This Research-Team is a follow-up of SYDOCO Research-Team
Team Presentation
Joint team with Centre de Mathématiques appliquées - CMAP (CNRS/Ecole Polytechnique)
The aim of this team is the design of numerical methods for optimizing dynamical systems, coming either from physical systems, of from economical ones. The dynamics can be deterministic or stochastic, in discrete or continuous time.
The applications deal with aerospace trajectories, the management of energy storage, production processes.
Research themes
The optimization of systems governed by differential equations, by direct discretization methods combined with interior-point algorithms, as well as by shooting algorithms.
- The resolution of deterministic optimal control problems through the numerical integratio of the HJB (Hamilton-Jacobi-Bellman) equation
- Stochastic control and specific schemes for the associated second-order HJB equation
- Stochastic programming and associated questions on risk measure
International and industrial relations
Industrial relations and national collaborations
Centre National d'Etudes Spatiales, Electricité de France, Gaz de France, Société Générale, ENSTA, ENPC, Universities of Orléans, Paris VI and Paris VII, ENSEEIHT (Toulouse)
International relations Universidad de Chile (Santiago), IMPA (Rio de Janeiro) Systems research Institute (Varsovie), University of Genève
Scientific leader
Frédéric BONNANS
[homepage]
+33 1 69 33 39 63
frederic.bonnans@inria.fr
Team Address
Centre de Mathématiques Appliquées
Ecole Polytechnique
Route de Saclay
91128 Palaiseau
