Section: Other Grants and Activities
In the setting of the STIC Tunisie project, we started this year a projet with M. Mnif (ENIT), involving F. Bonnans, H. Zidani, and N. Touzi from CMAP, on the variational inequalities for the second order HJB equations, and the application to swing options. A PhD student, Imene Ben Latifa is on this project.
In the setting of the STIC AmSud project on “Energy Optimization” we have a collaboration with P. Lotito (U. Tandil) on deterministic continuous-time models for the optimization of hydrothermal electricity and related optimal control problems with singular arcs. We have one PhD student, Maria S. Aronna, on this project.
With Felipe Alvarez (CMM, Universidad de Chile, Santiago) we study the logarithmic penalty approach for optimal control problems, in connection with the PhD thesis of Francisco Silva.
Italy: U. Roma (Sapienza). With M. Falcone: numerical methods for the resolution of HJB equations. Collaboration in connection with the master's internship of D. Venturini.