Lecture notes by Frédéric Bonnans

• OPTIMAL CONTROL OF ODES

• OPTIMAL CONTROL OF PDES

FINANCE AND STOCHASTIC CONTROL

• Numerical analysis of partial differential equations arising in finance and stochastic control

  Lecture notes from the Mastere Probabilité et finance, Paris VI and Ecole Polytechnique.

• Quelques aspects numériques de la commande optimale stochastique (juillet 2009)