Alain Bensoussan
Orcid: 0000-0003-2465-1249Affiliations:
- City University of Hong Kong
- University of Texas at Dallas, School of Management, USA
According to our database1,
Alain Bensoussan
authored at least 71 papers
between 2004 and 2023.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
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on zbmath.org
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on cityu.edu.hk
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on orcid.org
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on id.loc.gov
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on d-nb.info
On csauthors.net:
Bibliography
2023
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm.
SIAM J. Numer. Anal., April, 2023
2022
Oper. Res., 2022
CoRR, 2022
Integrating equipment investment strategy with maintenance operations under uncertain failures.
Ann. Oper. Res., 2022
Proceedings of the 61st IEEE Conference on Decision and Control, 2022
2021
2020
IEEE Trans. Sustain. Comput., 2020
2019
SIAM J. Financial Math., 2019
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising.
SIAM J. Control. Optim., 2019
Finance Stochastics, 2019
2018
2017
SIAM J. Control. Optim., 2017
Proceedings of the Hot Topics in Science of Security: Symposium and Bootcamp, HoTSoS 2017, 2017
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. Reliab., 2016
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise.
SIAM J. Math. Anal., 2016
2015
SIAM J. Control. Optim., 2015
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games.
SIAM J. Control. Optim., 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.
Oper. Res., 2015
2014
IEEE Trans. Autom. Control., 2014
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting.
SIAM J. Financial Math., 2014
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models.
Risk Decis. Anal., 2014
Risk Decis. Anal., 2014
Optimal decision making in multi-product dual sourcing procurement with demand forecast updating.
Comput. Oper. Res., 2014
Autom., 2014
2013
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions.
Appl. Math. Comput., 2013
2012
SIAM J. Financial Math., 2012
Oper. Res. Lett., 2012
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps.
Asymptot. Anal., 2012
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
IEEE Trans. Autom. Control., 2011
Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework.
Manuf. Serv. Oper. Manag., 2011
When Hackers Talk: Managing Information Security Under Variable Attack Rates and Knowledge Dissemination.
Inf. Syst. Res., 2011
Computation of approximate optimal policies in a partially observed inventory model with rain checks.
Autom., 2011
Proceedings of the Decision and Game Theory for Security - Second International Conference, 2011
Proceedings of the 49th Annual Allerton Conference on Communication, 2011
2010
SIAM J. Financial Math., 2010
Inventory control with an order-time constraint: optimality, uniqueness and significance.
Ann. Oper. Res., 2010
Appl. Math. Comput., 2010
Proceedings of the Decision and Game Theory for Security, 2010
A Game-Theoretical 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 Elasto-Plastic Problem with Noise.
SIAM J. Numer. Anal., 2009
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach.
SIAM J. Control. Optim., 2009
Risk Decis. Anal., 2009
Manag. Sci., 2009
Technical Note - A Note on "The Censored Newsvendor and the Optimal Acquisition of Information".
Oper. Res., 2009
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
SIAM J. Control. Optim., 2008
Observation noise-gain detection for Markov chains observed through scaled Brownian motion.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008
2007
SIAM J. Control. Optim., 2007
Math. Oper. Res., 2007
Manag. Sci., 2007
Systems and control, Birkhäuser, ISBN: 978-0-8176-4461-1, 2007
2005
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach.
SIAM J. Control. Optim., 2005
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005
2004
IEEE Trans. Autom. Control., 2004