Prof. BENSOUSSAN Alain

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Research Output

  1. 2019
  2. 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 - Publication in refereed journal › peer-review

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

    Scopus citations: 18
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  4. FEEDBACK STACKELBERG–NASH EQUILIBRIA IN MIXED LEADERSHIP GAMES WITH AN APPLICATION TO COOPERATIVE ADVERTISING

    BENSOUSSAN, A., CHEN, S., CHUTANI, A., SETHI, S. P., SIU, C. C. & YAM, S. C. P., 2019, In: SIAM Journal on Control and Optimization. 57, 5, p. 3413-3444

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

    Scopus citations: 21
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  5. 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 - Chapter in an edited book (Author) › peer-review

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  6. 2018

  7. 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 - Publication in refereed journal › peer-review

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

    Scopus citations: 1
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  9. 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 - Publication in refereed journal › peer-review

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

    Scopus citations: 3
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  11. 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 - Publication in refereed journal › peer-review

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  12. 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 › Foreword/preface/postscript › peer-review

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  13. 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 - Publication in refereed journal › peer-review

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

    Scopus citations: 24
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  15. 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 - Publication in refereed journal › peer-review

    Scopus citations: 186
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  16. 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 › Chapter in research book/monograph/textbook (Author) › peer-review

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  17. 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 › Chapter in research book/monograph/textbook (Author) › peer-review

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  18. 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 › Chapter in research book/monograph/textbook (Author) › peer-review

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  19. 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 › Chapter in research book/monograph/textbook (Author) › peer-review

    Scopus citations: 1
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  20. Published

    Estimation and Control of Dynamical Systems

    Bensoussan, A., 2018, Springer, Cham. 559 p. (Interdisciplinary Applied Mathematics; vol. 48)

    Research output: Scholarly Books, Monographs, Reports and Case Studies › RGC 11 - Research book or monograph (Author) › peer-review

    Scopus citations: 28
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  21. Published

    Estimation Theory

    Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 45-78 (Interdisciplinary Applied Mathematics; vol. 48).

    Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review

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  22. Published

    Filtering Theory in Continuous Time

    Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 169-183 (Interdisciplinary Applied Mathematics; vol. 48).

    Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review

    Check@CityULib
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