Alain Bensoussan

97 papers C 1Journal 78Unranked 16
YearRankTypeTitle / Venue / Authors
2026 J jnl
Generative modeling and controllability.
Commun. Inf. Syst.
Alain Bensoussan, Shige Peng
2026 J jnl
Operator Splitting, Policy Iteration, and Machine Learning for Stochastic Optimal Control.
CoRR
Alain Bensoussan, Thien P. B. Nguyen, Minh-Binh Tran, Son N. T. Tu
2026 J jnl
Stochastic Maintenance for a Large Fleet of Structures.
Dyn. Games Appl.
Alain Bensoussan, Alexandre Brouste, Marie-Amélie Morlais, Francois-Baptiste Cartiaux, Jorge Semião
2025 J jnl
Control and optimization for Neural Partial Differential Equations in Supervised Learning.
CoRR
Alain Bensoussan, Minh-Binh Tran, Bangjie Wang
2025 J jnl
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and Their Associated Equations.
SIAM J. Math. Anal.
Alain Bensoussan, Ziyu Huang, Shanjian Tang, Sheung Chi Phillip Yam
2025 J jnl
Extended Mean Field Type Control Theory: A Master Equation Approach with Some Applications.
J. Optim. Theory Appl.
Alain Bensoussan, Joohyun Kim, Sheung Chi Phillip Yam
2025 J jnl
Inventory model with incomplete information: sales and zero-balance signals.
Central Eur. J. Oper. Res.
Alain Bensoussan, Metin Çakanyildirim, Meng Li, Suresh P. Sethi
2025 J jnl
Linear Quadratic Extended Mean Field Games and Control Problems.
J. Optim. Theory Appl.
Alain Bensoussan, Joohyun Kim, Bohan Li, Sheung Chi Phillip Yam
2025 J jnl
Monetizing Positive Externalities to Mitigate the Infrastructure Underinvestment Problem.
Oper. Res.
Hao Bai, Alain Bensoussan, Gordon Briest, Benoît Chevalier-Roignant
2025 J jnl
On Stochastic Control Problems with Higher-Order Moments.
SIAM J. Control. Optim.
Yike Wang, Jingzhen Liu, Alain Bensoussan, Ka-Fai Cedric Yiu, Jiaqin Wei
2025 J jnl
Optimal Consumption and Investment with Independent Stochastic Labor Income.
Math. Oper. Res.
Alain Bensoussan, Seyoung Park
2025 — conf
Solving LQ stochastic control and defining the controllability Gramian through kernel methods.
CDC
Pierre-Cyril Aubin-Frankowski, Alain Bensoussan
2025 J jnl
Technical Note - A Stationary Infinite-Horizon Supply Contract Under Asymmetric Inventory Information.
Oper. Res.
Alain Bensoussan, Suresh P. Sethi, Shouqiang Wang
2024 J jnl
A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization.
Oper. Res.
Alain Bensoussan, John J. Liu, Jiguang Yuan
2024 J jnl
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions.
IGTR
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
2024 — conf
Reproducing Kernel Approach to Linear-Quadratic Mean Field Control Problems with Additive Noise.
CDC
Pierre-Cyril Aubin-Frankowski, Alain Bensoussan
2024 J jnl
Voluntary environmental effort under (
Int. J. Prod. Res.
Alain Bensoussan, Fouad El Ouardighi
2023 J jnl
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm.
SIAM J. Numer. Anal.
Alain Bensoussan, Jiayue Han, Sheung Chi Phillip Yam, Xiang Zhou
2022 J jnl
A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations.
CoRR
Steven Walton, Minh-Binh Tran, Alain Bensoussan
2022 J jnl
A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection.
Oper. Res.
Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan
2022 J jnl
Integrating equipment investment strategy with maintenance operations under uncertain failures.
Ann. Oper. Res.
Alain Bensoussan, Qi Feng, Suresh P. Sethi
2022 J jnl
New mathematical problems in Management Science.
Annu. Rev. Control.
Alain Bensoussan
2022 — conf
Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems.
CDC
Pierre-Cyril Aubin-Frankowski, Alain Bensoussan
2021 J jnl
Mean field verification theorem.
Commun. Inf. Syst.
Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan
2021 J jnl
Real Options Problem with Nonsmooth Obstacle.
SIAM J. Financial Math.
Subas Acharya, Alain Bensoussan, Dmitrii I. Rachinskii, Alejandro Rivera
2020 J jnl
A Mechanism Design Approach to Vendor Managed Inventory.
Manag. Sci.
Bharadwaj Kadiyala, Özalp Özer, Alain Bensoussan
2020 J jnl
Machine Learning and Control Theory.
CoRR
Alain Bensoussan, Yiqun Li, Dinh Phan Cao Nguyen, Minh-Binh Tran, Sheung Chi Phillip Yam, Xiang Zhou
2020 J jnl
Mean Field Games With Parametrized Followers.
IEEE Trans. Autom. Control.
Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam
2020 J jnl
Mean-Field-Type Games with Jump and Regime Switching.
Dyn. Games Appl.
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
2020 J jnl
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes.
SIAM J. Control. Optim.
José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan
2020 J jnl
Robust Forecasting of River-Flow Based on Convolutional Neural Network.
IEEE Trans. Sustain. Comput.
Chao Huang, Jing Zhang, Longpeng Cao, Long Wang, Xiong Luo, Jenq-Haur Wang, Alain Bensoussan
2019 J jnl
A Mean-Variance Approach to Capital Investment Optimization.
SIAM J. Financial Math.
Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan
2019 J jnl
A paradox in time-consistency in the mean-variance problem?
Finance Stochastics
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam
2019 J jnl
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising.
SIAM J. Control. Optim.
Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam
2019 J jnl
Sequential Capacity Expansion Options.
Oper. Res.
Alain Bensoussan, Benoît Chevalier-Roignant
2018 J jnl
Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand.
SIAM J. Control. Optim.
Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan
2018 J jnl
Parabolic Bellman Equations with Risk Control.
SIAM J. Control. Optim.
Alain Bensoussan, Dominic Breit, Jens Frehse
2017 J jnl
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays.
SIAM J. Control. Optim.
Alain Bensoussan, Michael Chau, Y. Lai, Sheung Chi Phillip Yam
2017 — conf
Optimal Security Investments in a Prevention and Detection Game.
HotSoS
Carlos A. Barreto, Alvaro A. Cárdenas, Alain Bensoussan
2017 — conf
Risk-sensitive mean-field-type control.
CDC
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
2016 J jnl
Linear-Quadratic Mean Field Games.
J. Optim. Theory Appl.
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu-Pang Yung
2016 J jnl
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise.
SIAM J. Math. Anal.
Alain Bensoussan, Laurent Mertz, Sheung Chi Phillip Yam
2016 J jnl
Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures.
IEEE Trans. Reliab.
Cong Cao, Zengfu Wang, Moshe Zukerman, Jonathan H. Manton, Alain Bensoussan, Yu Wang
2016 J jnl
Unemployment Risks and Optimal Retirement in an Incomplete Market.
Oper. Res.
Alain Bensoussan, Bong-Gyu Jang, Seyoung Park
2015 J jnl
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.
Math. Oper. Res.
Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo
2015 J jnl
Mean Field Stackelberg Games: Aggregation of Delayed Instructions.
SIAM J. Control. Optim.
Alain Bensoussan, Michael Chau, Sheung Chi Phillip Yam
2015 J jnl
Technical Note - Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times.
Oper. Res.
Alain Bensoussan, Pengfei Guo
2015 J jnl
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games.
SIAM J. Control. Optim.
Alain Bensoussan, Shaokuan Chen, Suresh P. Sethi
2014 J jnl
A class of non-zero-sum stochastic differential investment and reinsurance games.
Autom.
Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang
2014 J jnl
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models.
Risk Decis. Anal.
Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe
2014 J jnl
Inventory management with overlapping shrinkages and demands.
Risk Decis. Anal.
Alain Bensoussan, Metin Çakanyildirim, Meng Li, Suresh P. Sethi
2014 J jnl
Optimal Control of Hidden Markov Models With Binary Observations.
IEEE Trans. Autom. Control.
Arash Komaee, Alain Bensoussan
2014 J jnl
Optimal decision making in multi-product dual sourcing procurement with demand forecast updating.
Comput. Oper. Res.
Huaming Song, Hui Yang, Alain Bensoussan, Ding Zhang
2014 J jnl
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting.
SIAM J. Financial Math.
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung
2013 J jnl
Linear-Quadratic Time-Inconsistent Mean Field Games.
Dyn. Games Appl.
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam
2013 J jnl
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions.
Appl. Math. Comput.
Huaming Song, Hui Yang, Alain Bensoussan
2012 — conf
A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets.
GameSec
SingRu Celine Hoe, Murat Kantarcioglu, Alain Bensoussan
2012 J jnl
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps.
Asymptot. Anal.
Alain Bensoussan, Héctor Jasso-Fuentes, Stéphane Menozzi, Laurent Mertz
2012 J jnl
Impulse control with random reaction periods: A central bank intervention problem.
Oper. Res. Lett.
Alain Bensoussan, Hongwei Long, Sandun C. Perera, Suresh P. Sethi
2012 — conf
Studying dynamic equilibrium of cloud computing adoption with application of Mean Field Games.
Allerton Conference
SingRu Celine Hoe, Murat Kantarcioglu, Alain Bensoussan
2012 J jnl
Threshold-Type Policies for Real Options Using Regime-Switching Models.
SIAM J. Financial Math.
Alain Bensoussan, Zhongfeng Yan, George Yin
2011 J jnl
Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework.
Manuf. Serv. Oper. Manag.
Alain Bensoussan, Qi Feng, Suresh P. Sethi
2011 J jnl
Average Cost Optimality in Inventory Models With Dynamic Information Delays.
IEEE Trans. Autom. Control.
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi, Mingzheng Wang, Hanqin Zhang
2011 J jnl
Computation of approximate optimal policies in a partially observed inventory model with rain checks.
Autom.
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi, Ruixia Shi
2011 — conf
Impact of security risks on cloud computing adoption.
Allerton
Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe
2011 — conf
Investment in Privacy-Preserving Technologies under Uncertainty.
GameSec
Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe
2011 J jnl
When Hackers Talk: Managing Information Security Under Variable Attack Rates and Knowledge Dissemination.
Inf. Syst. Res.
Vijay S. Mookerjee, Radha V. Mookerjee, Alain Bensoussan, Wei T. Yue
2010 — conf
A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model.
GameSec
Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe
2010 J jnl
Differential games with mixed leadership: The open-loop solution.
Appl. Math. Comput.
Tamer Basar, Alain Bensoussan, Suresh P. Sethi
2010 J jnl
Inventory control with an order-time constraint: optimality, uniqueness and significance.
Ann. Oper. Res.
Alain Bensoussan, Lama Moussawi-Haidar, Metin Çakanyildirim
2010 J jnl
Optimal Control of Variational Inequalities.
Commun. Inf. Syst.
Alain Bensoussan, Keerthi Chandrasekaran, Janos Turi
2010 J jnl
Real Options Games in Complete and Incomplete Markets with Several Decision Makers.
SIAM J. Financial Math.
Alain Bensoussan, J. David Diltz, SingRu Celine Hoe
2010 — conf
When Do Firms Invest in Privacy-Preserving Technologies?
GameSec
Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe
2009 J jnl
An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise.
SIAM J. Numer. Anal.
Alain Bensoussan, Laurent Mertz, Olivier Pironneau, Janos Turi
2009 C conf
Assured Information Sharing Life Cycle.
ISI
Tim Finin, Anupam Joshi, Hillol Kargupta, Yelena Yesha, Joel Sachs, Elisa Bertino, Ninghui Li, Chris Clifton, Gene Spafford, Bhavani Thuraisingham, Murat Kantarcioglu, Alain Bensoussan, Nathan Berg, Latifur Khan, Jiawei Han, ChengXiang Zhai, Ravi S. Sandhu, Shouhuai Xu, Jim Massaro, Lada A. Adamic
2009 J jnl
Bayesian and adaptive controls for a newsvendor facing exponential demand.
Risk Decis. Anal.
Alain Bensoussan, Metin Çakanyildirim, Andrew Royal, Suresh P. Sethi
2009 J jnl
Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach.
Manag. Sci.
Alain Bensoussan, Radha V. Mookerjee, Vijay S. Mookerjee, Wei T. Yue
2009 J jnl
Optimal cash management under uncertainty.
Oper. Res. Lett.
Alain Bensoussan, Anshuman Chutani, Suresh P. Sethi
2009 J jnl
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach.
SIAM J. Control. Optim.
Lakdere Benkherouf, Alain Bensoussan
2009 J jnl
Risk and Decision Analysis.
Risk Decis. Anal.
Alain Bensoussan, Charles S. Tapiero
2009 — conf
Singular control and impulse control with application to mutual insurance optimization.
CDC
Alain Bensoussan, John J. Liu, Jiguang Yuan
2009 J jnl
Technical Note - A Note on "The Censored Newsvendor and the Optimal Acquisition of Information".
Oper. Res.
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
2008 — conf
Observation noise-gain detection for Markov chains observed through scaled Brownian motion.
CDC
William Paul Malcolm, Alain Bensoussan
2008 J jnl
Partially Observed Inventory Systems: The Case of Rain Checks.
SIAM J. Control. Optim.
Alain Bensoussan, Metin Çakanyildirim, J. Adolfo Minjárez-Sosa, Suresh P. Sethi, Ruixia Shi
2007 J jnl
A Multiperiod Newsvendor Problem with Partially Observed Demand.
Math. Oper. Res.
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
2007 J jnl
Partially Observed Inventory Systems: The Case of Zero-Balance Walk.
SIAM J. Control. Optim.
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
2007 — book
Representation and Control of Infinite Dimensional Systems, 2nd Edition.
Alain Bensoussan, Giuseppe Da Prato, Michel C. Delfour, Sanjoy K. Mitter
2007 J jnl
The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited.
Manag. Sci.
Alain Bensoussan, Suresh P. Sethi
2005 J jnl
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach.
SIAM J. Control. Optim.
Alain Bensoussan, R. H. Liu, Suresh P. Sethi
2005 — conf
Partially Observed Inventory Systems.
CDC/ECC
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
2004 J jnl
Remarks on the pricing of contingent claims under constraints.
IEEE Trans. Autom. Control.
Alain Bensoussan
1996 J jnl
General finite-dimensional risk-sensitive problems and small noise limits.
IEEE Trans. Autom. Control.
Alain Bensoussan, Robert J. Elliott
1992 — ed.
Future Tendencies in Computer Science, Control and Applied Mathematics: International Conference on the Occasion of the 25th Anniversary of INRIA, Paris, France, December 8-11, 1992, Proceedings
25th Anniversary of INRIA
Alain Bensoussan, Jean-Pierre Verjus
1984 J jnl
Optimization over time : Peter Whittle.
Autom.
Alain Bensoussan
1973 — conf
Mèthode de Décomposition Appliquée au Contrôle Opimal de Systèmes Distribués.
Optimization Techniques
Alain Bensoussan, Roland Glowinski, Jacques-Louis Lions
1973 — conf
Sur l'approximation numérique d'inéquations quasi-variationnelles stationnaires.
Computing Methods in Applied Sciences and Engineering
Alain Bensoussan, Jacques-Louis Lions
1970 J jnl
Statistical problems in Hilbert spaces. Application to filtering theory.
Kybernetika
Alain Bensoussan