Bensoussan, Alain; Tai, Ho Man; Wong, Tak Kwong; Yam, Sheung Chi Phillip A Control Theoretical Approach to Mean Field Games and Associated Master Equations. arXiv:2402.01639 Preprint, arXiv:2402.01639 [math.OC] (2024). MSC: 49J55 60H10 93E20 60H30 BibTeX Cite \textit{A. Bensoussan} et al., ``A Control Theoretical Approach to Mean Field Games and Associated Master Equations'', Preprint, arXiv:2402.01639 [math.OC] (2024) Full Text: arXiv OA License
Bensoussan, Alain; Huang, Ziyu; Yam, Sheung Chi Phillip Control theory on Wasserstein space: a new approach to optimality conditions. (English) Zbl 07800856 Ann. Math. Sci. Appl. 8, No. 3, 565-628 (2023). MSC: 35Q93 35Q84 49L25 49N80 93E20 93B52 60H30 60H10 60H15 35F21 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Ann. Math. Sci. Appl. 8, No. 3, 565--628 (2023; Zbl 07800856) Full Text: DOI
Bensoussan, Alain; Han, Jiayue; Yam, Sheung Chi Phillip; Zhou, Xiang Value-gradient based formulation of optimal control problem and machine learning algorithm. (English) Zbl 1523.49031 SIAM J. Numer. Anal. 61, No. 2, 973-994 (2023). MSC: 49L20 49K15 65K05 68T05 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Numer. Anal. 61, No. 2, 973--994 (2023; Zbl 1523.49031) Full Text: DOI arXiv
Bensoussan, Alain; Wong, Tak Kwong; Yam, Sheung Chi Phillip; Yuan, Hongwei Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics. arXiv:2311.11896 Preprint, arXiv:2311.11896 [math.OC] (2023). MSC: 60H30 60H10 BibTeX Cite \textit{A. Bensoussan} et al., ``Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics'', Preprint, arXiv:2311.11896 [math.OC] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Huang, Ziyu; Tang, Shanjian; Yam, Sheung Chi Phillip Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations. arXiv:2311.09138 Preprint, arXiv:2311.09138 [math.PR] (2023). BibTeX Cite \textit{A. Bensoussan} et al., ``Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations'', Preprint, arXiv:2311.09138 [math.PR] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Li, Bohan; Yam, Sheung Chi Phillip Linear Quadratic Extended Mean Field Games and Control Problems. arXiv:2311.05176 Preprint, arXiv:2311.05176 [math.OC] (2023). BibTeX Cite \textit{A. Bensoussan} et al., ``Linear Quadratic Extended Mean Field Games and Control Problems'', Preprint, arXiv:2311.05176 [math.OC] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Huang, Ziyu; Yam, Sheung Chi Phillip Maximum Principle for Mean Field Type Control Problems with General Volatility Functions. arXiv:2309.06736 Preprint, arXiv:2309.06736 [math.OC] (2023). BibTeX Cite \textit{A. Bensoussan} et al., ``Maximum Principle for Mean Field Type Control Problems with General Volatility Functions'', Preprint, arXiv:2309.06736 [math.OC] (2023) Full Text: arXiv OA License
Aubin-Frankowski, Pierre-Cyril; Bensoussan, Alain Reproducing kernel approach to linear quadratic mean field control problems. arXiv:2308.11435 Preprint, arXiv:2308.11435 [math.OC] (2023). MSC: 46E22 49N10 49N80 93E20 BibTeX Cite \textit{P.-C. Aubin-Frankowski} and \textit{A. Bensoussan}, ``Reproducing kernel approach to linear quadratic mean field control problems'', Preprint, arXiv:2308.11435 [math.OC] (2023) Full Text: arXiv OA License
Aubin-Frankowski, Pierre-Cyril; Bensoussan, Alain; Qin, S. Joe Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system. arXiv:2306.16150 Preprint, arXiv:2306.16150 [math.OC] (2023). MSC: 49N10 93B30 62F15 BibTeX Cite \textit{P.-C. Aubin-Frankowski} et al., ``Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system'', Preprint, arXiv:2306.16150 [math.OC] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Wong, Tak Kwong; Yam, Sheung Chi Phillip; Yuan, Hongwei A Theory of First Order Mean Field Type Control Problems and their Equations. arXiv:2305.11848 Preprint, arXiv:2305.11848 [math.OC] (2023). MSC: 35R15 49L25 49N70 91A13 93E20 60H30 60H10 60H15 60F99 BibTeX Cite \textit{A. Bensoussan} et al., ``A Theory of First Order Mean Field Type Control Problems and their Equations'', Preprint, arXiv:2305.11848 [math.OC] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Tai, Ho Man; Yam, Sheung Chi Phillip Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations. arXiv:2305.04019 Preprint, arXiv:2305.04019 [math.OC] (2023). MSC: 49N80 49J55 49K45 60H30 93E20 BibTeX Cite \textit{A. Bensoussan} et al., ``Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations'', Preprint, arXiv:2305.04019 [math.OC] (2023) Full Text: arXiv OA License
Bensoussan, Alain; Cheung, Ka Chun; Li, Yiqun; Yam, Sheung Chi Phillip Inter-temporal mutual-fund management. (English) Zbl 1522.91208 Math. Finance 32, No. 3, 825-877 (2022). MSC: 91G10 49L12 49L20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Math. Finance 32, No. 3, 825--877 (2022; Zbl 1522.91208) Full Text: DOI
Bensoussan, Alain; Cheung, Hang; Yam, Sheung Chi Phillip Control in Hilbert space and first-order mean field type problem. (English) Zbl 1502.93005 Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 1-32 (2022). MSC: 93C25 49N80 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., in: Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis's contributions. Cham: Springer. 1--32 (2022; Zbl 1502.93005) Full Text: DOI arXiv
Bensoussan, A.; Feng, Q.; Sethi, S. P. Integrating equipment investment strategy with maintenance operations under uncertain failures. (English) Zbl 1501.90021 Ann. Oper. Res. 317, No. 2, 353-386 (2022). MSC: 90B25 93E20 90C15 90C39 90B30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Ann. Oper. Res. 317, No. 2, 353--386 (2022; Zbl 1501.90021) Full Text: DOI
Bensoussan, Alain; Li, Yiqun; Dinh Phan Cao Nguyen; Minh-Binh Tran; Yam, Sheung Chi Phillip; Zhou, Xiang Machine learning and control theory. (English) Zbl 1493.68292 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 531-558 (2022). MSC: 68T05 68T07 90C15 90C40 93E20 68-02 93-02 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Handb. Numer. Anal. 23, 531--558 (2022; Zbl 1493.68292) Full Text: arXiv Link
Bensoussan, Alain; Hoe, SingRu (Celine); Kim, Joohyun; Yan, Zhongfeng A risk extended version of Merton’s optimal consumption and portfolio selection. (English) Zbl 1493.91110 Oper. Res. 70, No. 2, 815-829 (2022). MSC: 91G10 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Oper. Res. 70, No. 2, 815--829 (2022; Zbl 1493.91110) Full Text: DOI
Bensoussan, Alain; Ma, Guiyuan; Siu, Chi Chung; Yam, Sheung Chi Phillip Dynamic mean-variance problem with frictions. (English) Zbl 1484.91414 Finance Stoch. 26, No. 2, 267-300 (2022). MSC: 91G10 91G80 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Finance Stoch. 26, No. 2, 267--300 (2022; Zbl 1484.91414) Full Text: DOI
Walton, Steven; Tran, Minh-Binh; Bensoussan, Alain A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations. arXiv:2209.12341 Preprint, arXiv:2209.12341 [math.NA] (2022). BibTeX Cite \textit{S. Walton} et al., ``A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations'', Preprint, arXiv:2209.12341 [math.NA] (2022) Full Text: arXiv OA License
Aubin-Frankowski, Pierre-Cyril; Bensoussan, Alain The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control. arXiv:2208.07030 Preprint, arXiv:2208.07030 [math.OC] (2022). MSC: 46E22 60G35 62M20 BibTeX Cite \textit{P.-C. Aubin-Frankowski} and \textit{A. Bensoussan}, ``The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control'', Preprint, arXiv:2208.07030 [math.OC] (2022) Full Text: arXiv OA License
Aubin-Frankowski, Pierre-Cyril; Bensoussan, Alain Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems. arXiv:2206.09419 Preprint, arXiv:2206.09419 [math.OC] (2022). MSC: 46E22 49N10 93C20 BibTeX Cite \textit{P.-C. Aubin-Frankowski} and \textit{A. Bensoussan}, ``Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems'', Preprint, arXiv:2206.09419 [math.OC] (2022) Full Text: arXiv OA License
Bensoussan, A.; Brouste, A.; Cartiaux, F. B.; Mathey, C.; Mertz, L. Mathematical formulation of a dynamical system with dry friction subjected to external forces. (English) Zbl 1506.70024 Physica D 421, Article ID 132859, 11 p. (2021). MSC: 70K40 70F40 70-08 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Physica D 421, Article ID 132859, 11 p. (2021; Zbl 1506.70024) Full Text: DOI arXiv
Acharya, Subas; Bensoussan, Alain; Rachinskii, Dmitrii; Rivera, Alejandro Real options problem with nonsmooth obstacle. (English) Zbl 1480.91301 SIAM J. Financ. Math. 12, No. 4, 1508-1552 (2021). MSC: 91G50 93E20 PDFBibTeX XMLCite \textit{S. Acharya} et al., SIAM J. Financ. Math. 12, No. 4, 1508--1552 (2021; Zbl 1480.91301) Full Text: DOI
Bensoussan, Alain; Sethi, Suresh P. Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation. (English) Zbl 1479.91352 Dawid, Herbert (ed.) et al., Dynamic analysis in complex economic environments. Essays in honor of Christophe Deissenberg. Cham: Springer. Dyn. Model. Econom. Econ. Finance 26, 59-80 (2021). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. P. Sethi}, Dyn. Model. Econom. Econ. Finance 26, 59--80 (2021; Zbl 1479.91352) Full Text: DOI
Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, Alejandro Does performance-sensitive debt mitigate debt overhang? (English) Zbl 1475.91394 J. Econ. Dyn. Control 131, Article ID 104203, 24 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Econ. Dyn. Control 131, Article ID 104203, 24 p. (2021; Zbl 1475.91394) Full Text: DOI HAL
Bensoussan, Alain; Mitter, Sanjoy K. For Tyrone Duncan. (English) Zbl 1470.01020 Commun. Inf. Syst. 21, No. 4, 475-479 (2021). MSC: 01A70 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. K. Mitter}, Commun. Inf. Syst. 21, No. 4, 475--479 (2021; Zbl 1470.01020) Full Text: Link
Bensoussan, Alain; Mitter, Sanjoy K. For Tyrone Duncan. (English) Zbl 1470.01019 Commun. Inf. Syst. 21, No. 3, 319-323 (2021). MSC: 01A70 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. K. Mitter}, Commun. Inf. Syst. 21, No. 3, 319--323 (2021; Zbl 1470.01019) Full Text: Link
Bensoussan, Alain; Mitter, Sanjoy K. For Tyrone Duncan. (English) Zbl 1470.01021 Commun. Inf. Syst. 21, No. 2, 167-171 (2021). MSC: 01A70 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. K. Mitter}, Commun. Inf. Syst. 21, No. 2, 167--171 (2021; Zbl 1470.01021) Full Text: Link
Bensoussan, Alain; Yam, Sheung Chi Phillip Mean field approach to stochastic control with partial information. (English) Zbl 1476.93156 ESAIM, Control Optim. Calc. Var. 27, Paper No. 89, 27 p. (2021). Reviewer: Hector Jasso (Ciudad de México) MSC: 93E20 49N80 49N30 60H30 93C05 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. C. P. Yam}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 89, 27 p. (2021; Zbl 1476.93156) Full Text: DOI arXiv
Bensoussan, Alain; Hoe, SingRu (Celine); Kim, Joohyun; Yan, Zhongfeng Mean field verification theorem. (English) Zbl 1496.49019 Commun. Inf. Syst. 21, No. 2, 253-267 (2021). Reviewer: Nicolae Cîndea (Aubière) MSC: 49N80 49K45 49L20 93E20 49N35 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Inf. Syst. 21, No. 2, 253--267 (2021; Zbl 1496.49019) Full Text: DOI
Bensoussan, Alain; Gelir, Fatih; Ramakrishna, Viswanath; Tran, Minh-Binh Identification of linear dynamical systems and machine learning. (English) Zbl 1470.37117 J. Convex Anal. 28, No. 2, 311-328 (2021). MSC: 37N35 68T05 93B30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Convex Anal. 28, No. 2, 311--328 (2021; Zbl 1470.37117) Full Text: arXiv Link
Bensoussan, Alain; Feng, Xinwei; Huang, Jianhui Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. (English) Zbl 1471.91026 Math. Control Relat. Fields 11, No. 1, 23-46 (2021). MSC: 91A16 60H30 49N10 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Math. Control Relat. Fields 11, No. 1, 23--46 (2021; Zbl 1471.91026) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations. (English. French summary) Zbl 1461.35132 J. Math. Pures Appl. (9) 149, 135-185 (2021). MSC: 35K59 35K45 49N70 60H15 91A06 35R60 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Math. Pures Appl. (9) 149, 135--185 (2021; Zbl 1461.35132) Full Text: DOI
Pérez, José-Luis; Yamazaki, Kazutoshi; Bensoussan, Alain Optimal periodic replenishment policies for spectrally positive Lévy demand processes. (English) Zbl 1461.60032 SIAM J. Control Optim. 58, No. 6, 3428-3456 (2020). MSC: 60G51 93E20 90B05 PDFBibTeX XMLCite \textit{J.-L. Pérez} et al., SIAM J. Control Optim. 58, No. 6, 3428--3456 (2020; Zbl 1461.60032) Full Text: DOI arXiv
Bensoussan, Alain; Hoe, SingRu (Celine); Yan, Zhongfeng Capital accumulation with constraint: a mean field type control framework. (English) Zbl 1453.91089 Markov Process. Relat. Fields 26, No. 4, 553-566 (2020). MSC: 91G10 91G60 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Markov Process. Relat. Fields 26, No. 4, 553--566 (2020; Zbl 1453.91089) Full Text: Link
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip Mean-field-type games with jump and regime switching. (English) Zbl 1437.91050 Dyn. Games Appl. 10, No. 1, 19-57 (2020). MSC: 91A16 91B06 90C39 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Dyn. Games Appl. 10, No. 1, 19--57 (2020; Zbl 1437.91050) Full Text: DOI
Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip Mean field games with parametrized followers. (English) Zbl 1483.91031 IEEE Trans. Autom. Control 65, No. 1, 12-27 (2020). MSC: 91A16 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., IEEE Trans. Autom. Control 65, No. 1, 12--27 (2020; Zbl 1483.91031) Full Text: DOI
Bensoussan, Alain; Graber, P. Jameson; Yam, Sheung Chi Phillip Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems. arXiv:2005.10770 Preprint, arXiv:2005.10770 [math.PR] (2020). MSC: 49N80 BibTeX Cite \textit{A. Bensoussan} et al., ``Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems'', Preprint, arXiv:2005.10770 [math.PR] (2020) Full Text: arXiv OA License
Bensoussan, Alain; Chevalier-Roignant, Benoît Sequential capacity expansion options. (English) Zbl 1455.91268 Oper. Res. 67, No. 1, 33-57 (2019). MSC: 91G50 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{B. Chevalier-Roignant}, Oper. Res. 67, No. 1, 33--57 (2019; Zbl 1455.91268) Full Text: DOI
Bensoussan, Alain; Yam, Sheung Chi Phillip Control problem on space of random variables and master equation. (English) Zbl 1450.35305 ESAIM, Control Optim. Calc. Var. 25, Paper No. 10, 36 p. (2019). MSC: 35R60 49L25 49N70 93E20 60H30 60H10 60H15 60F99 35Q89 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. C. P. Yam}, ESAIM, Control Optim. Calc. Var. 25, Paper No. 10, 36 p. (2019; Zbl 1450.35305) Full Text: DOI arXiv
Bensoussan, Alain; Chen, Shaokuan; Chutani, Anshuman; Sethi, Suresh P.; Siu, Chi Chung; Phillip Yam, Sheung Chi Feedback Stackelberg-Nash equilibria in mixed leadership games with an application to cooperative advertising. (English) Zbl 1427.49045 SIAM J. Control Optim. 57, No. 5, 3413-3444 (2019). MSC: 49N90 49N70 90B60 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 57, No. 5, 3413--3444 (2019; Zbl 1427.49045) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Peng, Shige; Yam, Sheung Chi Phillip Parabolic equations with quadratic growth in \(\mathbb{R}^{n}\). (English) Zbl 1416.35144 Chetverushkin, B. N. (ed.) et al., Contributions to partial differential equations and applications. Invited papers of the conferences ‘Contributions to partial differential equations’, Université Pierre et Marie Curie, Paris, France, August 31 – September 1, 2015 and ‘Applied and computational mathematics’, University of Houston, Texas, USA, February 26–27, 2016. Cham: Springer. Comput. Methods Appl. Sci. 47, 91-110 (2019). MSC: 35K59 49K45 35K55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Comput. Methods Appl. Sci. 47, 91--110 (2019; Zbl 1416.35144) Full Text: DOI
Bensoussan, Alain; Hoe, SingRu (Celine); Yan, Zhongfeng A mean-variance approach to capital investment optimization. (English) Zbl 1411.91481 SIAM J. Financ. Math. 10, No. 1, 156-180 (2019). MSC: 91G10 91G80 35Q91 49N90 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Financ. Math. 10, No. 1, 156--180 (2019; Zbl 1411.91481) Full Text: DOI
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip A paradox in time-consistency in the mean-variance problem? (English) Zbl 1426.91240 Finance Stoch. 23, No. 1, 173-207 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91G80 93E20 60J28 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Finance Stoch. 23, No. 1, 173--207 (2019; Zbl 1426.91240) Full Text: DOI
Bensoussan, Alain; Graber, P. Jameson; Yam, S. C. P. Stochastic Control on Space of Random Variables. arXiv:1903.12602 Preprint, arXiv:1903.12602 [math.OC] (2019). BibTeX Cite \textit{A. Bensoussan} et al., ``Stochastic Control on Space of Random Variables'', Preprint, arXiv:1903.12602 [math.OC] (2019) Full Text: arXiv OA License
Bensoussan, Alain; Skaaning, Sonny; Turi, Janos Inventory control with fixed cost and price optimization in continuous time. (English) Zbl 1458.90009 J. Appl. Anal. Comput. 8, No. 3, 805-835 (2018). MSC: 90B05 90C39 90C15 90C33 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Appl. Anal. Comput. 8, No. 3, 805--835 (2018; Zbl 1458.90009) Full Text: DOI
Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain Ergodic control for a mean reverting inventory model. (English) Zbl 1412.35187 J. Ind. Manag. Optim. 14, No. 3, 857-876 (2018). MSC: 35K61 49J40 90C39 93E20 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 14, No. 3, 857--876 (2018; Zbl 1412.35187) Full Text: DOI
Bensoussan, Alain; Huang, Tao; Laurière, Mathieu Mean field control and mean field game models with several populations. (English) Zbl 1406.35416 Minimax Theory Appl. 3, No. 2, 173-209 (2018). MSC: 35Q91 35Q93 91A07 35A01 35B20 35K40 35F21 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Minimax Theory Appl. 3, No. 2, 173--209 (2018; Zbl 1406.35416) Full Text: arXiv Link
Bensoussan, Alain; Bulíček, Miroslav; Frehse, Jens Bellman systems with mean field dependent dynamics. (English) Zbl 1397.35095 Chin. Ann. Math., Ser. B 39, No. 3, 461-486 (2018). MSC: 35J60 35K55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Chin. Ann. Math., Ser. B 39, No. 3, 461--486 (2018; Zbl 1397.35095) Full Text: DOI arXiv
Bensoussan, Alain; Breit, Dominic; Frehse, Jens Parabolic Bellman equations with risk control. (English) Zbl 1398.35113 SIAM J. Control Optim. 56, No. 2, 1535-1549 (2018). Reviewer: Vincenzo Vespri (Firenze) MSC: 35K55 93E20 35B50 35B65 49L20 35Q93 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 56, No. 2, 1535--1549 (2018; Zbl 1398.35113) Full Text: DOI
Bensoussan, Alain Estimation and control of dynamical systems. (English) Zbl 1401.37001 Interdisciplinary Applied Mathematics 48. Cham: Springer (ISBN 978-3-319-75455-0/hbk; 978-3-319-75456-7/ebook). xii, 547 p. (2018). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 37-02 37N35 37N40 49N05 91A23 91G80 93C15 93E10 93E11 93E12 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan}, Estimation and control of dynamical systems. Cham: Springer (2018; Zbl 1401.37001) Full Text: DOI
Graber, P. Jameson; Bensoussan, Alain Existence and uniqueness of solutions for Bertrand and Cournot mean field games. (English) Zbl 1382.35141 Appl. Math. Optim. 77, No. 1, 47-71 (2018). MSC: 35K61 35Q91 PDFBibTeX XMLCite \textit{P. J. Graber} and \textit{A. Bensoussan}, Appl. Math. Optim. 77, No. 1, 47--71 (2018; Zbl 1382.35141) Full Text: DOI arXiv
Liu, Jingzhen; Cedric Yiu, Ka Fai; Bensoussan, Alain Optimal inventory control with jump diffusion and nonlinear dynamics in the demand. (English) Zbl 1378.35176 SIAM J. Control Optim. 56, No. 1, 53-74 (2018). MSC: 35K61 49J40 90C39 93E20 PDFBibTeX XMLCite \textit{J. Liu} et al., SIAM J. Control Optim. 56, No. 1, 53--74 (2018; Zbl 1378.35176) Full Text: DOI
Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. (English) Zbl 1381.37063 Stochastic Processes Appl. 128, No. 2, 644-688 (2018). MSC: 37H10 35K87 35K85 35D30 60H15 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastic Processes Appl. 128, No. 2, 644--688 (2018; Zbl 1381.37063) Full Text: DOI
Bensoussan, Alain (ed.); Delarue, François (ed.) Editorial: Second issue on mean field games. (English) Zbl 1378.00097 Appl. Math. Optim. 76, No. 1, 1-3 (2017). MSC: 00B15 91-06 91A23 91A15 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} (ed.) and \textit{F. Delarue} (ed.), Appl. Math. Optim. 76, No. 1, 1--3 (2017; Zbl 1378.00097) Full Text: DOI
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. Linear-quadratic mean field Stackelberg games with state and control delays. (English) Zbl 1372.91021 SIAM J. Control Optim. 55, No. 4, 2748-2781 (2017). MSC: 91A65 91A07 34K50 60H10 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 55, No. 4, 2748--2781 (2017; Zbl 1372.91021) Full Text: DOI
Bensoussan, A.; Frehse, J.; Yam, S. C. P. On the interpretation of the master equation. (English) Zbl 1379.60063 Stochastic Processes Appl. 127, No. 7, 2093-2137 (2017). MSC: 60H15 60H30 35Q93 35K55 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastic Processes Appl. 127, No. 7, 2093--2137 (2017; Zbl 1379.60063) Full Text: DOI arXiv
Bensoussan, Alain; Skaaning, Sonny Base stock list price policy in continuous time. (English) Zbl 1360.93767 Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 1-28 (2017). MSC: 93E20 91B25 49J40 90C39 90C15 90B05 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. Skaaning}, Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 1--28 (2017; Zbl 1360.93767) Full Text: DOI
Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain Optimality of \((s,S)\) policies with nonlinear processes. (English) Zbl 1360.90016 Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 161-185 (2017). MSC: 90B05 90C39 93E20 PDFBibTeX XMLCite \textit{J. Liu} et al., Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 161--185 (2017; Zbl 1360.90016) Full Text: DOI
Bensoussan, Alain; Hoe, Singru; Yan, Zhongfeng; Yin, George Real options with competition and regime switching. (English) Zbl 1414.91403 Math. Finance 27, No. 1, 224-250 (2017). Reviewer: Matthias M. M. Buehlmaier (Hong Kong) MSC: 91G50 60G40 91A65 49J40 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Math. Finance 27, No. 1, 224--250 (2017; Zbl 1414.91403) Full Text: DOI
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Phillip Risk-Sensitive Mean-Field-Type Control. arXiv:1702.01369 Preprint, arXiv:1702.01369 [math.OC] (2017). BibTeX Cite \textit{A. Bensoussan} et al., ``Risk-Sensitive Mean-Field-Type Control'', Preprint, arXiv:1702.01369 [math.OC] (2017) Full Text: arXiv OA License
Kolokoltsov, V. N.; Bensoussan, A. Mean-field-game model for botnet defense in cyber-security. (English) Zbl 1372.49049 Appl. Math. Optim. 74, No. 3, 669-692 (2016). Reviewer: Igor V. Konnov (Kazan) MSC: 49N70 34H05 34H15 34H20 91A23 PDFBibTeX XMLCite \textit{V. N. Kolokoltsov} and \textit{A. Bensoussan}, Appl. Math. Optim. 74, No. 3, 669--692 (2016; Zbl 1372.49049) Full Text: DOI arXiv
Bensoussan, Alain (ed.); Delarue, François (ed.) Editorial: First issue on mean field games. (English) Zbl 1359.00017 Appl. Math. Optim. 74, No. 3, 455-457 (2016). MSC: 00B15 91-06 91A23 91A15 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} (ed.) and \textit{F. Delarue} (ed.), Appl. Math. Optim. 74, No. 3, 455--457 (2016; Zbl 1359.00017) Full Text: DOI
Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung Unemployment risks and optimal retirement in an incomplete market. (English) Zbl 1348.91247 Oper. Res. 64, No. 4, 1015-1032 (2016). MSC: 91G10 91B40 90C46 62P20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Oper. Res. 64, No. 4, 1015--1032 (2016; Zbl 1348.91247) Full Text: DOI Link
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. Mean field games with a dominating player. (English) Zbl 1348.49031 Appl. Math. Optim. 74, No. 1, 91-128 (2016). MSC: 49N70 49K45 49J55 49N10 91A23 91A15 60H10 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Appl. Math. Optim. 74, No. 1, 91--128 (2016; Zbl 1348.49031) Full Text: DOI arXiv
Bensoussan, A.; Mertz, L.; Yam, S. C. P. Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. (English) Zbl 1456.74061 SIAM J. Math. Anal. 48, No. 4, 2783-2805 (2016). MSC: 74H50 35R60 74S60 74C05 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Math. Anal. 48, No. 4, 2783--2805 (2016; Zbl 1456.74061) Full Text: DOI
Bensoussan, Alain; Breit, Dominic; Frehse, Jens Parabolic Bellman-systems with mean field dependence. (English) Zbl 1342.35054 Appl. Math. Optim. 73, No. 3, 419-432 (2016). MSC: 35B50 35K55 35B65 49L20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Appl. Math. Optim. 73, No. 3, 419--432 (2016; Zbl 1342.35054) Full Text: DOI
Bensoussan, Alain (ed.); Kukavica, Igor (ed.); Lasiecka, Irena (ed.); Mitter, Sanjoy (ed.); Temam, Roger (ed.); Triggiani, Roberto (ed.) Preface: In memory of A. V. Balakrishnan. (English) Zbl 1341.01041 Appl. Math. Optim. 73, No. 3, 391-392 (2016). MSC: 01A70 PDFBibTeX XMLCite \textit{A. Bensoussan} (ed.) et al., Appl. Math. Optim. 73, No. 3, 391--392 (2016; Zbl 1341.01041) Full Text: DOI
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. Linear-quadratic mean field games. (English) Zbl 1343.91010 J. Optim. Theory Appl. 169, No. 2, 496-529 (2016). MSC: 91A16 91A23 91A07 91A15 49N10 49N80 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Optim. Theory Appl. 169, No. 2, 496--529 (2016; Zbl 1343.91010) Full Text: DOI arXiv
Liu, Jingzhen; Yiu, Ka Fai Cedric; Bensoussan, Alain The optimal mean variance problem with inflation. (English) Zbl 1327.90362 Discrete Contin. Dyn. Syst., Ser. B 21, No. 1, 185-203 (2016). MSC: 90C39 93E20 35K61 PDFBibTeX XMLCite \textit{J. Liu} et al., Discrete Contin. Dyn. Syst., Ser. B 21, No. 1, 185--203 (2016; Zbl 1327.90362) Full Text: DOI
Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng Keun Entrepreneurial decisions on effort and project with a nonconcave objective function. (English) Zbl 1329.90071 Math. Oper. Res. 40, No. 4, 902-914 (2015). MSC: 90B50 90C39 90C46 60H30 91B70 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Math. Oper. Res. 40, No. 4, 902--914 (2015; Zbl 1329.90071) Full Text: DOI
Mertz, Laurent; Bensoussan, Alain Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise. (English) Zbl 1328.35235 IMA J. Appl. Math. 80, No. 5, 1387-1408 (2015). MSC: 35Q74 74H50 74C05 49J40 60H30 PDFBibTeX XMLCite \textit{L. Mertz} and \textit{A. Bensoussan}, IMA J. Appl. Math. 80, No. 5, 1387--1408 (2015; Zbl 1328.35235) Full Text: DOI arXiv
Bensoussan, Alain; Guo, Pengfei Technical note: Managing nonperishable inventories with learning about demand arrival rate through stockout times. (English) Zbl 1327.90005 Oper. Res. 63, No. 3, 602-609 (2015). MSC: 90B05 90C39 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{P. Guo}, Oper. Res. 63, No. 3, 602--609 (2015; Zbl 1327.90005) Full Text: DOI
Bensoussan, A.; Yam, S. C. P.; Zhang, Z. Well-posedness of mean-field type forward-backward stochastic differential equations. (English) Zbl 1327.60114 Stochastic Processes Appl. 125, No. 9, 3327-3354 (2015). MSC: 60H10 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastic Processes Appl. 125, No. 9, 3327--3354 (2015; Zbl 1327.60114) Full Text: DOI
Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. Mean field Stackelberg games: aggregation of delayed instructions. (English) Zbl 1320.91028 SIAM J. Control Optim. 53, No. 4, 2237-2266 (2015). MSC: 91A07 91A23 91A65 91A06 34K50 60H10 60F99 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 53, No. 4, 2237--2266 (2015; Zbl 1320.91028) Full Text: DOI Link
Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. The maximum principle for global solutions of stochastic Stackelberg differential games. (English) Zbl 1320.91042 SIAM J. Control Optim. 53, No. 4, 1956-1981 (2015). MSC: 91A65 91A15 91A23 60H30 65K10 90C46 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 53, No. 4, 1956--1981 (2015; Zbl 1320.91042) Full Text: DOI arXiv
Bensoussan, Alain; Frehse, Jens; Grün, Christine On a system of PDEs associated to a game with a varying number of players. (English) Zbl 1319.49059 Commun. Math. Sci. 13, No. 3, 623-639 (2015). MSC: 49N70 91A15 91A23 35B45 35B65 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Math. Sci. 13, No. 3, 623--639 (2015; Zbl 1319.49059) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip The master equation in mean field theory. (English. French summary) Zbl 1325.35232 J. Math. Pures Appl. (9) 103, No. 6, 1441-1474 (2015). Reviewer: Joep Evers (Burnaby) MSC: 35Q91 49N70 60H15 91A06 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Math. Pures Appl. (9) 103, No. 6, 1441--1474 (2015; Zbl 1325.35232) Full Text: DOI arXiv
Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. (English) Zbl 1337.60148 AMRX, Appl. Math. Res. Express 2015, No. 1, 99-128 (2015). MSC: 60H30 60H10 60H40 49J40 49J55 74C05 60H35 65C30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., AMRX, Appl. Math. Res. Express 2015, No. 1, 99--128 (2015; Zbl 1337.60148) Full Text: DOI
Bensoussan, Alain (ed.); Guegan, Dominique (ed.); Tapiero, Charles S. (ed.) Future perspectives in risk models and finance. (English) Zbl 1304.91010 International Series in Operations Research & Management Science 211. Cham: Springer (ISBN 978-3-319-07523-5/hbk; 978-3-319-07524-2/ebook). xiv, 315 p. (2015). MSC: 91-06 91B30 91B24 91G40 91G70 00B15 PDFBibTeX XMLCite \textit{A. Bensoussan} (ed.) et al., Future perspectives in risk models and finance. Cham: Springer (2015; Zbl 1304.91010) Full Text: DOI
Bensoussan, Alain; Bertrand, Pierre; Brouste, Alexandre A generalized linear model approach to seasonal aspects of wind speed modeling. (English) Zbl 1514.62439 J. Appl. Stat. 41, No. 8, 1694-1707 (2014). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Appl. Stat. 41, No. 8, 1694--1707 (2014; Zbl 1514.62439) Full Text: DOI
Bensoussan, Alain; Çakanyıldırım, Metin; Li, Meng; Sethi, Suresh P. Inventory management with overlapping shrinkages and demands. (English) Zbl 1409.90012 Risk Decis. Anal. 5, No. 4, 189-210 (2014). MSC: 90B05 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Risk Decis. Anal. 5, No. 4, 189--210 (2014; Zbl 1409.90012) Full Text: DOI
Bensoussan, Alain; Kantarcioglu, Murat; Hoe, Singru A trust-score-based access control in assured information sharing systems: an application of financial credit risk score models. (English) Zbl 1409.91258 Risk Decis. Anal. 5, No. 2-3, 129-138 (2014). MSC: 91G40 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Risk Decis. Anal. 5, No. 2--3, 129--138 (2014; Zbl 1409.91258) Full Text: DOI
Bensoussan, Alain; Hoe, SingRu (Celine) Real options with competition and incomplete markets. (English) Zbl 1418.91583 Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 29-45 (2014). MSC: 91G50 60G40 91A65 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{S. Hoe}, in: Inspired by finance. The Musiela Festschrift. Cham: Springer. 29--45 (2014; Zbl 1418.91583) Full Text: DOI
Komaee, Arash; Bensoussan, Alain Optimal control of hidden Markov models with binary observations. (English) Zbl 1360.90279 IEEE Trans. Autom. Control 59, No. 1, 64-77 (2014). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{A. Komaee} and \textit{A. Bensoussan}, IEEE Trans. Autom. Control 59, No. 1, 64--77 (2014; Zbl 1360.90279) Full Text: DOI
Song, Hua-ming; Yang, Hui; Bensoussan, Alain; Zhang, Ding Optimal decision making in multi-product dual sourcing procurement with demand forecast updating. (English) Zbl 1348.90042 Comput. Oper. Res. 41, 299-308 (2014). MSC: 90B05 90B50 90C05 PDFBibTeX XMLCite \textit{H.-m. Song} et al., Comput. Oper. Res. 41, 299--308 (2014; Zbl 1348.90042) Full Text: DOI
Bensoussan, Alain; Bertrand, Pierre Raphaël; Brouste, Alexandre; Haouas, Nabiha; Fhima, Mehdi; Koulibaly, Daouda Confidence intervals for annual wind power production. (English. French summary) Zbl 1338.62190 ESAIM, Proc. 44, 150-158 (2014). MSC: 62P20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., ESAIM, Proc. 44, 150--158 (2014; Zbl 1338.62190) Full Text: DOI
Bensoussan, Alain; Frehse, Jens Control and Nash games with mean field effect. (English) Zbl 1331.49036 Ciarlet, Philippe G. (ed.) et al., Partial differential equations. Theory, control and approximation. In honor of the scientific heritage of Jacques-Louis Lions. Selected papers based on the presentations at the international conference on partial differential equations: theory, control and approximation, Shanghai, China, May 28 – June 1, 2012. Berlin: Springer (ISBN 978-3-642-41400-8/hbk; 978-3-642-41401-5/ebook). 1-39 (2014). MSC: 49L20 49N70 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, in: Partial differential equations. Theory, control and approximation. In honor of the scientific heritage of Jacques-Louis Lions. Selected papers based on the presentations at the international conference on partial differential equations: theory, control and approximation, Shanghai, China, May 28 -- June 1, 2012. Berlin: Springer. 1--39 (2014; Zbl 1331.49036) Full Text: DOI
Bensoussan, A.; Wong, K. C.; Yam, S. C. P. Mean-variance pre-commitment policies revisited via a mean-field technique. (English) Zbl 1314.91189 Takahashi, Akihiko (ed.) et al., Recent advances in financial engineering 2012. Proceedings of the international workshop on finance, Tokyo, Japan, October 30–31, 2012. Hackensack, NJ: World Scientific (ISBN 978-981-4571-63-0/hbk; 978-981-4571-65-4/ebook). 177-198 (2014). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., in: Recent advances in financial engineering 2012. Proceedings of the international workshop on finance, Tokyo, Japan, October 30--31, 2012. Hackensack, NJ: World Scientific. 177--198 (2014; Zbl 1314.91189) Full Text: DOI
Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. (English) Zbl 1348.60096 SIAM J. Financ. Math. 5, 153-190 (2014). MSC: 60H30 60H20 91G10 91G80 91B70 91A10 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Financ. Math. 5, 153--190 (2014; Zbl 1348.60096) Full Text: DOI Link
Bensoussan, Alain; Frehse, Jens; Grün, Christine Stochastic differential games with a varying number of players. (English) Zbl 1307.91032 Commun. Pure Appl. Anal. 13, No. 5, 1719-1736 (2014). MSC: 91A23 91A15 91A06 49N70 35B45 35B65 60H30 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Commun. Pure Appl. Anal. 13, No. 5, 1719--1736 (2014; Zbl 1307.91032) Full Text: DOI
Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang A class of non-zero-sum stochastic differential investment and reinsurance games. (English) Zbl 1297.93180 Automatica 50, No. 8, 2025-2037 (2014). MSC: 93E20 91B30 49L20 91A15 91A23 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Automatica 50, No. 8, 2025--2037 (2014; Zbl 1297.93180) Full Text: DOI Link
Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. Feedback Stackelberg solutions of infinite-horizon stochastic differential games. (English) Zbl 1296.91063 El Ouardighi, Fouad (ed.) et al., Models and methods in economics and management science. Essays in honor of Charles S. Tapiero. Cham: Springer (ISBN 978-3-319-00668-0/hbk; 978-3-319-00669-7/ebook). International Series in Operations Research & Management Science 198, 3-15 (2014). MSC: 91A65 91A15 91A23 49N10 49N70 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Int. Ser. Oper. Res. Manag. Sci. 198, 3--15 (2014; Zbl 1296.91063) Full Text: DOI
Song, Hua-Ming; Yang, Hui; Bensoussan, Alain Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions. (English) Zbl 1334.90014 Appl. Math. Comput. 224, 150-165 (2013). MSC: 90B05 91A80 91A65 PDFBibTeX XMLCite \textit{H.-M. Song} et al., Appl. Math. Comput. 224, 150--165 (2013; Zbl 1334.90014) Full Text: DOI
Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. Linear-quadratic time-inconsistent mean field games. (English) Zbl 1314.91040 Dyn. Games Appl. 3, No. 4, 537-552 (2013). MSC: 91A23 91A15 49N10 49N70 91A25 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Dyn. Games Appl. 3, No. 4, 537--552 (2013; Zbl 1314.91040) Full Text: DOI
Bensoussan, Alain; Çakanyıldırım, Metin; Li, Meng; Sethi, Suresh P. Optimal inventory control with shrinkage and observed sales. (English) Zbl 1302.90009 Stochastics 85, No. 4, 589-603 (2013). MSC: 90B05 60K10 93E20 93C41 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastics 85, No. 4, 589--603 (2013; Zbl 1302.90009) Full Text: DOI
Bensoussan, Alain; Evstigneev, Igor V.; Steffensen, Mogens Obituary: Michael I. Taksar (1949–2012). (English) Zbl 1284.01051 Stochastics 85, No. 4, 559-574 (2013). MSC: 01A70 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Stochastics 85, No. 4, 559--574 (2013; Zbl 1284.01051) Full Text: DOI
Bensoussan, Alain (ed.); Peng, Shige (ed.); Sung, Jaeyoung (ed.) Real options, ambiguity, risk and insurance. (English) Zbl 1272.91002 Studies in Probability, Optimization and Statistics 5; World Class University Program in Financial Engineering, Ajou University 2. Amsterdam: IOS Press (ISBN 978-1-61499-237-0/hbk; 978-1-61499-238-7/ebook). xiii, 279 p. (2013). MSC: 91-01 91-02 91G50 91B16 91B30 91G40 PDFBibTeX XMLCite \textit{A. Bensoussan} (ed.) et al., Real options, ambiguity, risk and insurance. Amsterdam: IOS Press (2013; Zbl 1272.91002) Full Text: Link
Bensoussan, Alain; Frehse, Jens; Yam, Phillip Mean field games and mean field type control theory. (English) Zbl 1287.93002 SpringerBriefs in Mathematics. New York, NY: Springer (ISBN 978-1-4614-8507-0/pbk; 978-1-4614-8508-7/ebook). x, 128 p. (2013). Reviewer: Eliane R. Rodrigues (México D. F.) MSC: 93-02 93C20 93E03 49L20 49N80 91A16 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Mean field games and mean field type control theory. New York, NY: Springer (2013; Zbl 1287.93002) Full Text: DOI
Bensoussan, Alain; Frehse, Jens Control and Nash games with mean field effect. (English) Zbl 1264.49028 Chin. Ann. Math., Ser. B 34, No. 2, 161-192 (2013). MSC: 49L20 49N70 91A23 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{J. Frehse}, Chin. Ann. Math., Ser. B 34, No. 2, 161--192 (2013; Zbl 1264.49028) Full Text: DOI
Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. Linear quadratic differential games with mixed leadership: the open-loop solution. (English) Zbl 1262.91010 Numer. Algebra Control Optim. 3, No. 1, 95-108 (2013). MSC: 91A10 91A23 34K10 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., Numer. Algebra Control Optim. 3, No. 1, 95--108 (2013; Zbl 1262.91010) Full Text: DOI