Constantin Varsan
Books
- General Theory of Extremum Problems with Applications to Optimal
Control Systems, Academy House, 1974 (in romanian)
- Introduction to Optimal Control and Applications, Technical
House, 1978
- Applications of Lie algebras to hyperbolic and stochastic
differential equations, Kluwer Academic Publishers, 1999
- Bazele ecuatiilor fizicii matematice si elemente de ecuatii
diferentiale, Ed. Ex Ponto, 2000
- Analysis and Optimization of Differential Systems,
Viorel Barbu, Irena Lasiecka, Dan Tiba, Constantin Varsan (Eds.),
Kluwer, IFIP Conference Proceedings, vol.249, 2003
Articles
- An Optimum Problem for Linear Systems with Phase Contraints, J.
Math. Anal. Appl., 14, 2, 1966.
- Lemma Neyman-Pirsona i lineinoe programmirovanie, Rev. Roum. Math.
Pures Appl., vol. 12 (1967)
- Necessary Conditions for Optimization Problems with Operatorial
Constraints, SIAM J. Control Optim., 8, 1970.
- Probleme abstracte de optimum conditionat cu aplicatii la sisteme de
comanda (teza de doctorat), St. Cerc. Mat., tom 22, No.1, pp 117-195,
(1970).
- Necessary conditions for optimal control problems with
equality-type mixed constraints, Rev. Roum. Pures Appl., vol. 16, nr.1,
1971
- Necessary conditions for optimal control problems with
inequality-type mixed constraints, Rev. Roum. Pures Appl., vol. 16, nr.1,
1971
- Necessary conditions of optimality of second order for the optimal control
problem with functional constraints, Rev. Roum. Math. Pures Appl., vol. 18,
No.5, pp 767-791, (1973).
- Necessary conditions of extremality of high order, Rev. Roum. Math.
Pures Appl., vol. 10, nr.4, 1973
- First Order Nonlinear Controllability, Rev. Roumaine Math. Pures
Appl., nr. 10, 1974.
- Sufficient conditions for nonlinear optimal control problems, Rev. Roum.
Math. Pures Appl., vol. 19, No.4, pp 511-521, (1974).
- Higher order nonlinear controllability, Rev. Roum. Math. Pures Appl.,
tom XX, No.1, pp 103-118, (1975).
- First order local controllability, Rev. Roum. Math. Pures. Appl.,
nr.1, (1975)
- Nonlinear Functional Analysis and Applications to Optimal Control
Theory, Control Theory and Topics in Functional Analysis vol. II,
I.A.E.A. Publications 1976.
- Pointwise higher order necessary conditions for optimal control
problems, Rev. Roum. Math. Pures Appl., vol.21, nr.5, pp 565-577 (1976)
- Local Controllability along a Singular Trajectory, Rev. Roumaine
Math. Pures Appl., nr.7, 1977.
- Optimal bang-bang feedbach control for linear stochastic systems,
Rev. Roum. Math. Pures Appl., vol. 22, No.9, pp 1321-1335, (1977).
- Optimal bang-bang feedback for control stochastic systems with variable
structure, Rev. Roum. Math. Pures Appl., tom XXIII, No.9, pp 1429-1437,
1978.
- Degenerate stochastic control systems, optimal feedback laws,
Rev. Roum. Math. Pures Appl., vol. 24, No.9, pp 1389-1410, 1979.
- (coautor K. Mizukami) Quasi-optimal feedback laws, Rev. Roum. Math.
Pures Appl., vol. 27, No.10, pp 1027-1051, 1982.
- Controllability of Nonlinear Stochastic Control Systems, Systems
Control Lett., II, 3, 1982.
- On necessary conditions for stochastic control problems, Rev.
Roumaine Math. Pures Appl., nr. 7, 1983.
- On local controllability for nonlinear control systems, Rev.
Roumaine Math. Pures Appl., nr. 10, 1984.
- On maximum principle for diffusion controlled processes, Rev. Roum.
Pures Appl., vol. 20, pp 227-288, 1984
- Continuous dependence and time change for nonlinear Ito equations,
J. Differential Equation, 58, 3, 1985.
- Sufficient conditions for controllability of nonlinear stochastic control
systems, Rev. Roum. Math. Pures Appl., vol. 30, No.6, pp 463-472,
(1985).
- On the regularity of the transition probabilities associated with a
class of degenerate diffusion process, Proceedings Janos Bolyay
Mathematics, 1986.
- (in colaborare cu K. Mizukami, Iwata), Quassi-optimal feedback for
linear differential games, Analysis and Algoritnms for Optimization
Problems, Lecture Notes in Control and Information Sciences Springer
Verlag, 1986.
- Continuous dependence for Ito equations with respect to drift
involving Lie brackets Lecture Notes in Control and Information
Sciences, 1987.
- On the regularity of the probabilities associated with diffusion,
Rev. Roumaine Math. Pures Appl., t. 32, nr. 2, 1987.
- Asymptotic almost periodic solutions for stochastic differential
equations, Tohoku Math. J., Vol. 41, nr. 4, 1989.
- Aproximation and existence of periodic solutions for controlled
diffusion equation, Stochastic and Stochastics Reports, nr. 1,
1990.
- Approximation for a Goursat problem of hyperbolic controlled stochastic
differential equations. Differential equations and control theory,
pp 347-353, Pitman Research Notes in Mathematies Series (vol. 250)
V. Barbu (editor) (1991).
- Bounded solutions for controlled hyperbolic systems, Optimization,
Optimal Control and Partial Differential Equations pp 123-133,
International Series of Numerical Mathematies, Birkhausser,
1992 (vol. 107).
- On decomposition and integral representation of solutions for
affine control system, Systems and Control Letters 22 (1994).
- Finitely generated over orbits Lie algebras applied to affine control
systems, Rev. Roum. Math. Pures Appl., tom 39, No.4, pp 375-384,
(1994).
- Singularly perturbed stochastic differential equations with
dynamical limits (coautor T. Vasilache), Qualitative problems for
differential equations and control theory, Ed. World Scientific,
1995.
- Dynamic and periodic controls stabilizing affine control systems,
Proc. Third European Control Conference E.C.C. 95, Sep. 5-8, 1995.
- Appendix, IMAR Math. Reports, nr.22, 1995, ISSN 02503638. Published
in the book "Applications of Lie Algebras to Hyperbolic and Stocastic
Differential equations" (vezi cartea nr.3 din lista)
- Lie algebra in differential equations, Seminar Series in
Mathematics, Analysis: 2, Ovidius University Constantza, 1997.
- Smooth solutions for first order differential systems with Lipschitz
continuous coefficients,
Rev. Roumaine Math. Pures Appl. vol.45, no.5, 913-924, 2000
- On first order differential equations and associated gradient systems
(cu M. Doroftei),
Mathematical Reports, vol.2(52), no.1, 21-32, 2000
- First order functional equations associated with Cauchy-Kowalewska theorem
(cu B. Iftimie), Rev. Roumaine Pures Appl.
vol.46, no.5, 653-672, 2001
- On Evolution System of Differential Equations with Stochastic
Perturbations, Preprint nr.4/2001, IMAR, ISSN-02503638
- On the analytical computation of functional solutions associated
with first order differential systems,
(cu B. Iftimie)
Mathematical Reports, Editura Academiei,
vol.4(54), nr.1, 71-85, 2002
- Stochastic Hamiltonians asociated with stochastic diferential
equations and non-smooth final value
(coauthor N. Popescu-Bodorin),
Mathematical Reports, Editura Academiei,
vol.5(55), no.4, 399-411, 2003
- Analysis and optimization of differential systems.
Papers from the IFIP TC7/WG7.2 International Working Conference
held in Constanta, September 10-14, 2002.
Edited by V. Barbu, Irena Lasiecka, D. Tiba, C. Varsan.
Kliwer Academic Publishers, 2003, x+442 pp.
- Smooth mappings and non F_t adapted solutions associated with
Hamilton-Jacobi stochastic equations (coauthor Daniela Ijacu)
in Proceedings of International Conference "Analysis and Optimization
of Differential Systems", IFIP, (Eds. V. Barbu, I. Lasiecka, D. Tiba,
C. Varsan), Kluwer Academic Publishers, 211-218, 2003
- Stocastic Differential Equations Associated with Smooth Mappings
and non F_t addapted Solutions (coauthor D. Ijacu), Preprint nr.6/2003,
IMAR, ISSN-02503638
- A pathwise solution for nonlinear parabolic equations with
stochastic perturbations
(coauthor B. Iftimie),
Cent. Eur. J. Math. 1, no.3, 367-381, 2003
- Some considerations regarding the parametrization and implication
of Kolmogorov's equation in solving europeean option and control problem
associated with stochastic differential equations (coauthor M.
Marinescu), International Workshop "Differential Systems and Financial
Mathematics", Bucharest 15-23 September, 2003
- Stochastic Hamiltonians associated with finite dimensional
nonlinear filters and non-smooth final value
(cu M. Marinescu),
Rev. Roumaine Math. Pures Appl. 49 (2004), no.1, 27-37.
- On the optimal weak feedback controls involving deterministic
gradient control sistems,
Mathematical Reports, Vol. 8(58), No.3, 335-342, 2006
- A global variational principle associated with gradient
stochastic control systems (cu I. Molnar si M. Marinescu),
Rev. Roumaine Math. Pures Appl. Tome LI, No.3, 331-343, 2006
- On some parabolic SPDE involving gradient representation
of stochastic flows (cu I. Molnar si D. Ijacu),
Rev. Roumaine Math. Pures Appl. Tome LI, No.4, 453-465, 2006