Prof. BENSOUSSAN Alain
Research Output
- 2012
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. 365-370Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 7A 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 Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 4Asymptotic 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. 171-187Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2Control of Inventories with Markov Demand
Bensoussan, A., 2012, Springer Proceedings in Mathematics and Statistics. Springer New York LLC, Vol. 22. p. 29-55Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 1Discrete-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 Works › RGC 12 - Chapter in an edited book (Author) › peer-review
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. 1729-1750Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 5Studying 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 6483221Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 3Threshold-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. 667-689Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 18- 2011
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. 73-88Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 18Average 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 Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 5- 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 Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- 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. 606-623Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 64 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. 1589-1604Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 8Real 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. 63-100Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
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 6120232Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 24Investment 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 Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 2The 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. 20-44Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
Scopus citations: 1- 2010
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. 603-640Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6Differential 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. 972-979Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 28Systems 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. 1375-1389Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9