Constantin Varsan
Email: cvarsan@sms.edu.pk
Course: Differential Equations and Optimal Control
Publications
Books
1. General Theory of Extremum Problems with Applications to Optimal Control
Systems, Academy House, 1974 (in romanian)
2. Introduction to Optimal Control and Applications, Technical House, 1978
3. Applications of Lie algebras to hyperbolic and stochastic differential equations,
Kluwer Academic Publishers, 1999
4. Bazele ecuatiilor fizicii matematice si elemente de ecuatii diferentiale,
Ed. Ex Ponto, 2000
5. Analysis and Optimization of Differential Systems, Viorel Barbu, Irena Lasiecka,
Dan Tiba, Constantin Varsan (Eds.), Kluwer, IFIP Conference Proceedings, vol.249,
2003
Articles
1. An Optimum Problem for Linear Systems with Phase Contraints, J. Math. Anal.
Appl., vol. 14, 2, 309-319, 1966.
2. Lemma Neyman-Pirsona i lineinoe programmirovanie, Rev. Roum. Math. Pures
Appl., vol. 12 (1967)
3. Necessary Conditions for Optimization Problems with Operatorial Constraints,
SIAM J. Control Optim., vol. 8, 41, 527-558, 1970.
4. 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).
5. Necessary conditions for optimal control problems with equality-type mixed
constraints, Rev. Roum. Pures Appl., vol. 16, nr.1, 1971
6. Necessary conditions for optimal control problems with inequality-type mixed
constraints, Rev. Roum. Pures Appl., vol. 16, nr.1, 1971
7. 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).
8. Necessary conditions of extremality of high order, Rev. Roum. Math. Pures
Appl., vol. 10, nr.4, 1973
9. First Order Nonlinear Controllability, Rev. Roumaine Math. Pures Appl., nr.
10, 1974.
10. Sufficient conditions for nonlinear optimal control problems, Rev. Roum.
Math. Pures Appl., vol. 19, No.4, pp 511-521, (1974).
11. Higher order nonlinear controllability, Rev. Roum. Math. Pures Appl., tom
XX, No.1, pp 103-118, (1975).
12. First order local controllability, Rev. Roum. Math. Pures. Appl., nr.1,
(1975)
13. Nonlinear Functional Analysis and Applications to Optimal Control Theory,
Control Theory and Topics in Functional Analysis vol. II, I.A.E.A. Publications
1976.
14. Pointwise higher order necessary conditions for optimal control problems,
Rev. Roum. Math. Pures Appl., vol.21, nr.5, pp 565-577 (1976)
15. Local Controllability along a Singular Trajectory, Rev. Roumaine Math. Pures
Appl., nr.7, 1977.
16. Optimal bang-bang feedbach control for linear stochastic systems, Rev. Roum.
Math. Pures Appl., vol. 22, No.9, pp 1321-1335, (1977).
17. Optimal bang-bang feedback for control stochastic systems with variable
structure, Rev. Roum. Math. Pures Appl., tom XXIII, No.9, pp 1429-1437, 1978.
18. Degenerate stochastic control systems, optimal feedback laws, Rev. Roum.
Math. Pures Appl., vol. 24, No.9, pp 1389-1410, 1979.
19. (coautor K. Mizukami) Quasi-optimal feedback laws, Rev. Roum. Math. Pures
Appl., vol. 27, No.10, pp 1027-1051, 1982.
20. Controllability of Nonlinear Stochastic Control Systems, Systems Control
Lett., II, 3, 1982.
21. On necessary conditions for stochastic control problems, Rev. Roumaine Math.
Pures Appl., nr. 7, 1983.
22. On local controllability for nonlinear control systems, Rev. Roumaine Math.
Pures Appl., nr. 10, 1984.
23. On maximum principle for diffusion controlled processes, Rev. Roum. Pures
Appl., vol. 20, pp 227-288, 1984
24. Continuous dependence and time change for nonlinear Ito equations, J. Differential
Equation, vol. 58, 3, 295-306, 1985.
25. Sufficient conditions for controllability of nonlinear stochastic control
systems, Rev. Roum. Math. Pures Appl., vol. 30, No.6, pp 463-472, (1985).
26. On the regularity of the transition probabilities associated with a class
of degenerate diffusion process, Proceedings Janos Bolyay Mathematics, 1986.
27. (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, pp 213, 1986.
28. Continuous dependence for Ito equations with respect to drift involving
Lie brackets Lecture Notes in Control and Information Sciences, 1987.
29. On the regularity of the probabilities associated with diffusion, Rev. Roumaine
Math. Pures Appl., t. 32, nr. 2, 1987.
30. Asymptotic almost periodic solutions for stochastic differential equations,
Tohoku Math. J., Vol. 41, 609-618, nr. 4, 1989.
31. Aproximation and existence of periodic solutions for controlled diffusion
equation, Stochastic and Stochastics Reports, nr. 1, 1990.
32. 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).
33. 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).
34. On decomposition and integral representation of solutions for affine control
system, Systems and Control Letters 22 (1994).
35. Finitely generated over orbits Lie algebras applied to affine control systems,
Rev. Roum. Math. Pures Appl., tom 39, No.4, pp 375-384, (1994).
36. Singularly perturbed stochastic differential equations with dynamical limits
(coautor T. Vasilache), Qualitative problems for differential equations and
control theory, Ed. World Scientific, 1995.
37. Dynamic and periodic controls stabilizing affine control systems, Proc.
Third European Control Conference E.C.C. 95, Sep. 5-8, 1995.
38. 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)
39. Lie algebra in differential equations, Seminar Series in Mathematics, Analysis:
2, Ovidius University Constantza, 1997.
40. Smooth solutions for first order differential equations with Lipschitz continuous
coefficients, Rev. Roum. Math. Pures Appl., vol. 45, nr.5, pp 913-924, (2000).
41. On the first order differential equations and the associated gradient systems,
Mathematical Reports, nr. 1, vol. 2152, Editura Academiei (2000)
42. First order functional equations associated with Cauchy-Kowalewska theorem
(coauthor B. Iftimie), Rev. Roum. Pures Appl. vol. 45, nr.5, pp 653-672 (2001)
43. On Evolution System of Differential Equations with Stochastic Perturbations,
Preprint nr.4/2001, IMAR, ISSN-02503638
44. Stochastic Hamiltonians associated with finite dimensional nonlinear filters
and non-smooth final value (coautor Marinela Marinescu), Revue Roumaine de Mathematiques,
Editura Academiei Romane, 2003
45. Stochastic Hamiltonians asociated with stochastic diferential equations
and non-smooth final value (coauthor N. Popescu-Bodorin), Mathematical Reports,
Editura Academiei, nr.4, vol.5(55), 2003
46. On the analytical computation of a functional solutions associated with
first order differential equations, Rev. Roum. Math. Pures Appl., vol. 4(54),
nr.1, pp 71-85, 2002
47. 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,
2003
48. Stocastic Differential Equations Associated with Smooth Mappings and non
FIt addapted Solutions (coauthor D. Ijacu), Preprint nr.6/2003, IMAR, ISSN-02503638
49. A pathwise solution for nonlinear parabolic equations with stochastic perturbations
(coauthor B. Iftimie), CEJM, 3, 2003
50. 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) Internatioinal Workshop "Differential
Systems and Financial MAthematics", Bucharest 15-23 September, 2003