Alain Bensoussan
French mathematician
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Mathematics
Alain Bensoussan's Degrees
- PhD Mathematics Université Paris Cité
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(Suggest an Edit or Addition)According to Wikipedia, Alain Bensoussan, born on 12 May 1940 in Tunis, is a French mathematician. He is Professor Emeritus at the University of Paris-Dauphine and Professor at the University of Texas at Dallas. Biography Alain Bensoussan is a former student of the École polytechnique , a graduate of ENSAE and a doctor of mathematics from the Faculty of Sciences in Paris under the supervision of Jacques-Louis Lions. He was a lecturer at the École polytechnique from 1970 to 1986 and a professor at the École normale supérieure from 1980 to 1985. He was Director of the European Institute for Advanced Studies in Management, Brussels from 1975 to 1977. He was President of INRIA from 1984 to 1996, President of the National Centre for Space Studies from 1996 to 2003, President of the Council of the European Space Agency from 1999 to 2002.
Alain Bensoussan's Published Works
Published Works
- Asymptotic analysis for periodic structures (1979) (6036)
- Representation and Control of Infinite Dimensional Systems (1992) (857)
- Stochastic Control of Partially Observable Systems (1992) (606)
- Mean Field Games and Mean Field Type Control Theory (2013) (589)
- Impulse Control and Quasi-Variational Inequalities (1984) (525)
- Applications of Variational Inequalities in Stochastic Control (1982) (478)
- INTRODUCTION TO SEMIGROUP THEORY (1993) (450)
- Representation and Control of Infinite Dimensional Systems, 2nd Edition (2007) (381)
- On the theory of option pricing (1984) (319)
- Perturbation Methods in Optimal Control (1988) (294)
- Boundary Layers and Homogenization of Transport Processes (1979) (282)
- Lectures on stochastic control (1982) (282)
- Optimal control of partially observable stochastic systems with an exponential-of-integral performance index (1985) (247)
- Stochastic control by functional analysis methods (1982) (241)
- Linear-Quadratic Mean Field Games (2014) (205)
- Regularity Results for Nonlinear Elliptic Systems and Applications (2002) (192)
- On a non linear partial differential equation having natural growth terms and unbounded solution (1988) (176)
- Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (1983) (170)
- A Prediction Model-Guided Jaya Algorithm for the PV System Maximum Power Point Tracking (2018) (152)
- Stochastic maximum principle for distributed parameter systems (1983) (138)
- The Master equation in mean field theory (2014) (124)
- Hybrid control and dynamic programming (1997) (123)
- Management Applications of Modern Control Theory (1977) (117)
- Stochastic Navier-Stokes Equations (1995) (106)
- Representation and Control of Infinite Dimensional Systems (Systems & Control: Foundations & Applications) (2006) (105)
- Approximation of the Zakai¨ equation by the splitting up method (1990) (103)
- THE UNIVERSITY OF TEXAS AT DALLAS (2007) (100)
- Nonlinear variational inequalities and differential games with stopping times (1974) (99)
- Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach (2005) (96)
- A Multiperiod Newsvendor Problem with Partially Observed Demand (2007) (88)
- Nonzero-sum stochastic differential games with stopping times and free boundary problems (1977) (86)
- Approximation of some stochastic differential equations by the splitting up method (1992) (86)
- The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (2012) (85)
- A class of non-zero-sum stochastic differential investment and reinsurance games (2014) (84)
- Analysis and Optimization of Systems (1988) (84)
- Optimal sensor scheduling in nonlinear filtering of diffusion processes (1989) (83)
- Difference equations on weighted graphs (2005) (79)
- Mean Field Games with a Dominating Player (2014) (76)
- Stochastic inertial manifold (1995) (76)
- On Bellman equations of ergodic control in Rn (1992) (75)
- On The Interpretation Of The Master Equation (2015) (74)
- Partially Observed Inventory Systems: The Case of Zero-Balance Walk (2007) (71)
- When Hackers Talk: Managing Information Security Under Variable Attack Rates and Knowledge Dissemination (2011) (70)
- Optimal Control of Stochastic Linear Distributed Parameter Systems (1975) (70)
- Nonlinear elliptic systems in stochastic game theory. (1984) (69)
- Stochastic Games for N Players (2000) (68)
- Stochastic Hybrid Control (2000) (65)
- Stochastic Production Planning with Production Constraints (1980) (65)
- Mathematical modeling and numerical methods in finance (2009) (65)
- Singular perturbations and asymptotic analysis in control systems (1986) (64)
- Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (2014) (57)
- Optimization of sensors' location in a distributed filtering problem (1972) (55)
- Impulsive control in management: Prospects and applications (1982) (55)
- Mean Field Stackelberg Games: Aggregation of Delayed Instructions (2015) (53)
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (2009) (53)
- Well-posedness of mean-field type forward–backward stochastic differential equations (2015) (49)
- ANALYSIS AND OPTIMIZATION OF SYSTEMS : STATE AND FREQUENCY DOMAIN APPROACHES FOR INFINITE-DIMENSIONAL SYSTEMS (1993) (49)
- Impact of security risks on cloud computing adoption (2011) (49)
- Improvement in artificial neural network-based estimation of grid connected photovoltaic power output (2016) (48)
- Some Results on Risk-Sensitive Control with Full Observation (1995) (47)
- Asymptotic behaviour of the time dependent Norton-Hoff law in plasticity theory and $H^{1}$ regularity (1996) (47)
- A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model (2010) (47)
- Stochastic variational inequalities in infinite dimensional spaces (1997) (46)
- Stochastic equity volatility related to the leverage effect (1994) (45)
- Mean-Field-Game Model for Botnet Defense in Cyber-Security (2015) (43)
- Optimum inventory and product quality control with deterministic and stochastic deterioration--An application of distributed parameters control systems (1975) (42)
- Smooth Solutions of systems of quasilinear parabolic equations (2002) (41)
- Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (1995) (41)
- Optimal Ordering Policies for Inventory Problems with Dynamic Information Delays (2009) (39)
- On Bellman equations of ergodic control in n. (1992) (38)
- General finite-dimensional risk-sensitive problems and small noise limits (1996) (37)
- Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games (2015) (37)
- Local Solutions for Stochastic Navier Stokes Equations (2000) (36)
- Stochastic equity volatility and the capital structure of the firm (1994) (35)
- A Note on 'The Censored Newsvendor and the Optimal Acquisition of Information' (2009) (35)
- A Finite-Dimensional Risk-Sensitive Control Problem (1995) (34)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (2017) (34)
- Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games (2012) (33)
- On the Optimal Control of Partially Observed Inventory Systems (2005) (33)
- TCAD simulation of the single event effects in normally-off GaN transistors after heavy ion radiation (2016) (31)
- Differential Games with Mixed Leadership: The Open-Loop Solution (2009) (31)
- Mean Field Control and Mean Field Game Models with Several Populations (2018) (31)
- H convergence for quasi-linear elliptic equations with quadratic growth (1992) (31)
- Estimation and Control of Dynamical Systems (2018) (30)
- Linear–Quadratic Time-Inconsistent Mean Field Games (2013) (29)
- Dynamic Programming and Inventory Control (2011) (29)
- Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators (2008) (29)
- Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control (1997) (28)
- Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays (2009) (27)
- Sequential Capacity Expansion Options (2019) (27)
- Unemployment Risks and Optimal Retirement in an Incomplete Market (2016) (27)
- Real Options Games in Complete and Incomplete Markets with Several Decision Makers (2010) (27)
- Optimality of Base-Stock and (s, S) Policies for Inventory Problems with Information Delays (2006) (27)
- Singular perturbations in stochastic control (1984) (27)
- Breathers for a Relativistic Nonlinear Wave Equation (2002) (27)
- The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited (2007) (27)
- On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians (2008) (26)
- Homogenization of a Class of Stochastic Partial Differential Equations (1991) (26)
- Ergodic Bellman systems for stochastic games in arbitrary dimension (1995) (26)
- Optimal Cash Management under Uncertainty (2009) (25)
- Partially Observed Inventory Systems: The Case of Rain Checks (2008) (25)
- Control and nash games with mean field effect (2013) (25)
- Homogenization of elliptic equations with principal part not in divergence form and Hamiltonian with quadratic growth (1986) (25)
- Control problem on space of random variables and master equation (2015) (25)
- An ergodic control problem arising from the principal eigenfunction of an elliptic operator (1991) (23)
- Nonlinear Systems of Elliptic Equations with Natural Growth Conditions and Sign Conditions (2002) (21)
- Inventory Problems with Partially Observed Demands and Lost Sales (2008) (21)
- An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise (2009) (21)
- Control theory, numerical methods, and computer systems modelling : international symposium, Rocquencourt, June 17-21, 1974 (1975) (21)
- Mathematical Modelling and Numerical Analysis (2005) (20)
- On Some Approximation Techniques in Non Linear Filtering (1988) (20)
- An approximation method for stochastic control problems with partial observation of the state — a method for constructing ∈-optimal controls (1987) (20)
- Risk and Decision Analysis (2009) (20)
- A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality. (1982) (19)
- Systems of Bellman equations to stochastic differential games with non-compact coupling (2010) (19)
- Threshold-Type Policies for Real Options Using Regime-Switching Models (2012) (19)
- A paradox in time-consistency in the mean–variance problem? (2019) (19)
- On the general theory of exact controllability for skew symmetric operators (1990) (19)
- Optimal decision making in multi-product dual sourcing procurement with demand forecast updating (2014) (19)
- Sensor scheduling problems (1988) (18)
- Impulse Control with Random Reaction Periods: A Central Bank Intervention Problem (2012) (18)
- Optimal control of age-structured populations in economy, demography, and the environment (2009) (18)
- Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach (2009) (17)
- Performance Analysis of a Grid-Connected Upgraded Metallurgical Grade Silicon Photovoltaic System (2016) (17)
- Reliability prediction with MTOL (2017) (17)
- The linear quadratic optimal control problem for infinite dimensional systems over an infinite horizon: Survey and examples (1976) (17)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (2017) (16)
- Future Tendencies in Computer Science, Control and Applied Mathematics (1992) (16)
- Singular perturbations in optimal control problems (1986) (16)
- Nonlinear Filtering with Homogenization. (1986) (16)
- Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions (2013) (16)
- Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework (2010) (16)
- Control on Hilbert Spaces and Application to Mean Field Type Control Theory (2020) (16)
- Singular perturbation results for a class of stochastic control problems (1981) (15)
- Optimal impulsive control theory (1979) (15)
- Mean-Field-Type Games with Jump and Regime Switching (2020) (15)
- Estimates on the Free Boundary for Quasi Variational Inequalities (1977) (15)
- On the Convergence of the Discrete Time Dynamic Programming Equation for General Semigroups (1982) (15)
- Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures (2016) (14)
- A Novel Spline Model Guided Maximum Power Point Tracking Method for Photovoltaic Systems (2020) (14)
- Robust Forecasting of River-Flow Based on Convolutional Neural Network (2020) (14)
- On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions (2010) (14)
- Inventory planning in a deterministic environment: Continuous time model with concave costs (1984) (14)
- Conditions for No Breakdown and Bellman Equations of Risk-Sensitive Control (2000) (14)
- Cox–Ingersoll–Ross model for wind speed modeling and forecasting (2016) (13)
- Managing Inventory with Cash Register Information: Sales Recorded but Not Demands (2016) (13)
- Technical Diagnostics in Electronics: Application of Bayes Formula and Boltzmann-Arrhenius-Zhurkov (BAZ) Model (2012) (13)
- Managing Inventory with Cash Register Information: Sales Recorded but Not Demands (2016) (13)
- Design-for-reliability (DfR) of aerospace electronics: Attributes and challenges (2013) (13)
- Optimal control of partially observed diffusions (1982) (13)
- Risk-sensitive mean-field-type control (2017) (13)
- Stochastic Control on Space of Random Variables (2019) (13)
- On the Pricing of Contingent Claims with Frictions (2000) (12)
- On the support of the solution of some variational inequalities of evolution (1976) (12)
- Finite-dimensional quasi-linear risk-sensitive control (1995) (12)
- Forecasting the energy produced by a windmill on a yearly basis (2012) (11)
- Future Perspectives in Risk Models and Finance (2015) (11)
- A planning horizon algorithm for deterministic inventory management with piecewise linear concave costs (1991) (11)
- Forecasting of daily global solar radiation using wavelet transform-coupled Gaussian process regression: Case study in Spain (2016) (11)
- Economic Evaluation of Systems that Expedite Inventory Information (2009) (11)
- Optimal Growth Of A Firm Facing A Risk Of Bankruptcy (1981) (11)
- Linear Quadratic Differential Games with Mixed Leadership: The Open-Loop Solution (2013) (11)
- Nonlinear semigroup arising in the control of diffusions with partial observation (1990) (11)
- Probabilistic design for reliability in electronics and photonics: Role, significance, attributes, challenges (2015) (11)
- Filtering for Discrete-Time Markov Processes and Applications to Inventory Control with Incomplete Information (2008) (11)
- Stochastic Control of Partially Observable Systems: Linear filtering theory (1992) (11)
- A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets (2012) (11)
- Controlled Diffusions in a Random Medium. (1988) (11)
- Optimal control of random evolutions (1981) (10)
- Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (2018) (10)
- Ergodic control problem for one-dimensional diffusions with near-monotone cost (1984) (10)
- Aerospace optoelectronics reliability: application of multi-parametric BAZ model (2014) (10)
- Censored Newsvendor Model Revisited with Unnormalized Probabilities (2009) (10)
- An Incomplete Information Inventory Model with Presence of Inventories or Backorders as Only Observations (2008) (10)
- Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising (2019) (10)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (2015) (10)
- On Some Singular Perturbation Problems Arising in Stochastic Control (1984) (10)
- Inventory control with an order-time constraint: optimality, uniqueness and significance (2010) (10)
- An analytic approach to the ergodic theory of stochastic variational inequalities (2011) (10)
- Singular control and impulse control: A common approach (2009) (10)
- Some results on Risk-sensitive with full observation (1995) (10)
- INVENTORY PLANNING IN A DETERMINISTIC ENVIRONMENT: CONCAVE COST SET-UP. (1984) (9)
- Microelectronic reliability models for more than moore nanotechnology products (2017) (9)
- Temperature and voltage effects on HTRB and HTGB stresses for AlGaN/GaN HEMTs (2018) (9)
- A generalized linear model approach to seasonal aspects of wind speed modeling (2014) (9)
- Penalty approximation and analytical characterization of the problem of super-replication under portfolio constraints (2005) (9)
- Quantified Reliability of Aerospace Optoelectronics (2014) (9)
- Bayesian and Adaptive Controls for a Newsvendor Facing Exponential Demand (2010) (9)
- Systems of Bellman Equations to Stochastic Differential Games with Discount Control (2008) (9)
- A unified multiple stress reliability model for microelectronic devices - Application to 1.55 μm DFB laser diode module for space validation (2015) (9)
- Perturbations et “augmentation” des conditions initiales (1977) (9)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (1995) (8)
- Existence and compactness for weak solutions to Bellman systems with critical growth (2012) (8)
- When Do Firms Invest in Privacy-Preserving Technologies? (2010) (8)
- Advances in Hamiltonian Systems (1983) (8)
- Technical Note - Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times (2015) (8)
- Behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise (2011) (8)
- Ergodic Control Bellman Equation with Neumann Boundary Conditions (2002) (8)
- Computation of Approximate Optimal Policies in a Partially Observed Inventory Model With Rain Checks (2011) (8)
- An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise (2014) (8)
- On the support of the solution of a system of quasi-variational inequalities (1978) (8)
- Stochastic variational inequalities for elasto-plastic oscillators (2006) (8)
- Mean field approach to stochastic control with partial information (2019) (7)
- NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise (2016) (7)
- Remarks on the theory of robust control (1992) (7)
- Nash and Stackelberg differential games (2012) (7)
- Optimal filtering for linear stochastic hereditary differential systems (1972) (7)
- Representation Theory for Linear Infinite Dimensional Continuous Time Systems (1976) (7)
- Joint Inventory‐Pricing Optimization with General Demands: An Alternative Approach for Concavity Preservation (2019) (6)
- A Mechanism Design Approach to Vendor Managed Inventory (2020) (6)
- Stochastic control in discrete time and applications to the theory of production (1982) (6)
- Some Remarks on Linear Filtering Theory for Infinite Dimensional Systems (2003) (6)
- The Mean Field Type Control Problems (2013) (6)
- Growth of Firms: A Stochastic Control Theory Approach (1981) (6)
- $C^\alpha $-regularity results for quasilinear parabolic systems (1990) (6)
- Assured Information Sharing Life Cycle (2009) (6)
- Reliability prediction of FinFET FPGAs by MTOL (2020) (6)
- Corrections to :20Ergodic control problem for one-dimensional diffusions with near-monotone cost” (1986) (6)
- A Two-Stage Newsvendor Problem with a Service Constraint (2004) (6)
- Asymptotics for branching transport processes (1979) (6)
- Inventory Control with a Cash Register: Sales Recorded but Not Demand or Shrinkage (2011) (6)
- New Trends in Systems Analysis (1977) (5)
- On the integrated formulation of Zakai and Kushner equations (1989) (5)
- On Observer Problems for Systems Governed by Partial Differential Equations. (1986) (5)
- Applied Optimal Control (1979) (5)
- Current results and issues in stochastic control (1986) (5)
- Nash point equilibria for variational integrals (1984) (5)
- Optimal Control of Hidden Markov Models With Binary Observations (2014) (5)
- Effect of HTRB lifetest on AlGaN/GaN HEMTs under different voltages and temperatures stresses (2018) (5)
- A New Methodology for EMC Prediction of Integrated Circuits After Aging (2019) (5)
- Average Cost Optimality in Inventory Models With Dynamic Information Delays (2010) (5)
- Filtering theory for stochastic processes with two dimensional time parameter (1980) (5)
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (2018) (5)
- Explicit Solutions of Linear Quadratic Differential Games (2006) (5)
- Managing Information System Security Under Continuous and Abrupt Deterioration (2020) (5)
- Optimal Consumption and Portfolio Decisions with Partially Observable Real Prices (2009) (5)
- Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique (2014) (5)
- Does Performance-Sensitive Debt Mitigate Debt Overhang? (2019) (5)
- Reliability of a GaAs MMIC process based on 0.5 /spl mu/m Au/Pd/Ti gate MESFETs (1994) (5)
- Simulation and modelling of long term reliability of digital circuits implemented in FPGA (2018) (5)
- Option Pricing in a Market with Frictions (1999) (5)
- Splitting up method in the context of stochastic pde (1992) (5)
- Parabolic Bellman-Systems with Mean Field Dependence (2016) (5)
- Diffusion processes in bounded domains and singular perturbation problems for variational inequalities with Neumann boundary conditions (1975) (4)
- Degradation indicators of power-GaN-HEMT under switching power-cycling (2019) (4)
- Analysis and optimization of systems : proceedings of the 9th International Conference, Antibes, June 12-15, 1990 (1990) (4)
- Linear Quadratic Models (2013) (4)
- Filtering of distributed parameter systems with pointwise disturbances (1981) (4)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (2021) (4)
- Integrating equipment investment strategy with maintenance operations under uncertain failures (2009) (4)
- Investment in Privacy-Preserving Technologies under Uncertainty (2011) (4)
- Optimal Security Investments in a Prevention and Detection Game (2017) (4)
- Singular Perturbations for Deterministic Control Problems (1984) (4)
- The optimal mean variance problem with inflation (2015) (4)
- Remarks on the pricing of contingent claims under constraints (2004) (4)
- Optimality of ( s , S ) policies with nonlinear processes (2016) (4)
- Stochastic games with risk sensitive pay off for n-players (2000) (4)
- Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise (2011) (4)
- Optimal savings and the value of population (2007) (4)
- Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps (2011) (4)
- Partially Observed Inventory Systems (2005) (4)
- GaAs P-HEMT MMIC processes behavior under multiple heavy ion radiation stress conditions combined with DC and RF biasing (2013) (4)
- PROCEEDINGS OF THE IFAC SYMPOSIUM ON THE CONTROL OF DISTRIBUTED PARAMETER SYSTEMS. (1973) (4)
- A methodologic project to characterize and model COTS component reliability (2015) (4)
- Mean Field Games With Parametrized Followers (2020) (4)
- Ergodic control for a mean reverting inventory model (2017) (3)
- Some results on risk-sensitive control with partial information (1995) (3)
- Models of Representation of Linear Invariant Systems in Continuous Time. (1973) (3)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (2018) (3)
- Predicted thermal stresses in a cylindrical tri-material body, with application to optical fibers embedded into silicon (2013) (3)
- Space validation of 1550nm DFB laser diode module (2019) (3)
- Optimal inventory control with shrinkage and observed sales (2013) (3)
- The Genuine Saving Criterion and the Value of Population in an Economy with Endogenous Population Changes (2008) (3)
- Dynamic mean–variance problem with frictions (2022) (3)
- Confidence intervals for annual wind power production (2014) (3)
- Homogenization and ergodic theory (1979) (3)
- A model of stochastic differential equation in Hubert spaces applicable to Navier Stokes equation in dimension 2 (1991) (3)
- International Symposium on systems optimization and analysis (1978) (3)
- Base stock list price policy in continuous time (2016) (3)
- Intellectual Property Rights Challenged by Open Innovation (2013) (3)
- Machine Learning and Control Theory (2020) (3)
- Stochastic differential games with a varying number of players (2014) (3)
- A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection (2022) (3)
- A method for constructing ω- optimal controls in problems with partial observation of the state (1986) (3)
- On a general class of stochastic partial differential equations (1987) (3)
- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation (1984) (3)
- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation (1984) (3)
- Flight model GaAs MMIC procurement: industrial concerns (1992) (2)
- An impulse control problem for a stochastic PDE arising in non linear filtering (1985) (2)
- Analysis and Optimization of Systes (1990) (2)
- Studying dynamic equilibrium of cloud computing adoption with application of Mean Field Games (2012) (2)
- PRODUCTION PLANNING IN A DETERMINISTIC ENVIRONMENT: CONCAVE AND CONVEX COSTS - PLANNING HORIZON. (1984) (2)
- Differential games with impulse times (1974) (2)
- A remark on an equation of dynamic programming (1981) (2)
- Hole and electron traps in AlGaAs single and double heterojunction red light-emitting diodes (1990) (2)
- A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models (2014) (2)
- Specific Characterization for Destructive Single Event Effects on GaAs Power P-HEMT MMIC (2013) (2)
- Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (2021) (2)
- Stochastic economics [Book Reviews] (1975) (2)
- Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems (2022) (2)
- Stress dependent degradation mechanisms on commercially available GaN Normally-Off transistors (2019) (2)
- Marginal Weibull diffusion model for wind speed modeling and short-term forecasting (2017) (2)
- High frequency wave propagation in periodic structures (2011) (2)
- Optoelectronic devices product assurance guideline for space application (2018) (2)
- Stochastic control of a partially observed linear stochastic system with an exponential-of-integral performance index (1984) (2)
- An introduction to the hilbert uniqueness method (1993) (2)
- Semigroups of Operators and Interpolation (2007) (2)
- Regular Perturbations in Optimal Control (1982) (2)
- A model of stochastic differential equation in Hilbert applicable to Navier-Stokes equation in dimension 2 (1990) (2)
- Singular control and impulse control with application to mutual insurance optimization (2009) (2)
- Evaluating long-term service performance under short-term forecast updates (2016) (2)
- Stationary Navier—Stokes Equations (2002) (2)
- ON CERTAIN QUESTIONS RELATED TO OPTIMAL CONTROL (1974) (2)
- Preface: In Memory of A.V. Balakrishnan (2016) (2)
- Impulse Control in Discrete Time (2008) (2)
- Optimal Control of Variational Inequalities (2010) (2)
- Discretization of the Bellman equation and the corresponding stochastic control problem (1987) (1)
- TCAD Simulation of the Single Event Effects in Normally-OFF GaN Transistors After Heavy Ion Radiation (2017) (1)
- A Strategic Approach to Collaborative Inventory Management (2019) (1)
- Synopsis of Multiphysics Deep Sub-Micron Failure Rate Modeling Technique for CFR and EOL Prediction (2018) (1)
- THE UNIVERSITY OF TEXAS AT DALLAS, UNITED STATES OF AMERICA (2016) (1)
- RF vs. DC breakdown: implication on pulsed radar applications [MESFETs] (2001) (1)
- Linear Quadratic Two-Person Zero-Sum Differential Games (2007) (1)
- New trends in systems analysis : international symposium, Versailles, December 13-17, 1976 (1977) (1)
- Controllability and Observability for a Class of Infinite Dimensional Systems (1993) (1)
- Unbounded Control Operators: Hyperbolic Equations With Control on the Boundary (2007) (1)
- Obtaining the critical excitation for elasto-plastic oscillators by solving an optimal control problem (2012) (1)
- Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems (2020) (1)
- Stochastic control with partial information (1992) (1)
- Managing Information Security under Continuous Drift and Sudden Shocks (2011) (1)
- Editorial: Second Issue on Mean Field Games (2017) (1)
- The impact of competitive advantage on the investment timing in Stackelberg leader–follower game (2017) (1)
- Impact of aging on the soft error rate of 6T SRAM for planar and bulk technologies (2017) (1)
- Economical ordering quantities for the two products problem with joint production costs (1985) (1)
- On perturbation methods in stochastic control (1982) (1)
- Real options, ambiguity, risk and insurance : world class university program in financial engineering, Ajou University, volume two (2013) (1)
- Stochastic Control of Partially Observable Systems: Some explicit controls for systems with partial observation (1992) (1)
- Probabilistic design for reliability (PDfR) in space electronics and photonics: A change of vision (2013) (1)
- On a system of PDEs associated to a game with a varying number of players (2015) (1)
- How to quantify and predict long term multiple stress operation: Application to Normally-Off Power GaN transistor technologies (2016) (1)
- Exact controllability for linear dynamic systems with skew symmetric operators (1992) (1)
- INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME (2018) (1)
- General Presentation of Mean Field Control Problems (2013) (1)
- A Mean-Variance Approach to Capital Investment Optimization (2019) (1)
- On some impulse control problems with concave costs (1982) (1)
- Homogenization of Systems of Partial Differential Equations (2005) (1)
- On some singular perturbation methods in non linear filtering (1986) (1)
- OPTIMAL STOCHASTIC CONTROL OF DIFFUSION PROCESSES WITH JUMPS STOPPED AT THE EXIT OF A DOMAIN. (1984) (1)
- SOME RESULTS ON EXACT CONTROLLABILITY (1989) (1)
- Inventory management with overlapping shrinkages and demands (2014) (1)
- O C ] 2 0 N ov 2 01 5 Mean-field-game model for Botnet defense in Cybersecurity (2018) (1)
- Stochastic production planning with production constraints: A summary (1984) (1)
- New mathematical problems in Management Science (2022) (1)
- REGULARITY THEORY FOR SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS (2002) (1)
- Stackelberg Differential Games (2018) (1)
- Mathematical formulation of a dynamical system with dry friction subjected to external forces (2020) (1)
- Editorial: First Issue on Mean Field Games (2016) (1)
- The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control (2022) (1)
- Existence and Uniqueness of a Solution of a Partially Observed Stochastic Control Problem (2011) (1)
- Bow-Free Tri-Component Mechanically Pre-Stressed Failure-Oriented-Accelerated-Test (FOAT) Specimen (2015) (1)
- On Bellman systems without zero order term in the context of risk sensitive differential games (2001) (1)
- Homogenization for Non Linear Elliptic Equations with Random Highly Oscillatory Coefficients (1989) (1)
- Optimal Policies for Inventory Systems with Piecewise-Linear Concave Ordering Costs (2020) (0)
- Control of Inventories with Markov Demand (2012) (0)
- Real Options Problem with Non-Smooth Obstacle (2020) (0)
- Analysis and Design of Phase-Locked Diode Laser Arrays (1987) (0)
- Systems with Unbounded Control Operators: Hyperbolic Equations with Control on the Boundary (1993) (0)
- Nonlinear elliptic systems arising from control theory and differential games (1996) (0)
- Nonlinear Elliptic Systems Arising from plasticity Theory (2002) (0)
- International Symposium on Systems Optimization and Analysis : Rocquencourt, December 11-13, 1978 (1979) (0)
- Optimal Consumption and Investment with Independent Stochastic Labor Income (2023) (0)
- Parabolic Bellman Equations with Risk Control (2018) (0)
- Remarks on the separation principle (1993) (0)
- Semi-group methods in stochastic control (1985) (0)
- Device comprising electric, electronic components, electromechanical or electro-optical, a reduced sensitivity at low dose rate (2010) (0)
- On the best linear feedback for systems governed by differential operational equations (1970) (0)
- A new reliability mechanism observed on Al gate based PHEMT structure (2002) (0)
- Analysis and optimization of systems : proceedings of the Seventh International Conference on Analysis and Optimization of Systems, Antibes, June 25-27, 1986 (1984) (0)
- Going-Public the Demand for SPACs (0)
- New trends in applied mathematics (1995) (0)
- Stochastic Control for Non-Markov Processes (2018) (0)
- Mean field verification theorem (2021) (0)
- Identification of linear dynamical systems and machine learning (2020) (0)
- Ercim "alain Bensoussan" Fellowship Programme Scientific Report Italy Fraunhofer Institute for Applied Information Technology Sören Auer I – Scientific Activity during Your Fellowship A. Linked Data for Smes (ongoing) (2015) (0)
- Nonlinear Elliptic Systems Arising from Stochastic Games (2002) (0)
- Control of Linear Finite Dimensional Differential Systems Revisited (1993) (0)
- Maintaining knowledge-based systems against adversarial attacks: A differential game approach (2006) (0)
- A probabilistic approach to the limit problem for the Bellman equation with highly oscillatory coefficients (1985) (0)
- Optimal Bidding in Wind Farm Management (2020) (0)
- Stochastic Control of Linear Dynamical Systems with Partial Information (2018) (0)
- Strongly Coupled Elliptic Systems (2002) (0)
- Introduction: Computational theories and techniques in finance (2011) (0)
- Further Techniques of Estimation (2018) (0)
- Stochastic Control Problems in Finance (2018) (0)
- Optimal Ordering Policy and Value of Information under Delayed Lost Sales Observations (2008) (0)
- Systems of quasilinear parabolic equations in Rn and systems of quadratic backward stochastic differential equations (2021) (0)
- General Regularity Results (2002) (0)
- Linear–Quadratic Time-Inconsistent Mean Field Games (2013) (0)
- Optimal control of linear stochastic systems with an exponential-of-integral performance index (1992) (0)
- From Semantics to Computer Science: Reflections on INRIA and the role of Gilles Kahn (2009) (0)
- EXPLICI TS OLUTION SO FLINEAR QUADRATIC DIFFERENTIA LG AMES (2000) (0)
- Mean Field Games with a Dominating Player (2015) (0)
- Author index (2015) (0)
- Erol Gelenbe’s contributions to computer and networks performance (2006) (0)
- Book review: Optimization over time (1984) (0)
- Nash Differential Games with Mean Field Effect (2013) (0)
- State Representation of Linear Dynamical Systems (2018) (0)
- Drift Effects and Trap Analysis of Power-GaN-HEMT Under Switching Power Cycling (2018) (0)
- Existence and Uniqueness of Solutions for a Partially Observed Stochastic Control Problem (2019) (0)
- Stochastic equations for linear random functionals and statistical problems (2006) (0)
- Control and nash games with mean field effect (2013) (0)
- On Bellman equations in duality (1986) (0)
- Optimal Investment–Consumption Decisions with Partially Observed Inflation: A Discrete-Time Formulation (2020) (0)
- MMIC technology aboard satellites (1999) (0)
- Optimal Control of Linear Dynamical Systems (2018) (0)
- Optimality of Base Stock Policy under Unknown Demand Distributions: New Results and a New Method (2021) (0)
- Nonlinear Elliptic Systems Arising from Ergodic Control (2002) (0)
- Predicted Device-Degradation Failure-Rate (2015) (0)
- Nonlinear filtering for dynamic systems with singular perturbations (1989) (0)
- An evaluation programme for the capability approval of GaAs MMICs (1991) (0)
- Data-driven stochastic diffusion process for wind speed modelling and forecasting (2020) (0)
- Financing Green Entrepreneurs Under Limited Commitment (2022) (0)
- Editorial: Space and the information society (2003) (0)
- The Israeli poultry marketing board: price, production, and inventory controls. (1980) (0)
- Mathematical Techniques of Optimization, Control and Decision (1981) (0)
- Analysis and optimization of systems : proceedings of the Fifth International Conference on Analysis and Optimization of Systems, Versailles, December 14-17, 1982 (1982) (0)
- For Tyrone Duncan (2007) (0)
- optical waveguide made of semiconductor material, applying this laser waveguide and method of realization (1986) (0)
- Photovoltaic reliability engineering: quantification testing and probabilistic-design-reliability concept (2013) (0)
- Systems with Bounded Control Operators: Control Inside the Domain (1993) (0)
- Special issue: Applied optimum control (1978) (0)
- Dual Approach to Nonlinear Elliptic Systems (2002) (0)
- Computations of complex options (1994) (0)
- Editorial: Second Issue on Mean Field Games (2017) (0)
- Planning Horizons for Production Planning Models in the Case of Concave Costs (1983) (0)
- Stabilization and Stochastic Control of a Class of Nonlinear Systems (1980) (0)
- The Legacy of Roland Glowinski (2023) (0)
- Stochastic Optimal Control (2018) (0)
- Evaluating Long-Term Service Performance in Two-Stage Newsvendor Models (2008) (0)
- State Space Theory of Differential Systems With Delays (2007) (0)
- Interactions between real capacity expansion and shutdown options: an application to renewable energies (2019) (0)
- A Tribute to Rudi Kalman [Historical Perspectives] (2010) (0)
- Space and the information society (2001) (0)
- Real Options with Competition and Incomplete Markets (2014) (0)
- Discrete-Time Inventory Problems with Lead-Time and Order-Time Constraint (2012) (0)
- Editorial: First Issue on Mean Field Games (2016) (0)
- Bounded Control Operators: Control Inside the Domain (2007) (0)
- Modelisation Stochastique Pour 1es Systemes a Constantes Reparties (Stochastic Modeling for Systems with Constant Intervals) (1970) (0)
- Remarks on New Mathematical Problems Arising in the Context Of Information Technology (1991) (0)
- Deterministic Optimal Control (2018) (0)
- A model for wind farm management with option interactions (2022) (0)
- Linear-Quadratic Mean Field Games (2015) (0)
- Optimal Investment-Consumption Decisions With Partially Observed Inflation: A Discrete-Time Formulation (2019) (0)
- Control of Linear Differential Systems (2007) (0)
- Real Options Problem with Nonsmooth Obstacle (2021) (0)
- Bellman Systems with Mean Field Dependent Dynamics (2018) (0)
- Infinite Dimensional Affine Processes . Dedicated to Professor Ito (2008) (0)
- Some explicit solutions of the Zakai equation (1992) (0)
- Semigroup Methods for Systems With Unbounded Control and Observation Operators (2007) (0)
- Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games (2016) (0)
- Nash and Stackelberg differential games (2012) (0)
- Complements on Probability Theory (2018) (0)
- Nonlinear Elliptic Systems Arising from the Theory of Semiconductors (2002) (0)
- Optimal stochastic control for linear dynamic systems with quadratic payoff (1992) (0)
- Stochastic Control of Partially Observable Systems: References (1992) (0)
- General exact controllability results for dynamic systems with skew symmetric operators and behaviour at infinite time (1990) (0)
- On a multi-dimensional framework for information security management (2008) (0)
- Internet, aspects juridques (1996) (0)
- Estimation Theory for Generalized Linear Models (2015) (0)
- Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ (2018) (0)
- Mean-Field-Type Games with Jump and Regime Switching (2019) (0)
- Stochastic Control of Partially Observable Systems: Stochastic maximum principle and dynamic programming for systems with partial observation (1992) (0)
- Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ (2018) (0)
- Inventory Control Driven by Demand Data: Optimality and Computation of Base Stocks (2020) (0)
- Approximation of Nash Games with a Large Number of Players (2013) (0)
- M-STORM reliability model applied to DSM technologies (2016) (0)
- On a quasi-linear elliptic PDE with noncoercive principal part (1992) (0)
- Leonid Frank (1934–1997) (1998) (0)
- New mathematical problems arising in the context of information technology (1990) (0)
- Variational Theory of Parabolic Systems (2007) (0)
- Phase-Locked Arrays Of InGaAsP/InP Diode Lasers Grown By Low-Pressure Metalorganic Chemical Vapor Deposition (1989) (0)
- Linear Random Functionals and Stochastic Calculus (2003) (0)
- Editorial Board (2000) (0)
- Bellman Systems with Mean Field Dependent Dynamics (2017) (0)
- Stochastic Control of Partially Observable Systems: Perturbation methods in non linear filtering (1992) (0)
- A paradox in time-consistency in the mean–variance problem? (2018) (0)
- Qualification and reliability standards for photonic component technologies (2014) (0)
- Capacity Expansion Options and Optimal Performance-Sensitive Debt (2019) (0)
- Proceedings of the International Conference on Future Tendencies in Computer Science, Control and Applied Mathematics (1992) (0)
- Homogenization of bellman equations (1985) (0)
- Principal Agent Control Problems (2018) (0)
- Title A class of non-zero-sum stochastic differential investment andreinsurance games (2014) (0)
- New Trends in Applied Mathematics (Dedicated Professor to Cor Baayen) (1994) (0)
- Optimal Contracts for Infinite Horizon Supplier-Retailer Dynamic Model (2016) (0)
- Finite-dimensional exponential LQG control (1994) (0)
- Additional Results for BSDE (2018) (0)
- An ergodic control problem on whole Euclidean space (1989) (0)
- On approximation techniques for stochastic control with partial information (1989) (0)
- Optimization over time : Peter Whittle (1984) (0)
- Measure Theory and Filtering: Introduc- Tion and Applications. by Lakhdar Aggoun And (0)
- Preface: In Memory of A.V. Balakrishnan (2016) (0)
- Mathematics 9-12000 Stochastic Hybrid Control (2018) (0)
- Managerial Limited Commitment: A New Class of Stochastic Control Problems (2023) (0)
- A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations (2022) (0)
- General Technical Results (2002) (0)
- Observation noise-gain detection for Markov chains observed through scaled Brownian motion (2008) (0)
- Probabilistic problems and methods (2011) (0)
- Existence results for stochastic control problems with partial information (1992) (0)
- On the stochastic Ramsey problem (1986) (0)
- On the production smoothing problem (1983) (0)
- Real options in a stackelberg game (2010) (0)
- Parabolic Bellman-Systems with Mean Field Dependence (2016) (0)
- IEEE CONFERENCE ON DECISION AND CONTROL, AND SYMPOSIUM ON ADAPTIVE PROCESSES, 11TH, PROCEEDINGS, 1972. (1972) (0)
- The Mean Field Games (2013) (0)
- Ordinary Differential Equations (1992) (0)
- Control in Hilbert Space and First Order Mean Field Type Problem (2021) (0)
- Statistical problems in Hilbert spaces. Application to filtering theory (1970) (0)
- Filtering Theory in Continuous Time (2018) (0)
- STOCHASTIC PRODUCTION PLANKING WITH PRODUCTION (1984) (0)
- Inter‐temporal mutual‐fund management (2022) (0)
- Real options and competition (2011) (0)
- On the Discrete Time Capital Asset Pricing Model (2009) (0)
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