Alain Bensoussan

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Non linear filtering theory

Alain Bensoussan, Alain Bensoussan, 1990 .

Sur l'approximation numérique d'inéquations quasi-variationnelles stationnaires

Alain Bensoussan, Jacques-Louis Lions, A. Bensoussan, 1973, Computing Methods in Applied Sciences and Engineering.

Statistical problems in Hilbert spaces. Application to filtering theory

Alain Bensoussan, 1970, Kybernetika.

Commande optimale de systèmes stochastiques

Claude Gomez, François Delebecque, Maurice Goursat, 1984 .

Unemployment Risks and Optimal Retirement in an Incomplete Market

Alain Bensoussan, Seyoung Park, Bong-Gyu Jang, 2016, Oper. Res..

Mean Field Games With Parametrized Followers

Alain Bensoussan, Sheung Chi Phillip Yam, Thomas Cass, 2020, IEEE Transactions on Automatic Control.

Optimization over time : Peter Whittle

Alain Bensoussan, 1984, Autom..

Mean-Field-Type Games with Jump and Regime Switching

Hamidou Tembine, Alain Bensoussan, Boualem Djehiche, 2020, Dyn. Games Appl..

La vie privée des objets

Alain Bensoussan, Éric Barbry, 2013 .

Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand

Alain Bensoussan, Ka Fai Cedric Yiu, Jingzhen Liu, 2018, SIAM J. Control. Optim..

Ordinary Differential Equations

Alain Bensoussan, 1992, Concise Encyclopedia of Modelling & Simulation.

Mèthode de Décomposition Appliquée au Contrôle Opimal de Systèmes Distribués

Roland Glowinski, Alain Bensoussan, J. L. Lions, 1973, Optimization Techniques.

Cox–Ingersoll–Ross model for wind speed modeling and forecasting

Alain Bensoussan, Alexandre Brouste, A. Bensoussan, 2016 .

International Symposium on Systems Optimization and Analysis

Alain Bensoussan, Jacques-Louis Lions, 1979 .

Mathematical Techniques of Optimization, Control and Decision

Jean-Pierre Aubin, Alain Bensoussan, Ivar Ekeland, 1981 .

Droit de la robotique: Livre blanc

Alain Bensoussan, Renaud Champion, 2016 .

Parabolic Bellman Equations with Risk Control

Alain Bensoussan, Dominic Breit, Jens Frehse, 2018, SIAM J. Control. Optim..

Optimal Control of Variational Inequalities

Alain Bensoussan, Janos Turi, Keerthi Chandrasekaran, 2010, Commun. Inf. Syst..

General Technical Results

Alain Bensoussan, Jens Frehse, 2002 .

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

Xinwei Feng, Alain Bensoussan, Jianhui Huang, 2021, Mathematical Control & Related Fields.

Real Options Problem with Nonsmooth Obstacle

Alain Bensoussan, Dmitrii Rachinskii, Subas Acharya, 2021, SIAM J. Financial Math..

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

Alain Bensoussan, Sheung Chi Phillip Yam, Jens Frehse, 2021 .

Value-Gradient based Formulation of Optimal Control Problem and Machine Learning Algorithm

Alain Bensoussan, Xiang Zhou, Sheung Chi Phillip Yam, 2021 .

Mean field approach to stochastic control with partial information

Alain Bensoussan, Sheung Chi Phillip Yam, A. Bensoussan, 2019, ESAIM: Control, Optimisation and Calculus of Variations.

Optimality of Base Stock Policy under Unknown Demand Distributions: New Results and a New Method

Alain Bensoussan, Janos Turi, Suresh Sethi, 2021, SSRN Electronic Journal.

Mean field verification theorem

Alain Bensoussan, Zhongfeng Yan, Singru Hoe, 2021, Commun. Inf. Syst..

Control in Hilbert Space and First Order Mean Field Type Problem

Alain Bensoussan, Sheung Chi Phillip Yam, Henry Hang Cheung, 2021, 2108.11237.

Optimal impulsive control theory

Alain Bensoussan, A. Bensoussan, 1979 .

Ergodic Bellman systems for stochastic games in arbitrary dimension

Alain Bensoussan, Jens Frehse, 1995, Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences.

Optimality of Base-Stock and (s, S) Policies for Inventory Problems with Information Delays

Suresh P. Sethi, Alain Bensoussan, Metin Çakanyildirim, 2006 .

Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise

Alain Bensoussan, Laurent Mertz, A. Bensoussan, 2011, 1112.4129.

Optimal control of partially observed diffusions

Alain Bensoussan, 1982 .

Mean Field Control and Mean Field Game Models with Several Populations

Mathieu Lauriere, Alain Bensoussan, A. Bensoussan, 2018, 1810.00783.

Technical Diagnostics in Electronics: Application of Bayes Formula and Boltzmann-Arrhenius-Zhurkov (BAZ) Model

Ephraim Suhir, Laurent Bechou, Alain Bensoussan, 2012 .

Management Applications of Modern Control Theory

Gerald L. Thompson, Alain Bensoussan, Bertil Naslund, 1977 .

Confidence intervals for annual wind power production

Alain Bensoussan, Alexandre Brouste, Pierre Bertrand, 2014 .

Applications of Variational Inequalities in Stochastic Control

Alain Bensoussan, Jacques-Louis Lions, A. Bensoussan, 1982 .

Stochastic Control of Partially Observable Systems: Linear filtering theory

Alain Bensoussan, 1992 .

Stochastic equity volatility related to the leverage effect

Alain Bensoussan, Michel Crouhy, Dan Galai, 1994 .

Advances in Hamiltonian Systems

Jean-Pierre Aubin, Alain Bensoussan, Ivar Ekeland, 1983 .

Representation and Control of Infinite Dimensional Systems (Systems & Control: Foundations & Applications)

Alain Bensoussan, Michel C. Delfour, Giuseppe Da Prato, 2006 .

The Master equation in mean field theory

Alain Bensoussan, Jens Frehse, A. Bensoussan, 2014, 1404.4150.

Asymptotic behaviour of the time dependent Norton-Hoff law in plasticity theory and $H^{1}$ regularity

Alain Bensoussan, Jens Frehse, 1996 .

Filtering of distributed parameter systems with pointwise disturbances

Alain Bensoussan, J. L. Lions, A. Bensoussan, 1981 .

On the Optimal Control of Partially Observed Inventory Systems

Alain Bensoussan, Suresh Sethi, M. Çakanyıldırım, 2005 .

An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise

Alain Bensoussan, Laurent Mertz, Cyril Feau, 2014 .

Optimal Ordering Policies for Inventory Problems with Dynamic Information Delays

Suresh P. Sethi, Alain Bensoussan, Metin Çakanyildirim, 2009 .

Optimization of sensors' location in a distributed filtering problem

Alain Bensoussan, Alain Bensoussan, A. Bensoussan, 1972 .

Stochastic maximum principle for distributed parameter systems

Alain Bensoussan, A. Bensoussan, 1983 .

A generalized linear model approach to seasonal aspects of wind speed modeling

Alain Bensoussan, Alexandre Brouste, Pierre Bertrand, 2014 .

Integrating equipment investment strategy with maintenance operations under uncertain failures

Suresh P. Sethi, Alain Bensoussan, Qi Feng, 2009, Annals of Operations Research.

OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES

Alain Bensoussan, Suresh Sethi, Jussi Keppo, 2009 .

Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions

Alain Bensoussan, A. Bensoussan, 1983 .

Stochastic inertial manifold

Alain Bensoussan, Franco Flandoli, 1995 .

Estimation and Control of Dynamical Systems

Alain Bensoussan, A. Bensoussan, 2018 .

A planning horizon algorithm for deterministic inventory management with piecewise linear concave costs

Maurice Queyranne, Alain Bensoussan, A. Bensoussan, 1991 .

The optimal mean variance problem with inflation

Alain Bensoussan, Ka Fai Cedric Yiu, Jingzhen Liu, 2015 .

Stochastic Navier-Stokes Equations

Alain Bensoussan, A. Bensoussan, 1995 .

Optimal Growth Of A Firm Facing A Risk Of Bankruptcy

Alain Bensoussan, J. Lesourne, A. Bensoussan, 1981 .

Forecasting the energy produced by a windmill on a yearly basis

Alain Bensoussan, Alexandre Brouste, Pierre Bertrand, 2012, Stochastic Environmental Research and Risk Assessment.

Stochastic Production Planning with Production Constraints

Alain Bensoussan, Suresh Sethi, A. Bensoussan, 1980 .

Linear Quadratic Differential Games with Mixed Leadership: The Open-Loop Solution

Alain Bensoussan, Suresh Sethi, A. Bensoussan, 2013 .

On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions

Alain Bensoussan, Janos Turi, 2010 .

Systems of Bellman equations to stochastic differential games with non-compact coupling

Alain Bensoussan, Jens Frehse, Jens Vogelgesang, 2010 .

Optimal control of age-structured populations in economy, demography, and the environment

Suresh P. Sethi, Alain Bensoussan, Qi Feng, 2009 .

Managing Information Security under Continuous Drift and Sudden Shocks

Vijay S. Mookerjee, Alain Bensoussan, Wei T. Yue, 2011 .

Explicit Solutions of Linear Quadratic Differential Games

Alain Bensoussan, 2006 .

Linear Quadratic Models

Alain Bensoussan, Jens Frehse, Phillip Yam, 2013 .

Regularity Results for Nonlinear Elliptic Systems and Applications

Alain Bensoussan, Jens Frehse, A. Bensoussan, 2002 .

A Finite-Dimensional Risk-Sensitive Control Problem

Robert J. Elliott, Alain Bensoussan, R. Elliott, 1995 .

Optimum inventory and product quality control with deterministic and stochastic deterioration--An application of distributed parameters control systems

Charles S. Tapiero, Alain Bensoussan, A. Bensoussan, 1975 .

Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays

Suresh P. Sethi, Alain Bensoussan, Qi Feng, 2009 .

On the integrated formulation of Zakai and Kushner equations

Alain Bensoussan, A. Bensoussan, 1989 .

Well-posedness of mean-field type forward–backward stochastic differential equations

Alain Bensoussan, Sheung Chi Phillip Yam, A. Bensoussan, 2015 .

Impulsive control in management: Prospects and applications

Charles S. Tapiero, Alain Bensoussan, A. Bensoussan, 1982 .

Controllability and Observability for a Class of Infinite Dimensional Systems

Alain Bensoussan, Michel C. Delfour, Giuseppe Da Prato, 1993 .

Ergodic control for a mean reverting inventory model

Alain Bensoussan, Ka Fai Cedric Yiu, Jingzhen Liu, 2017 .

Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants

Alain Bensoussan, Michel Crouhy, Dan Galai, 1995 .

Applied Optimal Control

Charles S. Tapiero, Alain Bensoussan, Paul R. Kleindorfer, 1979 .

INVENTORY PLANNING IN A DETERMINISTIC ENVIRONMENT: CONCAVE COST SET-UP.

Alain Bensoussan, Jean Marie Proth, 1984 .

Some Remarks on Linear Filtering Theory for Infinite Dimensional Systems

Alain Bensoussan, A. Bensoussan, 2003 .

Optimality of ( s , S ) policies with nonlinear processes

Alain Bensoussan, Ka Fai Cedric Yiu, Jingzhen Liu, 2016 .

Sensor scheduling problems

John S. Baras, Alain Bensoussan, A. Bensoussan, 1988, Proceedings of the 27th IEEE Conference on Decision and Control.

Censored Newsvendor Model Revisited with Unnormalized Probabilities

Suresh P. Sethi, Alain Bensoussan, Metin Çakanyildirim, 2009 .

Control and nash games with mean field effect

Alain Bensoussan, Jens Frehse, A. Bensoussan, 2013 .

Models of Representation of Linear Invariant Systems in Continuous Time.

Jean-Pierre Aubin, Alain Bensoussan, 1973 .

Managing Inventory with Cash Register Information: Sales Recorded but Not Demands

Suresh P. Sethi, Meng Li, Alain Bensoussan, 2016 .

Behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise

Alain Bensoussan, Laurent Mertz, A. Bensoussan, 2011, 1112.4125.

Stackelberg Differential Games

Alain Bensoussan, A. Bensoussan, 2018 .

Nonzero-sum stochastic differential games with stopping times and free boundary problems

Avner Friedman, Alain Bensoussan, A. Bensoussan, 1977 .

Singular perturbations in stochastic control

Alain Bensoussan, G. L. Blankenship, 1984 .

Stochastic variational inequalities in infinite dimensional spaces

Alain Bensoussan, Aurel Rascanu, 1997 .

Ergodic Control Bellman Equation with Neumann Boundary Conditions

Alain Bensoussan, Jens Frehse, A. Bensoussan, 2002 .

Inventory planning in a deterministic environment: Continuous time model with concave costs

Jean-Marie Proth, Alain Bensoussan, 1984 .

An analytic approach to the ergodic theory of stochastic variational inequalities

Alain Bensoussan, Laurent Mertz, A. Bensoussan, 2011, 1112.4124.

Optimal Control of Stochastic Linear Distributed Parameter Systems

Alain Bensoussan, M. Viot, M. Viot, 1975 .

General finite-dimensional risk-sensitive problems and small noise limits

Robert J. Elliott, Alain Bensoussan, 1996, IEEE Trans. Autom. Control..

Some results on Risk-sensitive with full observation

Alain Bensoussan, Hideo Nagai, J. Frehse, 1995 .

Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators

Alain Bensoussan, Janos Turi, 2008 .

Existence and compactness for weak solutions to Bellman systems with critical growth

Alain Bensoussan, Jens Frehse, Miroslav Bulíĉek, 2012 .