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- Olivier Bokanowski, Stefania Maroso, Hasnaa Zidani
- SIAM J. Numerical Analysis
- 2009

This paper deals with convergence results of Howard’s algorithm for the resolution of mina∈A(B x − b) = 0 where B is a matrix, b is a vector (possibly of infinite dimension), and A is a compact set.… (More)

- Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani
- SIAM J. Control and Optimization
- 2010

We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reachability sets. This… (More)

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a “junction”, that is to say the union of a finite number of half-lines with a unique common… (More)

- Olivier Bokanowski, Hasnaa Zidani
- J. Sci. Comput.
- 2007

We propose two new antidiffusive schemes for advection (or linear transport), one of them being a mixture of Roe’s Super-Bee scheme and of the “Ultra-Bee” scheme. We show how to apply these schemes… (More)

- Olivier Bokanowski, Benjamin Bruder, Stefania Maroso, Hasnaa Zidani
- SIAM J. Numerical Analysis
- 2009

We study a superreplication problem of European options with gamma constraints, in mathematical finance. The initially unbounded control problem is set back to a problem involving a viscosity PDE… (More)

- Olivier Bokanowski, Emiliano Cristiani, Hasnaa Zidani
- J. Sci. Comput.
- 2010

In this paper, we are interested in some front propagation problems coming from control problems in d-dimensional spaces, with d ≥ 2. As opposed to the usual level set method, we localize the front… (More)

This paper deals with some optimal control problems governed by ordinary di erential equations with Radon measures as data and with pointwise state constraints. We study the properties of the value… (More)

The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of… (More)

We consider minimal time problems governed by nonlinear systems under general time dependent state constraints and in the twoplayer games setting. In general, it is known that the characterization of… (More)

In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any… (More)