Prof. BENSOUSSAN Alain
Research Output
- 2017
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. 24-34Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 4- 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. 1-28Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2 - 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. 224-250Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 15 - 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. 161-185Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - 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. 2748-2781Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 28 - 2016
- 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 7796487Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 13 - Published
Editorial: First Issue on Mean Field Games
Bensoussan, A. & Delarue, F., 1 Dec 2016, In: Applied Mathematics and Optimization. 74, 3, p. 455-457Research output: Journal Publications and Reviews › Editorial Preface
Scopus citations: 1 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. 669-692Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 42- 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. 838-848Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 52 - 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. 5236-5249Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - 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. 1536-1550Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 16 Cox–Ingersoll–Ross model for wind speed modeling and forecasting
Bensoussan, A. & Brouste, A., Jul 2016, In: Wind Energy. 19, 7, p. 1355-1365Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 12- Published
Unemployment Risks and Optimal Retirement in an Incomplete Market
Bensoussan, A., Jang, B. & Park, S., Jul 2016, In: Operations Research. 64, 4, p. 1015-1032Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 22 - 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. 419-432Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4 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. 391-392Research output: Journal Publications and Reviews › Editorial Preface
Scopus citations: 1- 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 Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 17 - 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. 496-529Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 133 - 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. 9-21Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 15 - 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. 185-203Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - 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. 2783-2805Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4