Prof. BENSOUSSAN Alain

Research Output

  1. 2019
  2. E-pub ahead of print

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

    Bensoussan, A., Xie, Y. & Yan, H., 23 May 2019, In : Production and Operations Management.

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

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  3. E-pub ahead of print

    Mean Field Games with Parametrized Followers

    Bensoussan, A., Cass, T., Chau, M. & Yam, S., 22 Apr 2019, In : IEEE Transactions on Automatic Control.

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

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  4. Published

    A paradox in time-consistency in the mean–variance problem?

    Bensoussan, A., Wong, K. C. & Yam, S. C. P., Jan 2019, In : Finance and Stochastics. 23, 1, p. 173–207

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

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  5. Published

    Sequential Capacity Expansion Options

    Bensoussan, A. & Chevalier-Roignant, B., Jan 2019, In : Operations Research. 67, 1, p. 33-57

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

    Scopus citations: 2
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  6. Published

    A Mean-Variance Approach to Capital Investment Optimization

    Bensoussan, A., Hoe, S. C. & Yan, Z., 2019, In : SIAM Journal on Financial Mathematics. 10, 1, p. 156-180

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

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  7. Published

    Control problem on space of random variables and master equation

    Bensoussan, A. & Yam, S. C. P., 2019, In : ESAIM - Control, Optimisation and Calculus of Variations. 25, 10.

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

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  8. Published

    Parabolic equations with quadratic growth in ℝn

    Bensoussan, A., Frehse, J., Peng, S. & Yam, S. C. P., 2019, Contributions to Partial Differential Equations and Applications. Chetverushkin, B. N., Fitzgibbon, W., Kuznetsov, Y. A., Neittaanmäki, P., Periaux, J. & Periaux, O. (eds.). Springer International Publishing AG, p. 91-110 (Computational Methods in Applied Sciences; vol. 47).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)12_Chapter in an edited book (Author)Not applicablepeer-review

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  9. 2018
  10. Mean Field Control and Mean Field Game Models with Several Populations

    Bensoussan, A., Huang, T. & Laurière, M., Dec 2018, In : Minimax Theory and its Applications. 3, 2, p. 173-209

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

    Scopus citations: 1
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  11. Published

    The impact of competitive advantage on the investment timing in Stackelberg leader–follower game

    Hoe, S., Yan, Z. & Bensoussan, A., 3 Jul 2018, In : Engineering Economist. 63, 3, p. 236-249

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

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  12. Published

    Ergodic control for a mean reverting inventory model

    Liu, J., Yiu, K. F. C. & Bensoussan, A., Jul 2018, In : Journal of Industrial and Management Optimization. 14, 3, p. 857-876

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

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  13. INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME

    Bensoussan, A., Skaaning, S. & Turi, J., Jun 2018, In : Journal of Applied Analysis and Computation. 8, 3, p. 805-835

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

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  14. Published

    Bellman Systems with Mean Field Dependent Dynamics

    BENSOUSSAN, A., BULÍČEK, M. & FREHSE, J., May 2018, In : Chinese Annals of Mathematics. Series B. 39, 3, p. 461-486

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

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  15. Conclusion

    FABRE, R. & BENSOUSSAN, A., 30 Mar 2018, The Digital Factory for Knowledge: Production and Validation of Scientific Results. Fabre, R. & Bensoussan, A. (eds.). John Wiley & Sons, Inc., p. 105-107

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)Foreword/preface/postscriptNot applicablepeer-review

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  16. Published

    Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities

    Bensoussan, A., Li, Y. & Yam, S. C. P., Feb 2018, In : Stochastic Processes and their Applications. 128, 2, p. 644-688

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

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  17. Published

    Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games

    Graber, P. J. & Bensoussan, A., Feb 2018, In : Applied Mathematics & Optimization. 77, 1, p. 47-71

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

    Scopus citations: 4
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  18. Published

    A Prediction Model-Guided Jaya Algorithm for the PV System Maximum Power Point Tracking

    Huang, C., Wang, L., Yeung, R. S., Zhang, Z., Chung, H. S. & Bensoussan, A., Jan 2018, In : IEEE Transactions on Sustainable Energy. 9, 1, p. 45-55

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

    Scopus citations: 44
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  19. Published

    Additional Results for BSDE

    Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 319-350 (Interdisciplinary Applied Mathematics; vol. 48).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)Chapter in research book/monograph/textbook (Author)Not applicablepeer-review

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  20. Published

    Complements on Probability Theory

    Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 155-167 (Interdisciplinary Applied Mathematics; vol. 48).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)Chapter in research book/monograph/textbook (Author)Not applicablepeer-review

    Check@CityULib
  21. Published

    Deterministic Optimal Control

    Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 215-247 (Interdisciplinary Applied Mathematics; vol. 48).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)Chapter in research book/monograph/textbook (Author)Not applicablepeer-review

    Check@CityULib
  22. Published

    Differential Games

    Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 459-492 (Interdisciplinary Applied Mathematics; vol. 48).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)Chapter in research book/monograph/textbook (Author)Not applicablepeer-review

    Check@CityULib
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