Search Results - "BONNANS, J. Frédéric"

Discrete potential mean field games: duality and numerical resolution by Bonnans, J. Frédéric, Lavigne, Pierre, Pfeiffer, Laurent

“…We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model…”
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Optimal control of bioproduction in the presence of population heterogeneity by Lunz, Davin, Bonnans, J. Frédéric, Ruess, Jakob

“…Cell-to-cell variability, born of stochastic chemical kinetics, persists even in large isogenic populations. In the study of single-cell dynamics this is…”
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Revisiting moment-closure methods with heterogeneous multiscale population models by Lunz, Davin, Bonnans, J. Frédéric, Ruess, Jakob

“…Stochastic chemical kinetics at the single-cell level give rise to heterogeneous populations of cells even when all individuals are genetically identical. This…”
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Schauder Estimates for a Class of Potential Mean Field Games of Controls by Bonnans, J. Frédéric, Hadikhanloo, Saeed, Pfeiffer, Laurent

“…An existence result for a class of mean field games of controls is provided. In the considered model, the cost functional to be minimized by each agent…”
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Beyond the chemical master equation: Stochastic chemical kinetics coupled with auxiliary processes by Lunz, Davin, Batt, Gregory, Ruess, Jakob, Bonnans, J. Frédéric

“…The chemical master equation and its continuum approximations are indispensable tools in the modeling of chemical reaction networks. These are routinely used…”
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Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint by Aronna, M. Soledad, Bonnans, J. Frédéric, Goh, Bean San

“…We deal with a control-affine problem with scalar control subject to bounds, a scalar state constraint and endpoint constraints of equality type. For the…”
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Continuous optimal control approaches to microgrid energy management by Heymann, Benjamin, Bonnans, J. Frédéric, Martinon, Pierre, Silva, Francisco J., Lanas, Fernando, Jiménez-Estévez, Guillermo

“…We propose a novel method for the microgrid energy management problem by introducing a nonlinear, continuous-time, rolling horizon formulation. The method is…”
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Optimal control of infinite dimensional bilinear systems: application to the heat and wave equations by Aronna, M. Soledad, Bonnans, J. Frédéric, Kröner, Axel

“…In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the…”
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Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations by BAYEN, TÉRENCE, BONNANS, J. FRÉDÉRIC, SILVA, FRANCISCO J.

“…In this article we consider an optimal control problem of a semi-linear elliptic equation, with bound constraints on the control. Our aim is to characterize…”
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State-Constrained Control-Affine Parabolic Problems I: First and Second Order Necessary Optimality Conditions by Aronna, M. Soledad, Bonnans, J. Frédéric, Kröner, Axel

“…In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state…”
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First and Second Order Necessary Conditions for Stochastic Optimal Control Problems by Bonnans, J. Frédéric, Silva, Francisco J.

“…In this work we consider a stochastic optimal control problem with either convex control constraints or finitely many equality and inequality constraints over…”
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First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations by Bonnans, J. Frédéric, de la Vega, Constanza, Dupuis, Xavier

“…This paper deals with optimal control problems of integral equations, with initial–final and running state constraints. The order of a running state constraint…”
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Energy contracts management by stochastic programming techniques by Bonnans, J. Frédéric, Cen, Zhihao, Christel, Thibault

“…We consider the problem of optimal management of energy contracts, with bounds on the local (time step) amounts and global (whole period) amounts to be traded,…”
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Perturbation analysis of second-order cone programming problems by BONNANS, J. Frédéric, RAMIREZ C, Héctor

“…We discuss first and second order optimality conditions for nonlinear second-order cone programming problems, and their relation with semidefinite programming…”
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A Model-Free No-arbitrage Price Bound for Variance Options by Bonnans, J. Frédéric, Tan, Xiaolu

“…We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of…”
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Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems by Álvarez, Felipe, Bolte, Jérôme, Bonnans, J. Frédéric, Silva, Francisco J.

“…We consider a quadratic optimal control problem governed by a nonautonomous affine ordinary differential equation subject to nonnegativity control constraints…”
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Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems by Bonnans, J. Frédéric, Silva, Francisco J.

“…We consider a linear quadratic stochastic optimal control problem with non-negativity control constraints. The latter are penalized with the classical…”
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Sensitivity analysis for the outages of nuclear power plants by Barty, Kengy, Bonnans, J. Frédéric, Pfeiffer, Laurent

“…Nuclear power plants must be regularly shut down in order to perform refueling and maintenance operations. The scheduling of the outages is the first problem…”
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Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation by Bonnans, J. Frédéric, Zidani, Housnaa

“…We analyze a class of numerical schemes for solving the HJB equation for stochastic control problems, which enters the framework of Markov chain approximations…”
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Optimal structure of gas transmission trunklines by André, Jean, Bonnans, J. Frédéric

“…In this paper, we consider the optimal design of a straight pipeline system. Suppose a gas pipeline is to be designed to transport a specified flowrate from…”
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