Invariance of sets under mutational inclusions on metric spaces

Autor: Hélène Frankowska, Thomas Lorenz

Publikováno v: Nonlinear Differential Equations and Applications NoDEA. 30

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f725b0751085e1241d6793f3f78b43ea
https://doi.org/10.1007/s00030-023-00848-w

Education

Autor: Hélène Frankowska

Publikováno v: SIAM Review. 65:259-260

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f4aa0c83cc64871e90f382288e388ffb
https://doi.org/10.1137/23n975648

First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints

Autor: Hélène Frankowska, Qi Lü

Publikováno v: Journal of Differential Equations
Journal of Differential Equations, Elsevier, 2020, 268 (6), pp.2949-3015. ⟨10.1016/j.jde.2019.09.045⟩

International audience; The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the d

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::706a79b08d7ab8af94a19baaf9bba39b
https://doi.org/10.1016/j.jde.2019.09.045

Solutions to Hamilton–Jacobi equation on a Wasserstein space

Autor: Zeinab Badreddine, Hélène Frankowska

Publikováno v: Calculus of Variations and Partial Differential Equations. 61

We consider a Hamilton–Jacobi equation associated to the Mayer optimal control problem in the Wasserstein space $$\mathscr {P}_2(\mathbb {R}^{d})$$ and define its solutions in terms of the Hadamard generalized differentials. Continuous solutions ar

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8d3005a2a693a633399bb42f0e203dad
https://doi.org/10.1007/s00526-021-02113-3

Viability of an open set for stochastic control systems

Autor: Rainer Buckdahn, Hélène Frankowska, Marc Quincampoix

Publikováno v: Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2019, 129, pp.4108-4118. ⟨10.1016/j.spa.2018.11.012⟩

The problem of compatibility of a stochastic control system and a set of constraints – the so called viability property – has been widely investigated during the last three decades. Given a stochastic control system, the question is to characteri

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08e529800b89dcaa30cc4235775a94fd
https://doi.org/10.1016/j.spa.2018.11.012