Výsledky vyhledávání - "Justina Gianatti"

A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints

Autor: J. Frédéric Bonnans, Justina Gianatti, Laurent Pfeiffer

Publikováno v: SIAM Journal on Control and Optimization. 61:105-134

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: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c12289356659dd60344710c6a8790c26
https://doi.org/10.1137/21m1407720

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Optimal Control of State Constrained Age-Structured Problems

Autor: Justina Gianatti, J. Frédéric Bonnans

Publikováno v: SIAM Journal on Control and Optimization. 58:2206-2235

The aim of this work is to study an optimal control problem with state constraints where the state is given by an age-structured, abstract parabolic differential equation. We prove the existence and uniqueness of solution for the state equation and p

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::98c77e85710f796a45af0b59e1eb0e7d
https://doi.org/10.1137/19m1271257

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Optimal control techniques based on infection age for the study of the COVID-19 epidemic

Autor: Justina Gianatti, Joseph Frédéric Bonnans

Publikováno v: Mathematical Modelling of Natural Phenomena
Mathematical Modelling of Natural Phenomena, EDP Sciences, In press
Mathematical Modelling of Natural Phenomena, In press, ⟨10.1051/mmnp/2020035⟩

International audience; We propose a model for the COVID-19 epidemic where the population is partitioned into classes corresponding to ages (that remain constant during the epidemic). The main feature is to take into account the infection age of the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b204fdf60b924bd352d71bd99dfaada3
https://hal.inria.fr/hal-02558980/file/covid-19-BonnansGianatti.pdf

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Erratum: Optimal Control of State Constrained Age-Structured Problems

Autor: Justina Gianatti, Joseph Frédéric Bonnans

Publikováno v: SIAM Journal on Control and Optimization. 59:1756-1756

We correct an error in the definition of the state space in [SIAM J. Control Optim., 58 (2020), pp. 2206--2235].

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3ce01bda852a551aa65964bf016dc717
https://doi.org/10.1137/20m136596x

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An Approximation Scheme for Uncertain Minimax Optimal Control Problems

Autor: Justina Gianatti, Lisandro A. Parente, Laura S. Aragone, Pablo A. Lotito

In this work, we address an uncertain minimax optimal control problem with linear dynamics where the objective functional is the expected value of the supremum of the running cost over a time interval. By taking an independently drawn random sample,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9194a663827a1a516c94c863c68a716d
https://link.springer.com/article/10.1007/s11228-017-0450-7

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On the time discretization of stochastic optimal control problems: The dynamic programming approach

Autor: Joseph Frédéric Bonnans, Francisco J. Silva, Justina Gianatti

Publikováno v: ESAIM: Control, Optimisation and Calculus of Variations
ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2019, ⟨10.1051/cocv/2018045⟩
ESAIM: Control, Optimisation and Calculus of Variations, 2019, ⟨10.1051/cocv/2018045⟩
CONICET Digital (CONICET)
Consejo Nacional de Investigaciones Científicas y Técnicas
instacron:CONICET

In this work, we consider the time discretization of stochastic optimal control problems. Under general assumptions on the data, we prove the convergence of the value functions associated with the discrete time problems to the value function of the o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::37cd34f4330f2ff2e2e2922d93252624
https://doi.org/10.1051/cocv/2018045

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Solving minimax control problems via nonsmooth optimization

Autor: Justina Gianatti, Laura S. Aragone, Lisandro A. Parente, Pablo A. Lotito

Publikováno v: CONICET Digital (CONICET)
Consejo Nacional de Investigaciones Científicas y Técnicas
instacron:CONICET

We address minimax optimal control problems with linear dynamics. Under convexity assumptions, by using non-smooth optimization techniques, we derive a set of optimality conditions for the continuous-time case. We define an approximated discrete-time

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24f09c2f85c557db6aa65d7349fe5627
http://www.sciencedirect.com/science/article/pii/S016763771630075X

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On the convergence of the Sakawa-Shindo algorithm in stochastic control

Autor: Justina Gianatti, Francisco J. Silva, Frédéric Bonnans

Publikováno v: Mathematical Control and Related Fields
Mathematical Control and Related Fields, AIMS, 2016, ⟨10.3934/mcrf.2016008⟩
Mathematical Control and Related Fields, 2016, ⟨10.3934/mcrf.2016008⟩
CONICET Digital (CONICET)
Consejo Nacional de Investigaciones Científicas y Técnicas
instacron:CONICET

We analyze an algorithm for solving stochastic control problems, based on Pontryagin’s maximum principle, due to Sakawa and Shindo in the deterministic case and extended to the stochastic setting by Mazliak. We assume that either the volatility is

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a0fb0ea9971033b2b2bdd08bdf8bcf3
https://hal-unilim.archives-ouvertes.fr/hal-01148272v2/document

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