Frankowska, Hélène
- Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
2014/08/22 by Cannarsa, Piermarco, Frankowska, Hélène, Scarinci, Teresa · 1 citation
#34A60 #49J53 #FOS: Mathematics #Optimization and Control (math.OC)
- Necessary Conditions for Stochastic Optimal Control Problems in Infinite Dimensions
2018/12/26 by Hélène Frankowska, Xu Zhang, Frankowska, Hélène +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Decision Sciences · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Risk and Portfolio Optimization
- First and Second Order Necessary Optimality Conditions for Controlled Stochastic Evolution Equations with Control and State Constraints
2019/01/19 by Frankowska, Hélène, Lü, Qi · 1 citation
#60H15 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Necessary Optimality Conditions for Optimal Control Problems in Wasserstein Spaces
2021/01/26 by Bonnet, Benoît, Frankowska, Hélène · 1 citation
#30L99 #34K09 #49J53 #49K21 #49Q22 #58E25 #FOS: Mathematics #Optimization and Control (math.OC)
- Differential Inclusions in Wasserstein Spaces: The Cauchy-Lipschitz Framework
2020/07/17 by Bonnet, Benoît, Frankowska, Hélène · 1 citation
#28B20 #34A60 #34G20 #49J21 #49J45 #FOS: Mathematics #Optimization and Control (math.OC)
- Viability and Exponentially Stable Trajectories for Differential Inclusions in Wasserstein Spaces
2022/09/08 by Benoît Bonnet, Bonnet, Benoît, Hélène Frankowska +1 · 1 citation
Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Controllability of Differential Equations