Edit Profile (opens in new tab) Bensoussan, Alain Compute Distance To: Compute Author ID: bensoussan.alain Published as: Bensoussan, Alain; Bensoussan, A. Homepage: http://www.cityu.edu.hk/seem/abensous/ External Links: MGP · Wikidata · Math-Net.Ru · dblp · GND · IdRef · theses.fr Documents Indexed: 363 Publications since 1967, including 20 Books 21 Contributions as Editor · 5 Further Contributions Biographic References: 3 Publications Co-Authors: 164 Co-Authors with 296 Joint Publications 5,214 Co-Co-Authors all top 5 Co-Authors 88 single-authored 58 Lions, Jacques-Louis 41 Frehse, Jens 29 Sethi, Suresh P. 26 Yam, Sheung Chi Phillip 16 Çakanyıldırım, Metin 13 Hoe, SingRu 13 Papanicolaou, George C. 8 Mertz, Laurent 8 Mitter, Sanjoy K. 8 Proth, Jean-Marie 7 Boccardo, Lucio 7 Crouhy, Michel G. 7 Turi, Janos 6 Menaldi, Jose-Luis 6 Tapiero, Charles S. 6 Yan, ZhongFeng 5 Blankenship, Gilmer L. 5 Galai, Dan 5 Nagai, Hideo 5 Temam, Roger Meyer 4 Chau, Man Ho Michael 4 Chen, Shaokuan 4 Delfour, Michel Claude 4 Elliott, Robert James 4 Friedman, Avner 4 Glowinski, Roland 4 Kantarcioglu, Murat 4 Liu, Jingzhen 4 Murat, François 4 Rascanu, Aurel 4 Yiu, Ka Fai Cedric 3 Aubin, Jean-Pierre 3 Brouste, Alexandre 3 Da Prato, Giuseppe 3 Li, Meng 3 Minjárez-Sosa, J. Adolfo 3 Peng, Shige 3 Shi, Ruixia 3 Siu, Chi Chung 3 Wong, Kwok Chuen 2 Baras, John S. 2 Benkherouf, Lakdere 2 Bertrand, Pierre Raphael 2 Borkar, Vivek Shripad 2 Breit, Dominic 2 Bulíček, Miroslav 2 Chevalier-Roignant, Benoît 2 Chow, Pao-Liu 2 Chutani, Anshuman 2 Delarue, François 2 Diltz, J. David 2 Ekeland, Ivar 2 Goursat, Maurice 2 Grün, Christine 2 Julien, Hugues 2 Kim, Joohyun 2 Kleindorfer, Paul R. 2 Kokotovic, Petar V. 2 Koo, Hyeng Keun 2 Li, Yiqun 2 Rivera, Alejandro 2 Royal, Andrew J. 2 Runggaldier, Wolfgang J. 2 Skaaning, Sonny 2 Song, Huaming 2 Sung, K. C. J. 2 Viot, Michel 2 Vogelgesang, Jens 2 Yang, Hui 2 Yung, Siu Pang 1 Acharya, Subas 1 Ackermann, Juergen E. 1 Aggoun, Lakhdar 1 Ąkanyildirim, Metin 1 Anderson, Brian David Outram 1 Åström, Karl Johan 1 Balchen, Jens Glad 1 Barmish, B. Ross 1 Başar, Tamer 1 Blondel, Vincent D. 1 Bossavit, Alain 1 Bouleau, Nicolas 1 Brézis, Haïm 1 Bultez, Alain V. 1 Byrnes, Christopher Ian 1 Cadenillas, Abel 1 Caines, Peter Edwin 1 Cartiaux, F. B. 1 Cass, Thomas Richard 1 Chandrasekaran, Keerthi 1 Chandrasekharan, Keerthi 1 Cheung, Hang 1 Curtain, Ruth Frances 1 Davis, Mark Herbert Ainsworth 1 Davison, Edward Joseph 1 Delebecque, Francois 1 Derzko, Nicolas A. 1 Dinh Phan Cao Nguyen 1 Djehiche, Boualem 1 Evstigneev, Igor V. ...and 96 more Co-Authors all top 5 Serials 19 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 18 SIAM Journal on Control and Optimization 15 Applied Mathematics and Optimization 10 Lecture Notes in Control and Information Sciences 8 IEEE Transactions on Automatic Control 6 Journal of Optimization Theory and Applications 6 Comptes Rendus de l’Académie des Sciences. Série I 5 Operations Research 5 Discrete and Continuous Dynamical Systems. Series B 5 Communications in Information and Systems 5 SIAM Journal on Financial Mathematics 4 Stochastics 4 Chinese Annals of Mathematics. Series B 4 Acta Applicandae Mathematicae 4 Asymptotic Analysis 4 Mathematical Finance 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Méthodes Mathématiques de l’Informatique 3 Journal of Mathematical Analysis and Applications 3 Journal für die Reine und Angewandte Mathematik 3 Systems & Control Letters 3 Stochastic Processes and their Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Systems & Control: Foundations & Applications 3 Risk and Decision Analysis 2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 2 Applied Mathematics and Computation 2 Automatica 2 Commentationes Mathematicae Universitatis Carolinae 2 Journal of Functional Analysis 2 Journal of the Mathematical Society of Japan 2 Management Science 2 Le Matematiche 2 Mathematics of Operations Research 2 RAIRO, Automatique, Systems Analysis and Control 2 Operations Research Letters 2 Annals of Operations Research 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 RAIRO. Automatique-Productique, Informatique Industrielle 2 Stochastics and Stochastics Reports 2 Journal of Convex Analysis 2 Applied Mathematical Finance 2 Finance and Stochastics 2 Communications on Pure and Applied Analysis 2 Journal of Industrial and Management Optimization 2 Stochastics 2 SIAM Journal on Control 2 Studies in Probability, Optimization and Statistics 2 Dynamic Games and Applications 1 Applicable Analysis 1 Archive for Rational Mechanics and Analysis 1 Communications on Pure and Applied Mathematics 1 IMA Journal of Applied Mathematics 1 Israel Journal of Mathematics 1 Journal of the Franklin Institute 1 Russian Mathematical Surveys 1 Conferenze del Seminario di Matematica dell’Università di Bari 1 INFOR 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Naval Research Logistics 1 Numerical Functional Analysis and Optimization 1 Publications of the Research Institute for Mathematical Sciences, Kyoto University 1 Ricerche di Matematica 1 SIAM Journal on Numerical Analysis 1 Transactions of the American Mathematical Society 1 Large Scale Systems 1 Rendiconti di Matematica e delle sue Applicazioni. Serie VII 1 Stochastic Analysis and Applications 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Physica D 1 Computers & Operations Research 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 CWI Quarterly 1 Stochastic Hydrology and Hydraulics 1 Mathematica Bohemica 1 Communications in Partial Differential Equations 1 European Journal of Operational Research 1 Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Matemática Aplicada e Computacional 1 Analele Științifice ale Universității Al. I. Cuza din Iași. Serie Nouă. Matematică 1 Philosophical Transactions of the Royal Society of London. Series A 1 Georgian Mathematical Journal 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Discrete and Continuous Dynamical Systems 1 Dynamics of Continuous, Discrete and Impulsive Systems 1 European Journal of Control 1 Communications in Applied Analysis 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Markov Processes and Related Fields 1 Journal of Applied Statistics 1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics 1 Journal of Evolution Equations 1 AMRX. Applied Mathematics Research eXpress 1 Communications in Mathematical Sciences 1 Rendiconti di Matematica, VI. Serie 1 Revue Française d’Informatique et de Recherche Opérationnelle ...and 16 more Serials all top 5 Fields 183 Systems theory; control (93-XX) 133 Calculus of variations and optimal control; optimization (49-XX) 116 Probability theory and stochastic processes (60-XX) 102 Partial differential equations (35-XX) 100 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 83 Operations research, mathematical programming (90-XX) 22 General and overarching topics; collections (00-XX) 17 Ordinary differential equations (34-XX) 16 Statistics (62-XX) 14 Numerical analysis (65-XX) 8 History and biography (01-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Mechanics of deformable solids (74-XX) 6 Operator theory (47-XX) 6 Computer science (68-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Mechanics of particles and systems (70-XX) 4 Fluid mechanics (76-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Measure and integration (28-XX) 2 Functional analysis (46-XX) 1 Combinatorics (05-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 271 Publications have been cited 5,688 times in 4,581 Documents Cited by ▼ Year ▼ Asymptotic analysis for periodic structures. Zbl 0404.35001Bensoussan, Alain; Lions, Jacques-Louis; Papanicolaou, George 831 1978 Boundary layer analysis in homogeneization of diffusion equations with Dirichlet conditions in the half space. Zbl 0411.60078Bensoussan, A.; Lions, J. L.; Papanicolaou, G. 545 1978 Mean field games and mean field type control theory. Zbl 1287.93002Bensoussan, Alain; Frehse, Jens; Yam, Phillip 248 2013 Applications des inéquations variationnelles en contrôle stochastique. Zbl 0411.49002Bensoussan, A.; Lions, J.-L. 166 1978 Equations stochastiques du type Navier-Stokes. Zbl 0265.60094Bensoussan, A.; Temam, R. 163 1973 Representation and control of infinite dimensional systems. 2nd ed. Zbl 1117.93002Bensoussan, Alain; Da Prato, Giuseppe; Delfour, Michel C.; Mitter, Sanjoy K. 162 2007 Stochastic control of partially observable systems. Zbl 0776.93094Bensoussan, Alain 139 1992 Lectures on stochastic control. I: Variational methods in stochastic control. Zbl 0505.93078Bensoussan, A. 106 1982 Contrôle impulsionnel et inéquations quasi variationnelles. Zbl 0491.93002Bensoussan, A.; Lions, J. L. 102 1982 Stochastic Navier-Stokes equations. Zbl 0836.35115Bensoussan, A. 101 1995 Boundary layers and homogenization of transport processes. Zbl 0408.60100Bensoussan, Alain; Lions, Jacques L.; Papanicolaou, George C. 99 1979 Asymptotic analysis for periodic structures. Reprint of the 1978 original with corrections and bibliographical additions. Zbl 1229.35001Bensoussan, Alain; Lions, Jacques-Louis; Papanicolaou, George 90 2011 Applications of variational inequalities in stochastic control. Transl. from the French. Zbl 0478.49002Bensoussan, Alain; Lions, Jacques-Louis 85 1982 On a nonlinear partial differential equation having natural growth terms and unbounded solution. Zbl 0696.35042Bensoussan, A.; Boccardo, L.; Murat, F. 80 1988 Stochastic control by functional analysis methods. Zbl 0474.93002Bensoussan, Alain 74 1982 Representation and control of infinite dimensional systems. Volume I. Zbl 0781.93002Bensoussan, Alain; Da Prato, Giuseppe; Delfour, Michel C.; Mitter, Sanjoy K. 73 1992 Linear-quadratic mean field games. Zbl 1343.91010Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 72 2016 On the theory of option pricing. Zbl 0554.90019Bensoussan, A. 68 1984 Contrôle impulsionnel et inéquations quasi-variationnelles stationnaires. Zbl 0264.49004Bensoussan, Alain; Goursat, Maurice; Lions, Jacques-Louis 67 1973 Nouvelle formulation de problèmes de contrôle impulsionnel et applications. Zbl 0266.49007Bensoussan, Alain; Lions, Jacques-Louis 67 1973 Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions. Zbl 0516.60072Bensoussan, A. 60 1983 Perturbation methods in optimal control. Transl. from the French by C. Tomson. Zbl 0648.49001Bensoussan, Alain 59 1988 Stochastic maximum principle for distributed parameter systems. Zbl 0519.93042Bensoussan, A. 56 1983 Regularity results for nonlinear elliptic systems and applications. Zbl 1055.35002Bensoussan, Alain; Frehse, Jens 52 2002 Nouvelles méthodes en contrôle impulsionnel. Zbl 0339.93033Bensoussan, A.; Lions, J. L. 51 1975 Points de Nash dans le cas de fonctionnelles quadratiques et jeux différentiels linéaires à N personnes. Zbl 0254.90066Bensoussan, A. 45 1974 A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 45 2014 The master equation in mean field theory. Zbl 1325.35232Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip 44 2015 Equations aux dérivées partielles stochastiques non linéaires. I. Zbl 0241.35009Bensoussan, A.; Temam, R. 44 1972 Optimality of \((s,S)\) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. Zbl 1151.90304Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P. 40 2006 Nonlinear variational inequalities and differential games with stopping times. Zbl 0297.90120Bensoussan, Alain; Friedman, Avner 40 1974 Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities. Zbl 0324.49005Bensoussan, A.; Lions, J. L. 40 1975 Optimal control of partially observable stochastic systems with an exponential-of-integral performance index. Zbl 0574.93067Bensoussan, A.; van Schuppen, J. H. 39 1985 Filtrage optimal des systèmes linéaires. (Optimal filtering of linear systems). Zbl 0231.93022Bensoussan, Alain 39 1971 Management applications of modern control theory. Zbl 0343.90001Bensoussan, A.; Hurst, E. Gerald jun.; Näslund, B. 38 1974 Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 37 2014 The maximum principle for global solutions of stochastic Stackelberg differential games. Zbl 1320.91042Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. 35 2015 Some existence results for stochastic partial differential equations. Zbl 0793.60067Bensoussan, A. 35 1992 Nonzero-sum stochastic differential games with stopping times and free boundary problems. Zbl 0368.93029Bensoussan, Alain; Friedman, Avner 35 1977 On the interpretation of the master equation. Zbl 1379.60063Bensoussan, A.; Frehse, J.; Yam, S. C. P. 34 2017 Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities. Zbl 0373.49004Bensoussan, A.; Lions, J.-L. 33 1977 Hybrid control and dynamic programming. Zbl 0897.49022Bensoussan, A.; Menaldi, J. L. 32 1997 Stochastic inertial manifold. Zbl 0854.60059Bensoussan, Alain; Flandoli, Franco 31 1995 Representation and control of infinite dimensional systems. Vol. 2. Zbl 0790.93016Bensoussan, Alain; Da Prato, Giuseppe; Delfour, Michel C.; Mitter, Sanjoy K. 31 1993 Mathematical theory of production planning. Zbl 0564.90010Bensoussan, Alain; Crouhy, Michel; Proth, Jean-Marie 30 1983 Mean field games with a dominating player. Zbl 1348.49031Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 29 2016 On Bellman equations of ergodic control in \(\mathbb{R}{}^ n\). Zbl 0779.35038Bensoussan, A.; Frehse, J. 29 1992 Approximation of some stochastic differential equations by the splitting up method. Zbl 0745.65089Bensoussan, A.; Glowinski, R.; Rǎşcanu, A. 28 1992 Nonlinear elliptic systems in stochastic game theory. Zbl 0531.93052Bensoussan, A.; Frehse, J. 26 1984 Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 25 2015 Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114Bensoussan, A.; Yam, S. C. P.; Zhang, Z. 24 2015 Stochastic games for \(N\) players. Zbl 0977.91006Bensoussan, A.; Frehse, J. 24 2000 Contrôle impulsionnel et inéquations quasi-variationnelles d’évolution. Zbl 0264.49005Bensoussan, Alain; Lions, Jacques-Louis 24 1973 Stochastic variational inequalities in infinite dimensional spaces. Zbl 0887.60063Bensoussan, Alain; Rascanu, Aurel 23 1997 Asymptotic behaviour of the time dependent Norton-Hoff law in plasticity theory and \(H^ 1\) regularity. Zbl 0851.35079Bensoussan, A.; Frehse, J. 22 1996 Impulsive control in management: Prospects and applications. Zbl 0465.90022Bensoussan, A.; Tapiero, C. S. 21 1982 Dynamic programming and inventory control. Zbl 1252.90001Bensoussan, Alain 21 2011 Regularity theory for systems of partial differential equations with Neumann boundary conditions. Zbl 1140.35407Bensoussan, A.; Frehse, J. 21 2002 Problèmes de temps d’arret optimal et inéquations variationnelles paraboliques. Zbl 0341.60032Bensoussan, A.; Lions, J. L. 21 1973 Optimal consumption and portfolio decisions with partially observed real prices. Zbl 1168.91375Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P. 20 2009 Survey on the state of systems and control. Zbl 1177.93001Blondel, Vincent; Gevers, Michel; Lindquist, Anders 19 1995 Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 18 2017 Optimality of an \((s,S)\) policy with compound Poisson and diffusion demands: a quasi-variational inequalities approach. Zbl 1194.93215Benkherouf, Lakdere; Bensoussan, Alain 18 2009 Stochastic production planning with production constraints. Zbl 0561.90044Bensoussan, A.; Sethi, S. P.; Vickson, R.; Derzko, N. 18 1984 Approximation of the Zakai equation by the splitting up method. Zbl 0726.60040Bensoussan, A.; Glowinski, R.; Rascanu, A. 18 1990 \(H\) convergence for quasi-linear elliptic equations with quadratic growth. Zbl 0795.35008Bensoussan, A.; Boccardo, L.; Murat, F. 16 1992 Existence and uniqueness of solutions for Bertrand and Cournot mean field games. Zbl 1382.35141Graber, P. Jameson; Bensoussan, Alain 16 2018 Dynamic observers as asymptotic limits of recursive filters: Special cases. Zbl 0658.93017Baras, J. S.; Bensoussan, A.; James, M. R. 15 1988 Differential games with mixed leadership: The open-loop solution. Zbl 1198.91039Başar, Tamer; Bensoussan, Alain; Sethi, Suresh P. 15 2010 Nonlinear systems of elliptic equations with natural growth conditions and sign conditions. Zbl 1077.35046Bensoussan, Alain; Boccardo, Lucio 15 2002 Homogenization of elliptic equations with principal part not in divergence form and Hamiltonian with quadratic growth. Zbl 0602.35030Bensoussan, A.; Boccardo, L.; Murat, F. 14 1986 Systems of partial differential equations and stochastic control. Zbl 0548.35037Bensoussan, A. 14 1981 Local solutions for stochastic Navier-Stokes equations. Zbl 0972.76021Bensoussan, Alain; Frehse, Jens 14 2000 Difference equations on weighted graphs. Zbl 1068.05039Bensoussan, Alain; Menaldi, José-Luis 14 2005 Sur quelques phénomènes asymptotiques stationnaires. Zbl 0309.35007Bensoussan, Alain; Lions, Jacques-Louis; Papanicolaou, Georges 14 1975 Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. 13 2013 Stochastic hybrid control. Zbl 0967.93097Bensoussan, A.; Menaldi, J. L. 13 2000 Smooth solutions of systems of quasilinear parabolic equations. Zbl 1078.35022Bensoussan, Alain; Frehse, Jens 13 2002 Optimal control of stochastic linear distributed parameter systems. Zbl 0276.93058Bensoussan, A.; Viot, M. 13 1975 Unemployment risks and optimal retirement in an incomplete market. Zbl 1348.91247Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung 12 2016 Threshold-type policies for real options using regime-switching models. Zbl 1255.91444Bensoussan, Alain; Yan, ZhongFeng; Yin, G. 12 2012 Optimum inventory and product quality control with deterministic and stochastic deterioration - an application of distributed parameters control systems. Zbl 0301.93072Bensoussan, Alain; Nissen, Georges; Tapiero, Charles S. 12 1975 A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip 11 2019 Some results on risk-sensitive control with full observation. Zbl 0896.93035Bensoussan, A.; Frehse, J.; Nagai, H. 11 1998 Control and Nash games with mean field effect. Zbl 1264.49028Bensoussan, Alain; Frehse, Jens 11 2013 Sequential capacity expansion options. Zbl 1455.91268Bensoussan, Alain; Chevalier-Roignant, Benoît 10 2019 Partially observed inventory systems: The case of zero-balance walk. Zbl 1190.90015Bensoussan, Alain; Ąkanyildirim, Metin; Sethi, Suresh P. 10 2007 A finite-dimensional risk-sensitive control problem. Zbl 0841.93081Bensoussan, Alain; Elliott, Robert J. 10 1995 A multiperiod newsvendor problem with partially observed demand. Zbl 1279.90008Bensoussan, Alain; Çakanyıldırım, Metin; Sethi, Suresh P. 9 2007 A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality. Zbl 0474.49013Bensoussan, A.; Frehse, J.; Mosco, U. 9 1982 Singular perturbations in stochastic control. Zbl 0622.93076Bensoussan, A.; Blankenship, G. L. 9 1987 Homogenization of a class of stochastic partial differential equations. Zbl 0737.60054Bensoussan, A. 9 1991 Asymptotic behaviour of Norton-Hoff’s law in plasticity theory and \(H^ 1\) regularity. Zbl 0831.35047Bensoussan, A.; Frehse, J. 9 1993 Optimal sensor scheduling in nonlinear filtering of diffusion processes. Zbl 0683.49001Baras, John S.; Bensoussan, Alain 9 1989 Mean-field-game model for botnet defense in cyber-security. Zbl 1372.49049Kolokoltsov, V. N.; Bensoussan, A. 9 2016 On the optimal control of partially observed inventory systems. Zbl 1134.90303Bensoussan, Alain; Çakanyıldırım, Metin; Sethi, Suresh P. 9 2005 On the support of the solution of some variational inequalities of evolution. Zbl 0341.49026Bensoussan, A.; Lions, J. L. 9 1976 On the Hamilton-Jacobi approach for the optimal control of diffusion processes with jumps. Zbl 0446.93052Bensoussan, A. 8 1978 Optimal cash management under uncertainty. Zbl 1182.91189Bensoussan, Alain; Chutani, Anshuman; Sethi, Suresh P. 8 2009 Impulse control with random reaction periods: a central bank intervention problem. Zbl 1258.90030Bensoussan, Alain; Long, Hongwei; Perera, Sandun; Sethi, Suresh 8 2012 Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. Zbl 1471.91026Bensoussan, Alain; Feng, Xinwei; Huang, Jianhui 3 2021 Does performance-sensitive debt mitigate debt overhang? Zbl 1475.91394Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, Alejandro 2 2021 Mean field verification theorem. Zbl 1496.49019Bensoussan, Alain; Hoe, SingRu (Celine); Kim, Joohyun; Yan, Zhongfeng 1 2021 Mean field approach to stochastic control with partial information. Zbl 1476.93156Bensoussan, Alain; Yam, Sheung Chi Phillip 1 2021 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip 3 2020 Optimal periodic replenishment policies for spectrally positive Lévy demand processes. Zbl 1461.60032Pérez, José-Luis; Yamazaki, Kazutoshi; Bensoussan, Alain 2 2020 Mean field games with parametrized followers. Zbl 1483.91031Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip 2 2020 A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip 11 2019 Sequential capacity expansion options. Zbl 1455.91268Bensoussan, Alain; Chevalier-Roignant, Benoît 10 2019 Control problem on space of random variables and master equation. Zbl 1450.35305Bensoussan, Alain; Yam, Sheung Chi Phillip 4 2019 Feedback Stackelberg-Nash equilibria in mixed leadership games with an application to cooperative advertising. Zbl 1427.49045Bensoussan, Alain; Chen, Shaokuan; Chutani, Anshuman; Sethi, Suresh P.; Siu, Chi Chung; Phillip Yam, Sheung Chi 2 2019 A mean-variance approach to capital investment optimization. Zbl 1411.91481Bensoussan, Alain; Hoe, SingRu (Celine); Yan, Zhongfeng 2 2019 Existence and uniqueness of solutions for Bertrand and Cournot mean field games. Zbl 1382.35141Graber, P. Jameson; Bensoussan, Alain 16 2018 Mean field control and mean field game models with several populations. Zbl 1406.35416Bensoussan, Alain; Huang, Tao; Laurière, Mathieu 7 2018 Estimation and control of dynamical systems. Zbl 1401.37001Bensoussan, Alain 5 2018 Optimal inventory control with jump diffusion and nonlinear dynamics in the demand. Zbl 1378.35176Liu, Jingzhen; Cedric Yiu, Ka Fai; Bensoussan, Alain 2 2018 Ergodic control for a mean reverting inventory model. Zbl 1412.35187Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain 1 2018 Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. Zbl 1381.37063Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip 1 2018 On the interpretation of the master equation. Zbl 1379.60063Bensoussan, A.; Frehse, J.; Yam, S. C. P. 34 2017 Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 18 2017 Real options with competition and regime switching. Zbl 1414.91403Bensoussan, Alain; Hoe, Singru; Yan, Zhongfeng; Yin, George 6 2017 Optimality of \((s,S)\) policies with nonlinear processes. Zbl 1360.90016Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain 2 2017 Base stock list price policy in continuous time. Zbl 1360.93767Bensoussan, Alain; Skaaning, Sonny 1 2017 Linear-quadratic mean field games. Zbl 1343.91010Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 72 2016 Mean field games with a dominating player. Zbl 1348.49031Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 29 2016 Unemployment risks and optimal retirement in an incomplete market. Zbl 1348.91247Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung 12 2016 Mean-field-game model for botnet defense in cyber-security. Zbl 1372.49049Kolokoltsov, V. N.; Bensoussan, A. 9 2016 Parabolic Bellman-systems with mean field dependence. Zbl 1342.35054Bensoussan, Alain; Breit, Dominic; Frehse, Jens 4 2016 Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061Bensoussan, A.; Mertz, L.; Yam, S. C. P. 3 2016 Preface: In memory of A. V. Balakrishnan. Zbl 1341.01041 1 2016 The optimal mean variance problem with inflation. Zbl 1327.90362Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain 1 2016 The master equation in mean field theory. Zbl 1325.35232Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip 44 2015 The maximum principle for global solutions of stochastic Stackelberg differential games. Zbl 1320.91042Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. 35 2015 Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 25 2015 Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114Bensoussan, A.; Yam, S. C. P.; Zhang, Z. 24 2015 Entrepreneurial decisions on effort and project with a nonconcave objective function. Zbl 1329.90071Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng Keun 3 2015 Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise. Zbl 1328.35235Mertz, Laurent; Bensoussan, Alain 3 2015 An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip 2 2015 Future perspectives in risk models and finance. Zbl 1304.91010 1 2015 Technical note: Managing nonperishable inventories with learning about demand arrival rate through stockout times. Zbl 1327.90005Bensoussan, Alain; Guo, Pengfei 1 2015 A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 45 2014 Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 37 2014 Feedback Stackelberg solutions of infinite-horizon stochastic differential games. Zbl 1296.91063Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. 6 2014 Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189Bensoussan, A.; Wong, K. C.; Yam, S. C. P. 3 2014 Optimal decision making in multi-product dual sourcing procurement with demand forecast updating. Zbl 1348.90042Song, Hua-ming; Yang, Hui; Bensoussan, Alain; Zhang, Ding 2 2014 A generalized linear model approach to seasonal aspects of wind speed modeling. Zbl 07267797Bensoussan, Alain; Bertrand, Pierre; Brouste, Alexandre 1 2014 Stochastic differential games with a varying number of players. Zbl 1307.91032Bensoussan, Alain; Frehse, Jens; Grün, Christine 1 2014 Control and Nash games with mean field effect. Zbl 1331.49036Bensoussan, Alain; Frehse, Jens 1 2014 Mean field games and mean field type control theory. Zbl 1287.93002Bensoussan, Alain; Frehse, Jens; Yam, Phillip 248 2013 Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. 13 2013 Control and Nash games with mean field effect. Zbl 1264.49028Bensoussan, Alain; Frehse, Jens 11 2013 Linear quadratic differential games with mixed leadership: the open-loop solution. Zbl 1262.91010Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. 6 2013 Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions. Zbl 1334.90014Song, Hua-Ming; Yang, Hui; Bensoussan, Alain 2 2013 Optimal inventory control with shrinkage and observed sales. Zbl 1302.90009Bensoussan, Alain; Çakanyıldırım, Metin; Li, Meng; Sethi, Suresh P. 2 2013 Real options, ambiguity, risk and insurance. Zbl 1272.91002 1 2013 Threshold-type policies for real options using regime-switching models. Zbl 1255.91444Bensoussan, Alain; Yan, ZhongFeng; Yin, G. 12 2012 Impulse control with random reaction periods: a central bank intervention problem. Zbl 1258.90030Bensoussan, Alain; Long, Hongwei; Perera, Sandun; Sethi, Suresh 8 2012 Existence and compactness for weak solutions to Bellman systems with critical growth. Zbl 1255.35106Bensoussan, Alain; Bulíček, Miroslav; Frehse, Jens 4 2012 An analytic approach to the ergodic theory of a stochastic variational inequality. Zbl 1248.60078Bensoussan, Alain; Mertz, Laurent 3 2012 Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P. 3 2012 Nash and Stackelberg differential games. Zbl 1254.91051Bensoussan, Alain; Frehse, Jens; Vogelgesang, Jens 2 2012 Asymptotic analysis for periodic structures. Reprint of the 1978 original with corrections and bibliographical additions. Zbl 1229.35001Bensoussan, Alain; Lions, Jacques-Louis; Papanicolaou, George 90 2011 Dynamic programming and inventory control. Zbl 1252.90001Bensoussan, Alain 21 2011 Average cost optimality in inventory models with dynamic information delays. Zbl 1368.90005Bensoussan, Alain; Çakanyıldırım, Metin; Sethi, Suresh P.; Wang, Mingzheng; Zhang, Hanqin 1 2011 Filtering for discrete-time Markov processes and applications to inventory control with incomplete information. Zbl 1228.60051Bensoussan, A.; Çakanyıldırım, M.; Sethi, S. P. 1 2011 Computation of approximate optimal policies in a partially observed inventory model with rain checks. Zbl 1234.90003Bensoussan, Alain; Cakanyildirim, Metin; Sethi, Suresh P.; Shi, Ruixia 1 2011 Differential games with mixed leadership: The open-loop solution. Zbl 1198.91039Başar, Tamer; Bensoussan, Alain; Sethi, Suresh P. 15 2010 Systems of Bellman equations to stochastic differential games with non-compact coupling. Zbl 1191.35275Bensoussan, Alain; Frehse, Jens; Vogelgesang, Jens 6 2010 Real options games in complete and incomplete markets with several decision makers. Zbl 1203.91319Bensoussan, Alain; Diltz, J. David; Hoe, SingRu 6 2010 Inventory control with an order-time constraint: optimality, uniqueness and significance. Zbl 1229.90007Bensoussan, Alain; Moussawi-Haidar, Lama; Çakanyıldırım, Metin 5 2010 On a class of partial differential equations with nonlocal Dirichlet boundary conditions. Zbl 1195.35107Bensoussan, Alain; Turi, Janos 4 2010 A game-theoretical approach for finding optimal strategies in a botnet defense model. Zbl 1298.91058Bensoussan, Alain; Kantarcioglu, Murat; Hoe, SingRu (Celine) 4 2010 Singular control and impulse control: a common approach. Zbl 1181.49033Bensoussan, Alain; Liu, John; Yuan, Jiguang 4 2010 An incomplete information inventory model with presence of inventories or backorders as only observations. Zbl 1217.90008Bensoussan, A.; Çakanyıldırım, M.; Minjárez-Sosa, J. A.; Sethi, S. P.; Shi, R. 3 2010 When do firms invest in privacy-preserving technologies? Zbl 1298.91064Kantarcioglu, Murat; Bensoussan, Alain; Hoe, SingRu (Celine) 1 2010 Optimal control of variational inequalities. Zbl 1214.49008Bensoussan, Alain; Chandrasekaran, Keerthi; Turi, Janos 1 2010 Optimal consumption and portfolio decisions with partially observed real prices. Zbl 1168.91375Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P. 20 2009 Optimality of an \((s,S)\) policy with compound Poisson and diffusion demands: a quasi-variational inequalities approach. Zbl 1194.93215Benkherouf, Lakdere; Bensoussan, Alain 18 2009 Optimal cash management under uncertainty. Zbl 1182.91189Bensoussan, Alain; Chutani, Anshuman; Sethi, Suresh P. 8 2009 On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians. Zbl 1152.35361Bensoussan, Alain; Frehse, Jens 8 2009 An ultra weak finite element method as an alternative to a Monte Carlo method for an elasto-plastic problem with noise. Zbl 1210.37060Bensoussan, Alain; Mertz, Laurent; Pironneau, Olivier; Turi, Janos 7 2009 A note on “The censored newsvendor and the optimal acquisition of information”. Zbl 1233.90010Bensoussan, Alain; Çakanyıldırım, Metin; Sethi, Suresh P. 4 2009 Censored newsvendor model revisited with unnormalized probabilities. Zbl 1185.93123Bensoussan, Alain; Çakanyildirim, Metin; Sethi, Suresh P. 2 2009 Bayesian and adaptive controls for a newsvendor facing exponential demand. Zbl 05794652Bensoussan, Alain; Çakanyıldırım, Metin; Royal, Andrew; Sethi, Suresh P. 2 2009 Diagonal elliptic Bellman systems for stochastic differential games with discount control and noncompact coupling. Zbl 1196.35082Bensoussan, Alain; Frehse, Jens 2 2009 Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators. Zbl 1168.60029Bensoussan, Alain; Turi, Janos 7 2008 Systems of Bellman equations to stochastic differential games with discount control. Zbl 1190.49045Bensoussan, Alain; Frehse, Jens 4 2008 Partially observed inventory systems: the case of rain checks. Zbl 1170.90003Bensoussan, Alain; ÇAkanyildirim, Metin; Minjárez-Sosa, J. Adolfo; Sethi, Suresh P.; Shi, Ruixia 4 2008 Inventory problems with partially observed demands and lost sales. Zbl 1190.90014Bensoussan, A.; Çakanyıldırım, M.; Minjárez-Sosa, J. A.; Royal, A.; Sethi, S. P. 2 2008 Impulse control in discrete time. Zbl 1151.49029Bensoussan, Alain 1 2008 Representation and control of infinite dimensional systems. 2nd ed. Zbl 1117.93002Bensoussan, Alain; Da Prato, Giuseppe; Delfour, Michel C.; Mitter, Sanjoy K. 162 2007 Partially observed inventory systems: The case of zero-balance walk. Zbl 1190.90015Bensoussan, Alain; Ąkanyildirim, Metin; Sethi, Suresh P. 10 2007 A multiperiod newsvendor problem with partially observed demand. Zbl 1279.90008Bensoussan, Alain; Çakanyıldırım, Metin; Sethi, Suresh P. 9 2007 The machine maintenance and sale age model of Kamien and Schwartz revisited. Zbl 1232.90164Bensoussan, Alain; Sethi, Suresh P. 4 2007 Optimality of \((s,S)\) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. Zbl 1151.90304Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P. 40 2006 Optimality of base-stock and \((s,S)\) policies for inventory problems with information delays. Zbl 1184.90006Bensoussan, A.; Çakanyildirim, M.; Sethi, S. P. 4 2006 Stochastic variational inequalities for elasto-plastic oscillators. Zbl 1111.60050Bensoussan, Alain; Turi, Janos 3 2006 Explicit solutions of linear quadratic differential games. Zbl 1136.91330Bensoussan, A. 2 2006 Difference equations on weighted graphs. Zbl 1068.05039Bensoussan, Alain; Menaldi, José-Luis 14 2005 On the optimal control of partially observed inventory systems. Zbl 1134.90303Bensoussan, Alain; Çakanyıldırım, Metin; Sethi, Suresh P. 9 2005 ...and 171 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 5,063 Authors 85 Bensoussan, Alain 36 Suslina, Tat’yana Aleksandrovna 32 Menaldi, Jose-Luis 29 Abdulle, Assyr 28 Cui, Junzhi 28 Wu, Zhen 27 Lions, Pierre-Louis 27 Sethi, Suresh P. 27 Yam, Sheung Chi Phillip 26 Allaire, Grégoire 24 Cao, Liqun 24 Frehse, Jens 22 Sango, Mamadou 21 Murat, François 20 Piatnitski, Andrey L. 20 Temam, Roger Meyer 19 Donato, Patrizia 19 Pastukhova, Svetlana Evgenievna 19 Tachim Medjo, Theodore 18 Laurière, Mathieu 18 Noor, Muhammad Aslam 17 Boccardo, Lucio 17 Huang, Jianhui 17 Pham, Huyên 17 Raymond, Jean-Pierre 17 Razafimandimby, Paul André 16 Deugoue, Gabriel 16 Gozzi, Fausto 16 Le Bris, Claude 16 Legoll, Frédéric 16 Meng, Qingxin 16 Shi, Jingtao 16 Yong, Jiongmin 15 Carmona, René A. 14 Conca, Carlos 14 Kolpakov, Alexander G. 13 Elliott, Robert James 13 Flandoli, Franco 13 Hu, Ying 13 Morimoto, Hiroaki 13 Pardoux, Etienne 13 Robin, Maurice 13 Rodríguez-Ramos, Reinaldo 13 Vanninathan, Muthusamy 13 Wang, Guangchen 12 Bayraktar, Erhan 12 Bessaih, Hakima 12 Borkar, Vivek Shripad 12 Briane, Marc 12 Tang, Shanjian 12 Wang, Song 12 Xiong, Jie 11 Başar, Tamer 11 Ghosh, Mrinal Kanti 11 Hintermüller, Michael 11 Jin, Zhuo 11 Li, Qin 11 Peng, Shige 11 Qiu, Jinniao 11 Rautenberg, Carlos N. 10 Andrianov, Igor Vasil’evich 10 Bravo-Castillero, Julián 10 Cardaliaguet, Pierre 10 Cherednichenko, Kirill D. 10 Federico, Salvatore 10 Fuhrman, Marco 10 Haiour, Mohamed 10 Huang, Minyi 10 Huang, Nan-Jing 10 Kalamkarov, Alexander L. 10 Kolokoltsov, Vassili N. 10 Pavliotis, Grigorios A. 10 Siu, Tak Kuen 10 Spiliopoulos, Konstantinos V. 10 Stettner, Łukasz 10 Tessitore, Gianmario 10 Tucsnak, Marius 10 Visintin, Augusto 10 Xin, Jack X. 9 Achdou, Yves 9 Auriault, Jean-Louis 9 Averboukh, Yuriĭ Vladimirovich 9 Badra, Mehdi 9 Blanc, Xavier 9 Breit, Dominic 9 Capuzzo Dolcetta, Italo 9 Cirant, Marco 9 Da Prato, Giuseppe 9 De Angelis, Tiziano 9 Delarue, François 9 Friedman, Avner 9 Glatt-Holtz, Nathan E. 9 Hata, Hiroaki 9 Kunisch, Karl 9 Li, Xun 9 Marchi, Claudio 9 Shen, Yang 9 Takahashi, Takéo 9 Tapiero, Charles S. 9 Wang, Bingchang ...and 4,963 more Authors all top 5 Cited in 546 Serials 151 Applied Mathematics and Optimization 148 Journal of Mathematical Analysis and Applications 110 SIAM Journal on Control and Optimization 103 Journal of Differential Equations 99 Journal of Optimization Theory and Applications 96 Stochastic Processes and their Applications 89 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 72 Computer Methods in Applied Mechanics and Engineering 68 Systems & Control Letters 67 Automatica 65 Stochastic Analysis and Applications 64 European Journal of Operational Research 53 Archive for Rational Mechanics and Analysis 50 Nonlinear Analysis. 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Real World Applications 12 SIAM Journal on Financial Mathematics 11 International Journal of Solids and Structures ...and 446 more Serials all top 5 Cited in 50 Fields 1,921 Partial differential equations (35-XX) 1,288 Probability theory and stochastic processes (60-XX) 1,114 Systems theory; control (93-XX) 1,080 Calculus of variations and optimal control; optimization (49-XX) 888 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 615 Mechanics of deformable solids (74-XX) 523 Numerical analysis (65-XX) 435 Fluid mechanics (76-XX) 400 Operations research, mathematical programming (90-XX) 219 Operator theory (47-XX) 154 Ordinary differential equations (34-XX) 146 Statistical mechanics, structure of matter (82-XX) 112 Dynamical systems and ergodic theory (37-XX) 91 Biology and other natural sciences (92-XX) 89 Optics, electromagnetic theory (78-XX) 70 Statistics (62-XX) 59 Integral equations (45-XX) 57 Functional analysis (46-XX) 56 Classical thermodynamics, heat transfer (80-XX) 41 Quantum theory (81-XX) 38 Geophysics (86-XX) 31 Global analysis, analysis on manifolds (58-XX) 31 Computer science (68-XX) 30 Mechanics of particles and systems (70-XX) 20 Real functions (26-XX) 20 Potential theory (31-XX) 17 Information and communication theory, circuits (94-XX) 16 Approximations and expansions (41-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 13 Measure and integration (28-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 9 General topology (54-XX) 8 Combinatorics (05-XX) 8 Functions of a complex variable (30-XX) 6 General and overarching topics; collections (00-XX) 6 Topological groups, Lie groups (22-XX) 6 Differential geometry (53-XX) 6 Astronomy and astrophysics (85-XX) 5 Difference and functional equations (39-XX) 5 Convex and discrete geometry (52-XX) 4 Mathematical logic and foundations (03-XX) 3 Nonassociative rings and algebras (17-XX) 3 Special functions (33-XX) 3 Abstract harmonic analysis (43-XX) 3 Integral transforms, operational calculus (44-XX) 2 Several complex variables and analytic spaces (32-XX) 1 History and biography (01-XX) 1 Algebraic geometry (14-XX) 1 Manifolds and cell complexes (57-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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