Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Hamilton-Jacobi equations on heterogeneous networks or structures.
Contrôle optimal, Hamilton-Jacobi equation, Jonction, Junction, Network, Optimal control, Perturbation singulière, Réseau, Singular perturbation, Solution de viscosité, Viscosity solution, Équation de Hamilton-Jacobi
Stochastic control on networks.
Conditions aux bords de Neumann, Controle stochastique, Diffusion stochastique, Dynamic programming principle, Equations aux dérivées partiels paraboliques non linéaires, Equations d'Hamilton Jacobi Bellman, Hamilton Jacobi Bellman equations, Junction, Local time, Martingale problem, Neumann boundary condition, Non linear parabolic partial differential equations, Principe de la programmation dynamique, Probleme martingale, Stochastic control, Stochastic diffusion, Temps local