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ORCIDAlain Bensoussan 0001
Person information
- affiliation: City University of Hong Kong
- affiliation: University of Texas at Dallas, School of Management, USA
Other persons with the same name
- Alain Bensoussan — disambiguation page
- Alain Bensoussan 0002
![[0000-0003-0743-498X]](https://dblp.dagstuhl.de/img/orcid-mark.12x12.png "0000-0003-0743-498X")
— Thales Alenia Space, Toulouse, France
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2020 – today
- 2024
[j56]Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam:
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions. IGTR 26(2): 2440003:1-2440003:31 (2024)- 2023
- [j55]Alain Bensoussan, Jiayue Han, Sheung Chi Phillip Yam, Xiang Zhou:
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm. SIAM J. Numer. Anal. 61(2): 973-994 (2023) - 2022
- [j54]Alain Bensoussan, Qi Feng, Suresh P. Sethi:
Integrating equipment investment strategy with maintenance operations under uncertain failures. Ann. Oper. Res. 317(2): 353-386 (2022) - [j53]Alain Bensoussan:
New mathematical problems in Management Science. Annu. Rev. Control. 53: 1-5 (2022) - [j52]Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan:
A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection. Oper. Res. 70(2): 815-829 (2022) - [c13]Pierre-Cyril Aubin-Frankowski, Alain Bensoussan:
Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems. CDC 2022: 1039-1044 - [i2]Steven Walton, Minh-Binh Tran, Alain Bensoussan:
A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations. CoRR abs/2209.12341 (2022) - 2021
- [j51]Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan:
Mean field verification theorem. Commun. Inf. Syst. 21(2): 253-267 (2021) - 2020
- [j50]Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam:
Mean-Field-Type Games with Jump and Regime Switching. Dyn. Games Appl. 10(1): 19-57 (2020) - [j49]Bharadwaj Kadiyala, Özalp Özer, Alain Bensoussan:
A Mechanism Design Approach to Vendor Managed Inventory. Manag. Sci. 66(6): 2628-2652 (2020) - [j48]Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam:
Mean Field Games With Parametrized Followers. IEEE Trans. Autom. Control. 65(1): 12-27 (2020) - [j47]Chao Huang, Jing Zhang, Longpeng Cao, Long Wang, Xiong Luo, Jenq-Haur Wang, Alain Bensoussan:
Robust Forecasting of River-Flow Based on Convolutional Neural Network. IEEE Trans. Sustain. Comput. 5(4): 594-600 (2020) - [i1]Alain Bensoussan, Yiqun Li, Dinh Phan Cao Nguyen, Minh-Binh Tran, Sheung Chi Phillip Yam, Xiang Zhou:
Machine Learning and Control Theory. CoRR abs/2006.05604 (2020)
2010 – 2019
- 2019
- [j46]Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam:
A paradox in time-consistency in the mean-variance problem? Finance Stochastics 23(1): 173-207 (2019) - [j45]Alain Bensoussan, Benoît Chevalier-Roignant:
Sequential Capacity Expansion Options. Oper. Res. 67(1): 33-57 (2019) - [j44]Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. SIAM J. Control. Optim. 57(5): 3413-3444 (2019) - [j43]Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan:
A Mean-Variance Approach to Capital Investment Optimization. SIAM J. Financial Math. 10(1): 156-180 (2019) - 2018
- [j42]Alain Bensoussan, Dominic Breit, Jens Frehse:
Parabolic Bellman Equations with Risk Control. SIAM J. Control. Optim. 56(2): 1535-1549 (2018) - 2017
- [j41]Alain Bensoussan, Michael Chau, Y. Lai, Sheung Chi Phillip Yam:
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays. SIAM J. Control. Optim. 55(4): 2748-2781 (2017) - [c12]Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam:
Risk-sensitive mean-field-type control. CDC 2017: 33-38 - [c11]Carlos A. Barreto, Alvaro A. Cárdenas, Alain Bensoussan:
Optimal Security Investments in a Prevention and Detection Game. HotSoS 2017: 24-34 - 2016
- [j40]Alain Bensoussan, Bong-Gyu Jang, Seyoung Park:
Unemployment Risks and Optimal Retirement in an Incomplete Market. Oper. Res. 64(4): 1015-1032 (2016) - [j39]Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu-Pang Yung:
Linear-Quadratic Mean Field Games. J. Optim. Theory Appl. 169(2): 496-529 (2016) - [j38]Alain Bensoussan, Laurent Mertz, Sheung Chi Phillip Yam:
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise. SIAM J. Math. Anal. 48(4): 2783-2805 (2016) - [j37]Cong Cao, Zengfu Wang, Moshe Zukerman, Jonathan H. Manton, Alain Bensoussan, Yu Wang:
Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures. IEEE Trans. Reliab. 65(3): 1536-1550 (2016) - 2015
- [j36]Alain Bensoussan, Pengfei Guo:
Technical Note - Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times. Oper. Res. 63(3): 602-609 (2015) - [j35]Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo:
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function. Math. Oper. Res. 40(4): 902-914 (2015) - [j34]Alain Bensoussan, Shaokuan Chen, Suresh P. Sethi:
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games. SIAM J. Control. Optim. 53(4): 1956-1981 (2015) - [j33]Alain Bensoussan, Michael Chau, Sheung Chi Phillip Yam:
Mean Field Stackelberg Games: Aggregation of Delayed Instructions. SIAM J. Control. Optim. 53(4): 2237-2266 (2015) - 2014
- [j32]Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang:
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50(8): 2025-2037 (2014) - [j31]Huaming Song, Hui Yang, Alain Bensoussan, Ding Zhang:
Optimal decision making in multi-product dual sourcing procurement with demand forecast updating. Comput. Oper. Res. 41: 299-308 (2014) - [j30]Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe:
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models. Risk Decis. Anal. 5(2-3): 129-138 (2014) - [j29]Alain Bensoussan, Metin Çakanyildirim, Meng Li, Suresh P. Sethi:
Inventory management with overlapping shrinkages and demands. Risk Decis. Anal. 5(4): 189-210 (2014) - [j28]Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung:
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM J. Financial Math. 5(1): 153-190 (2014) - [j27]Arash Komaee, Alain Bensoussan:
Optimal Control of Hidden Markov Models With Binary Observations. IEEE Trans. Autom. Control. 59(1): 64-77 (2014) - 2013
- [j26]Huaming Song, Hui Yang, Alain Bensoussan:
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions. Appl. Math. Comput. 224: 150-165 (2013) - [j25]Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam:
Linear-Quadratic Time-Inconsistent Mean Field Games. Dyn. Games Appl. 3(4): 537-552 (2013) - 2012
- [j24]Alain Bensoussan, Héctor Jasso-Fuentes, Stéphane Menozzi, Laurent Mertz:
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. Asymptot. Anal. 80(1-2): 171-187 (2012) - [j23]Alain Bensoussan, Hongwei Long, Sandun Perera, Suresh P. Sethi:
Impulse control with random reaction periods: A central bank intervention problem. Oper. Res. Lett. 40(6): 425-430 (2012) - [j22]Alain Bensoussan, Zhongfeng Yan, George Yin:
Threshold-Type Policies for Real Options Using Regime-Switching Models. SIAM J. Financial Math. 3(1): 667-689 (2012) - [c10]SingRu Celine Hoe, Murat Kantarcioglu, Alain Bensoussan:
Studying dynamic equilibrium of cloud computing adoption with application of Mean Field Games. Allerton Conference 2012: 220-224 - [c9]SingRu Celine Hoe, Murat Kantarcioglu, Alain Bensoussan:
A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets. GameSec 2012: 60-77 - 2011
- [j21]Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi, Ruixia Shi:
Computation of approximate optimal policies in a partially observed inventory model with rain checks. Autom. 47(8): 1589-1604 (2011) - [j20]Vijay S. Mookerjee, Radha V. Mookerjee, Alain Bensoussan, Wei T. Yue:
When Hackers Talk: Managing Information Security Under Variable Attack Rates and Knowledge Dissemination. Inf. Syst. Res. 22(3): 606-623 (2011) - [j19]Alain Bensoussan, Qi Feng, Suresh P. Sethi:
Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework. Manuf. Serv. Oper. Manag. 13(1): 73-88 (2011) - [j18]Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi, Mingzheng Wang, Hanqin Zhang:
Average Cost Optimality in Inventory Models With Dynamic Information Delays. IEEE Trans. Autom. Control. 56(12): 2869-2882 (2011) - [c8]Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe:
Impact of security risks on cloud computing adoption. Allerton 2011: 670-674 - [c7]Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe:
Investment in Privacy-Preserving Technologies under Uncertainty. GameSec 2011: 219-238 - 2010
- [j17]Tamer Basar, Alain Bensoussan, Suresh P. Sethi:
Differential games with mixed leadership: The open-loop solution. Appl. Math. Comput. 217(3): 972-979 (2010) - [j16]Alain Bensoussan, Lama Moussawi-Haidar, Metin Çakanyildirim:
Inventory control with an order-time constraint: optimality, uniqueness and significance. Ann. Oper. Res. 181(1): 603-640 (2010) - [j15]Alain Bensoussan, Keerthi Chandrasekaran, Janos Turi:
Optimal Control of Variational Inequalities. Commun. Inf. Syst. 10(4): 203-220 (2010) - [j14]Alain Bensoussan, J. David Diltz, SingRu Celine Hoe:
Real Options Games in Complete and Incomplete Markets with Several Decision Makers. SIAM J. Financial Math. 1(1): 666-728 (2010) - [c6]Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe:
When Do Firms Invest in Privacy-Preserving Technologies? GameSec 2010: 72-86 - [c5]Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe:
A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model. GameSec 2010: 135-148
2000 – 2009
- 2009
- [j13]Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi:
Technical Note - A Note on "The Censored Newsvendor and the Optimal Acquisition of Information". Oper. Res. 57(3): 791-794 (2009) - [j12]Alain Bensoussan, Radha V. Mookerjee, Vijay S. Mookerjee, Wei T. Yue:
Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach. Manag. Sci. 55(2): 294-310 (2009) - [j11]Alain Bensoussan, Anshuman Chutani, Suresh P. Sethi:
Optimal cash management under uncertainty. Oper. Res. Lett. 37(6): 425-429 (2009) - [j10]Alain Bensoussan, Charles S. Tapiero:
Risk and Decision Analysis. Risk Decis. Anal. 1(1): 1-2 (2009) - [j9]Alain Bensoussan, Metin Çakanyildirim, Andrew Royal, Suresh P. Sethi:
Bayesian and adaptive controls for a newsvendor facing exponential demand. Risk Decis. Anal. 1(4): 197-210 (2009) - [j8]Lakdere Benkherouf, Alain Bensoussan:
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach. SIAM J. Control. Optim. 48(2): 756-762 (2009) - [j7]Alain Bensoussan, Laurent Mertz, Olivier Pironneau, Janos Turi:
An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise. SIAM J. Numer. Anal. 47(5): 3374-3396 (2009) - [c4]Alain Bensoussan, John J. Liu, Jiguang Yuan:
Singular control and impulse control with application to mutual insurance optimization. CDC 2009: 8512-8517 - [c3]Tim Finin, Anupam Joshi, Hillol Kargupta, Yelena Yesha, Joel Sachs, Elisa Bertino, Ninghui Li, Chris Clifton, Gene Spafford, Bhavani Thuraisingham, Murat Kantarcioglu, Alain Bensoussan, Nathan Berg, Latifur Khan, Jiawei Han, ChengXiang Zhai, Ravi S. Sandhu, Shouhuai Xu, Jim Massaro, Lada A. Adamic:
Assured Information Sharing Life Cycle. ISI 2009: 307-309 - 2008
- [j6]Alain Bensoussan, Metin Çakanyildirim, J. Adolfo Minjárez-Sosa, Suresh P. Sethi, Ruixia Shi:
Partially Observed Inventory Systems: The Case of Rain Checks. SIAM J. Control. Optim. 47(5): 2490-2519 (2008) - [c2]William Paul Malcolm, Alain Bensoussan:
Observation noise-gain detection for Markov chains observed through scaled Brownian motion. CDC 2008: 3227-3232 - 2007
- [b1]Alain Bensoussan, Giuseppe Da Prato, Michel C. Delfour, Sanjoy K. Mitter:
Representation and Control of Infinite Dimensional Systems, 2nd Edition. Systems and control, Birkhäuser 2007, ISBN 978-0-8176-4461-1, pp. I-XXVI, 1-575 - [j5]Alain Bensoussan, Suresh P. Sethi:
The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited. Manag. Sci. 53(12): 1964-1976 (2007) - [j4]Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi:
A Multiperiod Newsvendor Problem with Partially Observed Demand. Math. Oper. Res. 32(2): 322-344 (2007) - [j3]Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi:
Partially Observed Inventory Systems: The Case of Zero-Balance Walk. SIAM J. Control. Optim. 46(1): 176-209 (2007) - 2005
- [j2]Alain Bensoussan, R. H. Liu, Suresh P. Sethi:
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach. SIAM J. Control. Optim. 44(5): 1650-1676 (2005) - [c1]Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi:
Partially Observed Inventory Systems. CDC/ECC 2005: 1023-1028 - 2004
- [j1]Alain Bensoussan:
Remarks on the pricing of contingent claims under constraints. IEEE Trans. Autom. Control. 49(3): 433-441 (2004)
Coauthor Index
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