Théorie de la pénalisation exacte
Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods
The paper deals with an optimal control problem with a scalar first-order state constraint and a scalar control. In presence of (nonessential) touch points, the arc structure of the trajectory is not stable. Under some reasonable assumptions, we show that boundary arcs are structurally stable, and that touch point can either remain so, vanish or be transformed into a single boundary arc. Assuming a weak second-order optimality condition (equivalent to uniform quadratic growth), stability and...
Fast computation of the leastcore and prenucleolus of cooperative games
The computation of leastcore and prenucleolus is an efficient way of allocating a common resource among players. It has, however, the drawback being a linear programming problem with 2 - 2 constraints. In this paper we show how, in the case of convex production games, generate constraints by solving small size linear programming problems, with both continuous and integer variables. The approach is extended to games with symmetries (identical players), and to games with partially continuous...
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