Recent papers by Frédéric Bonnans

• D. Lunz, J.F. Bonnans, J. Ruess: Optimal control of bioproduction in the presence of population heterogeneity}. Hal Inria, Dec. 2021.
• D. Lunz, J.F. Bonnans, J. Ruess: Revisiting moment closure methods with population models. Hal Inria, Dec. 2021.
• D. Lunz J.F. Bonnans: Optimal control of a two-species bioproducing microbial consortium. Hal Inria, Dec. 2021.
• J.F. Bonnans, L. Pfeiffer, P. Lavigne (2021): Generalized conditional gradient and learning in potential mean field games. Hal Inria, Sept. 2021.
• J.F. Bonnans, L. Pfeiffer, P. Lavigne (2021): Discrete potential mean field games. Hal Inria, June 2021.
• J.F. Bonnans, J. Gianatti, L. Pfeiffer: A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints. Hal Inria, March 2021.
• J.F. Bonnans, G. Bonnet, J.-M. Mirebeau: A linear finite-difference scheme for approximating Randers distances on Cartesian grids. Hal Inria, Jan. 2021.
• A. Séguret, C. Alasseur, J.F. Bonnans, A. De Paola, N. Oudjane, V. Trovato: Decomposition of high dimensional aggregative stochastic control problems Hal Inria, Sept. 2020.

• D. Lunz, G. Batt, J. Ruess, J.F. Bonnans: Beyond the chemical master equation: stochastic chemical kinetics coupled with auxiliary processes. Hal Inria, Sept. 2020. PLOS Computational Biology}, accepted in July 2021.
• J.F. Bonnans, G. Bonnet, J.-M. Mirebeau: Second order monotone finite differences discretization of linear anisotropic differential operators. Math. of Computations, accepted May 16, 2021.
• J. F. Bonnans, L. Pfeiffer, P. Lavigne: Discrete-time mean field games with risk-averse agents. ESAIM COCV, accepted April 2021, e-published in May 2021.
• A. Le Rhun, J.F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon: A bi-level energy management strategy for HEVs under probabilistic traffic conditions. EEE Transactions on Control Systems Technology, accepted in April 2021.
• M. S. Aronna, J. F. Bonnans, A. Kroener: State-constrained control-affine parabolic problems II: Second order sufficient optimality conditions. SIAM J. Control Optim, accepted in January 2021.
• C. Rommel, J.F. Bonnans, P. Martinon, B. Gregorutti: Quantifying the Closeness to a Set of Random Curves via the Mean Marginal Likelihood. ESAIM:PS 25 (2021), 1-30.
• M. S. Aronna, J. F. Bonnans, A. Kroener: State-constrained control-affine parabolic problems I: first and second order necessary optimality conditions. Set-Valued and Variational Analysis, 29(2), pp. 383--408.

• J. F. Bonnans, J. Gianatti: Optimal control techniques based on infection age for the study of the COVID-19 epidemic. Mathematical Modelling of Natural Phenomena 15, published online Oct. 14, 2020.
• J. F. Bonnans, J. Gianatti: Optimal control of state constrained age-structured problems SIAM J. Control Optim. 58-4, pp. 2206–2235.
• A. Philpott, J.F. Bonnans, F. Wahid: MIDAS: A Mixed Integer Dynamic Approximation Scheme. Mathematical Programming Series A 181 (2020), pp. 19-50.
• A. Le Rhun, J.F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon: A stochastic data-based traffic model applied to vehicles energy consumption estimation. IEEE Transactions on Intelligent Transportation Systems 21-7 (2020), 3025--3034. Archive: Hal Inria, 2018.
• A. Le Rhun, J.F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon: An Eco-Routing Algorithm for HEVs Under Traffic Conditions. 21th IFAC World Congress, Berlin, Germany, July 12-17, 2020.
• J.F. Bonnans, G. Bonnet, J.-M. Mirebeau: Monotone and second order consistent schemes for the two dimensional Pucci equation. Hal Inria version, Nov. 2019. To appear in Proc. ENUMATH 2019, Springer. Original contribution: Monotone and second order consistent schemes for the Pucci and Monge-Ampere equations. Hal Inria version, Nov. 2019.

• J.F. Bonnans, J. Gianatti, F. J. Silva: On the time discretization of stochastic optimal control problems: The dynamic programming approach. ESAIM COCV Vol. 25. Preprint version.
• J. F. Bonnans, S. Hadikhanloo, L. Pfeiffer: Schauder Estimates for a Class of Potential Mean Field Games of Controls. Applied Mathematics and Optimization, First online: July 2019.
• C. Rommel, J.F. Bonnans, P. Martinon, B. Gregorutti: Gaussian Mixture Penalty for Trajectory Optimization Problems. J. Guidance, Control, and Dynamics, published online on April 2019. Archive: Hal Inria, 2018.
• S. Aronna, J.F. Bonnans, A. Kroener: Optimal control of PDEs in a complex space setting; application to the Schroedinger equation. SIAM J. Control Optimization 57-2 (2019), pp. 1390–1412.
• E. Weill, V. Andréani, C. Aditya, P. Martinon, J. Ruess,G. Batt, F. Bonnans: Optimal control of an artificial microbial differentiation system for protein bioproduction. Proc. ECC 2019, Napoli, Italy, June 25-28, 2019.

• J.F. Bonnans, A. Kroener: Variational analysis for options with stochastic volatility and multiple factors. SIAM Journal on Financial Mathematics 9-2 (2018), 465-492.
• S. Aronna, J.F. Bonnans, A. Kroener: Optimal control of infinite dimensional bilinear systems: Application to the heat and wave equations. Math. Programming 168-1 (2018), 717-757. Hal-Inria report.
• S. Aronna, J.F. Bonnans, A. Kroener: Corrections to: Optimal control of infinite dimensional bilinear systems: Application to the heat and wave equations. Math. Programming 170-2 (2018), 569-570.
• B. Heymann, P. Martinon, F. Silva, F. Lanas, G. Jimenez, J.F. Bonnans: Continuous Optimal Control Approaches to Microgrid Energy Management. Energy Systems 9-1 (2018), 59-77.

• J.F. Bonnans, A. Festa: Error estimates for the Euler discretization of an optimal control problem with first-order state constraints. SIAM J. Numerical Analysis 55-2 (2017), 445-471. Preprint.
• M.S. Aronna, J.F. Bonnans, A. Kroener: Optimal control of bilinear systems in a complex space setting. Proc. IFAC 20th World Congress, Toulouse (France), July 9-14, 2017.
• J.F. Bonnans, B. Gregorutti, Baptist, P. Martinon, C. Rommel: Aircraft Dynamics Identification for Optimal Control. Proc. EUCASS Conf., Milano, July 3-6, 2017. Preprint.

• J.F. Bonnans, J. Gianatti, F. J. Silva: On the convergence of the Sakawa-Shindo algorithm in stochastic control. Mathematical Control and Related Fields 6-3 (2016), 391-406.
• M.S. Aronna, J.F. Bonnans, B.S. Goh: Second order analysis of state-constrained control-affine problems. Math. Programming 160-1, 115--147, Preprint .
• I. Ben Latifa, J.F. Bonnans, M. Mnif: Numerical methods for an optimal multiple stopping problem. Stochastics and Dynamics 16-5, 2016. Hal archive .
• B. Heymann, J.-F. Bonnans, G. Jimenez, F. Silva: A Stochastic Continuous Time Model for Microgrid Energy Management. European Control Conference (ECC), Aalborg, Denmark, June 29 - July 1, 2016.

• I. Ben Latifa, J.F. Bonnans, M. Mnif: A general optimal multiple stopping problem with an application to Swing Options. Stochastic Analysis and Applications, 33-4 (2015) , 715-739. Hal archive .
• J.F. Bonnans: Commande optimale. Encyclopédie des Techniques de l'Ingénieur, April 2015. Preprint HAL.

• J.F. Bonnans, X. Dupuis, L. Pfeiffer: Second-order necessary conditions in Pontryagin form for optimal control problems. SIAM J. Control Optim. 52-6 (2014), 3887-3916.
• A. Aftalion, J.F. Bonnans: Optimization of running strategies based on anaerobic energy and variations of velocity. SIAM J. Applied Math 74-5 (2014), 1615-1636.
• J.F. Bonnans: Optimal control of a semilinear parabolic equation with singular arcs. Optimization, Methods and Software 29-5 (2014), 964-978.
• F. Bonnans, X. Dupuis, L. Pfeiffer: Second-order sufficient conditions for strong solutions to optimal control problems. ESAIM-COCV 159-1 (2014), 1--40.
• K. Barty, J.F. Bonnans, L. Pfeiffer: Sensitivity analysis for the outages of nuclear power plants. Energy Systems 5-2 (2014), 371-406.
• T. Bayen, J.F. Bonnans, F. Silva: Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations. Trans. Amer. Math. Soc. 366-4 (2014), 2063--2087.

• J.F. Bonnans, X. Dupuis, C. de la Vega: First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations . J. Optim. Theory Applic. 159-1 (2013), 1--40.
• M.S. Aronna, J.F. Bonnans, P. Martinon: A shooting algorithm for optimal control problems with singular arcs. J. Optim. Theory Applic. 158-2 (2013), 419-459. Preprint: INRIA Report 7763.
• J.F. Bonnans, X. Tan: A model-free no-arbitrage price bound for variance options. Applied Math. Optimization 68-1 (2013), 43-73.
• J.F. Bonnans, L. Pfeiffer, O. Serea: Sensitivity analysis for relaxed optimal control problems with final state constraints. Nonlinear Analysis Series A, 89 (2013), 55 - 80.
• J.F. Bonnans: The shooting approach to optimal control problems. Proc. IFAC International Workshop on Adaptation and Learning in Control and Signal Processing, Caen, July 3-5, 2013. Preprint.
• J.F. Bonnans: Singular arcs in the optimal control of a parabolic equation. Proc. 13th European Control Conference, Zurich, July 17-19, 2013.

• 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 135 (2012) n. 1-2, 473-507.
• M.S. Aronna, J.F. Bonnans, A.V. Dmitruk, P.A. Lotito: Quadratic order conditions for bang-singular extremals. Numerical Algebra, Control and Optimization Vol 2 num 3 (2012), 511-546.
• J.F. Bonnans, Z. Cen, and Th. Christel: Energy contracts management by stochastic programming techniques. Annals of Operations Research 200-1 (2012), 199-222.
• J.F. Bonnans, N. Osmolovskii: Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems. Dynamics of Continuous, Discrete and Impulsive Systems, special issue dedicated to the memory of Professor Arie Leizarowitz, 19 (2012) 1-2, 1-16.
• J.F. Bonnans F. Silva : First and second order necessary conditions for stochastic optimal control problems. Applied Mathematics and Optimization 65-3 (2012), 403-439.
• 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, Z. Cen, and Th. Christel: Sensitivity analysis of energy contracts by stochastic programming techniques. R. Carmona, P. Del Moral, P. Hu, N. Oudjane eds, Springer Proceeding in Mathematics series 12 (2012), 447-471.

• 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), 415--423.
• J. André, J.F. Bonnans: Optimal features of gas transmission networks (local copy). Optimization and Engineering 12 (2011), 175-198.
• J.F. Bonnans, F. Silva: Asymptotic Expansion for the Solutions of Control Constrained Semilinear Elliptic Problems with Interior Penalties. SIAM J. Control Optim. 49 (2011), 2494-2517.
• K. Aouiche, J.F. Bonnans, G. Granato, H. Zidani: A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags. IEEE Conf. on Decision and Control, Orlando, Dec. 12-15, 2011.

• 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), 307-326.
• J.F. Bonnans, P. Jaisson: Optimal control of a time-dependent state constrained parabolic equation. SIAM J. Control Optim 48-7 (2010), 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, 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), 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), 1019-1027.
• J.F. Bonnans, A. Hermant: Revisiting the Analysis of Optimal Control Problems with Several State Constraint. Control and Cybernetics 34-4, 2009. Erratum.
• 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 State Constraints and Mixed Control-State Constraints. Ann. I.H.P. - Nonlinear Analysis 26-2 (2009), 561-598.
• 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.
• F. Alvarez, J. Bolte, J.F. Bonnans and F. J. Silva: Error estimates for the solution of a control constrained optimal control problem with interior penalties. Proc. IFAC Workshop on Control Applications of Optimization, May 6-8, 2009, U. Jyvaskyla.
• P. Martinon, F. Bonnans, E. Trelat: A less problem dependent approach for optimal trajectories with singular arcs: Application to space launchers. Proc. IFAC Workshop on Control Applications of Optimization, May 6-8, 2009, U. Jyvaskyla.

• 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. Hal Preprint.
• J.F. Bonnans, A. Hermant: Stability and Sensitivity Analysis for Optimal Control Problems with a First-order State Constraint and Application to Continuation Methods. ESAIM:COCV 14-4 (2008), 825-863.
• M. Aronna, J.F. Bonnans, P. Lotito: Continuous time optimal hydrothermal scheduling. Proc. EngOpt 2008 (Int. Conf. on Engineering Optimization), Rio de Janeiro, June 1-5, 2008.