Algebra, Control and Optimization, special issue in the honor of H. Maurer, to appear.
• J.F. Bonnans, N. Osmolovskii: Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems. Rapport de Recherche INRIA 7570, March 2011. Dynamics of Continuous, Discrete and Impulsive Systems, special issue dedicated to the memory of Professor Arie Leizarowitz, to appear.
• J.F. Bonnans, Z. Cen, and Th. Christel: Sensitivity analysis of energy contracts by stochastic programming techniques. Rapport de Recherche INRIA RR 7574, March 2011. R. Carmona, P. Del Moral, P. Hu, N. Oudjane eds, Springer Proceeding in Mathematics series, to appear (2012).

• J.F. Bonnans F. Silva : First and second order necessary conditions for stochastic optimal control problems. Applied Mathematics and Optimization, "Online First".
• J.F. Bonnans, Z. Cen, and Th. Christel: Energy contracts management by stochastic programming techniques. Rapport de Recherche INRIA RR-7289, 2010. Annals of Operations Research, "Online First".
• F. Alvarez, J. Bolte J.F. Bonnans, and F.J. Silva: Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems. Mathematical Programming, "Online First".
• J.F. Bonnans F. Silva : Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems. Systems and Control Letters 61 (2012), 143-147.

• J.F. Bonnans, F. Silva: Asymptotic Expansion for the Solutions of Control Constrained Semilinear Elliptic Problems with Interior Penalties. SIAM J. Control Optim. 49, pp. 2494-2517.
• S. Adam, F. Bonnans, R. Paraisy, S. Veyrat: Application of convex lexicographical optimization to the balance of GRTgaz gas grid (local copy). J. Global Optimization Vol. 49-3 (2011), pp. 415--423.
• J. André, J.F. Bonnans: Optimal features of gas transmission networks (local copy). Optimization and Engineering 12 (2011), pp. 175-198.

• J.F. Bonnans: Lipschitz solutions of optimal control problems with state constraints of arbitrary order. Mathematics and its Applications / Annals AOSR 2 (2010), 78-98. Local copy.
• J.F. Bonnans and C. de la Vega: Optimal control of state constrained integral equations. Set-Valued Analysis 18-3 (2010), pp. 307-326.
• J.F. Bonnans, P. Jaisson: Optimal control of a time-dependent state constrained parabolic equation. SIAM J. Control Optim 48-7 (2010), pp. 4550-4571.
• J.F. Bonnans, M. Lebelle: Explicit polyhedral approximation of the Euclidean ball. RAIRO-RO, Vol. 44-1 (2010), 45-59.
• J.F. Bonnans, N.P. Osmolovskii: Second-order analysis of optimal control problems with control and initial-final state constraints. J. of Convex Analysis 17-3, pp. 885--913.
• J.F. Bonnans, N.P. Osmolovskii: Quadratic growth conditions in optimal control problems. In `` Nonlinear Analysis and Optimization II: Optimization''. A. Leizarowitz and al. ed. Contemporary Mathematics series, Volume 514 (2010), pp. 85--98.

• J. André, F. Bonnans, and L. Cornibert: Planning reinforcement on gas transportation networks with optimization methods. European Journal of Operational Research, 197-3(2009), pp. 1019-1027.
• J.F. Bonnans, A. Hermant: Revisiting the Analysis of Optimal Control Problems with Several State Constraint. Control and Cybernetics 34-4, 2009.
• J.F. Bonnans, A. Hermant: No-gap Second-order Optimality Conditions for Optimal Control Problems with a Single State Constraint and Control. Mathematical Programming Series B, Special issue in the honor of S.M. Robinson, Vol 117(2009), 21-50.
• J.F. Bonnans, A. Hermant: Second-order Analysis for Optimal Control Problems with Pure and Mixed State Constraints. Annales de l'I.H.P. - Nonlinear Analysis 26-2 (2009), 561-598. Rapport de Recherche INRIA RR-6199.
• J.F. Bonnans, P. Martinon, J. Laurent-Varin and E. Trélat: Numerical study of optimal trajectories with singular arcs for an Ariane 5 launcher. J. Guidance, Control, and Dynamics 32 (2009), 51-56.
• J.F. Bonnans, D. Tiba: Control problems with mixed constraints and application to an optimal investment problem.. Dedicated to Dr. Constantin Varsan on the occasion of his 70th Birthday. Mathematical Reports (of the Romanian Academy of Sciences) Vol. 11-4, 2009, 293-306.

• M. André, J.F. Bonnans: Fast computation of the leastcore and prenucleolus of cooperative games. RAIRO-RO 42-3(2008), 299-314.
• J.F. Bonnans, P. Martinon and E. Trélat: Singular arcs in the generalized Goddard's Problem. J. Optimization Theory and Applications 139(2008), 439-461.
• J.F. Bonnans, A. Hermant: Stability and Sensitivity Analysis for Optimal Control Problems with a First-order State Constraint. Rapport de Recherche INRIA RR-5889. ESAIM:COCV 14-4 (2008), 825-863.