Back to
Publication page
RESEARCH REPORTS, 2012
RESEARCH REPORTS, 2011
-
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.
TO APPEAR
- 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).
2012 PUBLICATIONS
2011 PUBLICATIONS
2010 PUBLICATIONS
-
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.
2009 PUBLICATIONS
-
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.
2008 PUBLICATIONS