Olivier Bokanowski
Associate Professor at University Paris Diderot

Laboratoire Jacques Louis Lions (UMR 7598)Université Paris-Diderot (Paris 7)
& Laboratoire UMA, Ensta ParisTech

LJLL, Univ. Paris Diderot:
Bureau 524, UFR de Mathématiques - Bâtiment Sophie Germain - 5 rue Thomas Mann, 75205 Paris CEDEX 13
Tel: (33) 1 57 27 91 19 Sec:  (33) 1 57 27 xx xx  (92 95: secrétariat /  93 16: N. Bergame / 55 55: secrétariat)

LJLL, Univ. Pierre et Marie Curie-Paris 6:
(3rd floor) - 15-25 (321b) - 4, place Jussieu, Paris 5ème

UMA, Ensta ParisTech:
Room 2.4.26, Laboratoire UMA, ENSTA ParisTech, 828, Boulevard des Maréchaux, 91762 Palaiseau Cedex
Tel: (33) 1 81 87 21 18

Email:   olivier . bokanowski at math . univ-paris-diderot . fr


Current research interests
  • Hamilton-Jacobi-Bellman (HJB) equations for deterministic and stochastic optimal control, state constraints, reachability
  • Anti-diffusive schemes, discontinuous galerkin schemes, sparse and sparsegrids approaches for HJB equations, Neural networks, ...
  • Industrial applications (space launchers, collision avoidance, trajectory planification
  • New approach to gravitation .
Related groups:
Code (PDE Solver):  Parallel d-dimensional c++ solver for Reachability and Optimal Control using Hamilton-Jacobi equations Research papers :

- O. Bokanowski, A. Désilles, H. Zidani Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraint 2021, to appear in Esaim:COCV Preprint HAL
- O. Bokanowski, N. Gammoudi, H. Zidani Optimistic Planning Algorithms For State-Constrained Optimal Control Problems PDF Preprint HAL
O. Bokanowski, A. Picarelli, C. Reisinger, Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations  Numerische Mathematik 10.1007/s00211-021-01202-x <hal-01628040v2>
- O. Bokanowski, K. Debrabant,
Backward Differentiation Formula finite difference schemes for diffusion equations with an obstacle term. IMA J. of Numerical Analysis, Volume 41, Issue 2, April 2021, Pages 900–934, https://doi.org/10.1093/imanum/draa014 hal-01686742v2
- R. Baier, O. Bokanowski, M. Gerdts, I. Xausa, Computation of avoidance regions for driver assistance systems by using a Hamilton-Jacobi approach. <hal-01123490> Optim Control Appl Meth (OCAM) 2020; 1-22.  link
- O. Bokanowski, E. Bourgeois, A. Désilles, H. Zidani, New improvements in the optimization of the launcher ascent trajectory through the HJB approach. Proceedings EUCASS 2017. DOI: 10.13009/EUCASS2017-71  
- M. Assellaou, O. Bokanowski, A. Désilles, H. Zidani,
Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem. ESAIM: M2AN 52 (2018) 305--335.  
- O. Bokanowski, E. Bourgeois, A. Désilles, H. Zidani, Payload optimization for multi-stage launchers using HJB approach and application to a SSO mission. Proceedings, 20th IFAC, 2017 pdf-
- M. Assellaou, O. Bokanowski, A. Désilles, H. Zidani, A Hamilton-Jacobi-Bellman approach for the optimal control of an abort landing problem. Proceedings of Decision and Control (CDC), 2016 IEEE 55th. pdf
- O. Bokanowski, A. Picarelli, C. Reisinger, High-order filtered schemes for time-dependent second order HJB equations. ESAIM: M2AN 52 (2018) pp. 69-97.  https://doi.org/10.1051/m2an/2017039    <hal-01368202v2>
- O. Bokanowski, E. Bourgeois, A. Désilles, H. Zidani, Global optimization approach for the climbing problem of multi-stage launchers. Proceedings of the 7th International Conference on High Performance Scientific Computing. hal-01113819(v1) (v2)
- O. Bokanowski, E. Bourgeois, A. Désilles, H. Zidani, Optimization of the launcher ascent trajectory leading to the global optimum without any initialization: the breakthrough of the HJB approach.
- O. Bokanowski, A. Picarelli, H. Zidani, State-constrained stochastic optimal control problems via reachability approach. SICON, Vol. 54(5), pp. 2568-2593, 2016.  DOI: 10.1137/15M1023737. pdf
O. Bokanowski, M. Falcone, S. Sahu,  An efficient filtered scheme for some first order Hamilton-Jacobi-Bellman equations. SIAM J. Sci. Comput., 38(1), A171-A195, 2016. pdf
O. Bokanowski, G. Simarmata, Semi-Lagrangian discontinuous galerkin schemes for some first and second order PDEsESAIM: M2AN,  Vol. 50, pp. 1699-1730, 2016.  doi: 10.1051/m2an/2016004 pdf,
O. Bokanowski, Y. Cheng, C.-W. ShuConvergence of discontinuous Galerkin schemes for front propagation with obstacles. Math. Comp.; http://dx.doi.org/10.1090/mcom/3072 Article electronically published Dec. 29, 2015. pdf
O. Bokanowski, A. Picarelli, H. Zidani, Dynamic programming and error estimates for stochastic control problems with maximum cost. Applied Math. Optim., Feb 2015, Vol 71 (1), pp 125-163. pdf
O. Bokanowski, M. Falcone, R. Ferretti, L. Grüne, D. Kalise, H. Zidani, Value iteration convergence of epsilon-monotone schemes for stationnary HJ equations. DCDS-A Vol 35 (9) sep. 2015. pdf
M. Assellaou, O. Bokanowski and  H. Zidani
Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets. DCDS-A Vol 35 (9) sept. 2015.
O. Bokanowski, Y. Cheng, C.-W. Shu,
  A discontinuous Galerkin scheme for front propagation with obstacles,  Numerische Math., 126(1), pp. 1-31 (2014) 
A. Altarovici, O. Bokanowski, H. Zidani,
  A general HJ framework  for state-constrained control problems,  COCV, Vol. 19 (2), pp. 337-357 (2013)
O. Bokanowski, J. Garcke, M. Griebel, I. Klompmaker,
An adaptive sparsegrid semi-Lagrangian scheme for front propagation. J. Scient. Comput. 55 (3), pp.575–605 (2013) pdf
Y. Achdou, O. Bokanowski, T. Lelievre, Partial Differential  Equations in finance. The Encyclopedia of Financial Models, John Wiley & Sons, F. Fabozzi Ed., 2012 pdf
pdf  (full version)
O. Bokanowski, N. Forcadel, H. Zidani,  Deterministic state constrained optimal control problems without controllability assumptions. COCV,  Vol. 17, 995-1015. (2011)
O. Bokanowski, Y. Cheng, C.-W. Shu A discontinuous galerkin solver for front propagation, SIAM J. Scient. Comput. 33 (2), 923-938 (2011) 
O. Bokanowski, H. Zidani, Minimal time problems with moving targets and obstacles, 18th IFAC Proceedings, pp.  2590-2593 (2011)
O. Bokanowski, A. Désilles, H. Zidani, HJB approach for motion planning and reachability analysis, VALUETOOLS '11: Proceedings. pdf
O. Bokanowski, E. Cristiani and H. Zidani,  J. Sci. Computing, Vol. 42, No. 10, pp. 251-273 (2010)
O. Bokanowski, N. Megdich, H. Zidani, Convergence of a non-monotone scheme for HJB equations with discontinous initial data, Numerische Math., Vol 115, No. 1, pp. 1-44 (2010) 
L¹-error estimate for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1. Math. Comp. 79, 1395-1426 (2010) pdf. 
O. Bokanowski, N. Forcadel, H. ZidaniReachability and minimal times for state constrained nonlinear problems without any controllability assumption. SIAM J. Control Optim. 48(7), 4292-4316 (2010) pdf.
O. Bokanowski, B. Bruder, S. Maroso, H. Zidani,  Numerical approximation for a superreplication problem under gamma constraints.  SIAM J. Numer. Anal. Vol. 47 (3), pp. 2289-2320 (2009) pdf. 
O. Bokanowski, S. Maroso, H. Zidani, Some convergence results for Howard's algorithm.    SIAM J. Numer. Anal. Volume 47, Issue 4, pp. 3001-3026 (2009) pdf.
R. Pino, O. Bokanowski, E. V. Ludena, R. Lopez-Boada.  Analysis of the Stability of Finite Subspaces in Density Functional Theory.  Theor. Chem. Accounts 123 pp. 189--196  (2009)
O. Bokanowski, E. Cristiani, J. Laurent-Varin, H. Zidani.  
O. Bokanowski, A. Briani, H. Zidani,  Systems & Control Letters, Volume 58, Issues 10-11, pp. 742-746.  (2009) pdf.
O. Bokanowski, H. Zidani, Anti-dissipative schemes for advection and application to HJB equations J. Scient. Computing, Vol. 30, No. 1, pp. 1-33 (2007) pdf.
R. Pino, O. Bokanowski, E. V. Ludena, R. Lopez-Boada, A re-statement of the Hohenberg-Kohn theorem and its extension to finite subspaces,   Theo. Chem. Accounts, Vol 118 (3), pp. 557-561 (2007)
O. Bokanowski, S. Martin, R. Munos, H. Zidani,   An anti-diffusive scheme for viability problems,   Applied Numerical Mathematics, Volume 56, Issue 9, pp. 1147-1162 (2006)  pdf
O. Bokanowski, N. Megdich & H. Zidani,   An adaptative antidissipative method for optimal control problems, Revue ARIMA, Vol 5, 256-271 (2006) pdf
O. Bokanowski, J-L. Lopez, O. Sanchez & J. Soler,   Long time behaviour to the Schrödinger--Poisson--X-alpha systems,   Lecture Note in Physics,  pp. 217-232, Vol 690 (2006) pdf
... etc.

Contracts, applied collaborations

- 2017-2019: CNES/ENSTA

- 2015-2017: DGA/ENSTA

- 2012-2015: DGA/ENSTA, Planification de trajectoire par approche HJB : atteignabilité et évitement d'obstacle", with H. Zidani & A. Desilles

- 2009-2011:  HPC Project / INRIA "BiNoPe-HJ:  original numerical libraries for HJ equations", with H. Zidani & N. Forcadel

- 2006-2010: CNES/INRIA, "HJB approach for trajectory optimisation for space launchers" with H. Zidani & P. Martinon

Teaching ==> ooo <==

All truth passes through three stages :
First, it is ridiculed
Second, it is violently opposed
Third, it is accepted as being self-evident
(Schopenhauer 1788-1860)

Example of target problems (animations)

Car target problem with obstacles

With drift

 More obstacles, and drift

Moving target and obstacle

Reachable set with obstacle