Prof. BENSOUSSAN Alain

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Research Output

  1. 2009

  2. Real Options

    Bensoussan, A., 2009, In: Handbook of Numerical Analysis. 15, p. 531-572

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

    Scopus citations: 1
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  3. Risk and decision analysis

    Bensoussan, A. & Tapiero, C. S., 2009, In: Risk and Decision Analysis. 1, 1, p. 1-2

    Research output: Journal Publications and Reviews › Editorial Preface

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  4. Singular control and impulse control with application to mutual insurance optimization

    Bensoussan, A., Liu, J. & Yuan, J., 2009, Proceedings of the IEEE Conference on Decision and Control. p. 8512-8517 5399852

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

    Scopus citations: 2
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  5. 2008

  6. Systems of Bellman equations to stochastic differential games with discount control

    Bensoussan, A. & Frehse, J., Oct 2008, In: Bolletino dell Unione Matematica Italiana. 1, 3, p. 663-681

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

    Scopus citations: 8
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  7. Impulse control in discrete time

    Bensoussan, A., 1 Sept 2008, In: Georgian Mathematical Journal. 15, 3, p. 439-454

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

    Scopus citations: 1
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  8. Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators

    Bensoussan, A. & Turi, J., Aug 2008, In: Applied Mathematics and Optimization. 58, 1, p. 1-27

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

    Scopus citations: 25
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  9. Inventory problems with partially observed demands and lost sales

    Bensoussan, A., ÇakanyIldIrIm, M., Minjárez-Sosa, J. A., Royal, A. & Sethi, S. P., Mar 2008, In: Journal of Optimization Theory and Applications. 136, 3, p. 321-340

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

    Scopus citations: 9
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  10. Observation noise-gain detection for Markov chains observed through scaled Brownian motion

    Malcolm, W. P. & Bensoussan, A., 2008, Proceedings of the IEEE Conference on Decision and Control. p. 3227-3232 4739239

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

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  11. On a multi-dimensional framework for information security management

    Bensoussan, A., Mookerjee, R., Mookerjee, V. & Yue, W. T., 2008, 2008 Workshop on Information Technologies and Systems, WITS 2008. Social Science Research Network, p. 169-175

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

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  12. Partially observed inventory systems: The case of rain checks

    Bensoussan, A., Çakanyildirim, M., Minjárez-Sosa, J. A., Sethi, S. P. & Shi, R., 2008, In: SIAM Journal on Control and Optimization. 47, 5, p. 2490-2519

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

    Scopus citations: 17
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  13. 2007

  14. The machine maintenance and sale age model of Kamien and Schwartz revisited

    Bensoussan, A. & Sethi, S. P., Dec 2007, In: Management Science. 53, 12, p. 1964-1976

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

    Scopus citations: 22
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  15. Optimal savings and the value of population

    Arrow, K. J., Bensoussan, A., Feng, Q. & Sethi, S. P., 20 Nov 2007, In: PNAS: Proceedings of the National Academy of Sciences of the United States of America. 104, 47, p. 18421-18426

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

    Scopus citations: 1
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  16. A multiperiod newsvendor problem with partially observed demand

    Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., May 2007, In: Mathematics of Operations Research. 32, 2, p. 322-344

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

    Scopus citations: 58
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  17. Economic evaluation of systems that expedite inventory information

    Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., May 2007, In: Production and Operations Management. 16, 3, p. 360-368

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

    Scopus citations: 12
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  18. Optimal ordering policies for inventory problems with dynamic information delays

    Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., Mar 2007, In: Production and Operations Management. 16, 2, p. 241-256

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

    Scopus citations: 35
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  19. Partially observed inventory systems: The case of zero-balance walk

    Bensoussan, A., Çakanyildirim, M. & Sethi, S. P., 2007, In: SIAM Journal on Control and Optimization. 46, 1, p. 176-209

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

    Scopus citations: 43
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  20. Preface to the Second Edition

    Bensoussan, A., Da Prato, G., Delfour, M. C. & Mitter, S. K., 2007, Representation and Control of Infinite Dimensional Systems. 2 ed. Birkhauser, p. vii-x (Systems & Control: Foundations & Applications).

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

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  21. Preface to Volume II of the First Edition

    Bensoussan, A., Da Prato, G., Delfour, M. C. & Mitter, S., 2007, Representation and Control of Infinite Dimensional Systems. 2 ed. Birkhauser, p. xv-xvii (Systems & Control: Foundations & Applications).

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

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  22. Preface to Volume I of the First Edition

    Bensoussan, A., Da Prato, G., Delfour, M. C. & Mitter, S., 2007, Representation and Control of Infinite Dimensional Systems. 2 ed. Birkhauser, p. xi-xiii (Systems & Control: Foundations & Applications).

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

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  23. Representation and Control of Infinite Dimensional Systems

    Bensoussan, A., Da Prato, G., Delfour, M. C. & Mitter, S. K., 2007, 2 ed. Birkhauser. (Systems & Control: Foundations & Applications)

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

    Scopus citations: 420
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