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SAINT-PIERRE Patrick

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Associate professor

Patrick.SAINT-PIERREping@dauphinepong.fr

Phone : 01 44 05 46 54

Office : B 619

Publications SAINT-PIERRE Patrick


2013

Books

  • Bernhard, Pierre ; Engwerda, Jacob C. ; Roorda, Berend ; Schumacher, J.M. ; Kolokoltsov, Vassili ; Saint-Pierre, Patrick ; Aubin, Jean-Pierre . The Interval Market Model in Mathematical Finance. Berlin. Springer . 2013 . pages 346 . ISBN 978-0-8176-8387-0 .

2012

Articles

  • Saint-Pierre, Patrick ; Martin, Sophie ; Durand, Marie-Hélène . Viabilité et développement durable. Natures Sciences Sociétés. Volume 20. n° 3. 2012. pages 271-285. EDP Sciences. DOI http://dx.doi.org/10.1051/nss/2012027.

2011

Articles

  • Zaccour, Georges ; Saint-Pierre, Patrick ; Domenech, Pablo Andres . Forest Conservation and CO2 Emissions : A Viable Approach. Environmental Modeling and Assessment. Volume 16. n° 6. 2011. pages 519-539. Springer. DOI http://dx.doi.org/10.1007/s10666-011-9286-y.

2010

Conference Contributions

  • Aubin, Jean-Pierre ; Chen, Luxi ; Dordan, Olivier ; Saint-Pierre, Patrick . Viabilist and Tychastic Approaches to Guaranteed ALM Problem. Séminaire CEPN - LAGA. Paris. France. 2011.

2009

Conference Contributions

  • Bayen, Alexandre M. ; Silva, Jorge Estrela ; Madureira, Luis ; Marques, Edoardo ; Sousa, Joao ; Martins, Ricardo ; Pinto, José ; Diemer, Sébastien ; Tinka, Andrew ; Saint-Pierre, Patrick . Viability-based computation of spatially constrained minimum time trajectories for an autonomous underwater vehicle: implementation and experiments. American Control Conference, 2009. ACC '09.. Saint-Louis. États-Unis. 2009.

2008

Articles

  • Saint-Pierre, Patrick ; Bonneuil, Noel . Beyond Optimality : Managing Children, Assets, and Consumption over the Life Cycle. Journal of Mathematical Economics. Volume 44. n° 3-4. 2008. pages 227-241. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2007.04.007.

Conference Contributions

  • Saint-Pierre, Patrick ; Claudel, Christian ; Bayen, Alexandre M. . Computation of solutions to the Moskowitz Hamilton-Jacobi-Bellman equation under viability constraints. 46th IEEE Conference on Decision and Control. New Orleans. États-Unis. 2008.

2007

Articles

  • Cardaliaguet, Pierre ; Quincampoix, Marc ; Saint-Pierre, Patrick . Differential games through viability theory : old and recent results. Annals of the International Society of Dynamic Games. Volume 9. 2007. pages 3-35. Birkhäuser. DOI http://dx.doi.org/10.1007/978-0-8176-4553-3_1.

2006

Articles

  • Aubin, Jean-Pierre ; Saint-Pierre, Patrick . Guaranteed Inertia Functions in Dynamical Games. International Game Theory Review. Volume 8. n° 2. 2006. pages 185-218. New Jersey World Scientific.
  • Saint-Pierre, Patrick ; Bayen, Alexandre M. ; Aubin, Jean-Pierre . Dirichlet Problems for some Hamilton-Jacobi Equations With Inequality Constraints. SIAM journal on control and optimization. Volume 47. n° 5. 2008. pages 2348-2380. Society for Industrial and Applied Mathematics. DOI http://dx.doi.org/10.1137/060659569.
  • Saint-Pierre, Patrick ; Grüne, Lars . An invariance kernel representation of ISDS Lyapunov functions. Systems & Control Letters. Volume 55. n° 9. 2006. pages 736-745. Elsevier. DOI http://dx.doi.org/10.1016/j.sysconle.2006.02.003.

2005

Book chapters

  • Aubin, Jean-Pierre ; Pujal, Dominique ; Saint-Pierre, Patrick . Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty. Breton, Michèle; Ben Ameur, Hatem. Numerical Methods in Finance. Berlin. 2005. pages 59-89.

2003

Conference Contributions

  • Saint-Pierre, Patrick . Evaluation of Crisis, Reversibility, Alert Management for Constrained Dynamical Systems Using Impulse Dynamical Systems. Numerical Methods and Applications 5th International Conference, NMA 2002, Borovets, Bulgaria, August 20-24, 2002, Revised Papers. Berlin. Bulgarie. 2003.

2002

Conference Contributions

  • Saint-Pierre, Patrick . Hybrid Kernels and Capture Basins for Impulse Constrained Systems. 5th International Workshop on Hybrid Systems: Computation and Control (HSCC 2002). Berlin. États-Unis. 2002.

2001

Articles

  • Quincampoix, Marc ; Saint-Pierre, Patrick ; Cardaliaguet, Pierre . Pursuit Differential Games with State Constraints. SIAM Journal on Control and Optimization. Volume 39. n° 5. 2001. pages 1615-1632. SIAM. DOI http://dx.doi.org/10.1137/S0363012998349327.

2000

Articles

  • Cardaliaguet, Pierre ; Quincampoix, Marc ; Saint-Pierre, Patrick . Numerical Schemes for Discontinuous Value Functions of Optimal Control. Set-Valued Analysis. Volume 8. n° 1-2. 2000. pages 111-126. Springer. DOI http://dx.doi.org/10.1023/A:1008774508738.

1997

Articles

  • Doyen, Luc ; Saint-Pierre, Patrick . Scale of Viability and Minimal Time of Crisis. Set-Valued Analysis. Volume 5. n° 3. 1997. pages 227-246. Springer. DOI http://dx.doi.org/10.1023/A:1008610123440.

1995

Articles

  • Saint-Pierre, Patrick ; Quincampoix, Marc ; Cardaliaguet, Pierre . Contribution à l'étude des jeux différentiels quantitatifs et qualitatifs avec contrainte sur l'état. Comptes rendus de l'Académie des sciences - Series I - Mathematics. Volume 321. n° 12. 1995. pages 1543-1548. Gauthier-Villars.

Curricula Vitae de Profesores-Investigadores