Alain Bensoussan | Scholar Profiles and Rankings

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Maximum Principle for Mean Field Type Control Problems with General Volatility Functions (journal article) Bensoussan, Alain \| Huang, Ziyu \| Yam, Sheung Chi Phillip International Game Theory Review, volume 26, issue 02 (2024). 10.1142/S0219198924400036 Cite \| Source
A deep learning approximation of non-stationary solutions to wave kinetic equations (journal article) Walton, Steven \| Tran, Minh-Binh \| Bensoussan, Alain Applied Numerical Mathematics, volume 199 (2024). 10.1016/j.apnum.2022.12.010 Cite \| Source
Optimal Consumption and Investment with Independent Stochastic Labor Income (journal article) Bensoussan, Alain \| Park, Seyoung Mathematics of Operations Research (2024). 10.1287/moor.2023.0119 Cite \| Source
Voluntary environmental effort under ( s , S ) inventory policy* (journal article) Bensoussan, Alain \| El Ouardighi, Fouad International Journal of Production Research, volume 62, issue 1-2, pages 522-535 (2024). 10.1080/00207543.2023.2242968 Cited by (3) \| Cite \| Source
Technical Note—A Stationary Infinite-Horizon Supply Contract Under Asymmetric Inventory Information (journal article) Bensoussan, Alain \| Sethi, Suresh \| Wang, Shouqiang Operations Research (2023). 10.1287/opre.2020.0495 Cited by (1) \| Cite \| Source
A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization (journal article) Bensoussan, Alain \| Liu, John J. \| Yuan, Jiguang Operations Research (2023). 10.1287/opre.2011.0427 Cite \| Source
A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization (journal article) Bensoussan, Alain \| Liu, John J. \| Yuan, Jiguang Operations Research (2023). 10.1287/opre.2011.427 Cited by (1) \| Cite \| Source
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (journal article) Bensoussan, Alain \| Han, Jiayue \| Yam, Sheung Chi Phillip \| Zhou, Xiang SIAM Journal on Numerical Analysis, volume 61, issue 2, pages 973-994 (2023). 10.1137/21M1442838 Cited by (2) \| Cite \| Source
Managerial Limited Commitment: A New Class of Stochastic Control Problems (journal article) Bensoussan, Alain \| Chevalier-Roignant, Benoit \| Nguyen, Nam \| Rivera, Alejandro SSRN Electronic Journal (2023). 10.2139/ssrn.4325685 Cite \| Source
Control theory on Wasserstein space: a new approach to optimality conditions (journal article) Bensoussan, Alain \| Huang, Ziyu \| Yam, Sheung Chi Phillip Annals of Mathematical Sciences and Applications, volume 8, issue 3, pages 565-628 (2023). 10.4310/AMSA.2023.v8.n3.a6 Cite \| Source
Optimal Consumption and Investment with Independent Stochastic Labor Income (journal article) Bensoussan, Alain \| Park, Seyoung SSRN Electronic Journal (2023). 10.2139/ssrn.4371785 Cite \| Source
Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems (conference) Aubin-Frankowski, Pierre-Cyril \| Bensoussan, Alain 2022 IEEE 61st Conference on Decision and Control (CDC) (2022) Cancun, Mexico 10.1109/CDC51059.2022.9992921 Cited by (1) \| Cite \| Source
Integrating equipment investment strategy with maintenance operations under uncertain failures (journal article) Bensoussan, A. \| Feng, Q. \| Sethi, S. P. Annals of Operations Research, volume 317, issue 2, pages 353-386 (2022). 10.1007/s10479-015-1862-0 Cited by (1) \| Cite \| Source
A model for wind farm management with option interactions (journal article) Bensoussan, Alain \| Chevalier‐Roignant, Benoît \| Rivera, Alejandro Production and Operations Management, volume 31, issue 7, pages 2853-2871 (2022). 10.1111/poms.13721 Cited by (1) \| Cite \| Source
Inter‐temporal mutual‐fund management (journal article) Bensoussan, Alain \| Cheung, Ka Chun \| Li, Yiqun \| Yam, Sheung Chi Phillip Mathematical Finance, volume 32, issue 3, pages 825-877 (2022). 10.1111/mafi.12349 Cite \| Source
Dynamic mean–variance problem with frictions (journal article) Bensoussan, Alain \| Ma, Guiyuan \| Siu, Chi Chung \| Yam, Sheung Chi Phillip Finance and Stochastics, volume 26, issue 2, pages 267-300 (2022). 10.1007/s00780-022-00474-x Cited by (7) \| Cite \| Source
A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (journal article) Bensoussan, Alain \| Hoe, SingRu (Celine) \| Kim, Joohyun \| Yan, Zhongfeng Operations Research, volume 70, issue 2, pages 815-829 (2022). 10.1287/opre.2021.2197 Cited by (3) \| Cite \| Source
Financing Green Entrepreneurs Under Limited Commitment (journal article) Bensoussan, Alain \| Chevalier-Roignant, Benoit \| Nguyen, Nam \| Rivera, Alejandro SSRN Electronic Journal (2022). 10.2139/ssrn.4163753 Cite \| Source
Control in Hilbert Space and First-Order Mean Field Type Problem (book chapter) In Stochastic Analysis, Filtering, and Stochastic Optimization Bensoussan, Alain \| Cheung, Hang \| Yam, Sheung Chi Phillip Springer International Publishing (2022) 10.1007/978-3-030-98519-6_1 Cited by (2) \| Cite \| Source
New mathematical problems in Management Science (journal article) Bensoussan, Alain Annual Reviews in Control, volume 53 (2022). 10.1016/j.arcontrol.2022.03.001 Cited by (1) \| Cite \| Source

Title	Investigators	Year	Expiration	Amount
New Extensions of the Master Equation in Mean Field Control Theory and Applications	Bensoussan, Alain \| Graber, Philip	08-15-2019	07-31-2022	$229,999
New Problems in Mean Field Control Theory	Bensoussan, Alain \| Graber, Philip	09-01-2016	08-31-2019	$208,559
Mean Field Games, Mean Field Type Control and Extensions	Bensoussan, Alain	10-01-2013	09-30-2017	$339,570
New Stochastic Processes, Partial Differential Equations, and Control Problems Arising in Models of Mechanical Structures Subjected to Vibrations	Bensoussan, Alain \| Turi, Janos	08-15-2007	07-31-2011	$320,520
Inventory Control with Partial Observations and Inspections	Bensoussan, Alain \| Cakanyildirim, Metin \| Sethi, Suresh	07-01-2005	06-30-2009	$200,000