Alain Bensoussan


Ontology type: schema:Person     


Person Info

NAME

Alain

SURNAME

Bensoussan

Publications in SciGraph latest 50 shown

  • 2022-04-22 Control in Hilbert Space and First-Order Mean Field Type Problem in STOCHASTIC ANALYSIS, FILTERING, AND STOCHASTIC OPTIMIZATION
  • 2022-03-15 Dynamic mean–variance problem with frictions in FINANCE AND STOCHASTICS
  • 2020-12-23 Optimal Investment–Consumption Decisions with Partially Observed Inflation: A Discrete-Time Formulation in DYNAMIC ANALYSIS IN COMPLEX ECONOMIC ENVIRONMENTS
  • 2019-02-28 Mean-Field-Type Games with Jump and Regime Switching in DYNAMIC GAMES AND APPLICATIONS
  • 2018-12-28 Marginal Weibull Diffusion Model for Wind Speed Modeling and Short-Term Forecasting in RENEWABLE ENERGY: FORECASTING AND RISK MANAGEMENT
  • 2018-12-19 A paradox in time-consistency in the mean–variance problem? in FINANCE AND STOCHASTICS
  • 2018-07-20 Parabolic Equations with Quadratic Growth in in CONTRIBUTIONS TO PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS
  • 2018-04-28 Bellman Systems with Mean Field Dependent Dynamics in CHINESE ANNALS OF MATHEMATICS, SERIES B
  • 2018 Estimation and Control of Dynamical Systems in NONE
  • 2016-11-15 Editorial: First Issue on Mean Field Games in APPLIED MATHEMATICS & OPTIMIZATION
  • 2016-11-09 Mean-Field-Game Model for Botnet Defense in Cyber-Security in APPLIED MATHEMATICS & OPTIMIZATION
  • 2016-06-17 Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games in APPLIED MATHEMATICS & OPTIMIZATION
  • 2016-04-29 Parabolic Bellman-Systems with Mean Field Dependence in APPLIED MATHEMATICS & OPTIMIZATION
  • 2016-04-11 Preface: In Memory of A.V. Balakrishnan in APPLIED MATHEMATICS & OPTIMIZATION
  • 2015-10-26 Linear-Quadratic Mean Field Games in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2015-07-28 Mean Field Games with a Dominating Player in APPLIED MATHEMATICS & OPTIMIZATION
  • 2015-05-01 Integrating equipment investment strategy with maintenance operations under uncertain failures in ANNALS OF OPERATIONS RESEARCH
  • 2014-11-21 Estimation Theory for Generalized Linear Models in FUTURE PERSPECTIVES IN RISK MODELS AND FINANCE
  • 2014 Control and Nash Games with Mean Field Effect in PARTIAL DIFFERENTIAL EQUATIONS: THEORY, CONTROL AND APPROXIMATION
  • 2014 Real Options with Competition and Incomplete Markets in INSPIRED BY FINANCE
  • 2013-09-17 Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games in MODELS AND METHODS IN ECONOMICS AND MANAGEMENT SCIENCE
  • 2013-07-16 Linear–Quadratic Time-Inconsistent Mean Field Games in DYNAMIC GAMES AND APPLICATIONS
  • 2013-03-28 Control and nash games with mean field effect in CHINESE ANNALS OF MATHEMATICS, SERIES B
  • 2013 Mean Field Games and Mean Field Type Control Theory in NONE
  • 2012-07-12 Discrete-Time Inventory Problems with Lead-Time and Order-Time Constraint in OPTIMIZATION, CONTROL, AND APPLICATIONS OF STOCHASTIC SYSTEMS
  • 2012-06-20 Control of Inventories with Markov Demand in STOCHASTIC ANALYSIS AND RELATED TOPICS
  • 2012-05 Nash and Stackelberg differential games in CHINESE ANNALS OF MATHEMATICS, SERIES B
  • 2012-03-08 Forecasting the energy produced by a windmill on a yearly basis in STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
  • 2012 A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets in DECISION AND GAME THEORY FOR SECURITY
  • 2011 Investment in Privacy-Preserving Technologies under Uncertainty in DECISION AND GAME THEORY FOR SECURITY
  • 2010-09-21 Inventory control with an order-time constraint: optimality, uniqueness and significance in ANNALS OF OPERATIONS RESEARCH
  • 2010-04-16 An Incomplete Information Inventory Model with Presence of Inventories or Backorders as Only Observations in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2010 A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model in DECISION AND GAME THEORY FOR SECURITY
  • 2010 When Do Firms Invest in Privacy-Preserving Technologies? in DECISION AND GAME THEORY FOR SECURITY
  • 2009-10-19 On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions in APPLIED AND NUMERICAL PARTIAL DIFFERENTIAL EQUATIONS
  • 2007-11-09 Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators in APPLIED MATHEMATICS & OPTIMIZATION
  • 2007-11-07 Inventory Problems with Partially Observed Demands and Lost Sales in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2007 Representation and Control of Infinite Dimensional Systems in NONE
  • 2006-08 Optimality of Base-Stock and (s, S) Policies for Inventory Problems with Information Delays in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2006-08 Stochastic equations for linear random functionals and statistical problems in JOURNAL OF EVOLUTION EQUATIONS
  • 2006-01-01 Explicit Solutions of Linear Quadratic Differential Games in STOCHASTIC PROCESSES, OPTIMIZATION, AND CONTROL THEORY: APPLICATIONS IN FINANCIAL ENGINEERING, QUEUEING NETWORKS, AND MANUFACTURING SYSTEMS
  • 2005-01-01 Reliability Index in OPTIMAL CONTROL AND DYNAMIC GAMES
  • 2005-01-01 Homogenization of Systems of Partial Differential Equations in VARIATIONAL ANALYSIS AND APPLICATIONS
  • 2003 Stochastic Games with Risk Sensitive Payoffs for N Players in STOCHASTIC ANALYSIS AND RELATED TOPICS VIII
  • 2002-12 Breathers for a Relativistic Nonlinear Wave Equation in ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS
  • 2002-07-24 Ergodic Control Bellman Equation with Neumann Boundary Conditions in STOCHASTIC THEORY AND CONTROL
  • 2002 Regularity Results for Nonlinear Elliptic Systems and Applications in NONE
  • 2000-06 Stochastic Games for N Players in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2000-01 Conditions for No Breakdown and Bellman Equations of Risk-Sensitive Control in APPLIED MATHEMATICS & OPTIMIZATION
  • 1998-02 Some Results on Risk-Sensitive Control with Full Observation in APPLIED MATHEMATICS & OPTIMIZATION
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