Overall Objectives
Research Program
Application Domains
Highlights of the Year
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Major publications by the team in recent years
A. Aftalion, J. F. Bonnans.
Optimization of running strategies based on anaerobic energy and variations of velocity, in: SIAM Journal of Applied Mathematics, October 2014, vol. 74, no 5, pp. 1615-1636.
M. S. Aronna, J. F. Bonnans, B. S. Goh.
Second order analysis of state-constrained control-affine problems, in: Mathematical Programming, Series A, January 2016, vol. 160, no 1, pp. 115-147.
M. S. Aronna, J. F. Bonnans, A. Kröner.
Optimal Control of Infinite Dimensional Bilinear Systems: Application to the Heat and Wave Equations, in: Mathematical Programming B, November 2016, 32 p.
M. S. Aronna, J. F. Bonnans, P. Martinon.
A Shooting Algorithm for Optimal Control Problems with Singular Arcs, in: Journal of Optimization Theory and Applications, August 2013, vol. 158, no 2, pp. 419-459. [ DOI : 10.1007/s10957-012-0254-8 ]
J. F. Bonnans, X. Dupuis, L. Pfeiffer.
Second-order necessary conditions in Pontryagin form for optimal control problems, in: SIAM Journal on Control and Optimization, 2014, vol. 52, no 6, pp. 3887-3916. [ DOI : 10.1137/130923452 ]
J. F. Bonnans, X. Tan.
A model-free no-arbitrage price bound for variance options, in: Applied Mathematics and Optimization, July 2013, vol. 68, no 1, pp. 43-73. [ DOI : 10.1007/s00245-013-9197-1 ]
B. Bonnard, M. Claeys, O. Cots, P. Martinon.
Geometric and numerical methods in the contrast imaging problem in nuclear magnetic resonance, in: Acta Applicandae Mathematicae, February 2015, vol. 135, no 1, pp. 5-45. [ DOI : 10.1007/s10440-014-9947-3 ]
L. Giraldi, P. Martinon, M. Zoppello.
Optimal Design for Purcell Three-link Swimmer, in: Physical Review, February 2015, vol. 91, no 2, 023012.
A. Kröner, K. Kunisch, B. Vexler.
Semismooth Newton methods for optimal control of the wave equation with control constraints, in: SIAM Journal on Control and Optimization, 2011, vol. 49, no 2, pp. 830–858.
A. Kröner, K. Kunisch, H. Zidani.
Optimal feedback control of undamped wave equations by solving a HJB equation, in: ESAIM: Control, Optimisation and Calculus of Variations, 2014, vol. 21, no 2, pp. 442 - 464. [ DOI : 10.1051/cocv/2014033 ]
Publications of the year

Articles in International Peer-Reviewed Journals

J. F. Bonnans, A. Festa.
Error estimates for the Euler discretization of an optimal control problem with first-order state constraints, in: SIAM Journal on Numerical Analysis, December 2017, vol. 55, no 2, pp. 445–471.
M. D. Chekroun, A. Kröner, H. Liu.
Galerkin approximations of nonlinear optimal control problems in Hilbert spaces , in: Electronic Journal of Differential Equations, 2017, vol. 2017, no 189, pp. 1-40.
J. Garcke, A. Kröner.
Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids, in: Journal of Scientific Computing, January 2017, vol. 70, no 1, pp. 1-28.
B. Heymann, J. F. Bonnans, P. Martinon, F. Silva, F. Lanas, G. Jimenez.
Continuous Optimal Control Approaches to Microgrid Energy Management, in: Energy Systems, 2017.

International Conferences with Proceedings

J. F. Bonnans, B. Gregorutti, P. Martinon, C. Rommel.
Aircraft Dynamics Identification for Optimal Control, in: EUCASS 2017, Milan, Italy, R. Martinez-Val, C. Bonnal, D. Knight (editors), July 2017. [ DOI : 10.13009/EUCASS2017-179 ]

Internal Reports

M. D. Chekroun, A. Kröner, H. Liu.
Galerkin approximations for the optimal control of nonlinear delay differential equations, Inria, 2017.

Other Publications

J. F. Bonnans, J. Gianatti, F. J. Silva.
On the time discretization of stochastic optimal control problems: the dynamic programming approach, February 2017, working paper or preprint.
J. F. Bonnans, A. Kröner.
Variational analysis for options with stochastic volatility and multiple factors, April 2017, working paper or preprint.
A. Kröner, A. Picarelli, H. Zidani.
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost, October 2017, working paper or preprint.
P. Martinon, P. Picard, A. Raj.
On the Design of Optimal Health Insurance Contracts under Ex Post Moral Hazard, 2017, working paper or preprint.
References in notes
M. Bardi, I. Capuzzo-Dolcetta.
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations, Systems and Control: Foundations and Applications, Birkhäuser, Boston, 1997.
G. Barles.
Solutions de viscosité des équations de Hamilton-Jacobi, Mathématiques et Applications, Springer, Paris, 1994, vol. 17.
T. Bayen, F. Mairet, P. Martinon, M. Sebbah.
Analysis of a periodic optimal control problem connected to microalgae anaerobic digestion, in: Optimal Control Applications and Methods, 2014. [ DOI : 10.1002/oca.2127 ]
G. Bliss.
Lectures on the Calculus of Variations, University of Chicago Press, Chicago, Illinois, 1946.
J. F. Bonnans, J. Laurent-Varin.
Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control, in: Numerische Mathematik, 2006, vol. 103, no 1, pp. 1–10.
J. F. Bonnans, E. Ottenwaelter, H. Zidani.
Numerical schemes for the two dimensional second-order HJB equation, in: ESAIM: M2AN, 2004, vol. 38, pp. 723-735.
J. F. Bonnans, H. Zidani.
Consistency of generalized finite difference schemes for the stochastic HJB equation, in: SIAM J. Numerical Analysis, 2003, vol. 41, pp. 1008-1021.
A. E. Bryson, Y.-C. Ho.
Applied optimal control, Hemisphere Publishing, New-York, 1975.
M. Crandall, P. Lions.
Viscosity solutions of Hamilton Jacobi equations, in: Bull. American Mathematical Society, 1983, vol. 277, pp. 1–42.
W. Hager.
Runge-Kutta methods in optimal control and the transformed adjoint system, in: Numerische Mathematik, 2000, vol. 87, no 2, pp. 247–282.
A. Ioffe, V. Tihomirov.
Theory of Extremal Problems, North-Holland Publishing Company, Amsterdam, 1979, Russian Edition: Nauka, Moscow, 1974.
J.-L. Lagrange.
Mécanique analytique, Paris, 1788, reprinted by J. Gabay, 1989.
E. Lee, L. Markus.
Foundations of optimal control theory, John Wiley, New York, 1967.
G. Leitmann.
An introduction to optimal control, Mc Graw Hill, New York, 1966.
R. Muñoz-Tamayo, P. Martinon, G. Bougaran, F. Mairet, O. Bernard.
Getting the most out of it: Optimal experiments for parameter estimation of microalgae growth models, in: Journal of Process Control, 2014, vol. 24, no 6, pp. 991 - 1001. [ DOI : 10.1016/j.jprocont.2014.04.021 ]
L. Pontryagin, V. Boltyanski, R. Gamkrelidze, E. Michtchenko.
The Mathematical Theory of Optimal Processes, Wiley Interscience, New York, 1962.
L. Young.
Lectures on the calculus of variations and optimal control theory, W. B. Saunders Co., Philadelphia, 1969.