92 citations · 246 across the 75 of their papers we have counts for
104 papers
Symmetry reduction and recovery of trajectories of optimal control problems via measure relaxations
Nicolas Augier, Didier Henrion, Milan Korda +1
We address the problem of symmetry reduction of optimal control problems under the action of a finite group from a measure relaxation viewpoint. We propose a method based on the mo…
Infinite-dimensional moment-SOS hierarchy for nonlinear partial differential equations
Didier Henrion, Maria Infusino, Salma Kuhlmann +1
We formulate a class of nonlinear {evolution} partial differential equations (PDEs) as linear optimization problems on moments of positive measures supported on infinite-dimensiona…
Occupation measure relaxations in variational problems: the role of convexity
Didier Henrion, Milan Korda, Martin Kružík +1
This work addresses the occupation measure relaxation of calculus of variations problems, which is an infinite-dimensional linear programming relaxation amenable to numerical appro…
Algebraic certificates for the truncated moment problem
Didier Henrion, Simone Naldi, Mohab Safey El Din
The truncated moment problem consists of determining whether a given finitedimensional vector of real numbers y is obtained by integrating a basis of the vector space of polynomial…
Polynomial argmin for recovery and approximation of multivariate discontinuous functions
Didier Henrion, Milan Korda, Jean-Bernard Lasserre
We propose to approximate a (possibly discontinuous) multivariate function f (x) on a compact set by the partial minimizer arg miny p(x, y) of an appropriate polynomial p whose con…
Revisiting semidefinite programming approaches to options pricing: complexity and computational perspectives
Didier Henrion, Felix Kirschner, Etienne de Klerk +3
In this paper we consider the problem of finding bounds on the prices of options depending on multiple assets without assuming any underlying model on the price dynamics, but only…