Publications

Articles (revues avec comité de lecture)

2018

• Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost
  Axel Kröner, Athena Picarelli and Hasnaa Zidani
  SIAM J. Control Optim., vol. 56(5), pp. 3296--3319, 2018   

2016

• State-constrained stochastic optimal control problems via reachability approach
  Olivier Bokanowski, Athena Picarelli and Hasnaa Zidani
  SIAM J. on Control and Optimization, vol. 54 (5), pp. 2568–2593, 2016   

2015

• Dynamic programming and error estimates for stochastic control problems with maximum cost
  Olivier Bokanowski, Athena Picarelli and Hasnaa Zidani
  Applied Mathematics and Optimization (AMO, Springer), vol. 71(1), pp. 125--163, 2015   
• Zubov’s method for controlled diffusions with state constraints
  Lars Grüne and Athena Picarelli
  Nonlinear Differential Equations and Applications, vol. 22 (6), pp. 1765–1799, Springer Verlag, 2015   

2012

• A patchy dynamic programming scheme for a class of Hamilton-Jacobi-Bellman equation
  Simone Cacace, Emiliano Cristiani, Maurizio Falcone and Athena Picarelli
  SIAM J. Scientific Computing, vol. 34 (5), pp. A2625-A2649, 2012   

Conférence internationale avec actes

2012

• Reachability for state constrained stochastic control problems
  Olivier Bokanowski and Athena Picarelli
  MTNS, jul, 2012   

Conférence sans actes

2013

• New approach for stochastic target problems with state constraints
  Athena Picarelli
  ICCOPT, jul, 2013   

Thèse

2015

• On some stochastic control problems with state constraints
  Athena Picarelli
  Ecole doctorale de l'Ecole polytechnique ED 447, apr, 2015