Prof. BENSOUSSAN Alain

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Research Output

  1. 2021

  2. 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 › Editorial Preface

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  3. Published

    For Tyrone Duncan

    BENSOUSSAN, A. & MITTER, S. K., 2021, In: Communications in Information and Systems. 21, 3, p. 319-323

    Research output: Journal Publications and Reviews › Editorial Preface

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  4. 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 › Editorial Preface

    Check@CityULib
  5. 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 - Publication in refereed journal › peer-review

    Scopus citations: 6
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  6. 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 - Publication in refereed journal › peer-review

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  7. Optimal Investment–Consumption Decisions with Partially Observed Inflation: A Discrete-Time Formulation

    Bensoussan, A. & Sethi, S. P., 2021, Dynamic Analysis in Complex Economic Environments: Essays in Honor of Christophe Deissenberg. Dawid, H. & Arifovic, J. (eds.). Cham: Springer , p. 59-80 (Dynamic Modeling and Econometrics in Economics and Finance; vol. 26).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review

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  8. Real Options Problem with Nonsmooth Obstacle

    Acharya, S., Bensoussan, A., Rachinskii, D. & Rivera, A., 2021, In: SIAM Journal on Financial Mathematics. 12, 4, p. 1508-1552

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  9. 2020
  10. 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 - Publication in refereed journal › peer-review

    Scopus citations: 22
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  11. Published

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

    Huang, C., Yang, H., Wang, L., Luo, X., Wang, W. & Bensoussan, A., Sept 2020, 2020 12th IEEE PES Asia-Pacific Power and Energy Engineering Conference (APPEEC). Institute of Electrical and Electronics Engineers, Inc., 9220573. (Asia-Pacific Power and Energy Engineering Conference, APPEEC).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

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  12. 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 - Publication in refereed journal › peer-review

    Scopus citations: 13
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  13. 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 - Publication in refereed journal › peer-review

    Scopus citations: 23
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  14. 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 - Publication in refereed journal › peer-review

    Scopus citations: 12
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  15. 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 - Chapter in an edited book (Author) › peer-review

    Check@CityULib
  16. 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 - Publication in refereed journal › peer-review

    Scopus citations: 13
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  17. 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 - Publication in refereed journal › peer-review

    Scopus citations: 4
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  18. 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 - Publication in refereed journal › peer-review

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  19. 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 - Publication in refereed journal › peer-review

    Scopus citations: 6
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  20. 2019
  21. Published

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

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

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 7
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  22. 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 - Publication in refereed journal › peer-review

    Scopus citations: 16
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  23. 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 - Publication in refereed journal › peer-review

    Scopus citations: 21
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