Prof. BENSOUSSAN Alain
Research Output
- 2024
Voluntary environmental effort under (s,S) inventory policy
Bensoussan, A. & El Ouardighi, F., 2024, In: International Journal of Production Research. 62, 1-2, p. 522-535Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3- 2021
For Tyrone Duncan
Bensoussan, A. & Mitter, S. K., 2021, In: Communications in Information and Systems. 21, 2, p. 167-171Research output: Journal Publications and Reviews › Editorial Preface
Optimal Investment–Consumption Decisions with Partially Observed Inflation: A Discrete-Time Formulation
Bensoussan, A. & Sethi, S. P., 2021, Dynamic Analysis in Complex Economic Environments: Essays in Honor of Christophe Deissenberg. Dawid, H. & Arifovic, J. (eds.). Cham: Springer , p. 59-80 (Dynamic Modeling and Econometrics in Economics and Finance; vol. 26).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
Real Options Problem with Nonsmooth Obstacle
Acharya, S., Bensoussan, A., Rachinskii, D. & Rivera, A., 2021, In: SIAM Journal on Financial Mathematics. 12, 4, p. 1508-1552Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2020
A Mechanism Design Approach to Vendor Managed Inventory
Kadiyala, B., Özer, Ö. & Bensoussan, A., Jun 2020, In: Management Science. 66, 6, p. 2628-2652Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 12- 2019
FEEDBACK STACKELBERG–NASH EQUILIBRIA IN MIXED LEADERSHIP GAMES WITH AN APPLICATION TO COOPERATIVE ADVERTISING
BENSOUSSAN, A., CHEN, S., CHUTANI, A., SETHI, S. P., SIU, C. C. & YAM, S. C. P., 2019, In: SIAM Journal on Control and Optimization. 57, 5, p. 3413-3444Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 21- 2018
Mean Field Control and Mean Field Game Models with Several Populations
Bensoussan, A., Huang, T. & Laurière, M., Dec 2018, In: Minimax Theory and its Applications. 3, 2, p. 173-209Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 23INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME
Bensoussan, A., Skaaning, S. & Turi, J., Jun 2018, In: Journal of Applied Analysis and Computation. 8, 3, p. 805-835Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3Conclusion
FABRE, R. & BENSOUSSAN, A., 30 Mar 2018, The Digital Factory for Knowledge: Production and Validation of Scientific Results. Fabre, R. & Bensoussan, A. (eds.). John Wiley & Sons, Inc., p. 105-107Research output: Chapters, Conference Papers, Creative and Literary Works › Foreword/preface/postscript › peer-review
Preface
FABRE, R. & BENSOUSSAN, A., 2018, The Digital Factory for Knowledge: Production and Validation of Scientific Results. ISTE , p. xi-xiiResearch output: Chapters, Conference Papers, Creative and Literary Works › Foreword/preface/postscript
The Digital Factory of Knowledge: Production and Validation of Scientific Contents
Fabre, R. & Bensoussan, A., 2018, ISTE .Research output: Scholarly Books, Monographs, Reports and Case Studies › RGC 14 - Edited book (Editor) › peer-review
- 2017
Optimal security investments in a prevention and detection game
Barreto, C., Cardenas, A. A. & Bensoussan, A., Apr 2017, HoTSoS 2017 - Proceedings of the Hot Topics in Science of Security: Symposium and Bootcamp. Association for Computing Machinery (ACM), p. 24-34Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 4- 2016
Mean-Field-Game Model for Botnet Defense in Cyber-Security
Kolokoltsov, V. N. & Bensoussan, A., Dec 2016, In: Applied Mathematics and Optimization. 74, 3, p. 669-692Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 42Cox–Ingersoll–Ross model for wind speed modeling and forecasting
Bensoussan, A. & Brouste, A., Jul 2016, In: Wind Energy. 19, 7, p. 1355-1365Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 12Preface: In Memory of A.V. Balakrishnan
Bensoussan, A., Kukavica, I., Lasiecka, I., Mitter, S., Temam, R. & Triggiani, R., 1 Jun 2016, In: Applied Mathematics and Optimization. 73, 3, p. 391-392Research output: Journal Publications and Reviews › Editorial Preface
Scopus citations: 1- 2015
Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise
MERTZ, L. & BENSOUSSAN, A., Oct 2015, In: IMA Journal of Applied Mathematics. 80, 5, p. 1387-1408Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3Estimation theory for generalized linear models
Bensoussan, A., Bertrand, P. & Brouste, A., 2015, Future Perspectives in Risk Models and Finance. Besoussan, A., Guegan, D. & Tapiero, C. S. (eds.). Cham: Springer , p. 1-69 (International Series in Operations Research and Management Science; vol. 211).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
- 2014
Optimal control of hidden markov models with binary observations
Komaee, A. & Bensoussan, A., Jan 2014, In: IEEE Transactions on Automatic Control. 59, 1, p. 64-77 6578130.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3- 2013
Real Options with Time and Scale Flexibility
BENSOUSSAN, A. & CHEVALIER-ROIGNANT, B., 2 May 2013, Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two. Bensoussan, A., Peng, S. & Sung, J. (eds.). IOS Press, p. 66-93 (Studies in Probability, Optimization and Statistics; vol. 5).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
Scopus citations: 2Linear quadratic differential games with mixed leadership: The open-loop solution
Bensoussan, A., Chen, S. & Sethi, S. P., Jan 2013, In: Numerical Algebra, Control and Optimization. 3, 1, p. 95-108Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9