Personnel
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
Dissemination
Bibliography
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Bibliography

Major publications by the team in recent years
[1]
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.
https://hal.inria.fr/hal-00851182
[2]
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.
https://hal.inria.fr/hal-01081111
[3]
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.
https://hal.inria.fr/hal-01273496
[4]
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 ]
https://hal.inria.fr/inria-00631332
[5]
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 ]
https://hal.inria.fr/hal-00825273
[6]
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 ]
https://hal.inria.fr/inria-00634387
[7]
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 ]
https://hal.inria.fr/hal-00867753
[8]
L. Giraldi, P. Martinon, M. Zoppello.
Optimal Design for Purcell Three-link Swimmer, in: Physical Review, February 2015, vol. 91, no 2, 023012.
https://hal.archives-ouvertes.fr/hal-01098501
[9]
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.
http://dx.doi.org/10.1137/090766541
[10]
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 ]
https://hal.archives-ouvertes.fr/hal-00924089
Publications of the year

Articles in International Peer-Reviewed Journals

[11]
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.
https://hal.inria.fr/hal-01093229
[12]
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.
https://hal.archives-ouvertes.fr/hal-01501178
[13]
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.
https://hal.archives-ouvertes.fr/hal-01185912
[14]
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.
https://hal.inria.fr/hal-01129393

International Conferences with Proceedings

[15]
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 ]
https://hal.inria.fr/hal-01639731

Internal Reports

[16]
M. D. Chekroun, A. Kröner, H. Liu.
Galerkin approximations for the optimal control of nonlinear delay differential equations, Inria, 2017.
https://hal.archives-ouvertes.fr/hal-01534673

Other Publications

[17]
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.
https://hal.inria.fr/hal-01474285
[18]
J. F. Bonnans, A. Kröner.
Variational analysis for options with stochastic volatility and multiple factors, April 2017, working paper or preprint.
https://hal.inria.fr/hal-01516011
[19]
A. Kröner, A. Picarelli, H. Zidani.
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost, October 2017, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01585766
[20]
P. Martinon, P. Picard, A. Raj.
On the Design of Optimal Health Insurance Contracts under Ex Post Moral Hazard, 2017, working paper or preprint.
https://hal-polytechnique.archives-ouvertes.fr/hal-01348551
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M. Bardi, I. Capuzzo-Dolcetta.
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[22]
G. Barles.
Solutions de viscosité des équations de Hamilton-Jacobi, Mathématiques et Applications, Springer, Paris, 1994, vol. 17.
[23]
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 ]
https://hal.archives-ouvertes.fr/hal-00860570
[24]
G. Bliss.
Lectures on the Calculus of Variations, University of Chicago Press, Chicago, Illinois, 1946.
[25]
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.
[26]
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.
[27]
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.
[28]
A. E. Bryson, Y.-C. Ho.
Applied optimal control, Hemisphere Publishing, New-York, 1975.
[29]
M. Crandall, P. Lions.
Viscosity solutions of Hamilton Jacobi equations, in: Bull. American Mathematical Society, 1983, vol. 277, pp. 1–42.
[30]
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Runge-Kutta methods in optimal control and the transformed adjoint system, in: Numerische Mathematik, 2000, vol. 87, no 2, pp. 247–282.
[31]
A. Ioffe, V. Tihomirov.
Theory of Extremal Problems, North-Holland Publishing Company, Amsterdam, 1979, Russian Edition: Nauka, Moscow, 1974.
[32]
J.-L. Lagrange.
Mécanique analytique, Paris, 1788, reprinted by J. Gabay, 1989.
[33]
E. Lee, L. Markus.
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[34]
G. Leitmann.
An introduction to optimal control, Mc Graw Hill, New York, 1966.
[35]
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 ]
http://www.sciencedirect.com/science/article/pii/S095915241400122X
[36]
L. Pontryagin, V. Boltyanski, R. Gamkrelidze, E. Michtchenko.
The Mathematical Theory of Optimal Processes, Wiley Interscience, New York, 1962.
[37]
L. Young.
Lectures on the calculus of variations and optimal control theory, W. B. Saunders Co., Philadelphia, 1969.