Prof. BENSOUSSAN Alain

Research Output

  1. 2018
  2. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

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  3. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

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  4. 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 WorksRGC 32 - Refereed conference paper (with host publication)peer-review

    Scopus citations: 4
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  5. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  6. 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. 53-74

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 6
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  7. Published

    Parabolic bellman equations with risk control

    BENSOUSSAN, A., BREIT, D. & FREHSE, J., 2018, In: SIAM Journal on Control and Optimization. 56, 2, p. 1535-1549

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  8. Preface

    FABRE, R. & BENSOUSSAN, A., 2018, The Digital Factory for Knowledge: Production and Validation of Scientific Results. ISTE , p. xi-xii

    Research output: Chapters, Conference Papers, Creative and Literary WorksForeword/preface/postscript

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  9. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  10. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Scopus citations: 1
    Check@CityULib
  11. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  12. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  13. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  14. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  15. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  16. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  17. 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 WorksChapter in research book/monograph/textbook (Author)peer-review

    Check@CityULib
  18. 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 StudiesRGC 14 - Edited book (Editor)peer-review

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  19. 2017
  20. 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. 33-38

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

    Scopus citations: 3
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  21. Published

    Editorial: Second Issue on Mean Field Games

    Bensoussan, A. & Delarue, F., Aug 2017, In: Applied Mathematics and Optimization. 76, 1, p. 1-3

    Research output: Journal Publications and ReviewsEditorial Prefacepeer-review

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  22. 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. 2093-2137

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 55
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