Works by Bensoussan, Alain

Results: 70

Cox-Ingersoll-Ross model for wind speed modeling and forecasting.

Published in:

Wind Energy, 2016, v. 19, n. 7, p. 1355, doi. 10.1002/we.1896

By:

Bensoussan, Alain;
Brouste, Alexandre

Publication type:

Article

Forecasting the energy produced by a windmill on a yearly basis.

Published in:

Stochastic Environmental Research & Risk Assessment, 2012, v. 26, n. 8, p. 1109, doi. 10.1007/s00477-012-0565-1

By:

Bensoussan, Alain;
Bertrand, Pierre;
Brouste, Alexandre

Publication type:

Article

Monetizing Positive Externalities to Mitigate the Infrastructure Underinvestment Problem.

Published in:

Operations Research, 2025, v. 73, n. 2, p. 632, doi. 10.1287/opre.2023.0075

By:

Bai, Hao;
Bensoussan, Alain;
Briest, Gordon;
Chevalier-Roignant, Benoît

Publication type:

Article

Technical Note—A Stationary Infinite-Horizon Supply Contract Under Asymmetric Inventory Information.

Published in:

Operations Research, 2025, v. 73, n. 1, p. 270, doi. 10.1287/opre.2020.0495

By:

Bensoussan, Alain;
Sethi, Suresh;
Wang, Shouqiang

Publication type:

Article

A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization.

Published in:

Operations Research, 2024, v. 72, n. 6, p. 2665, doi. 10.1287/opre.2011.0427

By:

Bensoussan, Alain;
Liu, John J.;
Yuan, Jiguang

Publication type:

Article

A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection.

Published in:

Operations Research, 2022, v. 70, n. 2, p. 815, doi. 10.1287/opre.2021.2197

By:

Bensoussan, Alain;
Hoe, SingRu;
Kim, Joohyun;
Yan, Zhongfeng

Publication type:

Article

Sequential Capacity Expansion Options.

Published in:

Operations Research, 2019, v. 67, n. 1, p. 33, doi. 10.1287/opre.2018.1752

By:

Bensoussan, Alain;
Chevalier-Roignant, Benoît

Publication type:

Article

Unemployment Risks and Optimal Retirement in an Incomplete Market.

Published in:

Operations Research, 2016, v. 64, n. 4, p. 1015, doi. 10.1287/opre.2016.1503

By:

Bensoussan, Alain;
Jang, Bong-Gyu;
Park, Seyoung

Publication type:

Article

Technical Note--Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times.

Published in:

Operations Research, 2015, v. 63, n. 3, p. 602, doi. 10.1287/opre.2015.1376

By:

Bensoussan, Alain;
Pengfei Guo

Publication type:

Article

A Note on "The Censored Newsvendor and the Optimal Acquisition of Information.".

Published in:

Operations Research, 2009, v. 57, n. 3, p. 791, doi. 10.1287/opre.1080.0609

By:

Bensoussan, Alain;
Çakanyıldırım, Metin;
Sethi, Suresh P.

Publication type:

Article

THE OPTIMAL MEAN VARIANCE PROBLEM WITH INFLATION.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2016, v. 21, n. 1, p. 185, doi. 10.3934/dcdsb.2016.21.185

By:

JINGZHEN LIU;
KA FAI CEDRIC YIU;
BENSOUSSAN, ALAIN

Publication type:

Article

EXISTENCE AND COMPACTNESS FOR WEAK SOLUTIONS TO BELLMAN SYSTEMS WITH CRITICAL GROWTH.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2012, v. 17, n. 6, p. 1729, doi. 10.3934/dcdsb.2012.17.1729

By:

Bensoussan, Alain;
Bulíček, Miroslav;
Frehse, Jens

Publication type:

Article

SINGULAR CONTROL AND IMPULSE CONTROL: A COMMON APPROACH.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2010, v. 13, n. 1, p. 27, doi. 10.3934/dcdsb.2010.13.27

By:

ALAIN BENSOUSSAN;
JOHN LIU;
JIGUANG YUAN

Publication type:

Article

Dynamic mean–variance problem with frictions.

Published in:

Finance & Stochastics, 2022, v. 26, n. 2, p. 267, doi. 10.1007/s00780-022-00474-x

By:

Bensoussan, Alain;
Ma, Guiyuan;
Siu, Chi Chung;
Yam, Sheung Chi Phillip

Publication type:

Article

A paradox in time-consistency in the mean-variance problem?

Published in:

Finance & Stochastics, 2019, v. 23, n. 1, p. 173, doi. 10.1007/s00780-018-00381-0

By:

Bensoussan, Alain;
Wong, Kwok Chuen;
Yam, Sheung Chi Phillip

Publication type:

Article

Stochastic variational inequalities in infinite dimensional spaces.

Published in:

Numerical Functional Analysis & Optimization, 1997, v. 18, n. 1/2, p. 19, doi. 10.1080/01630569708816745

By:

Bensoussan, Alain;
Rascanu, Aurel

Publication type:

Article

Inventory control with an order-time constraint: optimality, uniqueness and significance.

Published in:

Annals of Operations Research, 2010, v. 181, n. 1, p. 603, doi. 10.1007/s10479-010-0791-1

By:

Bensoussan, Alain;
Moussawi-Haidar, Lama;
Çakanyıldırım, Metin

Publication type:

Article

Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise.

Published in:

IMA Journal of Applied Mathematics, 2015, v. 80, n. 5, p. 1387, doi. 10.1093/imamat/hxu056

By:

MERTZ, LAURENT;
BENSOUSSAN, ALAIN

Publication type:

Article

Maximum Principle for Mean Field Type Control Problems with General Volatility Functions.

Published in:

International Game Theory Review, 2024, v. 26, n. 2, p. 1, doi. 10.1142/S0219198924400036

By:

Bensoussan, Alain;
Huang, Ziyu;
Yam, Sheung Chi Phillip

Publication type:

Article

Achieving a Long-Term Service Target with Periodic Demand Signals: A Newsvendor Framework.

Published in:

Manufacturing & Service Operations Management (M&SOM), 2011, v. 13, n. 1, p. 73, doi. 10.1287/msom.1100.0308

By:

Bensoussan, Alain;
Qi Feng;
Sethi, Suresh P.

Publication type:

Article

Intellectual Property Rights Challenged by Open Innovation.

Published in:

Communications & Strategies, 2013, n. 89, p. 119

By:

BENSOUSSAN, Alain;
TELLIER-LONIEWSKI, Laurence;
SALOMON, Claudine

Publication type:

Article

Michael I. Taksar.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2013, v. 85, n. 4, p. 559, doi. 10.1080/17442508.2013.820867

By:

Bensoussan, Alain;
Evstigneev, Igor V.;
Steffensen, Mogens

Publication type:

Article

Optimal inventory control with shrinkage and observed sales.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2013, v. 85, n. 4, p. 589, doi. 10.1080/17442508.2013.802091

By:

Bensoussan, Alain;
Çakanyıldırım, Metin;
Li, Meng;
Sethi, Suresh P.

Publication type:

Article

OPTIMALITY OF (s; S) POLICIES WITH NONLINEAR PROCESSES.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2017, v. 22, n. 1, p. 161, doi. 10.3934/dcdsb.2017008

By:

JINGZHEN LIU;
KA FAI CEDRIC YIU;
BENSOUSSAN, ALAIN

Publication type:

Article

BASE STOCK LIST PRICE POLICY IN CONTINUOUS TIME.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2017, v. 22, n. 1, p. 1, doi. 10.3934/dcdsb.2017001

By:

BENSOUSSAN, ALAIN;
SKAANING, SONNY

Publication type:

Article

Evaluating long-term service performance under short-term forecast updates.

Published in:

International Journal of Production Research, 2016, v. 54, n. 17, p. 5236, doi. 10.1080/00207543.2016.1165357

By:

Bensoussan, Alain;
Feng, Qi;
Luo, Sirong;
Sethi, Suresh P.

Publication type:

Article

A model for wind farm management with option interactions.

Published in:

Production & Operations Management, 2022, v. 31, n. 7, p. 2853, doi. 10.1111/poms.13721

By:

Bensoussan, Alain;
Chevalier‐Roignant, Benoît;
Rivera, Alejandro

Publication type:

Article

Linear Quadratic Extended Mean Field Games and Control Problems.

Published in:

Journal of Optimization Theory & Applications, 2025, v. 206, n. 2, p. 1, doi. 10.1007/s10957-025-02712-6

By:

Bensoussan, Alain;
Kim, Joohyun;
Li, Bohan;
Yam, Sheung Chi Phillip

Publication type:

Article

A planning horizon algorithm for deterministic inventory management with piecewise linear concave costs.

Published in:

Naval Research Logistics, 1991, v. 38, n. 5, p. 729, doi. 10.1002/1520-6750(199110)38:5<729::AID-NAV3220380508>3.0.CO;2-U

By:

Bensoussan, Alain;
Proth, Jean-Marie;
Queyranne, Maurice

Publication type:

Article

Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.

Published in:

Mathematics of Operations Research, 2015, v. 40, n. 4, p. 902, doi. 10.1287/moor.2014.0702

By:

Bensoussan, Alain;
Cadenillas, Abel;
Hyeng Keun Koo

Publication type:

Article

A Multiperiod Newsvendor Problem with Partially Observed Demand.

Published in:

Mathematics of Operations Research, 2007, v. 32, n. 2, p. 322, doi. 10.1287/moor.1060.0236

By:

Bensoussan, Alain;
Cakanyildirim, Metin;
Sethi, Suresh P.

Publication type:

Article

A Mechanism Design Approach to Vendor Managed Inventory.

Published in:

Management Science, 2020, v. 66, n. 6, p. 2628, doi. 10.1287/mnsc.2019.3297

By:

Kadiyala, Bharadwaj;
Özer, Özalp;
Bensoussan, Alain

Publication type:

Article

Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach.

Published in:

Management Science, 2009, v. 55, n. 2, p. 294, doi. 10.1287/mnsc.1080.0908

By:

Bensoussan, Alain;
Mookerjee, Radha;
Mookerjee, Vijay;
Yue, Wei T.

Publication type:

Article

The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited.

Published in:

Management Science, 2007, v. 53, n. 12, p. 1964, doi. 10.1287/mnsc.1060.0666

By:

Bensoussan, Alain;
Sethi, Suresh P.

Publication type:

Article

A MATHEMATICAL METHOD FOR OPTIMAL INVENTORY POLICIES WITH BACKLOG SALES.

Published in:

International Journal for Traffic & Transport Engineering, 2021, v. 11, n. 2, p. 323, doi. 10.7708/ijtte2021.11(2).11

By:

Helal, Md Abu;
Bensoussan, Alain;
Ramakrishna, Viswanath;
Sethi, Suresh P.

Publication type:

Article

Voluntary environmental effort under (s,S) inventory policy*.

Published in:

International Journal of Production Research, 2024, v. 62, n. 1/2, p. 522, doi. 10.1080/00207543.2023.2242968

By:

Bensoussan, Alain;
El Ouardighi, Fouad

Publication type:

Article

Inventory model with incomplete information: sales and zero-balance signals.

Published in:

Central European Journal of Operations Research, 2025, v. 33, n. 2, p. 571, doi. 10.1007/s10100-025-00979-8

By:

Bensoussan, Alain;
Çakanyıldırım, Metin;
Li, Meng;
Sethi, Suresh

Publication type:

Article

A generalized linear model approach to seasonal aspects of wind speed modeling.

Published in:

Journal of Applied Statistics, 2014, v. 41, n. 8, p. 1694, doi. 10.1080/02664763.2014.888543

By:

Bensoussan, Alain;
Bertrand, Pierre;
Brouste, Alexandre

Publication type:

Article

ERGODIC CONTROL FOR A MEAN REVERTING INVENTORY MODEL.

Published in:

Journal of Industrial & Management Optimization, 2018, v. 14, n. 3, p. 857, doi. 10.3934/jimo.2017079

By:

Liu, Jingzhen;
Yiu, Ka Fai Cedric;
Bensoussan, Alain

Publication type:

Article

STOCHASTIC DIFFERENTIAL GAMES WITH A VARYING NUMBER OF PLAYERS.

Published in:

Communications on Pure & Applied Analysis, 2014, v. 13, n. 5, p. 1719, doi. 10.3934/cpaa.2014.13.1719

By:

BENSOUSSAN, ALAIN;
FREHSE, JENS;
GRÜN, CHRISTINE

Publication type:

Article

ON DIAGONAL ELLIPTIC AND PARABOLIC SYSTEMS WITH SUPER-QUADRATIC HAMILTONIANS.

Published in:

Communications on Pure & Applied Analysis, 2009, v. 8, n. 1, p. 83, doi. 10.3934/cpaa.2009.8.83

By:

BENSOUSSAN, ALAIN;
FREHSE, JENS

Publication type:

Article

The impact of competitive advantage on the investment timing in Stackelberg leader-follower game.

Published in:

Engineering Economist, 2018, v. 63, n. 3, p. 236, doi. 10.1080/0013791X.2017.1399186

By:

Hoe, SingRu;
Yan, Zhongfeng;
Bensoussan, Alain

Publication type:

Article

Optimal Consumption and Investment with Independent Stochastic Labor Income.

Published in:

Mathematics of Operations Research, 2025, v. 50, n. 1, p. 356, doi. 10.1287/moor.2023.0119

By:

Bensoussan, Alain;
Park, Seyoung

Publication type:

Article

LINEAR QUADRATIC DIFFERENTIAL GAMES WITH MIXED LEADERSHIP: THE OPEN-LOOP SOLUTION.

Published in:

Numerical Algebra, Control & Optimization, 2013, v. 3, n. 1, p. 95, doi. 10.3934/naco.2013.3.95

By:

BENSOUSSAN, ALAIN;
CHEN, SHAOKUAN;
SETHI, SURESH P.

Publication type:

Article

Stochastic control for diffusions with self-exciting jumps: An overview.

Published in:

Mathematical Control & Related Fields, 2024, v. 14, n. 4, p. 1, doi. 10.3934/mcrf.2024038

By:

Bensoussan, Alain;
Chevalier-Roignant, Benoît

Publication type:

Article

Linear-quadratic-Gaussian mean-field-game with partial observation and common noise.

Published in:

Mathematical Control & Related Fields, 2021, v. 11, n. 1, p. 23, doi. 10.3934/mcrf.2020025

By:

Bensoussan, Alain;
Feng, Xinwei;
Huang, Jianhui

Publication type:

Article

Managing Information System Security Under Continuous and Abrupt Deterioration.

Published in:

Production & Operations Management, 2020, v. 29, n. 8, p. 1894, doi. 10.1111/poms.13198

By:

Bensoussan, Alain;
Mookerjee, Vijay;
Yue, Wei T.

Publication type:

Article

Joint Inventory‐Pricing Optimization with General Demands: An Alternative Approach for Concavity Preservation.

Published in:

Production & Operations Management, 2019, v. 28, n. 9, p. 2390, doi. 10.1111/poms.13059

By:

Bensoussan, Alain;
Xie, Yangyang;
Yan, Houmin

Publication type:

Article

Managing Inventory with Cash Register Information: Sales Recorded but Not Demands.

Published in:

Production & Operations Management, 2016, v. 25, n. 1, p. 9, doi. 10.1111/poms.12511

By:

Bensoussan, Alain;
Çakanyildirim, Metin;
Li, Meng;
Sethi, Suresh P.

Publication type:

Article

Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays.

Published in:

Production & Operations Management, 2009, v. 18, n. 5, p. 546, doi. 10.1111/j.1937-5956.2009.01028.x

By:

Bensoussan, Alain;
Çakanyιldιrιm, Metin;
Feng, Qi;
Sethi, Suresh P.

Publication type:

Article