Bensoussan, Alain; Skaaning, Sonny; Turi, Janos Inventory control with fixed cost and price optimization in continuous time. (English) Zbl 1458.90009 J. Appl. Anal. Comput. 8, No. 3, 805-835 (2018). MSC: 90B05 90C39 90C15 90C33 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Appl. Anal. Comput. 8, No. 3, 805--835 (2018; Zbl 1458.90009) Full Text: DOI
Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain Ergodic control for a mean reverting inventory model. (English) Zbl 1412.35187 J. Ind. Manag. Optim. 14, No. 3, 857-876 (2018). MSC: 35K61 49J40 90C39 93E20 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 14, No. 3, 857--876 (2018; Zbl 1412.35187) Full Text: DOI
Liu, Jingzhen; Cedric Yiu, Ka Fai; Bensoussan, Alain Optimal inventory control with jump diffusion and nonlinear dynamics in the demand. (English) Zbl 1378.35176 SIAM J. Control Optim. 56, No. 1, 53-74 (2018). MSC: 35K61 49J40 90C39 93E20 PDFBibTeX XMLCite \textit{J. Liu} et al., SIAM J. Control Optim. 56, No. 1, 53--74 (2018; Zbl 1378.35176) Full Text: DOI
Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. (English) Zbl 1381.37063 Stochastic Processes Appl. 128, No. 2, 644-688 (2018). MSC: 37H10 35K87 35K85 35D30 60H15 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastic Processes Appl. 128, No. 2, 644--688 (2018; Zbl 1381.37063) Full Text: DOI
Bensoussan, Alain; Skaaning, Sonny Base stock list price policy in continuous time. (English) Zbl 1360.93767 Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 1-28 (2017). MSC: 93E20 91B25 49J40 90C39 90C15 90B05 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. Skaaning}, Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 1--28 (2017; Zbl 1360.93767) Full Text: DOI
Bensoussan, Alain; Hoe, Singru; Yan, Zhongfeng; Yin, George Real options with competition and regime switching. (English) Zbl 1414.91403 Math. Finance 27, No. 1, 224-250 (2017). Reviewer: Matthias M. M. Buehlmaier (Hong Kong) MSC: 91G50 60G40 91A65 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Math. Finance 27, No. 1, 224--250 (2017; Zbl 1414.91403) Full Text: DOI
Mertz, Laurent; Bensoussan, Alain Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise. (English) Zbl 1328.35235 IMA J. Appl. Math. 80, No. 5, 1387-1408 (2015). MSC: 35Q74 74H50 74C05 49J40 60H30 PDFBibTeX XMLCite \textit{L. Mertz} and \textit{A. Bensoussan}, IMA J. Appl. Math. 80, No. 5, 1387--1408 (2015; Zbl 1328.35235) Full Text: DOI arXiv
Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. (English) Zbl 1337.60148 AMRX, Appl. Math. Res. Express 2015, No. 1, 99-128 (2015). MSC: 60H30 60H10 60H40 49J40 49J55 74C05 60H35 65C30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., AMRX, Appl. Math. Res. Express 2015, No. 1, 99--128 (2015; Zbl 1337.60148) Full Text: DOI
Bensoussan, Alain; Chandrasekharan, Keerthi; Turi, Janos Obtaining the critical excitation for elasto-plastic oscillators by solving an optimal control problem. (English) Zbl 1270.49022 Commun. Appl. Anal. 16, No. 4, 589-608 (2012). MSC: 49M05 49K15 49J40 65K10 74C05 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Appl. Anal. 16, No. 4, 589--608 (2012; Zbl 1270.49022)
Bensoussan, Alain; Long, Hongwei; Perera, Sandun; Sethi, Suresh Impulse control with random reaction periods: a central bank intervention problem. (English) Zbl 1258.90030 Oper. Res. Lett. 40, No. 6, 425-430 (2012). MSC: 90B25 90C33 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Oper. Res. Lett. 40, No. 6, 425--430 (2012; Zbl 1258.90030) Full Text: DOI
Bensoussan, Alain; Yan, ZhongFeng; Yin, G. Threshold-type policies for real options using regime-switching models. (English) Zbl 1255.91444 SIAM J. Financ. Math. 3, 667-689 (2012). MSC: 91G80 91B70 93E20 35K87 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Financ. Math. 3, 667--689 (2012; Zbl 1255.91444) Full Text: DOI
Bensoussan, Alain; Jasso-Fuentes, Héctor; Menozzi, Stéphane; Mertz, Laurent Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. (English) Zbl 1261.60067 Asymptotic Anal. 80, No. 1-2, 171-187 (2012). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60H30 49J40 35K85 74H50 58E35 34E10 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Asymptotic Anal. 80, No. 1--2, 171--187 (2012; Zbl 1261.60067) Full Text: DOI arXiv
Bensoussan, Alain; Hoe, SingRu (Celine); Koo, Hyeng Keun Real options and variational inequalities. (English) Zbl 1299.91164 Koo, Hyeng Keun (ed.), New trends in financial engineering. Works under the auspices of the World Class University Program of Ajou University. Amsterdam: IOS Press (ISBN 978-1-60750-834-2/hbk; 978-1-60750-835-9/ebook). Studies in Probability, Optimization and Statistics 4, 1-15 (2011). MSC: 91G50 91G80 49J40 91A05 91A65 91A80 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stud. Probab. Optim. Stat. 4, 1--15 (2011; Zbl 1299.91164)
Bensoussan, Alain; Chandrasekaran, Keerthi; Turi, Janos Optimal control of variational inequalities. (English) Zbl 1214.49008 Commun. Inf. Syst. 10, No. 4, 203-220 (2010). MSC: 49J40 49K21 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Inf. Syst. 10, No. 4, 203--220 (2010; Zbl 1214.49008) Full Text: DOI Euclid
Bensoussan, Alain; Liu, John; Yuan, Jiguang Singular control and impulse control: a common approach. (English) Zbl 1181.49033 Discrete Contin. Dyn. Syst., Ser. B 13, No. 1, 27-57 (2010). MSC: 49N25 93E20 60J70 90B05 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Discrete Contin. Dyn. Syst., Ser. B 13, No. 1, 27--57 (2010; Zbl 1181.49033) Full Text: DOI
Benkherouf, Lakdere; Bensoussan, Alain Optimality of an \((s,S)\) policy with compound Poisson and diffusion demands: a quasi-variational inequalities approach. (English) Zbl 1194.93215 SIAM J. Control Optim. 48, No. 2, 756-762 (2009). MSC: 93E20 49J40 65C30 90B05 49N25 PDFBibTeX XMLCite \textit{L. Benkherouf} and \textit{A. Bensoussan}, SIAM J. Control Optim. 48, No. 2, 756--762 (2009; Zbl 1194.93215) Full Text: DOI
Bensoussan, Alain Real options. (English) Zbl 1180.91303 Bensoussan, Alain (ed.) et al., Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-51879-8/hbk). Handbook of Numerical Analysis 15, 531-572 (2009). MSC: 91G50 91B25 91G80 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan}, Handb. Numer. Anal. 15, 531--572 (2009; Zbl 1180.91303) Full Text: DOI
Bensoussan, Alain Impulse control in discrete time. (English) Zbl 1151.49029 Georgian Math. J. 15, No. 3, 439-454 (2008). MSC: 49N25 49J40 49L20 PDFBibTeX XMLCite \textit{A. Bensoussan}, Georgian Math. J. 15, No. 3, 439--454 (2008; Zbl 1151.49029)
Bensoussan, Alain; Sethi, Suresh P. The machine maintenance and sale age model of Kamien and Schwartz revisited. (English) Zbl 1232.90164 Manage. Sci. 53, No. 12, 1964-1976 (2007). MSC: 90B25 93E20 90C39 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. P. Sethi}, Manage. Sci. 53, No. 12, 1964--1976 (2007; Zbl 1232.90164) Full Text: DOI
Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P. Optimality of \((s,S)\) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. (English) Zbl 1151.90304 SIAM J. Control Optim. 44, No. 5, 1650-1676 (2006). MSC: 90B05 93E20 49N25 49K15 49K22 49K45 49L20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 44, No. 5, 1650--1676 (2006; Zbl 1151.90304) Full Text: DOI
Bensoussan, Alain; Menaldi, José-Luis Difference equations on weighted graphs. (English) Zbl 1068.05039 J. Convex Anal. 12, No. 1, 13-44 (2005). MSC: 05C40 05C35 35R30 94C12 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J.-L. Menaldi}, J. Convex Anal. 12, No. 1, 13--44 (2005; Zbl 1068.05039)
Lions, Jacques-Louis [Bensoussan, Alain] Selected works of Jacques-Louis Lions. Vol. II: Control and homogenization. (Œuvres choisies de Jacques-Louis Lions. Tome II: Contrôle et homogénéisation. Comité scientifique: Alain Bensoussan, Philippe G. Ciarlet, Roland Glowinski, Roger Temam. Coordination: François Murat, Jean-Pierre Puel. Préface par Alain Bensoussan.) (French, English) Zbl 1018.01013 Les Ulis: EDP Sciences. xv, 863 p. (2003). Reviewer: A.Akutowicz (Berlin) MSC: 01A75 01A60 49J20 93B05 93B35 35Q30 49J40 93C20 PDFBibTeX XMLCite \textit{J.-L. Lions}, Œuvres choisies de Jacques-Louis Lions. Tome II: Contrôle et homogénéisation. Comité scientifique: Alain Bensoussan, Philippe G. Ciarlet, Roland Glowinski, Roger Temam. Coordination: François Murat, Jean-Pierre Puel. Préface par Alain Bensoussan. Les Ulis: EDP Sciences (2003; Zbl 1018.01013)
Bensoussan, A.; Menaldi, J. L. Stochastic hybrid control. (English) Zbl 0967.93097 J. Math. Anal. Appl. 249, No. 1, 261-288 (2000). Reviewer: Yu.S.Mishura (Kyïv) MSC: 93E20 93B12 49L25 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. L. Menaldi}, J. Math. Anal. Appl. 249, No. 1, 261--288 (2000; Zbl 0967.93097) Full Text: DOI Link
Bensoussan, A.; Boccardo, L. Penalization methods applied to nonlinear elliptic unilateral problems. (English) Zbl 0911.65056 Bristeau, M.-O. (ed.) et al., Computational science for the 21st century. Dedicated to Prof. Roland Glowinski on the occasion of his 60th birthday. Symposium, Tours, France, May 5–7, 1997. Chichester: John Wiley & Sons. 670-697 (1997). MSC: 65K10 49J40 49M30 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{L. Boccardo}, in: Computational science for the 21st century. Dedicated to Prof. Roland Glowinski on the occasion of his 60th birthday. Symposium, Tours, France, May 5--7, 1997. Chichester: John Wiley \& Sons. 670--697 (1997; Zbl 0911.65056)
Bensoussan, A.; Menaldi, J. L. Hybrid control and dynamic programming. (English) Zbl 0897.49022 Dyn. Contin. Discrete Impulsive Syst. 3, No. 4, 395-442 (1997). Reviewer: P.Neittaanmäki (Jyväskylä) MSC: 49N25 49L20 49J40 49L25 93C15 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. L. Menaldi}, Dyn. Contin. Discrete Impulsive Syst. 3, No. 4, 395--442 (1997; Zbl 0897.49022)
Bensoussan, Alain; Rascanu, Aurel Stochastic variational inequalities in infinite dimensional spaces. (English) Zbl 0887.60063 Numer. Funct. Anal. Optimization 18, No. 1-2, 19-54 (1997). Reviewer: A.Nowak (Katowice) MSC: 60H07 60H10 49J55 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{A. Rascanu}, Numer. Funct. Anal. Optim. 18, No. 1--2, 19--54 (1997; Zbl 0887.60063) Full Text: DOI
Bensoussan, A.; Frehse, J. Asymptotic behaviour of the time dependent Norton-Hoff law in plasticity theory and \(H^ 1\) regularity. (English) Zbl 0851.35079 Commentat. Math. Univ. Carol. 37, No. 2, 285-304 (1996). Reviewer: M.A.Vivaldi (Roma) MSC: 35K85 74H99 35D10 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Commentat. Math. Univ. Carol. 37, No. 2, 285--304 (1996; Zbl 0851.35079) Full Text: EuDML
Bensoussan, A.; Răşcanu, A. Large time behaviour for parabolic stochastic variational inequalities. (English) Zbl 0962.60053 An. Științ. Univ. Al. I. Cuza Iași, Ser. Nouă, Mat. 42, No. 1, 149-173 (1996). Reviewer: Gunter Ritter (Passau) MSC: 60H15 60J60 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{A. Răşcanu}, An. Științ. Univ. Al. I. Cuza Iași, Ser. Nouă, Mat. 42, No. 1, 149--173 (1996; Zbl 0962.60053)
Bensoussan, A. Stochastic variational inequalities in Hilbert spaces. (Inéquations variationnelles stochastiques dans les espaces de Hilbert.) (French) Zbl 0849.60063 Désidéri, J.-A. (ed.) et al., Optimisation et contrôle. Actes du colloque organisé en l’honneur du soixantième anniversaire de Jean Céa, Sophia-Antipolis, France, Avril 8-10, 1992. Toulouse: Cépaduès Éditions. 47-61 (1993). Reviewer: J.Lacroix (Paris) MSC: 60H15 93C25 60H30 58E35 PDFBibTeX XMLCite \textit{A. Bensoussan}, in: Optimisation et contrôle. Actes du colloque organisé en l'honneur du soixantième anniversaire de Jean Céa, Sophia-Antipolis, France, Avril 8-10, 1992. Toulouse: Cépaduès Éditions. 47--61 (1993; Zbl 0849.60063)
Baras, John S.; Bensoussan, Alain Optimal sensor scheduling in nonlinear filtering of diffusion processes. (English) Zbl 0683.49001 SIAM J. Control Optimization 27, No. 4, 786-813 (1989). MSC: 49J40 60J60 93E11 93C20 PDFBibTeX XMLCite \textit{J. S. Baras} and \textit{A. Bensoussan}, SIAM J. Control Optim. 27, No. 4, 786--813 (1989; Zbl 0683.49001) Full Text: DOI Link
Bensoussan, A.; Boccardo, L.; Murat, F. On a nonlinear partial differential equation having natural growth terms and unbounded solution. (English) Zbl 0696.35042 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 5, No. 4, 347-364 (1988). MSC: 35J20 35J65 35J85 47J05 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Ann. Inst. Henri Poincaré, Anal. Non Linéaire 5, No. 4, 347--364 (1988; Zbl 0696.35042) Full Text: DOI Numdam EuDML
Bensoussan, A. Semi-group methods in stochastic control. (English) Zbl 0577.93069 Mathematical control theory, Banach Cent. Publ. 14, 47-58 (1985). Reviewer: M.Nisio MSC: 93E20 47D07 49J40 47H20 49J55 49K45 60G40 PDFBibTeX XML
Bensoussan, A.; Lions, J. L. Contrôle impulsionnel et inéquations quasi variationnelles. (French) Zbl 0491.93002 Methodes Mathematiques de l’Informatique, 11. Publie avec le concours du C.N.R.S. Paris: Dunod. XV, 596 p. FF 280.00 (1982). MSC: 93-01 49-01 93E20 49K45 49J40 49L20 60G40 60J60 90C39 PDFBibTeX XML
Bensoussan, Alain; Lions, Jacques-Louis Applications of variational inequalities in stochastic control. Transl. from the French. (English) Zbl 0478.49002 Studies in Mathematics and its Applications, Vol. 12. Amsterdam - New York - Oxford: North-Holland Publishing Company. XI, 564 p. $ 82.50; Dfl. 175.00 (1982). MSC: 49-02 49J55 49J40 60H10 93E20 PDFBibTeX XML
Bensoussan, Alain Stochastic control by functional analysis methods. (English) Zbl 0474.93002 Studies in Mathematics and its Applications, Vol. 11. Amsterdam - New York - Oxford: North-Holland Publishing Company. XVI, 410 p. $ 58.25; Dfl. 125.00 (1982). MSC: 93-01 49J55 93E20 35J20 49J40 60H10 93E11 35J65 60G40 90C39 PDFBibTeX XML
Bensoussan, A.; Frehse, J.; Mosco, U. A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality. (English) Zbl 0474.49013 J. Reine Angew. Math. 331, 124-145 (1982). MSC: 49J40 93E20 35J65 49J55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Reine Angew. Math. 331, 124--145 (1982; Zbl 0474.49013) Full Text: Crelle EuDML
Bensoussan, A.; Lions, Jacques-Louis A remark on an equation of dynamic programming. (English) Zbl 0493.49007 IEEE Trans. Autom. Control 26, 988-992 (1981). MSC: 49J40 49L20 49J55 60G40 60J60 93E20 90C39 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J.-L. Lions}, IEEE Trans. Autom. Control 26, 988--992 (1981; Zbl 0493.49007) Full Text: DOI
Bensoussan, Alain Inéquations quasi-variationnelles avec données non bornees et interpretation probabiliste. (French) Zbl 0476.49010 C. R. Acad. Sci., Paris, Sér. I 292, 751-754 (1981). MSC: 49J40 49J55 35B35 PDFBibTeX XMLCite \textit{A. Bensoussan}, C. R. Acad. Sci., Paris, Sér. I 292, 751--754 (1981; Zbl 0476.49010)
Bensoussan, A.; Lions, J. L. Optimal stopping-time problems for reflected diffusion processes. (English) Zbl 0467.93067 Analysis and optimization of stochastic systems, Proc. int. Conf., Oxford 1978, 87-98 (1980). MSC: 93E20 60J60 62L15 49J40 PDFBibTeX XML
Bensoussan, A. On the semi-group formulation of variational inequalities and quasi variational inequalities. (English) Zbl 0421.49013 1st Franco-southeast Asian math. Conf., Singapore 1979, Spec. Issue of Southeast Asian Bull. Math., 4-25 (1979). MSC: 49J40 93E20 35R45 60G40 60J35 47D07 PDFBibTeX XML
Bensoussan, Alain Optimal impulsive control theory. (English) Zbl 0409.93051 Stochastic control theory and stochastic differential systems, Proc. Workshop, Bad Honnef 1979, Lect. Notes Control Inf. Sci. 16, 17-41 (1979). MSC: 93E20 49J40 60G40 PDFBibTeX XML
Bensoussan, Alain; Lions, Jacques-Louis On the asymptotic behaviour of the solution of variational inequalities. (English) Zbl 0437.49014 Theory of nonlinear operators, Proc. 5th int. Summer Sch., Berlin 1977, Abh. Akad. Wiss. DDR 1978, No. 6N, 25-40 (1978). MSC: 49J40 49J45 PDFBibTeX XML
Bensoussan, A.; Lions, J.-L. Applications des inéquations variationnelles en contrôle stochastique. (French) Zbl 0411.49002 Methodes Mathematiques de l’Informatique. No. 6. Paris: Dunod. 545 p. F 180.00 (1978). MSC: 49-02 49J40 93E20 49J55 60J60 PDFBibTeX XML
Bensoussan, Alain; Friedman, Avner On the support of the solution of a system of quasi-variational inequalities. (English) Zbl 0399.49005 J. Math. Anal. Appl. 65, 660-674 (1978). MSC: 49J40 49J55 49J45 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{A. Friedman}, J. Math. Anal. Appl. 65, 660--674 (1978; Zbl 0399.49005) Full Text: DOI