Prof. BENSOUSSAN Alain

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Research Output

  1. 2024
  2. Published

    Financing green entrepreneurs under limited commitment

    Bensoussan, A., Chevalier-Roignant, B., Nguyen, N. & Rivera, A., Nov 2024, In: Journal of Economic Dynamics and Control. 168, 104930.

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

    Scopus citations: 1
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  3. Published

    A deep learning approximation of non-stationary solutions to wave kinetic equations

    Walton, S., Tran, M. & Bensoussan, A., May 2024, In: Applied Numerical Mathematics. 199, p. 213-226

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

    Scopus citations: 1
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  4. Online published

    Optimal Consumption and Investment with Independent Stochastic Labor Income

    Bensoussan, A. & Park, S., 5 Mar 2024, (Online published) In: Mathematics of Operations Research. 35 p.

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

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  5. 2023
  6. Online published

    A Stationary Infinite-Horizon Supply Contract Under Asymmetric Inventory Information

    Bensoussan, A., Sethi, S. & Wang, S., 26 Jul 2023, (Online published) In: Operations Research.

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

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  7. Published

    Control theory on Wasserstein space: a new approach to optimality conditions

    BENSOUSSAN, A., HUANG, Z. & YAM, S. C. P., 2023, In: Annals of Mathematical Sciences and Applications. 8, 3, p. 565-628

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

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  8. Published

    The Legacy of Roland Glowinski

    Bensoussan, A. & Pironneau, O., 2023, In: Comptes Rendus - Mecanique. 351, S1, p. 1-16

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

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  9. Published

    Value-gradient based formulation of optimal control problem and machine learning algorithm

    BENSOUSSAN, A., HAN, J., YAM, S. C. P. & ZHOU, X., 2023, In: SIAM Journal on Numerical Analysis. 61, 2, p. 973-994 22 p.

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

    Scopus citations: 3
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  10. 2022
  11. Published

    Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems

    Aubin-Frankowski, P. & Bensoussan, A., Dec 2022, 2022 IEEE 61st Conference on Decision and Control (CDC). Institute of Electrical and Electronics Engineers, Inc., p. 1039-1044 (Proceedings of the IEEE Conference on Decision and Control).

    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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  12. Published

    Integrating Equipment Investment Strategy with Maintenance Operations under Uncertain Failures

    Bensoussan, A., Feng, Q. & Sethi, S. P., Oct 2022, In: Annals of Operations Research. 317, 2, p. 353–386

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

    Scopus citations: 2
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  13. Published

    A model for wind farm management with option interactions

    Bensoussan, A., Chevalier-Roignant, B. & Rivera, A., Jul 2022, In: Production and Operations Management. 31, 7, p. 2853-2871 19 p.

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

    Scopus citations: 1
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  14. Published

    Inter-temporal mutual-fund management

    Bensoussan, A., Cheung, K. C., Li, Y. & Yam, S. C. P., Jul 2022, In: Mathematical Finance. 32, 3, p. 825-877

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

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  15. Published

    Dynamic mean-variance problem with frictions

    Bensoussan, A., Ma, G., Siu, C. C. & Yam, S. C. P., Apr 2022, In: Finance and Stochastics. 26, 2, p. 267–300

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

    Scopus citations: 9
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  16. Published

    A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection

    Bensoussan, A., Hoe, S., Kim, J. & Yan, Z., Mar 2022, In: Operations Research. 70, 2, p. 815-829

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

    Scopus citations: 3
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  17. Published

    Machine learning and control theory

    Bensoussan, A., Li, Y., Nguyen, D. P. C., Tran, M., Yam, S. C. P. & Zhou, X., 2022, Handbook of Numerical Analysis. Trélat, E. & Zuazua, E. (eds.). Elsevier B.V., Vol. 23. p. 531-558

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

    Scopus citations: 9
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  18. 2021
  19. Published

    Does performance-sensitive debt mitigate debt overhang?

    Bensoussan, A., Chevalier-Roignant, B. & Rivera, A., Oct 2021, In: Journal of Economic Dynamics and Control. 131, 104203.

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

    Scopus citations: 7
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  20. Published

    Mathematical formulation of a dynamical system with dry friction subjected to external forces

    Bensoussan, A., Brouste, A., Cartiaux, F. B., Mathey, C. & Mertz, L., Jul 2021, In: Physica D: Nonlinear Phenomena. 421, 132859.

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

    Scopus citations: 3
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  21. Published

    Identification of Linear Dynamical Systems and Machine Learning

    Bensoussan, A., Gelir, F., Ramakrishna, V. & Tran, M., May 2021, In: Journal of Convex Analysis. 28, 2, p. 311-328 08886.

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

    Scopus citations: 1
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  22. Published

    Systems of quasilinear parabolic equations in ℝn and systems of quadratic backward stochastic differential equations

    Bensoussan, A., Frehse, J. & Yam, S. C. P., May 2021, In: Journal des Mathematiques Pures et Appliquees. 149, p. 135-185

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

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  23. Published

    Linear-quadratic-gaussian mean-field-game with partial observation and common noise

    Bensoussan, A., Feng, X. & Huang, J., Mar 2021, In: Mathematical Control and Related Fields. 11, 1, p. 23-46

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

    Scopus citations: 12
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  24. Published

    For Tyrone Duncan

    BENSOUSSAN, A. & MITTER, S. K., 2021, In: Communications in Information and Systems. 21, 3, p. 319-323

    Research output: Journal Publications and Reviews › Editorial Preface

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