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pastel-00700157v1  Thèse
Emilie FabreSome contributions to stochastic control and backward stochastic differential equations in finance.
Optimization and Control [math.OC]. Ecole Polytechnique X, 2012. English
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hal-01302289v2  Pré-publication, Document de travail
Huyên PhamXiaoli WeiDynamic programming for optimal control of stochastic McKean-Vlasov dynamics
33 pages, to appear in SIAM Journal on Control and Optimization. 2016
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hal-00289588v1  Article dans une revue
Pierre CardaliaguetA double obstacle problem arising in differential game theory
Journal of Mathematical Analysis and applications, Elsevier, 2009, 360 (1), pp.95-107. <10.1016/j.jmaa.2009.06.041>
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hal-01122921v1  Pré-publication, Document de travail
Adriano FestaRichard VinterDecomposition of Differential Games
Submitted. 2014
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tel-00737624v1  Thèse
Moreau LudovicA Contribution in Stochastic Control Applied to Finance and Insurance
Optimization and Control [math.OC]. Université Paris Dauphine - Paris IX, 2012. English
hal-00793564v1  Communication dans un congrès
Dan GoreacOn Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics
published by Transilvania University Press, Brasov and Publishing House of the Romanian Academy. Seventh Congress of Romanian Mathematicians, 2011, Brasov, Romania. 5 (54), pp.131-144, 2012, Special Issue: Proceedings of the Seventh Congress of Romanian Mathematicians
hal-00727715v1  Article dans une revue
Rainer BuckdahnDan GoreacMarc QuincampoixStochastic Optimal Control and Linear Programming Approach
Applied Mathematics & Optimization, Springer, 2011, 63 (2), pp.257-276. <10.1007/s00245-010-9120-y>
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hal-00084972v1  Article dans une revue
Pierre CardaliaguetOlivier LeyOn the energy of a flow arising in shape optimization
Interfaces Free Bound., 2008, 10 (2), pp.223-243
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hal-01097167v3  Article dans une revue
Guy BarlesEmmanuel Chasseigne(Almost) Everything You Always Wanted to Know About Deterministic Control Problems in Stratified Domains
Networks and Heterogeneous Media, AIMS-American Institute of Mathematical Sciences, 2015, 10 (4), pp.809-836. <http://www.aimsciences.org/journals/>
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hal-00847210v4  Article dans une revue
Yves AchdouSalomé OudetNicoletta TchouHamilton–Jacobi equations for optimal control on junctions and networks
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2015, 21 (3), pp.876-899. <10.1051/cocv/2014054>
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hal-00653337v3  Article dans une revue
Albert AltaroviciOlivier BokanowskiHasnaa ZidaniA general Hamilton-Jacobi framework for nonlinear state-constrained control problems
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2013, 19 (2), pp.337--357. <10.1051/cocv/2012011>
hal-00727725v1  Article dans une revue
Dan GoreacViability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2012, 18 (2), pp.401-426. <10.1051/cocv/2010103>
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hal-00371681v1  Article dans une revue
Piermarco CannarsaPierre CardaliaguetHölder estimates in space-time for viscosity solutions of Hamilton-Jacobi equations
Communications on Pure and Applied Mathematics, Wiley, 2010, 63 (5), pp.559-696. <10.1002/cpa.20315>
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hal-00630294v1  Article dans une revue
Pierre CardaliaguetPanagiotis SouganidisHomogenization and enhancement of the $G-$equation in random environments
Communications on Pure and Applied Mathematics, Wiley, 2013, 66 (10), pp.1582-1628. <10.1002/cpa.21449>
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hal-00578730v1  Article dans une revue
Piermarco CannarsaPierre CardaliaguetRegularity Results for Eikonal-Type Equations with Nonsmooth Coefficients
Nonlinear Differential Equations and Applications, Springer Verlag, 2012, 19 (6), pp.751--769
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hal-00520017v1  Article dans une revue
Pierre CardaliaguetAnne SouquièreA differential game with a blind player
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2012, 50 (4), pp.2090--2116
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