Prof. BENSOUSSAN Alain
Research Output
- 2018
- Published
Further Techniques of Estimation
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Springer, Cham, p. 79-154 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Introduction
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 1-4 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Marginal Weibull Diffusion Model for Wind Speed Modeling and Short-Term Forecasting
Bensoussan, A. & Brouste, A., 2018, Renewable Energy: Forecasting and Risk Management 2017. Drobinski, P., Mougeot, M., Picard, D., Plougonven, R. & Tankov, P. (eds.). Springer New York LLC, p. 3-22 (Springer Proceedings in Mathematics and Statistics; vol. 254).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 4 - Published
Optimal Control of Linear Dynamical Systems
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Springer, Cham, p. 25-44 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
LIU, J., YIU, K. F. C. & BENSOUSSAN, A., 2018, In: SIAM Journal on Control and Optimization. 56, 1, p. 53-74Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6 - Published
Parabolic bellman equations with risk control
BENSOUSSAN, A., BREIT, D. & FREHSE, J., 2018, In: SIAM Journal on Control and Optimization. 56, 2, p. 1535-1549Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Preface
FABRE, R. & BENSOUSSAN, A., 2018, The Digital Factory for Knowledge: Production and Validation of Scientific Results. ISTE , p. xi-xiiResearch output: Chapters, Conference Papers, Creative and Literary Works › Foreword/preface/postscript
- Published
Principal Agent Control Problems
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Springer, Cham, p. 409-458 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Stackelberg Differential Games
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 493-521 (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 - Published
State Representation of Linear Dynamical Systems
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 5-23 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Stochastic Control for Non-Markov Processes
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 395-407 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Stochastic Control of Linear Dynamical Systems with Full Information
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 185-196 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Stochastic Control of Linear Dynamical Systems with Partial Information
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Bensoussan, A. (ed.). Springer, Cham, p. 197-214 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Stochastic Control Problems in Finance
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Springer, p. 351-394 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Stochastic Optimal Control
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Springer, p. 249-317 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
- Published
Target Problems
Bensoussan, A., 2018, Estimation and Control of Dynamical Systems. Springer, p. 523-544 (Interdisciplinary Applied Mathematics; vol. 48).Research output: Chapters, Conference Papers, Creative and Literary Works › Chapter in research book/monograph/textbook (Author) › peer-review
The Digital Factory of Knowledge: Production and Validation of Scientific Contents
Fabre, R. & Bensoussan, A., 2018, ISTE .Research output: Scholarly Books, Monographs, Reports and Case Studies › RGC 14 - Edited book (Editor) › peer-review
- 2017
- Published
Risk-sensitive mean-field-type control
Bensoussan, A., Djehiche, B., Tembine, H. & Yam, P., Dec 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC). Institute of Electrical and Electronics Engineers, Inc., p. 33-38Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 3 - Published
Editorial: Second Issue on Mean Field Games
Bensoussan, A. & Delarue, F., Aug 2017, In: Applied Mathematics and Optimization. 76, 1, p. 1-3Research output: Journal Publications and Reviews › Editorial Preface › peer-review
- Published
On the interpretation of the Master Equation
Bensoussan, A., Frehse, J. & Yam, S. C. P., Jul 2017, In: Stochastic Processes and their Applications. 127, 7, p. 2093-2137Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 55