UMA Home page for Frédéric Bonnans
Publications
Papers in peer-reviewed journals
2009
- Numerical study of optimal trajectories with singular arcs for heavy launcher problems
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Journal of Guidance, Control and Dynamics, vol. 32-1, pp. 51-55, 2009
2008
- Singular arcs in the generalized Goddard's Problem
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Journal of Optimization Theory and Applications, vol. 139-2, pp. 439-461, 2008
2007
- Error estimates for a stochastic impulse control problem
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Applied. Math. and Optimisation, vol. 55-3, pp. 327--357, 2007 [ ]
2006
- Error estimates for stochastic differential game: the adverse stopping case
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IMA Journal of Numerical Analysis, vol. 28, pp. 188-212, 2006 [ ]
2004
- A fast algorithm for the two dimensional HJB equation of stochastic control
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ESAIM: Mathematical Modelling and Numerical Analysis, vol. 38(4), pp. 723-735, 2004 [ ] - Parametric optimization of hybrid car engines
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Optimization and Engineering, vol. 5(4), pp. 395-415, dec, 2004
2003
- Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation
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SIAM Journal on Numerical Analysis, vol. 41(3), pp. 1008-1021, 2003 [ ] - Discrete approximation for a class of the Hamilton-Jacobi equation for an optimal control problem of a differential-algebraic system
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Control and Cybernetics, vol. 32-1, pp. 33-55, 2003
1999
- Optimal control problems with partially polyhedric constraints
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SIAM J. on Control and Optimization, vol. 37(6), pp. 1726--1741, 1999 [ ]
Chapter
2000
- Characterization of consistency of some numerical schemes for the stochastic HJB equation
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Contrôle optimal et EDP - Innovations et Applications'', Ed. J.L. Menaldi et al, IOS Presse, 2000
International conference with proceedings
2011
- A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags
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50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC) Orlando, FL, USA, December 12-15, 2011, pp. 6788-6793, 2011
Conferences without proceedings
2008
- Aerospatial dynamics and Optimal Control
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ENSTA, 23 May, 2008
2005
- Error estimate for a stochastic impulse control problem
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Conference on Opimization under Uncertainties, Université de Heidelberg, Allemagne, September, 2005 - Error estimates for a stochastic differential game
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22nd IFIP, Conference on System Modeling and Optimization, Ecole Polytechnique de Turin, Italie, Juillet, jul, 2005 - Estimation d'erreur pour un problème de contrôle impulsionnel
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2ème Congrès National des Mathématiques Appliquées, Evian, France, Mai, mai 2005 - Numerical mathods for HJB equations and error estimates
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Conference on Optimization Frameworks for Industrial Applications, EDF, Paris, France, Octobre, oct, 2005
2004
- Poster: Stochastic differential game: the adverse stopping case
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FGS-2004, Université d'Avignon, France, Septembre, sep, 2004 - Stochastic differential game: the adverse stopping case
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Numerical methods for viscosity solutions and applications, Université La Sapienza, Rome, Italie, Septembre, sep, 2004
Research reports
2005
- Error estimate for a stochastic impulse control problem
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Rapport de Recherche INRIA, RR-5606, Juin, jun, 2005
2004
- Error estimates for stochastic differential games: the adverse stopping case
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Rapport de recherche INRIA, RR-5441, 2004