3 papers
math.OC2020
Discrete-time mean field games with risk averse-agents
J. Frédéric Bonnans, Pierre Lavigne, Laurent Pfeiffer
We propose and investigate a discrete-time mean field game model involving risk-averse agents. The model under study is a coupled system of dynamic programming equations with a Kol…
math.OC2019
State constrained control-affine parabolic problems II: Second order sufficient optimality conditions
M. Soledad Aronna, J. -Frédéric Bonnans, Axel Kröner
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The stat…
math.OC2019
State-constrained control-affine parabolic problems I: first and second order necessary optimality conditions
M. Soledad Aronna, J. Frédéric Bonnans, Axel Kröner
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The stat…