Threshold-Type Policies for Real Options Using Regime-Switching Models. - Alain Bensoussan 001; Zhongfeng Yan; George Yin 001 (SIAM J. Financial Math., 2012)

A Mean-Variance Approach to Capital Investment Optimization. - Alain Bensoussan 001; SingRu Celine Hoe; Zhongfeng Yan (SIAM J. Financial Math., 2019)

Mean field verification theorem. - Alain Bensoussan 001; SingRu Celine Hoe; Joohyun Kim 004; Zhongfeng Yan (Commun. Inf. Syst., 2021)

A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection. - Alain Bensoussan 001; SingRu Celine Hoe; Joohyun Kim 004; Zhongfeng Yan (Oper. Res., 2022)