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authFullName_s : Frédéric Bonnans

Error estimates for stochastic differential game: the adverse stopping case

Frédéric Bonnans , Stefania Maroso , Hasnaa Zidani
IMA Journal of Numerical Analysis, 2006, 28, pp.188-212. ⟨10.1093/imanum/dri034⟩
Journal articles hal-00979003v1

Error estimates for a stochastic impulse control problem

Frédéric Bonnans , Stefania Maroso , Hasnaa Zidani
Applied Mathematics and Optimization, 2007, 55 (3), pp.327-357. ⟨10.1007/s00245-006-0865-2⟩
Journal articles hal-00849555v1

Parametric optimization of hybrid car engines

Frédéric Bonnans , Ahmed Ketfi-Cherif , Dirk von Wissel , Claudia Sagastizábal , Hasnaa Zidani et al.
Optimization and Engineering, 2004, 5 (4), pp.395-415. ⟨10.1023/B:OPTE.0000042032.47856.e5⟩
Journal articles hal-00988792v1

A fast algorithm for the two dimensional HJB equation of stochastic control

Frédéric Bonnans , Elisabeth Ottenwaelter , Hasnaa Zidani
ESAIM: Mathematical Modelling and Numerical Analysis, 2004, 38 (4), pp.723-735. ⟨10.1051/m2an:2004034⟩
Journal articles hal-00988282v1

Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation

Frédéric Bonnans , Hasnaa Zidani
SIAM Journal on Numerical Analysis, 2003, 41 (3), pp.1008-1021. ⟨10.1137/S0036142901387336⟩
Journal articles hal-00989641v1

Discrete approximation for a class of the Hamilton-Jacobi equation for an optimal control problem of a differential-algebraic system

Frédéric Bonnans , Philippe Chartier , Hasnaa Zidani
Control and Cybernetics, 2003, 32 (1), pp.33-55
Journal articles hal-00989817v1