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RESEARCH REPORTS
2023 PUBLICATIONS

J.F. Bonnans, K. Liu, N. Oudjane, L. Pfeiffer, C. Wan:
Largescale nonconvex optimization: randomization, gap estimation,
and numerical resolution.
SIOPT, accepted on June 12, 2023.

M.S. Aronna, J.F. Bonnans, B.S. Goh (2023):
Wellposedness of the shooting algorithm for controlaffine
problems with a scalar state constraint.
Computational and Applied Mathematics, online on June 2023.

D. Lunz, J.F. Bonnans, J. Ruess:
Optimal control of bioproduction in the presence of population heterogeneity.
J. Mathematical Biology, accepted on Jan 18, 2023.

J.F. Bonnans, L. Pfeiffer, P. Lavigne (2023):
Discrete potential mean field games.
Math Programming, accepted on Jan. 22, 2023.

A. Séguret, C. Alasseur, J.F. Bonnans,
A. De Paola, N. Oudjane, V. Trovato:
Decomposition of high dimensional aggregative stochastic control
problems
Applied Mathematics and Optimization, accepted February 4, 2023.

D. Lunz J.F. Bonnans:
Modelling and optimal control of a twospecies
bioproducing microbial consortium.
SIAM Journal on Applied Mathematics 831 (2023), 144171.

J.F. Bonnans, J. Gianatti, L. Pfeiffer:
A Lagrangian approach for aggregative mean field games of controls
with mixed and final constraints.
SIAM J. Control Optim. 611 (2023), 105134.
2022 PUBLICATIONS

D. Lunz, J.F. Bonnans, J. Ruess:
Revisiting moment closure methods with population models.
Hal Inria, Dec. 2021.
Mathematical Biosciences, accepted in June 2022.

J.F. Bonnans, G. Bonnet, J.M. Mirebeau:
A linear finitedifference scheme for approximating Randers
distances on Cartesian grids.
COCV, accepted May 2022.

A. Le Rhun, J.F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon:
A bilevel energy management strategy for HEVs under probabilistic
traffic conditions.
EEE Transactions on Control Systems Technology,
302 (2022), 728739.
2021 PUBLICATIONS

D. Lunz, G. Batt, J. Ruess, J.F. Bonnans:
Beyond the chemical master equation: stochastic chemical kinetics
coupled with auxiliary processes.
Hal Inria, Sept. 2020.
PLOS Computational Biology}, accepted in July 2021.

J.F. Bonnans, G. Bonnet, J.M. Mirebeau:
Second order monotone finite differences discretization of linear
anisotropic differential operators.
Math. of Computations, 90332 (2021), 2671–2703.

J. F. Bonnans, L. Pfeiffer, P. Lavigne:
Discretetime mean field games with riskaverse agents.
ESAIM COCV, accepted April 2021, epublished in May 2021.

M. S. Aronna, J. F. Bonnans, A. Kroener:
Stateconstrained controlaffine parabolic problems II: Second order
sufficient optimality conditions.
SIAM J. Control Optim 592 (2021), 16281655.

C. Rommel, J.F. Bonnans, P. Martinon, B. Gregorutti:
Quantifying the Closeness to a Set of Random Curves via
the Mean Marginal Likelihood.
ESAIM:PS 25 (2021), 130.

J. F. Bonnans, S. Hadikhanloo, L. Pfeiffer:
Schauder Estimates for a Class of Potential Mean Field Games of
Controls.
Applied Mathematics and Optimization 833 (2021), 14311464.

M. S. Aronna, J. F. Bonnans, A. Kroener:
Stateconstrained controlaffine parabolic problems I: first and
second order necessary optimality conditions.
SetValued and Variational Analysis, 29(2), 383408.
2020 PUBLICATIONS

J. F. Bonnans, J. Gianatti:
Optimal control techniques based on infection age
for the study of the COVID19 epidemic.
Mathematical Modelling of Natural Phenomena 15,
published online Oct. 14, 2020.

J. F. Bonnans, J. Gianatti:
Optimal control of state constrained agestructured problems
SIAM J. Control Optim. 584, pp. 2206–2235.

A. Philpott, J.F. Bonnans, F. Wahid:
MIDAS: A Mixed Integer Dynamic Approximation Scheme.
Mathematical Programming Series A 181 (2020), pp. 1950.

A. Le Rhun, J.F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon:
A stochastic databased traffic model applied to vehicles energy
consumption estimation.
IEEE Transactions on Intelligent Transportation Systems
217 (2020), 30253034.
Archive:
Hal Inria, 2018.

A. Le Rhun, J.F. Bonnans, G. De Nunzio, T. Leroy, P. Martinon:
An EcoRouting Algorithm for HEVs Under Traffic Conditions.
21th IFAC World Congress, Berlin, Germany, July 1217, 2020.

J.F. Bonnans, G. Bonnet, J.M. Mirebeau:
Monotone and second order consistent schemes for the
two dimensional Pucci equation.
Proc. ENUMATH 2019,
Egmond aan Zee, The Netherlands, Sept. 30–Oct. 4, 2019),
F. J. Vermolen and C. Vuik, editors, Springer, 2021.
Original contribution:
Monotone and second order consistent schemes for the Pucci and
MongeAmpere equations.
Hal Inria version, Nov. 2019.
2019 PUBLICATIONS

J.F. Bonnans, J. Gianatti, F. J. Silva:
On the time discretization of stochastic optimal control problems:
The dynamic programming approach.
ESAIM COCV Vol. 25.
Preprint version.

C. Rommel, J.F. Bonnans, P. Martinon, B. Gregorutti:
Gaussian Mixture Penalty for Trajectory Optimization Problems.
J. Guidance, Control, and Dynamics, published online on April 2019.
Archive: Hal Inria, 2018.

S. Aronna, J.F. Bonnans, A. Kroener:
Optimal control of PDEs in a complex space setting;
application to the Schroedinger equation.
SIAM J. Control Optimization 572 (2019), pp. 1390–1412.

E. Weill, V. Andréani, C. Aditya, P. Martinon, J. Ruess,G. Batt, F. Bonnans:
Optimal control of an artificial microbial
differentiation system for protein bioproduction.
Proc. ECC 2019, Napoli, Italy, June 2528, 2019.
2018 PUBLICATIONS

J.F. Bonnans, A. Kroener:
Variational analysis for options with stochastic volatility and
multiple factors.
SIAM Journal on Financial Mathematics
92 (2018), 465492.

S. Aronna, J.F. Bonnans, A. Kroener:
Optimal control of infinite dimensional bilinear systems:
Application to the heat and wave equations.
Math. Programming 1681 (2018), 717757.
HalInria report.

S. Aronna, J.F. Bonnans, A. Kroener:
Corrections to:
Optimal control of infinite dimensional bilinear systems:
Application to the heat and wave equations.
Math. Programming 1702 (2018), 569570.

B. Heymann, P. Martinon, F. Silva, F. Lanas, G. Jimenez, J.F. Bonnans:
Continuous Optimal Control Approaches to Microgrid Energy
Management.
Energy Systems 91 (2018), 5977.
2017 PUBLICATIONS

J.F. Bonnans, A. Festa:
Error estimates for the Euler discretization of an optimal
control problem with firstorder state constraints.
SIAM J. Numerical Analysis 552 (2017), 445471.
Preprint.

M.S. Aronna, J.F. Bonnans, A. Kroener:
Optimal control of bilinear systems in a complex space setting.
Proc. IFAC 20th World Congress, Toulouse (France), July 914, 2017.

J.F. Bonnans, B. Gregorutti, Baptist, P. Martinon, C. Rommel:
Aircraft Dynamics Identification for Optimal Control.
Proc. EUCASS Conf., Milano, July 36, 2017.
Preprint.
2016 PUBLICATIONS

J.F. Bonnans, J. Gianatti, F. J. Silva:
On the convergence of the SakawaShindo algorithm in stochastic
control.
Mathematical Control and Related Fields
63 (2016), 391406.

M.S. Aronna, J.F. Bonnans, B.S. Goh:
Second order analysis of stateconstrained controlaffine
problems.
Math. Programming 1601, 115147,
Preprint .

I. Ben Latifa, J.F. Bonnans, M. Mnif:
Numerical methods for an optimal multiple stopping problem.
Stochastics and Dynamics 165, 2016.
Hal archive .

B. Heymann, J.F. Bonnans, G. Jimenez, F. Silva:
A Stochastic Continuous Time Model for Microgrid Energy
Management.
European Control Conference (ECC),
Aalborg, Denmark, June 29  July 1, 2016.
2015 PUBLICATIONS
2014 PUBLICATIONS

J.F. Bonnans, X. Dupuis, L. Pfeiffer:
Secondorder necessary conditions in Pontryagin form for
optimal control problems.
SIAM J. Control Optim. 526 (2014), 38873916.

A. Aftalion, J.F. Bonnans:
Optimization of running strategies based on
anaerobic energy and variations of velocity.
SIAM J. Applied Math 745 (2014), 16151636.

J.F. Bonnans:
Optimal control of a semilinear parabolic
equation with singular arcs.
Optimization, Methods and Software 295 (2014), 964978.

F. Bonnans, X. Dupuis, L. Pfeiffer:
Secondorder sufficient conditions for strong
solutions to optimal control problems.
ESAIMCOCV 1591 (2014), 140.

K. Barty, J.F. Bonnans, L. Pfeiffer:
Sensitivity analysis for the outages of nuclear power plants.
Energy Systems 52 (2014), 371406.

T. Bayen, J.F. Bonnans, F. Silva:
Characterization of local quadratic growth for strong minima in the optimal control of semilinear elliptic equations.
Trans. Amer. Math. Soc. 3664 (2014), 20632087.
2013 PUBLICATIONS

J.F. Bonnans, X. Dupuis, C. de la Vega:
First and SecondOrder Optimality Conditions for
Optimal Control Problems of State Constrained Integral Equations
.
J. Optim. Theory Applic. 1591 (2013), 140.

M.S. Aronna, J.F. Bonnans, P. Martinon:
A shooting algorithm for optimal control
problems with singular arcs.
J. Optim. Theory Applic. 1582 (2013), 419459.
Preprint:
INRIA Report 7763.

J.F. Bonnans, X. Tan:
A modelfree noarbitrage price bound for variance options.
Applied Math. Optimization 681 (2013), 4373.

J.F. Bonnans, L. Pfeiffer, O. Serea:
Sensitivity analysis for relaxed optimal control problems
with final state constraints.
Nonlinear Analysis Series A, 89 (2013), 55  80.

J.F. Bonnans:
The shooting approach to optimal control problems.
Proc. IFAC International Workshop on Adaptation and Learning in
Control and Signal Processing, Caen, July 35, 2013.
Preprint.

J.F. Bonnans:
Singular arcs in the optimal control of a parabolic equation.
Proc. 13th European Control Conference, Zurich, July 1719, 2013.
2012 PUBLICATIONS

F. Alvarez, J. Bolte J.F. Bonnans, and F.J. Silva:
Asymptotic expansions for interior penalty solutions of control constrained linearquadratic problems.
Mathematical Programming 135 (2012) n. 12, 473507.
 M.S. Aronna, J.F. Bonnans, A.V. Dmitruk, P.A. Lotito:
Quadratic order conditions for bangsingular extremals.
Numerical Algebra, Control and Optimization Vol 2 num 3 (2012), 511546.

J.F. Bonnans, Z. Cen, and Th. Christel:
Energy contracts management by stochastic programming techniques.
Annals of Operations Research 2001 (2012), 199222.
 J.F. Bonnans, N. Osmolovskii:
Characterization of a local quadratic growth of the Hamiltonian
for control constrained optimal control problems.
Dynamics of Continuous, Discrete and Impulsive Systems,
special issue dedicated to the memory of Professor Arie Leizarowitz,
19 (2012) 12, 116.
 J.F. Bonnans F. Silva :
First and second order necessary conditions
for stochastic optimal control problems.
Applied Mathematics and Optimization 653 (2012), 403439.

J.F. Bonnans F. Silva :
Error estimates for the logarithmic barrier method
in linear quadratic stochastic optimal control problems.
Systems and Control Letters 61 (2012), 143147.

J.F. Bonnans, Z. Cen, and Th. Christel:
Sensitivity analysis of energy contracts
by stochastic programming techniques.
R. Carmona, P. Del Moral, P. Hu, N. Oudjane eds,
Springer Proceeding in Mathematics series 12 (2012), 447471.
2011 PUBLICATIONS

S. Adam, F. Bonnans, R. Paraisy, S. Veyrat:
Application of convex lexicographical optimization to the
balance of GRTgaz gas grid (local copy).
J. Global Optimization Vol. 493 (2011), 415423.

J. André, J.F. Bonnans:
Optimal features of gas transmission networks
(local copy).
Optimization and Engineering 12 (2011), 175198.

J.F. Bonnans, F. Silva:
Asymptotic Expansion for the Solutions of Control Constrained Semilinear Elliptic Problems with Interior Penalties.
SIAM J. Control Optim. 49 (2011), 24942517.

K. Aouiche, J.F. Bonnans, G. Granato, H. Zidani:
A Stochastic Dynamic Principle for Hybrid Systems with
Execution Delay and Decision Lags.
IEEE Conf. on Decision and Control,
Orlando, Dec. 1215, 2011.
2010 PUBLICATIONS

J.F. Bonnans:
Lipschitz solutions of optimal control problems with state
constraints of arbitrary order.
Mathematics and its Applications / Annals AOSR 2 (2010), 7898.
Local copy.

J.F. Bonnans and C. de la Vega:
Optimal control of state constrained integral equations.
SetValued Analysis 183 (2010), 307326.

J.F. Bonnans, P. Jaisson:
Optimal control of a timedependent state constrained parabolic equation.
SIAM J. Control Optim 487 (2010), 45504571.

J.F. Bonnans, M. Lebelle:
Explicit polyhedral approximation of the Euclidean ball.
RAIRORO, Vol. 441 (2010), 4559.

J.F. Bonnans, N.P. Osmolovskii:
Secondorder analysis of optimal control problems
with control and initialfinal state constraints.
J. of Convex Analysis 173, 885913.

J.F. Bonnans, N.P. Osmolovskii:
Quadratic growth conditions in optimal control problems.
In `` Nonlinear Analysis and Optimization II: Optimization''.
A. Leizarowitz and al. ed.
Contemporary Mathematics series, Volume 514 (2010), 8598.
2009 PUBLICATIONS

J. André, F. Bonnans, and L. Cornibert:
Planning reinforcement on gas transportation networks
with optimization methods.
European Journal of Operational Research, 1973(2009), 10191027.

J.F. Bonnans, A. Hermant:
Revisiting the Analysis of Optimal Control Problems with Several State Constraint.
Control and Cybernetics 344, 2009.
Erratum.

J.F. Bonnans, A. Hermant:
Nogap Secondorder Optimality Conditions for Optimal Control
Problems with a Single State Constraint and Control.
Mathematical Programming Series B,
Special issue in the honor of S.M. Robinson, Vol 117(2009), 2150.

J.F. Bonnans, A. Hermant:
Secondorder Analysis for Optimal Control Problems with
Pure State Constraints and Mixed ControlState Constraints.
Ann. I.H.P.  Nonlinear Analysis 262 (2009), 561598.

J.F. Bonnans, P. Martinon, J. LaurentVarin and E. Trélat:
Numerical study of optimal trajectories with singular arcs
for an Ariane 5 launcher.
J. Guidance, Control, and Dynamics 32 (2009), 5156.

J.F. Bonnans, D. Tiba:
Control problems with mixed constraints and
application to an optimal investment problem.
Dedicated to Dr. Constantin Varsan on the occasion of his 70th Birthday.
Mathematical Reports (of the Romanian Academy of Sciences)
Vol. 114, 2009, 293306.

F. Alvarez, J. Bolte, J.F. Bonnans and F. J. Silva:
Error estimates for the solution of a control constrained optimal
control problem with interior penalties.
Proc. IFAC Workshop on Control Applications of Optimization,
May 68, 2009, U. Jyvaskyla.

P. Martinon, F. Bonnans, E. Trelat:
A less problem dependent approach for optimal trajectories
with singular arcs: Application to space launchers.
Proc. IFAC Workshop on Control Applications of Optimization,
May 68, 2009, U. Jyvaskyla.
2008 PUBLICATIONS

M. André, J.F. Bonnans:
Fast computation of the leastcore and prenucleolus of cooperative games.
RAIRORO 423(2008), 299314.

J.F. Bonnans, P. Martinon and E. Trélat:
Singular arcs in the generalized Goddard's Problem.
J. Optimization Theory and Applications 139(2008), 439461.
Hal Preprint.

J.F. Bonnans, A. Hermant:
Stability and Sensitivity Analysis for Optimal Control Problems
with a Firstorder State Constraint
and Application to Continuation Methods.
ESAIM:COCV 144 (2008), 825863.

M. Aronna, J.F. Bonnans, P. Lotito:
Continuous time optimal hydrothermal scheduling.
Proc. EngOpt 2008 (Int. Conf. on Engineering Optimization),
Rio de Janeiro, June 15, 2008.