Prof. BENSOUSSAN Alain

Research Output

  1. 2021
  2. Published

    Does performance-sensitive debt mitigate debt overhang?

    Bensoussan, A., Chevalier-Roignant, B. & Rivera, A., Oct 2021, In: Journal of Economic Dynamics and Control. 131, 104203.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. Published

    Mathematical formulation of a dynamical system with dry friction subjected to external forces

    Bensoussan, A., Brouste, A., Cartiaux, F. B., Mathey, C. & Mertz, L., Jul 2021, In: Physica D: Nonlinear Phenomena. 421, 132859.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  4. Published

    Identification of Linear Dynamical Systems and Machine Learning

    Bensoussan, A., Gelir, F., Ramakrishna, V. & Tran, M., May 2021, In: Journal of Convex Analysis. 28, 2, p. 311-328 08886.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  5. Systems of quasilinear parabolic equations in ℝn and systems of quadratic backward stochastic differential equations

    Bensoussan, A., Frehse, J. & Yam, S. C. P., May 2021, In: Journal des Mathematiques Pures et Appliquees. 149, p. 135-185

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  6. Published

    Linear-quadratic-gaussian mean-field-game with partial observation and common noise

    Bensoussan, A., Feng, X. & Huang, J., Mar 2021, In: Mathematical Control and Related Fields. 11, 1, p. 23-46

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  7. For Tyrone Duncan

    Bensoussan, A. & Mitter, S. K., 2021, In: Communications in Information and Systems. 21, 2, p. 167-171

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)Editorial Preface

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  8. Published

    For Tyrone Duncan

    BENSOUSSAN, A. & MITTER, S. K., 2021, In: Communications in Information and Systems. 21, 4, p. 475-479

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)Editorial Preface

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  9. Published

    Mean field approach to stochastic control with partial information

    Bensoussan, A. & Yam, S. C. P., 2021, In: ESAIM - Control, Optimisation and Calculus of Variations. 27, 89.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  10. Published

    Mean filed verification theorem

    Bensoussan, A., (Celine) Hoe, S., Kim, J. & Yan, Z., 2021, In: Communications in Information and Systems. 21, 2, p. 253-267

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  11. 2020
  12. Published

    Robust Forecasting of River-flow Based on Convolutional Neural Network

    Huang, C., Zhang, J., Cao, L., Wang, L., Luo, X., Wang, J. & Bensoussan, A., Oct 2020, In: IEEE Transactions on Sustainable Computing. 5, 4, p. 594-600

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  13. Published

    Data-driven stochastic diffusion process for wind speed modelling and forecasting

    Huang, C., Yang, H., Wang, L., Luo, X., Wang, W. & Bensoussan, A., Sep 2020, 2020 12th IEEE PES Asia-Pacific Power and Energy Engineering Conference (APPEEC). IEEE, 9220573. (Asia-Pacific Power and Energy Engineering Conference, APPEEC).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

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  14. Published

    Managing Information System Security Under Continuous and Abrupt Deterioration

    Bensoussan, A., Mookerjee, V. & Yue, W. T., Aug 2020, In: Production and Operations Management. 29, 8, p. 1894-1917 24 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  15. Published

    A Novel Spline Model Guided Maximum Power Point Tracking Method for Photovoltaic Systems

    Huang, C., Wang, L., Zhang, Z., Yeung, R. S., Bensoussan, A. & Chung, H. S., Jul 2020, In: IEEE Transactions on Sustainable Energy. 11, 3, p. 1309-1322 8740881.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 9
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  16. A Mechanism Design Approach to Vendor Managed Inventory

    Kadiyala, B., Özer, Ö. & Bensoussan, A., Jun 2020, In: Management Science. 66, 6, p. 2628-2652

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  17. Published

    Optimal Bidding in Wind Farm Management

    Bensoussan, A. & Brouste, A., 25 Mar 2020, Modeling, Simulation and Optimization of Wind Farms and Hybrid Systems. Maalawi, K. (ed.). IntechOpen, 17 p.

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)12_Chapter in an edited book (Author)peer-review

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  18. Published

    Mean-Field-Type Games with Jump and Regime Switching

    Bensoussan, A., Djehiche, B., Tembine, H. & Yam, S. C. P., Mar 2020, In: Dynamic Games and Applications. 10, 1, p. 19-57

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  19. Published

    Mean Field Games with Parametrized Followers

    Bensoussan, A., Cass, T., Chau, M. H. M. & Yam, S. C. P., Jan 2020, In: IEEE Transactions on Automatic Control. 65, 1, p. 12-27

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  20. Published

    Capital Accumulation with Constraint: A Mean Field Type Control Framework

    Bensoussan, A., (Celine) Hoe, S. & Yan, Z., 2020, In: Markov Processes and Related Fields. 26, 4, p. 553-566

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  21. Published

    OPTIMAL PERIODIC REPLENISHMENT POLICIES FOR SPECTRALLY POSITIVE LEVY DEMAND PROCESSES

    PEREZ, J., YAMAZAKI, K. & BENSOUSSAN, A., 2020, In: SIAM Journal on Control and Optimization. 58, 6, p. 3428-3456

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  22. 2019
  23. Published

    Joint Inventory-pricing Optimization with General Demands: An Alternative Approach for Concavity Preservation

    Bensoussan, A., Xie, Y. & Yan, H., Sep 2019, In: Production and Operations Management. 28, 9, p. 2390-2404

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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