Prof. BENSOUSSAN Alain

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Research Output

  1. 2014
  2. Published

    Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games

    Bensoussan, A., Chen, S. & Sethi, S. P., 2014, Models and Methods in Economics and Management Science: Essays in Honor of Charles S. Tapiero. Ouardighi, F. E. & Kogan, K. (eds.). Springer-Verlag, p. 3-15 (International Series in Operations Research and Management Science; vol. 198).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review

    Scopus citations: 26
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  3. Published

    Inventory management with overlapping shrinkages and demands

    Bensoussan, A., C¸akanyildirim, M., Li, M. & Sethi, S. P., 2014, In: Risk and Decision Analysis. 5, 4, p. 189-210

    Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal

    Scopus citations: 1
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  4. Published

    Optimal decision making in multi-product dual sourcing procurement with demand forecast updating

    Song, H., Yang, H., Bensoussan, A. & Zhang, D., 2014, In: Computers and Operations Research. 41, 1, p. 299-308

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

    Scopus citations: 18
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  5. Published

    Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting

    Bensoussan, A., Wong, K. C., Yam, S. C. P. & Yung, S. P., 2014, In: SIAM Journal on Financial Mathematics. 5, 1, p. 153-190

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

    Scopus citations: 46
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  6. 2013
  7. Published

    Linear-Quadratic Time-Inconsistent Mean Field Games

    Bensoussan, A., Sung, K. C. J. & Yam, S. C. P., Dec 2013, In: Dynamic Games and Applications. 3, 4, p. 537-552

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

    Scopus citations: 25
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  8. Published

    Unemployment Risks and Optimal Retirement in an Incomplete Market

    BENSOUSSAN, A., JANG, B. G. & PARK, S., 10 Jul 2013, p. 1-36.

    Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

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  9. Published

    Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games

    SETHI, S., BENSOUSSAN, A. & CHEN, S., 5 Jul 2013.

    Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

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  10. Published

    Preface

    BENSOUSSAN, A., PENG, S. & SUNG, J., 2 May 2013, Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two. Bensoussan, A., Peng, S. & Sung, J. (eds.). IOS Press, Vol. 2. p. v-vii (Studies in Probability, Optimization and Statistics; vol. 5).

    Research output: Chapters, Conference Papers, Creative and Literary Works › Foreword/preface/postscript

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  11. Real Options with Time and Scale Flexibility

    BENSOUSSAN, A. & CHEVALIER-ROIGNANT, B., 2 May 2013, Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two. Bensoussan, A., Peng, S. & Sung, J. (eds.). IOS Press, p. 66-93 (Studies in Probability, Optimization and Statistics; vol. 5).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review

    Scopus citations: 2
    Check@CityULib

  12. Linear quadratic differential games with mixed leadership: The open-loop solution

    Bensoussan, A., Chen, S. & Sethi, S. P., Jan 2013, In: Numerical Algebra, Control and Optimization. 3, 1, p. 95-108

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

    Scopus citations: 9
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  13. Control and nash games with mean field effect

    Bensoussan, A. & Frehse, J., 2013, In: Chinese Annals of Mathematics. Series B. 34, 2, p. 161-192

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

    Scopus citations: 13
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  14. Published

    Mean Field Games and Mean Field Type Control Theory

    Bensoussan, A., Yam, P. & Frehse, J., 2013, New York, NY: Springer . 138 p. (SpringerBriefs in Mathematics)

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

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  15. Published

    Optimal inventory control with shrinkage and observed sales

    Bensoussan, A., Çakanyildirim, M., Li, M. & Sethi, S. P., 2013, In: Stochastics. 85, 4, p. 589-603

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

    Scopus citations: 4
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  16. Published

    Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions

    Song, H., Yang, H. & Bensoussan, A., 2013, In: Applied Mathematics and Computation. 224, p. 150-165

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

    Scopus citations: 17
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  17. Published

    Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two

    Bensoussan, A., Peng, S. & Sung, J., 2013, IOS Press. (Studies in Probability, Optimization and Statistics)

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

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  18. 2012

  19. Forecasting the energy produced by a windmill on a yearly basis

    Bensoussan, A., Bertrand, P. R. & Brouste, A., Dec 2012, In: Stochastic Environmental Research and Risk Assessment. 26, 8, p. 1109-1122

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

    Scopus citations: 12
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  20. Impulse control with random reaction periods: A central bank intervention problem

    Bensoussan, A., Long, H., Perera, S. & Sethi, S., Nov 2012, In: Operations Research Letters. 40, 6, p. 425-430

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

    Scopus citations: 15
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  21. Obtaining the critical excitation for elasto-plastic oscillators by solving an optimal control problem

    Bensoussan, A., Chandrasekharan, K. & Turi, J., Oct 2012, In: Communications in Applied Analysis. 16, 4, p. 589-608

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

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  22. Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise

    Bensoussan, A., Mertz, L. & Yam, S. C. P., Sept 2012, In: Comptes Rendus Mathematique. 350, 17-18, p. 853-859

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

    Scopus citations: 6
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  23. Nash and Stackelberg differential games

    Bensoussan, A., Frehse, J. & Vogelgesang, J., May 2012, In: Chinese Annals of Mathematics. Series B. 33, 3, p. 317-332

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

    Scopus citations: 3
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