Alain Bensoussan
Affiliations: | Collège de France, Paris, Île-de-France, France |
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"Alain Bensoussan"Children
Sign in to add trainee| Guy Pujolle | grad student | Université Paris IX (Computer Science Tree) | |
| Jean-Michel Lasry | grad student | 1975 | Université Paris 9 - Dauphine |
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Publications
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| Bensoussan A, Cass T, Chau MHM, et al. (2020) Mean Field Games With Parametrized Followers Ieee Transactions On Automatic Control. 65: 12-27 |
| Bensoussan A, Djehiche B, Tembine H, et al. (2020) Mean-Field-Type Games with Jump and Regime Switching Dynamic Games and Applications. 10: 19-57 |
| Bensoussan A, Hoe SC, Yan Z. (2019) A Mean-Variance Approach to Capital Investment Optimization Siam Journal On Financial Mathematics. 10: 156-180 |
| Bensoussan A, Yam SCP. (2019) Control problem on space of random variables and master equation Esaim: Control, Optimisation and Calculus of Variations. 25: 10 |
| Bensoussan A, Wong KC, Yam SCP. (2019) A paradox in time-consistency in the mean–variance problem? Finance and Stochastics. 23: 173-207 |
| Bensoussan A, Skaaning S, Turi J. (2018) Inventory control with fixed cost and price optimization in continuous time Journal of Applied Analysis and Computation. 8: 805-835 |
| Bensoussan A, Breit D, Frehse J. (2018) Parabolic Bellman Equations with Risk Control Siam Journal On Control and Optimization. 56: 1535-1549 |
| Liu J, Yiu KFC, Bensoussan A. (2018) Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand Siam Journal On Control and Optimization. 56: 53-74 |
| Bensoussan A, Li Y, Yam SCP. (2018) Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities Stochastic Processes and Their Applications. 128: 644-688 |
| Bensoussan A, Bulíček M, Frehse J. (2018) Bellman Systems with Mean Field Dependent Dynamics Chinese Annals of Mathematics, Series B. 39: 461-486 |