|
Interests
- Optimal control, optimality conditions, sensitivity analysis, second-order analysis
- Stochastic optimization, probability constraints, SDDP algorithm
- Applications in economics, to energy management
Publication
- Sensitivity analysis for relaxed optimal control problems with final-state constraints
J. Frédéric Bonnans, Laurent Pfeiffer and Oana Silvia Serea, 2013. Nonlinear Analysis Series A, to appear.
Preprint /
presentation /
poster.
Preprints
My preprints are available as Inria research reports:
HAL-Inria.
- Second-order necessary conditions in Pontryagin form for optimal control problems
J. Frédéric Bonnans, Xavier Dupuis and Laurent Pfeiffer, in preparation.
Preprint /
presentation.
- Second-order sufficient conditions for strong solutions to optimal control problems
J. Frédéric Bonnans, Xavier Dupuis and Laurent Pfeiffer, in preparation.
Preprint /
presentation.
- Sensitivity analysis for the outages of nuclear power plants
Kengy Barty, J. Frédéric Bonnans and Laurent Pfeiffer, february 2012, submitted.
Prepublication /
presentation.
Miscellaneous
- Two methods of pruning Benders' cuts and their application to the management of a gas portfolio
Laurent Pfeiffer, Romain Apparigliato and Sophie Auchapt, november 2012.
Report.
Education
- Master's degree in applied mathematics, specialization in "Optimization, Games and Modelling in Economics"
(OJME)
at Ecole Polytechnique and University Pierre and Marie Curie (2010).
- Engineering diploma, Ecole Polytechnique (2010).
- Detailed CV.
|
|
