Frédéric BONNANS

Senior researcher Emeritus / INRIA

L2S, CentraleSupélec
3 rue Joliot Curie
91190 Gif-sur-Yvette, France

Presentation

Publications

2025
Articles dans des revues

Monotone discretization of anisotropic differential operators using Voronoi's first reduction

Bonnans, Bonnet, Mirebeau
Constructive Approximation, 61, p. 285-345, 2025
2023

Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution

Bonnans, Liu, Oudjane, Pfeiffer, Wan
SIAM Journal on Optimization, 33 (4), p. 3083-3113, 2023

Error estimates of a theta-scheme for second-order mean field games

Bonnans, Liu, Pfeiffer
ESAIM: M2AN, 57 (4), Société de Mathématiques Appliquées et Industrielles (SMAI) / EDP, p. 2493-2528, 2023

Decomposition of convex high dimensional aggregative stochastic control problems

Seguret, Alasseur, Bonnans, de Paola, Oudjane, Trovato
Applied Mathematics and Optimization, 88 (8), p. 35, 2023

Discrete potential mean field games: duality and numerical resolution

Bonnans, Lavigne, Pfeiffer
Mathematical Programming, 202 (1-2), p. 241-278, 2023

A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints

Bonnans, Gianatti, Pfeiffer
SIAM j. control optim., 61 (1), Society for Industrial and Applied Mathematics, p. 105-134, 2023

Modelling and optimal control of a two-species bioproducing microbial consortium

Lunz, Bonnans
SIAM J Appl Math, 83 (1), Society for Industrial and Applied Mathematics, p. 144-171, 2023

Optimal control of bioproduction in the presence of population heterogeneity

Lunz, Bonnans, Ruess
J Math Biol, 86 (3), Springer, p. 43, 2023
2022

A Bilevel Energy Management Strategy for HEVs Under Probabilistic Traffic Conditions

Le Rhun, Bonnans, de Nunzio, Leroy, Martinon
IEEE Transactions on Control Systems Technology, 30 (2), p. 728-739, 2022
2021

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

Bonnans, Gianatti
Mathematical Modelling of Natural Phenomena, 2021
2020

Optimal control of state constrained age-structured problems

Bonnans, Gianatti
SIAM j. control optim., 58 (4), Society for Industrial and Applied Mathematics, p. 2206-–2235, 2020
Communications dans des congrès

Monotone and second order consistent scheme for the two dimensional Pucci equation

Bonnans, Bonnet, Mirebeau
Numerical Mathematics and Advanced Applications ENUMATH 2019., Egmond aan Zee, Pays-Bas, 2020
2019
Articles dans des revues

Schauder Estimates for a Class of Potential Mean Field Games of Controls

Bonnans, Hadikhanloo, Pfeiffer
Applied Mathematics and Optimization, p. 34, 2019

Optimal control of PDEs in a complex space setting; application to the Schrödinger equation

Aronna, Bonnans, Kröner
SIAM j. control optim., 57 (2), Society for Industrial and Applied Mathematics, p. 1390-1412, 2019
2018

Variational analysis for options with stochastic volatility and multiple factors

Bonnans, Kröner
SIAM Journal on Financial Mathematics, 9 (2), p. 465-492, 2018

Continuous Optimal Control Approaches to Microgrid Energy Management

Heymann, Bonnans, Martinon, Silva, Lanas, Jimenez
Energy Systems, 9 (1), p. 59-77, 2018
Autre documents
2017
Articles dans des revues

Error estimates for the Euler discretization of an optimal control problem with first-order state constraints

Bonnans, Festa
SINUM, 55 (2), Society for Industrial and Applied Mathematics, p. 445–471, 2017
Communications dans des congrès

Multi-task Bolasso based aircraft dynamics identification

Rommel, Bonnans, Gregorutti, Martinon
PGMODays, Paris, France, 2017

Aircraft Dynamics Identification for Optimal Control

Rommel, Bonnans, Gregorutti, Martinon
7th European Conference on Aeronautics and Space Sciences (EUCASS 2017), Milan, Italie, 2017
Posters

Aircraft Dynamics Identification

Rommel, Bonnans, Gregorutti, Martinon
Data Science Summer School Ecole Polytechnique, Paris, France, 2017
2016
Articles dans des revues

Second order analysis of state-constrained control-affine problems

Aronna, Bonnans, Goh
Mathematical Programming, Series A, 160 (1), p. 115-147, 2016
2015

A General Optimal Multiple Stopping Problem with an Application to Swing Options

Ben Latifa, Bonnans, Mnif
Stochastic Analysis and Applications, 33 (4), p. 715-739, 2015
Rapports
Autres ouvrages scientifiques

Commande optimale

Bonnans
2015
2014
Articles dans des revues

Optimization of running strategies based on anaerobic energy and variations of velocity

Aftalion, Bonnans
SIAM J Appl Math, 74 (5), Society for Industrial and Applied Mathematics, p. 1615-1636, 2014

Optimal control of a semilinear parabolic equation with singular arcs

Bonnans
Optimization Methods and Software, 29 (2), p. 964-978, 2014

Sensitivity analysis for the outages of nuclear power plants

Barty, Bonnans, Pfeiffer
Energy Systems, 5 (2), p. 371-406, 2014

Characterization of local quadratic growth for strong minima in the optimal control of semi-linear elliptic equations

Bayen, Bonnans, Silva
Trans. Am. Math. Soc., 366 (4), American Mathematical Society, p. 2063–2087, 2014

Second-order sufficient conditions for strong solutions to optimal control problems

Bonnans, Dupuis, Pfeiffer
ESAIM: COCV, 20 (03), EDP Sciences, p. 704-724, 2014

Second-order necessary conditions in Pontryagin form for optimal control problems

Bonnans, Dupuis, Pfeiffer
SIAM j. control optim., 52 (6), Society for Industrial and Applied Mathematics, p. 3887-3916, 2014
Brevets

Energy management method for an electric vehicle

Granato, Bonnans, Aouchiche, Grégory, Zidani
États-Unis, Patent n° : US Patent 20,140,350,763 2014, 2014
Documents associés à des manifestations scientifiques
2013
Articles dans des revues

Sensitivity analysis for relaxed optimal control problems with final-state constraints

Bonnans, Pfeiffer, Serea
Nonlinear Analysis: Theory, Methods and Applications, 89, p. 55-80, 2013

A Shooting Algorithm for Optimal Control Problems with Singular Arcs

Aronna, Bonnans, Martinon
Journal of Optimization Theory and Applications, 158 (2), p. 419-459, 2013

A model-free no-arbitrage price bound for variance options

Bonnans, Tan
Applied Mathematics and Optimization, 68 (1), p. 43-73, 2013

First and second order optimality conditions for optimal control problems of state constrained integral equations

Bonnans, de La Vega, Dupuis
Journal of Optimization Theory and Applications, 159 (1), p. 1-40, 2013
Communications dans des congrès

Singular arcs in the optimal control of a parabolic equation

Bonnans
13th European Control Conference, Zurich, Suisse, 2013

The shooting approach to optimal control problems

Bonnans
IFAC International Workshop on Adaptation and Learning in Control and Signal Processing, Caen, France, 2013
Brevets

Energy management method for an electric vehicle

Granato, Bonnans, Aouchiche, Grégory, Zidani
France, Patent n° : WO2013087536 A1, 2013
2012
Articles dans des revues

Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems

Alvarez, Bolte, Bonnans, Silva
Mathematical Programming, Series A, 135 (1-2), p. 473-507, 2012

Quadratic conditions for bang-singular extremals

Aronna, Bonnans, Dmitruk, Lotito
Numerical Algebra, Control and Optimization, 2 (3), p. 511-546, 2012

First and second order necessary conditions for stochastic optimal control problems

Bonnans, Silva
Applied Mathematics and Optimization, 65 (3), p. 403-439, 2012

Error estimates for the logarithmic barrier method in stochastic linear quadratic optimal control problems

Bonnans, Silva
Syst. control. lett., 61 (1), Elsevier, p. 143-147, 2012

Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems

Bonnans, Osmolovskii
DCDIS, 19 (1-2), University of Waterloo, Ontario, Canada, p. 1-16, 2012
Chapitres d’ouvrages scientifiques

Sensitivity analysis of energy contracts management problem by stochastic programming techniques

Cen, Bonnans, Christel
in Numerical Methods in Finance, vol. 12 (2012), pp. 447-471., Springer, 2012
2011
Communications dans des congrès

A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags

Aouchiche, Bonnans, Granato, Zidani
50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC), Orlando, États-Unis, 2011