Person:278942: Difference between revisions

From MaRDI portal
Person:278942
Created automatically from import231006081045
 
m AuthorDisambiguator moved page Alain Bensoussan to Alain Bensoussan: Duplicate
 
(No difference)

Latest revision as of 12:44, 7 December 2023

Available identifiers

zbMath Open bensoussan.alainDBLP22/5375-1WikidataQ2636365 ScholiaQ2636365MaRDI QIDQ278942

List of research outcomes

PublicationDate of PublicationType
Control theory on Wasserstein space: a new approach to optimality conditions2024-02-06Paper
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations2023-11-15Paper
Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics2023-11-14Paper
Linear Quadratic Extended Mean Field Games and Control Problems2023-11-09Paper
Inter‐temporal mutual‐fund management2023-09-28Paper
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions2023-09-13Paper
Reproducing kernel approach to linear quadratic mean field control problems2023-08-22Paper
Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system2023-06-28Paper
A Theory of First Order Mean Field Type Control Problems and their Equations2023-05-19Paper
Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations2023-05-06Paper
Control in Hilbert Space and First-Order Mean Field Type Problem2022-11-15Paper
Integrating equipment investment strategy with maintenance operations under uncertain failures2022-11-09Paper
A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations2022-09-25Paper
The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control2022-08-15Paper
Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems2022-06-19Paper
A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection2022-05-31Paper
Dynamic mean-variance problem with frictions2022-04-01Paper
Mathematical formulation of a dynamical system with dry friction subjected to external forces2022-02-21Paper
Real Options Problem with Nonsmooth Obstacle2022-01-10Paper
Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation2021-12-07Paper
Does performance-sensitive debt mitigate debt overhang?2021-11-16Paper
For Tyrone Duncan.2021-10-06Paper
For Tyrone Duncan.2021-10-06Paper
For Tyrone Duncan.2021-10-06Paper
Mean field approach to stochastic control with partial information2021-09-23Paper
Mean field verification theorem2021-08-06Paper
Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants2021-06-18Paper
Identification of linear dynamical systems and machine learning2021-06-09Paper
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise2021-05-05Paper
Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations2021-04-08Paper
INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME2021-01-29Paper
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes2020-11-27Paper
https://portal.mardi4nfdi.de/entity/Q51332922020-11-12Paper
A generalized linear model approach to seasonal aspects of wind speed modeling2020-10-28Paper
Sequential Capacity Expansion Options2020-10-12Paper
Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems2020-05-21Paper
Control problem on space of random variables and master equation2020-04-29Paper
Mean-field-type games with jump and regime switching2020-04-29Paper
Mean Field Games With Parametrized Followers2020-01-28Paper
Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising2019-10-28Paper
Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$2019-07-17Paper
A Mean-Variance Approach to Capital Investment Optimization2019-05-14Paper
Stochastic Control on Space of Random Variables2019-03-29Paper
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models2019-03-12Paper
Inventory management with overlapping shrinkages and demands2019-03-12Paper
Ergodic control for a mean reverting inventory model2019-02-05Paper
A paradox in time-consistency in the mean-variance problem?2019-01-18Paper
Mean Field Control and Mean Field Game Models with Several Populations2019-01-09Paper
Real Options with Competition and Incomplete Markets2018-12-13Paper
Bellman systems with mean field dependent dynamics2018-08-10Paper
Parabolic Bellman Equations with Risk Control2018-04-19Paper
Estimation and control of dynamical systems2018-04-04Paper
Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand2018-01-12Paper
Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities2018-01-11Paper
Discrete-Time Inventory Problems with Lead-Time and Order-Time Constraint2017-11-22Paper
Average Cost Optimality in Inventory Models With Dynamic Information Delays2017-08-25Paper
Remarks on the Pricing of Contingent Claims Under Constraints2017-07-12Paper
On the interpretation of the master equation2017-06-22Paper
Optimal Control of Hidden Markov Models With Binary Observations2017-05-16Paper
Optimality of \((s,S)\) policies with nonlinear processes2017-04-25Paper
Base stock list price policy in continuous time2017-04-25Paper
Mean-field-game model for botnet defense in cyber-security2017-04-03Paper
REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING2017-03-13Paper
Risk-Sensitive Mean-Field-Type Control2017-02-04Paper
Optimal decision making in multi-product dual sourcing procurement with demand forecast updating2016-11-10Paper
Unemployment Risks and Optimal Retirement in an Incomplete Market2016-10-31Paper
Mean field games with a dominating player2016-09-23Paper
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise2016-08-31Paper
Parabolic Bellman-systems with mean field dependence2016-06-30Paper
Linear-quadratic mean field games2016-05-27Paper
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions2016-04-27Paper
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function2016-01-29Paper
Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise2015-12-11Paper
The optimal mean variance problem with inflation2015-11-25Paper
Confidence intervals for annual wind power production2015-11-17Paper
Technical Note—Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times2015-11-06Paper
Well-posedness of mean-field type forward-backward stochastic differential equations2015-08-19Paper
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games2015-08-18Paper
Mean Field Stackelberg Games: Aggregation of Delayed Instructions2015-08-18Paper
Control and Nash Games with Mean Field Effect2015-07-06Paper
Control of Inventories with Markov Demand2015-07-02Paper
Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique2015-06-19Paper
On a system of PDEs associated to a game with a varying number of players2015-06-12Paper
The master equation in mean field theory2015-05-15Paper
An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise2015-04-01Paper
Linear-quadratic time-inconsistent mean field games2015-02-03Paper
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting2015-01-20Paper
Stochastic differential games with a varying number of players2014-12-05Paper
https://portal.mardi4nfdi.de/entity/Q29287412014-11-10Paper
A class of non-zero-sum stochastic differential investment and reinsurance games2014-10-24Paper
Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games2014-06-20Paper
Michael I. Taksar2014-04-17Paper
Optimal inventory control with shrinkage and observed sales2014-04-17Paper
Mean Field Games and Mean Field Type Control Theory2013-08-06Paper
https://portal.mardi4nfdi.de/entity/Q49257532013-06-12Paper
Control and Nash games with mean field effect2013-05-29Paper
https://portal.mardi4nfdi.de/entity/Q49146472013-04-15Paper
A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets2013-03-13Paper
Linear quadratic differential games with mixed leadership: the open-loop solution2013-03-13Paper
Impulse control with random reaction periods: a central bank intervention problem2013-03-05Paper
Threshold-Type Policies for Real Options Using Regime-Switching Models2013-01-25Paper
Nash and Stackelberg differential games2012-12-06Paper
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps2012-12-03Paper
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise2012-11-22Paper
Existence and compactness for weak solutions to Bellman systems with critical growth2012-09-12Paper
An analytic approach to the ergodic theory of a stochastic variational inequality2012-06-04Paper
Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach2012-03-01Paper
The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited2012-02-21Paper
Behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise2011-12-18Paper
Technical Note—A Note on “The Censored Newsvendor and the Optimal Acquisition of Information”2011-11-24Paper
https://portal.mardi4nfdi.de/entity/Q31006672011-11-21Paper
https://portal.mardi4nfdi.de/entity/Q30974382011-11-10Paper
Computation of approximate optimal policies in a partially observed inventory model with rain checks2011-10-27Paper
https://portal.mardi4nfdi.de/entity/Q30941542011-10-21Paper
https://portal.mardi4nfdi.de/entity/Q30157552011-07-13Paper
Inventory control with an order-time constraint: optimality, uniqueness and significance2011-04-08Paper
Optimal control of variational inequalities2011-01-31Paper
An incomplete information inventory model with presence of inventories or backorders as only observations2010-12-21Paper
When Do Firms Invest in Privacy-Preserving Technologies?2010-11-23Paper
A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model2010-11-23Paper
An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise2010-11-11Paper
Real Options Games in Complete and Incomplete Markets with Several Decision Makers2010-11-10Paper
Differential games with mixed leadership: The open-loop solution2010-11-05Paper
Bayesian and adaptive controls for a newsvendor facing exponential demand2010-10-01Paper
Systems of Bellman equations to stochastic differential games with non-compact coupling2010-06-23Paper
https://portal.mardi4nfdi.de/entity/Q35593392010-05-14Paper
Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach2010-04-28Paper
Censored newsvendor model revisited with unnormalized probabilities2010-03-22Paper
On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions2010-03-17Paper
https://portal.mardi4nfdi.de/entity/Q34006422010-02-05Paper
Singular control and impulse control: a common approach2010-01-19Paper
Optimal cash management under uncertainty2009-12-07Paper
Partially Observed Inventory Systems: The Case of Rain Checks2009-09-29Paper
https://portal.mardi4nfdi.de/entity/Q33976062009-09-22Paper
OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES2009-08-28Paper
Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators2009-06-17Paper
On the Discrete Time Capital Asset Pricing Model2009-06-05Paper
Real Options2009-06-05Paper
On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians2009-01-15Paper
https://portal.mardi4nfdi.de/entity/Q35434802008-12-03Paper
https://portal.mardi4nfdi.de/entity/Q35145742008-07-21Paper
Inventory problems with partially observed demands and lost sales2008-06-04Paper
A Multiperiod Newsvendor Problem with Partially Observed Demand2008-05-27Paper
Partially Observed Inventory Systems: The Case of Zero‐Balance Walk2008-02-25Paper
https://portal.mardi4nfdi.de/entity/Q52973812007-07-18Paper
Representation and control of infinite dimensional systems2007-03-27Paper
Optimality of base-stock and \((s,S)\) policies for inventory problems with information delays2007-03-06Paper
Stochastic equations for linear random functionals and statistical problems2007-01-24Paper
Stochastic variational inequalities for elasto-plastic oscillators2006-12-14Paper
https://portal.mardi4nfdi.de/entity/Q54807942006-08-07Paper
On the optimal control of partially observed inventory systems2005-10-26Paper
https://portal.mardi4nfdi.de/entity/Q53137232005-09-01Paper
https://portal.mardi4nfdi.de/entity/Q46732142005-04-29Paper
https://portal.mardi4nfdi.de/entity/Q44516912004-03-01Paper
https://portal.mardi4nfdi.de/entity/Q44260922003-09-16Paper
Smooth Solutions of systems of quasilinear parabolic equations2003-08-19Paper
Nonlinear systems of elliptic equations with natural growth conditions and sign conditions2003-08-18Paper
Breathers for a relativistic nonlinear wave equation2003-06-02Paper
https://portal.mardi4nfdi.de/entity/Q47992022003-03-18Paper
https://portal.mardi4nfdi.de/entity/Q47914022003-02-06Paper
Regularity theory for systems of partial differential equations with Neumann boundary conditions.2002-10-22Paper
Regularity results for nonlinear elliptic systems and applications2002-07-09Paper
https://portal.mardi4nfdi.de/entity/Q44381962002-01-01Paper
On Bellman systems without zero order term in the context of risk sensitive differential games2001-12-16Paper
Local Solutions for Stochastic Navier Stokes Equations2001-11-21Paper
https://portal.mardi4nfdi.de/entity/Q43847252001-06-13Paper
On the Pricing of Contingent Claims with Frictions2001-03-29Paper
Conditions for no breakdown and Bellman equations of risk-sensitive control2001-02-28Paper
Stochastic hybrid control2001-02-28Paper
Stochastic games for \(N\) players2001-02-19Paper
https://portal.mardi4nfdi.de/entity/Q42690762000-02-01Paper
https://portal.mardi4nfdi.de/entity/Q42272311999-05-19Paper
https://portal.mardi4nfdi.de/entity/Q42183481999-05-16Paper
https://portal.mardi4nfdi.de/entity/Q42190661999-03-09Paper
Some results on risk-sensitive control with full observation1998-10-06Paper
Stochastic variational inequalities in infinite dimensional spaces1998-06-01Paper
https://portal.mardi4nfdi.de/entity/Q43819021998-05-27Paper
Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control1998-02-09Paper
https://portal.mardi4nfdi.de/entity/Q48528821997-11-11Paper
https://portal.mardi4nfdi.de/entity/Q48777331997-06-15Paper
ATTAINABLE CLAIMS IN A MARKOV MARKET1997-03-23Paper
Finite-dimensional quasi-linear risk-sensitive control1997-02-28Paper
https://portal.mardi4nfdi.de/entity/Q48872251997-01-19Paper
https://portal.mardi4nfdi.de/entity/Q31383461996-11-24Paper
https://portal.mardi4nfdi.de/entity/Q48849111996-11-18Paper
https://portal.mardi4nfdi.de/entity/Q48806291996-10-29Paper
Stochastic inertial manifold1996-09-12Paper
General finite-dimensional risk-sensitive problems and small noise limits1996-05-05Paper
Stochastic Navier-Stokes equations1996-04-29Paper
https://portal.mardi4nfdi.de/entity/Q42846961996-02-15Paper
https://portal.mardi4nfdi.de/entity/Q48656091996-02-15Paper
A Finite-Dimensional Risk-Sensitive Control Problem1996-02-08Paper
https://portal.mardi4nfdi.de/entity/Q43154971995-11-23Paper
Stochastic equity volatility related to the leverage effect1995-10-18Paper
https://portal.mardi4nfdi.de/entity/Q42793781995-08-20Paper
Ergodic Bellman systems for stochastic games in arbitrary dimension1995-05-18Paper
Stochastic equity volatility and the capital structure of the firm1995-05-14Paper
https://portal.mardi4nfdi.de/entity/Q42794041994-08-11Paper
https://portal.mardi4nfdi.de/entity/Q42833001994-03-11Paper
Representation and control of infinite dimensional systems. Vol. 21994-01-04Paper
https://portal.mardi4nfdi.de/entity/Q40295251993-10-06Paper
Representation and control of infinite dimensional systems. Volume I1993-10-03Paper
https://portal.mardi4nfdi.de/entity/Q40400481993-06-05Paper
https://portal.mardi4nfdi.de/entity/Q40349881993-05-18Paper
\(H\) convergence for quasi-linear elliptic equations with quadratic growth1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40290101993-03-28Paper
https://portal.mardi4nfdi.de/entity/Q40223351993-01-17Paper
https://portal.mardi4nfdi.de/entity/Q40172141993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40063991992-09-26Paper
https://portal.mardi4nfdi.de/entity/Q39979131992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q39877871992-06-28Paper
Approximation of some stochastic differential equations by the splitting up method1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39740831992-06-26Paper
An ergodic control problem arising from the principal eigenfunction of an elliptic operator1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33572141991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32111831990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33499821990-01-01Paper
Approximation of the Zakaï Equation by the Splitting up Method1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33607701990-01-01Paper
Nonlinear semigroup arising in the control of diffusions with partial observation1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34948471990-01-01Paper
New mathematical problems arising in the context of information technology1990-01-01Paper
On the general theory of exact controllability for skew symmetric operators1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42049061989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42066771989-01-01Paper
Optimal Sensor Scheduling in Nonlinear Filtering of Diffusion Processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30328801989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34799521989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38333681989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37999141988-01-01Paper
Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases1988-01-01Paper
Controlled diffusions in a random medium1988-01-01Paper
On a nonlinear partial differential equation having natural growth terms and unbounded solution1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30277641987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37566641987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37604141987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37631521987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37738081987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37910631987-01-01Paper
Homogenization of nonlinear elliptic systems with zero order term coupling1987-01-01Paper
An approximation method for stochastic control problems with partial observation of the state - a method for constructing \(\in\)-optimal controls1987-01-01Paper
On a general class of stochastic partial differential equations1987-01-01Paper
Nonlinear filtering with homogenization1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37186121986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37204391986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37212941986-01-01Paper
Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth1986-01-01Paper
On Bellman equations in duality1986-01-01Paper
Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51871911985-01-01Paper
Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36968441985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36995911985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37924411985-01-01Paper
Stochastic Production Planning with Production Constraints1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32203311984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33137381984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33309331984-01-01Paper
On some singular perturbation problems arising in stochastic control1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33423261984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36828561984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36866021984-01-01Paper
On the theory of option pricing1984-01-01Paper
Inventory planning in a deterministic environment: Continuous time model with concave costs1984-01-01Paper
Ergodic control problem for one-dimensional diffusions with near-monotone cost1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47425381983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30361611983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33104861983-01-01Paper
Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36789421983-01-01Paper
Stochastic maximum principle for distributed parameter systems1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47426711982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47426721982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36594921982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36890681982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39294431982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39302851982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39357451982-01-01Paper
On the Convergence of the Discrete Time Dynamic Programming Equation for General Semigroups1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39536131982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39688701982-01-01Paper
Impulsive control in management: Prospects and applications1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33412481981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39147211981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39211081981-01-01Paper
Optimal control of random evolutions1981-01-01Paper
Singular perturbation results for a class of stochastic control problems1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39335191981-01-01Paper
Optimal Growth Of A Firm Facing A Risk Of Bankruptcy1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39527081981-01-01Paper
A remark on an equation of dynamic programming1981-01-01Paper
Filtering of distributed parameter systems with pointwise disturbances1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38889471980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39211211980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39295051980-01-01Paper
Filtering theory for stochastic processes with two dimensional time parameter1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41985881979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41985941979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47397211979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38542271979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38606071979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38681381979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38750381979-01-01Paper
Boundary layers and homogenization of transport processes1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41566741978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41772651978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41895391978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41978521978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41992981978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38782851978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38921681978-01-01Paper
On the support of the solution of a system of quasi-variational inequalities1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41168311977-01-01Paper
Estimates on the free boundary for quasi variational inequalities1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41359141977-01-01Paper
Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41502601977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41544551977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41666481977-01-01Paper
Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40784121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40976151976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41145731976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41232121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41544381976-01-01Paper
On the support of the solution of some variational inequalities of evolution1976-01-01Paper
Optimum inventory and product quality control with deterministic and stochastic deterioration--An application of distributed parameters control systems1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40615491975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40615501975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40674441975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40784111975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40878421975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41082191975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41090801975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41170321975-01-01Paper
Optimal Control of Stochastic Linear Distributed Parameter Systems1975-01-01Paper
Nouvelles méthodes en contrôle impulsionnel1975-01-01Paper
Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40436741974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40615481974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40761261974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40761271974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40761281974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40786361974-01-01Paper
ON CERTAIN QUESTIONS RELATED TO OPTIMAL CONTROL1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41112581974-01-01Paper
Nonlinear variational inequalities and differential games with stopping times1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806731973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806741973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806751973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56833391973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40496981973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40544511973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40844821973-01-01Paper
Problemes de temps d’arret optimal et inequations variationnelles paraboliques1973-01-01Paper
Equations stochastiques du type Navier-Stokes1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44012431972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47757461972-01-01Paper
Equations aux dérivées partielles stochastiques non linéaires. I1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56250111971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56395831971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56452361971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55949221970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56041501970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806911970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55793221969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55793231969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56129531969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56637351969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56822071969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47717671969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55502241968-01-01Paper
Sur l'analogie entre les méthodes de régularisation et de pénalisation1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55478551967-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Alain Bensoussan