Prof. BENSOUSSAN Alain

Research Output

  1. 2017
  2. Optimal security investments in a prevention and detection game

    Barreto, C., Cardenas, A. A. & Bensoussan, A., Apr 2017, HoTSoS 2017 - Proceedings of the Hot Topics in Science of Security: Symposium and Bootcamp. Association for Computing Machinery (ACM), p. 24-34

    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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  3. Published

    Base stock list price policy in continuous time

    Bensoussan, A. & Skaaning, S., 1 Jan 2017, In: Discrete and Continuous Dynamical Systems - Series B. 22, 1, p. 1-28

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

    Scopus citations: 2
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  4. Published

    REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING

    Bensoussan, A., Hoe, S., Yan, Z. & Yin, G., 1 Jan 2017, In: Mathematical Finance. 27, 1, p. 224-250

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

    Scopus citations: 15
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  5. Published

    Optimality of (s, S) policies with nonlinear processes

    LIU, J., YIU, K. F. C. & BENSOUSSAN, A., Jan 2017, In: Discrete and Continuous Dynamical Systems - Series B. 22, 1, p. 161-185

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

    Scopus citations: 3
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  6. Published

    Linear-Quadratic Mean Field Stackelberg Games WIth State and Control Delays

    BENSOUSSAN, A., CHAU, M. H. M., LAI, Y. & YAM, S. C. P., 2017, In: SIAM Journal on Control and Optimization. 55, 4, p. 2748-2781

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

    Scopus citations: 28
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  7. 2016
  8. Published

    Forecasting of daily global solar radiation using wavelet transform-coupled Gaussian process regression: Case study in Spain

    Huang, C., Zhang, Z. & Bensoussan, A., 22 Dec 2016, 2016 IEEE INNOVATIVE SMART GRID TECHNOLOGIES - ASIA (ISGT-ASIA). Institute of Electrical and Electronics Engineers, Inc., p. 799-804 7796487

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

    Scopus citations: 13
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  9. Published

    Editorial: First Issue on Mean Field Games

    Bensoussan, A. & Delarue, F., 1 Dec 2016, In: Applied Mathematics and Optimization. 74, 3, p. 455-457

    Research output: Journal Publications and ReviewsEditorial Preface

    Scopus citations: 1
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  10. Mean-Field-Game Model for Botnet Defense in Cyber-Security

    Kolokoltsov, V. N. & Bensoussan, A., Dec 2016, In: Applied Mathematics and Optimization. 74, 3, p. 669-692

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

    Scopus citations: 42
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  11. Published

    Improvement in artificial neural network-based estimation of grid connected photovoltaic power output

    Huang, C., Bensoussan, A., Edesess, M. & Tsui, K. L., Nov 2016, In: Renewable Energy. 97, p. 838-848

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

    Scopus citations: 52
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  12. Published

    Evaluating long-term service performance under short-term forecast updates

    Bensoussan, A., Feng, Q., Luo, S. & Sethi, S. P., 1 Sept 2016, In: International Journal of Production Research. 54, 17, p. 5236-5249

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

    Scopus citations: 1
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  13. Published

    Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures

    Cao, C., Wang, Z., Zukerman, M., Manton, J. H., Bensoussan, A. & Wang, Y., Sept 2016, In: IEEE Transactions on Reliability. 65, 3, p. 1536-1550

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

    Scopus citations: 16
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  14. Cox–Ingersoll–Ross model for wind speed modeling and forecasting

    Bensoussan, A. & Brouste, A., Jul 2016, In: Wind Energy. 19, 7, p. 1355-1365

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

    Scopus citations: 12
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  15. Published

    Unemployment Risks and Optimal Retirement in an Incomplete Market

    Bensoussan, A., Jang, B. & Park, S., Jul 2016, In: Operations Research. 64, 4, p. 1015-1032

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

    Scopus citations: 22
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  16. Published

    Parabolic Bellman-Systems with Mean Field Dependence

    Bensoussan, A., Breit, D. & Frehse, J., 1 Jun 2016, In: Applied Mathematics and Optimization. 73, 3, p. 419-432

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

    Scopus citations: 4
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  17. Preface: In Memory of A.V. Balakrishnan

    Bensoussan, A., Kukavica, I., Lasiecka, I., Mitter, S., Temam, R. & Triggiani, R., 1 Jun 2016, In: Applied Mathematics and Optimization. 73, 3, p. 391-392

    Research output: Journal Publications and ReviewsEditorial Preface

    Scopus citations: 1
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  18. Published

    Performance analysis of a grid-connected upgraded metallurgical grade silicon photovoltaic system

    Huang, C., Edesess, M., Bensoussan, A. & Tsui, K. L., 1 May 2016, In: Energies. 9, 5, 342.

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

    Scopus citations: 17
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  19. Published

    Linear-Quadratic Mean Field Games

    BENSOUSSAN, A., SUNG, K. C. J., YAM, S. C. P. & YUNG, S. P., May 2016, In: Journal of Optimization Theory and Applications. 162, 2, p. 496-529

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

    Scopus citations: 133
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  20. Published

    Managing Inventory with Cash Register Information: Sales Recorded but Not Demands

    Bensoussan, A., Çakanyildirim, M., Li, M. & Sethi, S. P., 1 Jan 2016, In: Production and Operations Management. 25, 1, p. 9-21

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

    Scopus citations: 15
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  21. Published

    The optimal mean variance problem with inflation

    Liu, J., Yiu, K. F. C. & Bensoussan, A., Jan 2016, In: Discrete and Continuous Dynamical Systems - Series B. 21, 1, p. 185-203

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

    Scopus citations: 3
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  22. Published

    Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise

    BENSOUSSAN, A., MERTZ, L. & YAM, S. C. P., 2016, In: SIAM Journal on Mathematical Analysis. 48, 4, p. 2783-2805

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

    Scopus citations: 4
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