Alain Bensoussan

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 19

Top Topics

Production Rate

Decision Making

Optimal Control

Nash Equilibria

Top Venues

SIAM J. Control. Optim.

SIAM J. Financial Math.

Publications

Alain Bensoussan, Jiayue Han, Sheung Chi Phillip Yam, Xiang Zhou
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm. SIAM J. Numer. Anal. 61 (2) (2023)
Alain Bensoussan
New mathematical problems in Management Science. Annu. Rev. Control. 53 (2022)
Steven Walton, Minh-Binh Tran, Alain Bensoussan
A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations. CoRR (2022)
Alain Bensoussan, SingRu (Celine) Hoe, Joohyun Kim, Zhongfeng Yan
A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection. Oper. Res. 70 (2) (2022)
Alain Bensoussan, Qi Feng, Suresh P. Sethi
Integrating equipment investment strategy with maintenance operations under uncertain failures. Ann. Oper. Res. 317 (2) (2022)
Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan
Mean field verification theorem. Commun. Inf. Syst. 21 (2) (2021)
Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam
Mean Field Games With Parametrized Followers. IEEE Trans. Autom. Control. 65 (1) (2020)
Alain Bensoussan, Yiqun Li, Dinh Phan Cao Nguyen, Minh-Binh Tran, Sheung Chi Phillip Yam, Xiang Zhou
Machine Learning and Control Theory. CoRR (2020)
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
Mean-Field-Type Games with Jump and Regime Switching. Dyn. Games Appl. 10 (1) (2020)
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam
A paradox in time-consistency in the mean-variance problem? Finance Stochastics 23 (1) (2019)
Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan
A Mean-Variance Approach to Capital Investment Optimization. SIAM J. Financial Math. 10 (1) (2019)
Alain Bensoussan, Benoît Chevalier-Roignant
Sequential Capacity Expansion Options. Oper. Res. 67 (1) (2019)
Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. SIAM J. Control. Optim. 57 (5) (2019)
Alain Bensoussan, Michael Chau, Y. Lai, Sheung Chi Phillip Yam
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays. SIAM J. Control. Optim. 55 (4) (2017)
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
Risk-sensitive mean-field-type control. CDC (2017)
Carlos A. Barreto, Alvaro A. Cárdenas, Alain Bensoussan
Optimal Security Investments in a Prevention and Detection Game. HotSoS (2017)
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu-Pang Yung
Linear-Quadratic Mean Field Games. J. Optim. Theory Appl. 169 (2) (2016)
Cong Cao, Zengfu Wang, Moshe Zukerman, Jonathan H. Manton, Alain Bensoussan, Yu Wang
Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures. IEEE Trans. Reliab. 65 (3) (2016)
Alain Bensoussan, Laurent Mertz, Sheung Chi Phillip Yam
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise. SIAM J. Math. Anal. 48 (4) (2016)
Alain Bensoussan, Shaokuan Chen, Suresh P. Sethi
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games. SIAM J. Control. Optim. 53 (4) (2015)
Alain Bensoussan, Pengfei Guo
Technical Note - Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times. Oper. Res. 63 (3) (2015)
Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function. Math. Oper. Res. 40 (4) (2015)
Alain Bensoussan, Michael Chau, Sheung Chi Phillip Yam
Mean Field Stackelberg Games: Aggregation of Delayed Instructions. SIAM J. Control. Optim. 53 (4) (2015)
Hua-Ming Song, Hui Yang, Alain Bensoussan, Ding Zhang
Optimal decision making in multi-product dual sourcing procurement with demand forecast updating. Comput. Oper. Res. 41 (2014)
Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models. Risk Decis. Anal. 5 (2-3) (2014)
Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50 (8) (2014)
Arash Komaee, Alain Bensoussan
Optimal Control of Hidden Markov Models With Binary Observations. IEEE Trans. Autom. Control. 59 (1) (2014)
Alain Bensoussan, Metin Çakanyildirim, Meng Li, Suresh P. Sethi
Inventory management with overlapping shrinkages and demands. Risk Decis. Anal. 5 (4) (2014)
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM J. Financial Math. 5 (1) (2014)
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam
Linear-Quadratic Time-Inconsistent Mean Field Games. Dyn. Games Appl. 3 (4) (2013)
Hua-Ming Song, Hui Yang, Alain Bensoussan
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions. Appl. Math. Comput. 224 (2013)
Alain Bensoussan, Hongwei Long, Sandun Perera, Suresh P. Sethi
Impulse control with random reaction periods: A central bank intervention problem. Oper. Res. Lett. 40 (6) (2012)
Alain Bensoussan, Héctor Jasso-Fuentes, Stéphane Menozzi, Laurent Mertz
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. Asymptot. Anal. 80 (1-2) (2012)
Alain Bensoussan, Zhongfeng Yan, G. Yin
Threshold-Type Policies for Real Options Using Regime-Switching Models. SIAM J. Financial Math. 3 (1) (2012)
SingRu Celine Hoe, Murat Kantarcioglu, Alain Bensoussan
A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets. GameSec (2012)
SingRu Celine Hoe, Murat Kantarcioglu, Alain Bensoussan
Studying dynamic equilibrium of cloud computing adoption with application of Mean Field Games. Allerton Conference (2012)
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi, Mingzheng Wang, Hanqin Zhang
Average Cost Optimality in Inventory Models With Dynamic Information Delays. IEEE Trans. Autom. Control. 56 (12) (2011)
Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe
Investment in Privacy-Preserving Technologies under Uncertainty. GameSec (2011)
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi, Ruixia Shi
Computation of approximate optimal policies in a partially observed inventory model with rain checks. Autom. 47 (8) (2011)
Vijay S. Mookerjee, Radha V. Mookerjee, Alain Bensoussan, Wei T. Yue
When Hackers Talk: Managing Information Security Under Variable Attack Rates and Knowledge Dissemination. Inf. Syst. Res. 22 (3) (2011)
Alain Bensoussan, Qi Feng, Suresh P. Sethi
Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework. Manuf. Serv. Oper. Manag. 13 (1) (2011)
Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe
Impact of security risks on cloud computing adoption. Allerton (2011)
Alain Bensoussan, J. David Diltz, SingRu Celine Hoe
Real Options Games in Complete and Incomplete Markets with Several Decision Makers. SIAM J. Financial Math. 1 (1) (2010)
Alain Bensoussan, Lama Moussawi-Haidar, Metin Çakanyildirim
Inventory control with an order-time constraint: optimality, uniqueness and significance. Ann. Oper. Res. 181 (1) (2010)
Alain Bensoussan, Keerthi Chandrasekaran, Janos Turi
Optimal Control of Variational Inequalities. Commun. Inf. Syst. 10 (4) (2010)
Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe
A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model. GameSec (2010)
Murat Kantarcioglu, Alain Bensoussan, SingRu Celine Hoe
When Do Firms Invest in Privacy-Preserving Technologies? GameSec (2010)
Tamer Basar, Alain Bensoussan, Suresh P. Sethi
Differential games with mixed leadership: The open-loop solution. Appl. Math. Comput. 217 (3) (2010)
Alain Bensoussan, Charles S. Tapiero
Risk and Decision Analysis. Risk Decis. Anal. 1 (1) (2009)
Alain Bensoussan, Metin Çakanyildirim, Andrew Royal, Suresh P. Sethi
Bayesian and adaptive controls for a newsvendor facing exponential demand. Risk Decis. Anal. 1 (4) (2009)
Alain Bensoussan, Radha V. Mookerjee, Vijay S. Mookerjee, Wei T. Yue
Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach. Manag. Sci. 55 (2) (2009)
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
Technical Note - A Note on "The Censored Newsvendor and the Optimal Acquisition of Information". Oper. Res. 57 (3) (2009)
Alain Bensoussan, John J. Liu, Jiguang Yuan
Singular control and impulse control with application to mutual insurance optimization. CDC (2009)
Lakdere Benkherouf, Alain Bensoussan
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach. SIAM J. Control. Optim. 48 (2) (2009)
Alain Bensoussan, Laurent Mertz, Olivier Pironneau, Janos Turi
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. 47 (5) (2009)
Tim Finin, Anupam Joshi, Hillol Kargupta, Yelena Yesha, Joel Sachs, Elisa Bertino, Ninghui Li, Chris Clifton, Gene Spafford, Bhavani M. Thuraisingham, Murat Kantarcioglu, Alain Bensoussan, Nathan Berg, Latifur Khan, Jiawei Han, ChengXiang Zhai, Ravi S. Sandhu, Shouhuai Xu, Jim Massaro, Lada A. Adamic
Assured Information Sharing Life Cycle. ISI (2009)
Alain Bensoussan, Anshuman Chutani, Suresh P. Sethi
Optimal cash management under uncertainty. Oper. Res. Lett. 37 (6) (2009)
Alain Bensoussan, Metin Çakanyildirim, J. Adolfo Minjárez-Sosa, Suresh P. Sethi, Ruixia Shi
Partially Observed Inventory Systems: The Case of Rain Checks. SIAM J. Control. Optim. 47 (5) (2008)
William Paul Malcolm, Alain Bensoussan
Observation noise-gain detection for Markov chains observed through scaled Brownian motion. CDC (2008)
Alain Bensoussan, Suresh P. Sethi
The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited. Manag. Sci. 53 (12) (2007)
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
A Multiperiod Newsvendor Problem with Partially Observed Demand. Math. Oper. Res. 32 (2) (2007)
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
Partially Observed Inventory Systems: The Case of Zero-Balance Walk. SIAM J. Control. Optim. 46 (1) (2007)
Alain Bensoussan, Metin Çakanyildirim, Suresh P. Sethi
Partially Observed Inventory Systems. CDC/ECC (2005)
Alain Bensoussan, R. H. Liu, Suresh P. Sethi
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach. SIAM J. Control. Optim. 44 (5) (2005)
Alain Bensoussan
Remarks on the pricing of contingent claims under constraints. IEEE Trans. Autom. Control. 49 (3) (2004)