Alain Bensoussan
According to our database^{1},
Alain Bensoussan
authored at least 52 papers
between 2004 and 2019.
Collaborative distances:
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at zbmath.org

at orcid.org

at id.loc.gov

at dnb.info
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Bibliography
2019
Sequential Capacity Expansion Options.
Operations Research, 2019
A paradox in timeconsistency in the meanvariance problem?
Finance and Stochastics, 2019
2017
LinearQuadratic Mean Field Stackelberg Games with State and Control Delays.
SIAM J. Control and Optimization, 2017
Optimal Security Investments in a Prevention and Detection Game.
Proceedings of the Hot Topics in Science of Security: Symposium and Bootcamp, HoTSoS 2017, 2017
Risksensitive meanfieldtype control.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017
2016
Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures.
IEEE Trans. Reliability, 2016
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an ElastoPlastic Oscillator Excited by a Filtered Noise.
SIAM J. Math. Analysis, 2016
LinearQuadratic Mean Field Games.
J. Optimization Theory and Applications, 2016
2015
Mean Field Stackelberg Games: Aggregation of Delayed Instructions.
SIAM J. Control and Optimization, 2015
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games.
SIAM J. Control and Optimization, 2015
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.
Math. Oper. Res., 2015
Technical Note  Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times.
Operations Research, 2015
2014
Optimal Control of Hidden Markov Models With Binary Observations.
IEEE Trans. Automat. Contr., 2014
TimeConsistent Portfolio Selection under ShortSelling Prohibition: From Discrete to Continuous Setting.
SIAM J. Financial Math., 2014
A trustscorebased access control in assured information sharing systems: An application of financial credit risk score models.
Risk and Decision Analysis, 2014
Inventory management with overlapping shrinkages and demands.
Risk and Decision Analysis, 2014
Optimal decision making in multiproduct dual sourcing procurement with demand forecast updating.
Computers & OR, 2014
A class of nonzerosum stochastic differential investment and reinsurance games.
Automatica, 2014
2013
LinearQuadratic TimeInconsistent Mean Field Games.
Dynamic Games and Applications, 2013
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions.
Applied Mathematics and Computation, 2013
2012
Impulse control with random reaction periods: A central bank intervention problem.
Oper. Res. Lett., 2012
Asymptotic analysis of stochastic variational inequalities modeling an elastoplastic problem with vanishing jumps.
Asymptotic Analysis, 2012
A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets.
Proceedings of the Decision and Game Theory for Security  Third International Conference, 2012
Studying dynamic equilibrium of cloud computing adoption with application of Mean Field Games.
Proceedings of the 50th Annual Allerton Conference on Communication, 2012
2011
Average Cost Optimality in Inventory Models With Dynamic Information Delays.
IEEE Trans. Automat. Contr., 2011
Achieving a LongTerm Service Target with Periodic Demand Signals: A Newsvendor Framework.
Manufacturing & Service Operations Management, 2011
When Hackers Talk: Managing Information Security Under Variable Attack Rates and Knowledge Dissemination.
Information Systems Research, 2011
Computation of approximate optimal policies in a partially observed inventory model with rain checks.
Automatica, 2011
Investment in PrivacyPreserving Technologies under Uncertainty.
Proceedings of the Decision and Game Theory for Security  Second International Conference, 2011
Impact of security risks on cloud computing adoption.
Proceedings of the 49th Annual Allerton Conference on Communication, 2011
2010
Real Options Games in Complete and Incomplete Markets with Several Decision Makers.
SIAM J. Financial Math., 2010
Inventory control with an ordertime constraint: optimality, uniqueness and significance.
Annals OR, 2010
Differential games with mixed leadership: The openloop solution.
Applied Mathematics and Computation, 2010
When Do Firms Invest in PrivacyPreserving Technologies?
Proceedings of the Decision and Game Theory for Security, 2010
A GameTheoretical Approach for Finding Optimal Strategies in a Botnet Defense Model.
Proceedings of the Decision and Game Theory for Security, 2010
2009
An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an ElastoPlastic Problem with Noise.
SIAM J. Numerical Analysis, 2009
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A QuasiVariational Inequalities Approach.
SIAM J. Control and Optimization, 2009
Risk and Decision Analysis.
Risk and Decision Analysis, 2009
Bayesian and adaptive controls for a newsvendor facing exponential demand.
Risk and Decision Analysis, 2009
Optimal cash management under uncertainty.
Oper. Res. Lett., 2009
Maintaining Diagnostic KnowledgeBased Systems: A ControlTheoretic Approach.
Management Science, 2009
Technical Note  A Note on "The Censored Newsvendor and the Optimal Acquisition of Information".
Operations Research, 2009
Assured Information Sharing Life Cycle.
Proceedings of the IEEE International Conference on Intelligence and Security Informatics, 2009
Singular control and impulse control with application to mutual insurance optimization.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
2008
Partially Observed Inventory Systems: The Case of Rain Checks.
SIAM J. Control and Optimization, 2008
Observation noisegain detection for Markov chains observed through scaled Brownian motion.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008
2007
Partially Observed Inventory Systems: The Case of ZeroBalance Walk.
SIAM J. Control and Optimization, 2007
A Multiperiod Newsvendor Problem with Partially Observed Demand.
Math. Oper. Res., 2007
The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited.
Management Science, 2007
Representation and Control of Infinite Dimensional Systems, 2nd Edition.
Systems and control, Birkhäuser, ISBN: 9780817644611, 2007
2005
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasivariational Inequalities Approach.
SIAM J. Control and Optimization, 2005
2004
Remarks on the pricing of contingent claims under constraints.
IEEE Trans. Automat. Contr., 2004