Recherche

hal-00800531v1 Pré-publication, Document de travail
Maria Soledad Aronna, Franco Rampazzo. Necessary conditions involving Lie brackets for impulsive optimal control problems; the commutative case
2012

hal-01406544v2 Pré-publication, Document de travail
Roberto Ferretti, Achille Sassi. A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
2016

hal-01273031v1 Direction d'ouvrage, Proceedings
Franco Flandoli, Francesco Russo, Robert C. Dalang, Marco Dozzi. Stochastic analysis : A series of lectures
Switzerland. 68, Birkhäuser Verlag, pp.xiii + 393, 2015, Progress in Probability

hal-01049834v1 Article dans une revue
Pierre Cardaliaguet, J. Graber, Alessio Porretta, Daniela Tonon. Second order mean field games with degenerate diffusion and local coupling
NoDEA. Nonlinear Differential Equations and Applications, 2015, 22 (5), pp.1287-1317

inria-00632308v2 Article dans une revue
Térence Bayen, J. Frederic Bonnans, Francisco J. Silva. Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations
Transactions American Mathematical Society, American Mathematical Society, 2014, 366 (4), pp.2063--2087. <10.1090/S0002-9947-2013-05961-2>

hal-00989495v1 Article dans une revue
Olivier Bokanowski, Maurizio Falcone, Roberto Ferretti, Lars Grüne, Dante Kalise et al. Value iteration convergence of "-monotone schemes for stationary Hamilton-Jacobi equations
Discrete and Continuous Dynamical Systems - Series A, American Institute of Mathematical Sciences, 2015, 35 (9), pp.4041 - 4070. <10.3934/dcds.2015.35.4041>

hal-00820273v1 Article dans une revue
Zhiping Rao, Antonio Siconolfi, Hasnaa Zidani. Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations
Journal of Differential Equations, Elsevier, 2014, 257 (11), pp.3978--4014. <10.1016/j.jde.2014.07.015>

hal-01235335v2 Pré-publication, Document de travail
Elena Bandini, Andrea Cosso, Marco Fuhrman, Huyên Pham. Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems
48 pages. 2016

hal-01226154v2 Pré-publication, Document de travail
Franco Flandoli, Francesco Russo, Giovanni Zanco. Infinite-dimensional calculus under weak spatial regularity of the processes.
2016

hal-00696616v1 Article dans une revue
Claudia Ceci, Alessandra Cretarola, Francesco Russo. GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
Stochastics and Dynamics, World Scientific Publishing, 2014, <10.1142/S0219493713500196>

hal-00822988v1 Article dans une revue
Claudia Ceci, Alessandra Cretarola, Francesco Russo. BSDEs under partial information and financial applications.
Stochastic Processes and their Applications, Elsevier, 2014, <10.1016/j.spa.2014.03.003>

inria-00631564v2 Rapport
Maria Soledad Aronna. Singular solutions in optimal control: second order conditions and a shooting algorithm
[Research Report] RR-7764, INRIA. 2011, pp.33

hal-01408817v1 Autre publication
Roberto Ferretti, Achille Sassi, Hasnaa Zidani. Recent Advances in the Numerical Analysis of Optimal Hybrid Control Problems
MTNS 2014 (Groningen). 2014

hal-01024111v1 Documents associés à des manifestations scientifiques -- Hal-inria+
Maria Soledad Aronna, Monica Motta, Franco Rampazzo. Quick reachability and proper extension for problems with unbounded controls
NETCO 2014, 2014, Tours, France

hal-01024600v1 Documents associés à des manifestations scientifiques -- Hal-inria+
Daniela Tonon, Pierre Cardaliaguet, Philip Graber, Alessio Poretta. Degenerate second order mean field games systems
NETCO 2014 - New Trends on Optimal Control, Jun 2014, Tours, France

hal-00935399v2 Pré-publication, Document de travail
Franco Flandoli, Elena Issoglio, Francesco Russo. Multidimensional stochastic differential equations with distributional drift
2015

inria-00537227v2 Article dans une revue
Joseph Frédéric Bonnans, Francisco Silva. First and second order necessary conditions for stochastic optimal control problems
Applied Mathematics and Optimization, Springer Verlag (Germany), 2012, 65 (3), pp.403-439

inria-00628108v1 Article dans une revue
Simone Cacace, Emiliano Cristiani, Maurizio Falcone, Athena Picarelli. A Patchy Dynamic Programming Scheme for a Class of Hamilton-Jacobi-Bellman Equations
SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2012, 34 (5), pp.A2625-A2649. <10.1137/110841576>

hal-00989492v2 Article dans une revue
Roberto Ferretti, Hasnaa Zidani. Monotone numerical schemes and feedback construction for hybrid control systems
Journal of Optimization Theory and Applications, Springer Verlag, 2015, 165 (2), pp.507-531. <10.1007/s10957-014-0637-0>

hal-00878224v1 Article dans une revue
Annalisa Buffa, Patrick Ciarlet. On traces for functional spaces related to Maxwell's equations Part II: Hodge decompositions on the boundary of Lipschitz polyhedra and applications
Mathematical Methods in the Applied Sciences, Wiley, 2001, 24 (1), pp.31-48. <10.1002/1099-1476(20010110)24:1(31::aid-mma193)3.0.co;2-x>

hal-00878223v1 Article dans une revue
Annalisa Buffa, Patrick Ciarlet. On traces for functional spaces related to Maxwell's equations Part I: An integration by parts formula in Lipschitz polyhedra
Mathematical Methods in the Applied Sciences, Wiley, 2001, 24 (1), pp.9-30. <10.1002/1099-1476(20010110)24:1(9::aid-mma191)3.0.co;2-2>

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