Prof. BENSOUSSAN Alain
Research Output
- 2010
A Tribute to Rudi Kalman
BENSOUSSAN, A. & FAURRE, P., Apr 2010, In: IEEE Control Systems. 30, 2, p. 88Research output: Journal Publications and Reviews › Comment/debate
Singular control and impulse control: A common approach
Bensoussan, A., John, L. I. U. & Yuan, J., Jan 2010, In: Discrete and Continuous Dynamical Systems - Series B. 13, 1, p. 27-57Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9A game-theoretical approach for finding optimal strategies in a botnet defense model
Bensoussan, A., Kantarcioglu, M. & Hoe, S., 2010, Decision and Game Theory for Security: First International Conference, GameSec 2010, Proceedings. Springer Verlag, Vol. 6442 LNCS. p. 135-148 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 6442 LNCS).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 39An Incomplete Information Inventory Model with Presence of Inventories or Backorders as Only Observations
Bensoussan, A., Çakanyildirim, M., Minjárez-Sosa, J. A., Sethi, S. P. & Shi, R., 2010, In: Journal of Optimization Theory and Applications. 146, 3, p. 544-580Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 7On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions
Bensoussan, A. & Turi, J., 2010, Computational Methods in Applied Sciences. Springer Netherland, Vol. 15. p. 9-23 (Computational Methods in Applied Sciences; vol. 15).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
Scopus citations: 11Real options games in complete and incomplete markets with several decision makers
Bensoussan, A., Diltz, J. D. & Hoe, S., 2010, In: SIAM Journal on Financial Mathematics. 1, 1, p. 666-728Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 20When do firms invest in privacy-preserving technologies?
Kantarcioglu, M., Bensoussan, A. & Hoe, S., 2010, Decision and Game Theory for Security: First International Conference, GameSec 2010, Proceedings. Springer Verlag, Vol. 6442 LNCS. p. 72-86 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 6442 LNCS).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 6- 2009
Optimal cash management under uncertainty
Bensoussan, A., Chutani, A. & Sethi, S. P., Nov 2009, In: Operations Research Letters. 37, 6, p. 425-429Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 25A note on "the censored newsvendor and the optimal acquisition of information"
Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., May 2009, In: Operations Research. 57, 3, p. 791-794Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 20Optimal consumption and portfolio decisions with partially observed real prices
Bensoussan, A., Keppo, J. & Sethi, S. P., Apr 2009, In: Mathematical Finance. 19, 2, p. 215-236Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 41Maintaining Diagnostic knowledge-based systems: A control-theoretic approach
Bensoussan, A., Mookerjee, R., Mookerjee, V. & Yue, W. T., Feb 2009, In: Management Science. 55, 2, p. 294-310Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 16- Published
Reflections on INRIA and the role of Gilles Kahn
Bensoussan, A., 1 Jan 2009, From Semantics to Computer Science: Essays in Honour of Gilles Kahn. Cambridge University Press, p. 507-516Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
On diagonal elliptic and parabolic systems with super-quadratic hamiltonians
Bensoussan, A. & Frehse, J., Jan 2009, In: Communications on Pure and Applied Analysis. 8, 1, p. 83-94Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9An ultra weak finite element method as an alternative to a Monte Carlo method for an elasto-plastic problem with noise
Bensoussan, A., Mertz, L., Pironneau, O. & Turi, J., 2009, In: SIAM Journal on Numerical Analysis. 47, 5, p. 3374-3396Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 16Assured information sharing life cycle
Finin, T., Joshi, A., Kargupta, H., Yesha, Y., Sachs, J., Bertino, E. & Ninghui, L. & 13 others, , 2009, 2009 IEEE International Conference on Intelligence and Security Informatics, ISI 2009. p. 307-309 5137331Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 7Bayesian and adaptive controls for a newsvendor facing exponential demand
Bensoussan, A., Çakanyildirim, M., Royal, A. & Sethi, S. P., 2009, In: Risk and Decision Analysis. 1, 4, p. 197-210Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal
Scopus citations: 5Censored newsvendor model revisited with unnormalized probabilities
Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., 2009, In: Journal of Industrial and Management Optimization. 5, 2, p. 391-402Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6On the Discrete Time Capital Asset Pricing Model
Bensoussan, A., 2009, In: Handbook of Numerical Analysis. 15, p. 299-324Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
OPTIMALITY OF AN (s, S) POLICY WITH COMPOUND POISSON AND DIFFUSION DEMANDS: A QUASI-VARIATIONAL INEQUALITIES APPROACH
BENKHEROUF, L. & BENSOUSSAN, A., 2009, In: SIAM Journal on Control and Optimization. 48, 2, p. 756-762Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 33Optimal ordering policies for stochastic inventory problems with observed information delays
Bensoussan, A., Çakanyildinm, M., Feng, Q. & Sethi, S. P., 2009, In: Production and Operations Management. 18, 5, p. 546-559Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 23