Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Bonnans, Joseph Frédéric"'
The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the distributions
Externí odkaz:
http://arxiv.org/abs/2103.10743
Publikováno v:
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics, 2023, ⟨10.1007/s40314-023-02346-2⟩
Journal of Computational and Applied Mathematics, 2023, ⟨10.1007/s40314-023-02346-2⟩
International audience; We deal with a control-affine problem with scalar control subject to bounds, a scalar state con- straint and endpoint constraints of equality type. For the numerical solution of this problem, we propose a shooting algorithm an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______165::2a371c48beaa0cdbf0dcf2c81084f692
https://inria.hal.science/hal-04134841/file/shooting_state_constraints_HAL_final.pdf
https://inria.hal.science/hal-04134841/file/shooting_state_constraints_HAL_final.pdf
We consider monotone discretization schemes, using adaptive finite differences on Cartesian grids, of partial differential operators depending on a strongly anisotropic symmetric positive definite matrix. For concreteness, we focus on a linear anisot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______165::a8f2128167519b951cbff6b4d7b6b8f5
https://hal.science/hal-03855267v2/file/voronoi.pdf
https://hal.science/hal-03855267v2/file/voronoi.pdf
On the time discretization of stochastic optimal control problems: The dynamic programming approach.
Autor:
Bonnans, Joseph Frédéric1 (AUTHOR) frederic.bonnans@inria.fr, Gianatti, Justina2 (AUTHOR), Silva, Francisco J.3 (AUTHOR)
Publikováno v:
ESAIM: Control, Optimisation & Calculus of Variations. 2019, Vol. 25, p1-30. 30p.
Publikováno v:
Mathematics of Operations Research, 1995 Nov 01. 20(4), 801-817.
Externí odkaz:
https://www.jstor.org/stable/3690360
This paper addresses an aircraft dynamical system identification problem, with the goal of using the learned models for trajectory optimization purposes. Our approach is based on multi-task regression. We present in this setting a new class of estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a723420112c8eb89d6b30da9e819499f
https://hal.inria.fr/hal-01816400
https://hal.inria.fr/hal-01816400
Autor:
Bonnans, Joseph Frédéric, Kröner, Axel
Publikováno v:
SIAM Journal on Financial Mathematics
SIAM Journal on Financial Mathematics, 2018, 9 (2), pp.465-492
SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2018, 9 (2), pp.465-492
SIAM Journal on Financial Mathematics, 2018, 9 (2), pp.465-492
SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2018, 9 (2), pp.465-492
International audience; This paper performs a variational analysis for a class of Euro-pean or American options with stochastic volatility models, including those of Heston and Achdou-Tchou. Taking into account partial correlations and the presence o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::7de9963232ac8f9ab186b54060da33c4
https://inria.hal.science/hal-01516011v3/file/SIAM-REV.pdf
https://inria.hal.science/hal-01516011v3/file/SIAM-REV.pdf
Akademický článek
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Publikováno v:
PGMODays
PGMODays, Nov 2017, Paris, France
PGMODays, Nov 2017, Paris, France
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9aab46f723ab1d43b75e469c2c62f3f3
https://inria.hal.science/hal-01643177/document
https://inria.hal.science/hal-01643177/document
Publikováno v:
Data Science Summer School Ecole Polytechnique
Data Science Summer School Ecole Polytechnique, Aug 2017, Paris, France
Data Science Summer School Ecole Polytechnique, Aug 2017, Paris, France.
Data Science Summer School Ecole Polytechnique, Aug 2017, Paris, France
Data Science Summer School Ecole Polytechnique, Aug 2017, Paris, France.
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::71f51a39312932db57df6757d0d58a8a
https://hal.inria.fr/hal-01643188/document
https://hal.inria.fr/hal-01643188/document