Prof. BENSOUSSAN Alain

Research Output

  1. 2012
  2. An analytic approach to the ergodic theory of a stochastic variational inequality

    Bensoussan, A. & Mertz, L., Apr 2012, In: Comptes Rendus Mathematique. 350, 7-8, p. 365-370

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

    Scopus citations: 7
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  3. A game theoretical analysis of lemonizing cybercriminal black markets

    Hoe, S., Kantarcioglu, M. & Bensoussan, A., 2012, Decision and Game Theory for Security: Third International Conference, GameSec 2012, Proceedings. Springer Verlag, Vol. 7638 LNCS. p. 60-77 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 7638 LNCS).

    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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  4. Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps

    Bensoussan, A., Jasso-Fuentes, H., Menozzi, S. & Mertz, L., 2012, In: Asymptotic Analysis. 80, 1-2, p. 171-187

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

    Scopus citations: 2
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  5. Control of Inventories with Markov Demand

    Bensoussan, A., 2012, Springer Proceedings in Mathematics and Statistics. Springer New York LLC, Vol. 22. p. 29-55

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

    Scopus citations: 1
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  6. Discrete-time inventory problems with lead-time and order-time constraint

    Benkherouf, L. & Bensoussan, A., 2012, Optimization, Control, and Applications of Stochastic Systems. Hernández-Hernández, D. & Minjárez-Sosa, J. A. (eds.). Birkhäuser Boston, p. 13-29 (Systems and Control: Foundations and Applications).

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

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  7. Existence and compactness for weak solutions to bellman systems with critical growth

    Bensoussan, A., Bulíĉek, M. & Frehse, J., 2012, In: Discrete and Continuous Dynamical Systems - Series B. 17, 6, p. 1729-1750

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

    Scopus citations: 5
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  8. Studying dynamic equilibrium of cloud computing adoption with application of Mean Field Games

    Hoe, S., Kantarcioglu, M. & Bensoussan, A., 2012, 2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012. p. 220-224 6483221

    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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  9. Threshold-type policies for real options using regime-switching models

    Bensoussan, A., Yan, Z. & Yin, G., 2012, In: SIAM Journal on Financial Mathematics. 3, 1, p. 667-689

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

    Scopus citations: 18
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  10. 2011
  11. Achieving a long-term service target with periodic demand signals: A newsvendor framework

    Bensoussan, A., Feng, Q. & Sethi, S. P., Dec 2011, In: Manufacturing and Service Operations Management. 13, 1, p. 73-88

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

    Scopus citations: 18
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  12. Average cost optimality in inventory models with dynamic information delays

    Bensoussan, A., Cakanyildirim, M., Sethi, S. P., Wang, M. & Zhang, H., Dec 2011, In: IEEE Transactions on Automatic Control. 56, 12, p. 2869-2882 5752820.

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

    Scopus citations: 5
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  13. Published

    Managing Information Security under Continuous Drift and Sudden Shocks

    Mookerjee, R., Mookerjee, V., YUE, W. T. & Bensoussan, A., 12 Nov 2011.

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

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  14. Published

    When hackers talk: Managing information security under variable attack rates and knowledge dissemination

    Mookerjee, V., Mookerjee, R., Bensoussan, A. & Yue, W. T., Sept 2011, In: Information Systems Research. 22, 3, p. 606-623

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

    Scopus citations: 64
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  15. Computation of approximate optimal policies in a partially observed inventory model with rain checks

    Bensoussan, A., Cakanyildirim, M., Sethi, S. P. & Shi, R., Aug 2011, In: Automatica. 47, 8, p. 1589-1604

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

    Scopus citations: 8
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  16. Real options and competition

    Bensoussan, A., Diltz, J. D. & Hoe, S. R. C., 1 Jan 2011, Stochastic Analysis, Stochastic Systems, and Applications to Finance. World Scientific Publishing Co., p. 63-100

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

    Check@CityULib
  17. Impact of security risks on cloud computing adoption

    Kantarcioglu, M., Bensoussan, A. & Hoe, S. R., 2011, 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011. p. 670-674 6120232

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

    Scopus citations: 24
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  18. Investment in privacy-preserving technologies under uncertainty

    Kantarcioglu, M., Bensoussan, A. & Hoe, S., 2011, Decision and Game Theory for Security: Second International Conference, GameSec 2011, Proceedings. Springer Verlag, Vol. 7037 LNCS. p. 219-238 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 7037 LNCS).

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

    Scopus citations: 2
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  19. The genuine savings criterion and the value of population in an economy with endogenous fertility rate

    Arrow, K. J., Bensoussan, A., Feng, Q. & Sethi, S. P., 2011, Optimal Control of Age-Structured Populations in Economy, Demography, and the Environment. Boucekkine, R., Hritonenko, N. & Yatsenko, Y. (eds.). 1st ed. Routledge, p. 20-44

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

    Scopus citations: 1
    Check@CityULib
  20. 2010
  21. Inventory control with an order-time constraint: Optimality, uniqueness and significance

    Bensoussan, A., Moussawi-Haidar, L. & Çakanyildirim, M., Dec 2010, In: Annals of Operations Research. 181, 1, p. 603-640

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

    Scopus citations: 6
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  22. Differential games with mixed leadership: The open-loop solution

    Baar, T., Bensoussan, A. & Sethi, S. P., 1 Oct 2010, In: Applied Mathematics and Computation. 217, 3, p. 972-979

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

    Scopus citations: 28
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  23. Systems of Bellman equations to stochastic differential games with non-compact coupling

    Bensoussan, A., Frehse, J. & Vogelgesang, J., Aug 2010, In: Discrete and Continuous Dynamical Systems. 27, 4, p. 1375-1389

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

    Scopus citations: 9
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