Alain Bensoussan

From MaRDI portal
Person:278942

Available identifiers

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

List of research outcomes





PublicationDate of PublicationType
Control on Hilbert spaces and application to some mean field type control problems2024-10-09Paper
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
Capital accumulation with constraint: a mean field type control framework2020-11-12Paper
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
Mean-field-type games with jump and regime switching2020-04-29Paper
Control problem on space of random variables and master equation2020-04-29Paper
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
Inventory management with overlapping shrinkages and demands2019-03-12Paper
A trust-score-based access control in assured information sharing systems: an application of financial credit risk score models2019-03-12Paper
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
Mean field Stackelberg games: aggregation of delayed instructions2015-08-18Paper
The maximum principle for global solutions of stochastic Stackelberg differential games2015-08-18Paper
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
Real options and variational inequalities2014-11-10Paper
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
Optimal inventory control with shrinkage and observed sales2014-04-17Paper
Michael I. Taksar2014-04-17Paper
Mean field games and mean field type control theory2013-08-06Paper
Existence and uniqueness of solutions for a partially observed stochastic control problem2013-06-12Paper
Control and Nash games with mean field effect2013-05-29Paper
Obtaining the critical excitation for elasto-plastic oscillators by solving an optimal control problem2013-04-15Paper
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
A note on ``The censored newsvendor and the optimal acquisition of information2011-11-24Paper
Dynamic programming and inventory control.2011-11-21Paper
Asymptotic analysis for periodic structures2011-11-10Paper
Computation of approximate optimal policies in a partially observed inventory model with rain checks2011-10-27Paper
Real options and competition2011-10-21Paper
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
Systems of Bellman equations to stochastic differential games with discount control2010-05-14Paper
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
Diagonal elliptic Bellman systems for stochastic differential games with discount control and noncompact coupling2009-09-22Paper
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
Real Options2009-06-05Paper
On the Discrete Time Capital Asset Pricing Model2009-06-05Paper
On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians2009-01-15Paper
Impulse control in discrete time2008-12-03Paper
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
Homogenization of systems of partial differential equations2006-08-07Paper
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 frictions.2001-03-29Paper
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/Q48656091996-02-15Paper
https://portal.mardi4nfdi.de/entity/Q42846961996-02-15Paper
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
Approximation of some stochastic differential equations by the splitting up method1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39877871992-06-28Paper
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
Approximation of the Zakaï Equation by the Splitting up Method1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33499821990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32111831990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34948471990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33607701990-01-01Paper
Nonlinear semigroup arising in the control of diffusions with partial observation1990-01-01Paper
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/Q38333681989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30328801989-01-01Paper
Optimal Sensor Scheduling in Nonlinear Filtering of Diffusion Processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42066771989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34799521989-01-01Paper
On a nonlinear partial differential equation having natural growth terms and unbounded solution1988-01-01Paper
Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases1988-01-01Paper
Controlled diffusions in a random medium1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37999141988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37566641987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37738081987-01-01Paper
On a general class of stochastic partial differential equations1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37631521987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37910631987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30277641987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37604141987-01-01Paper
An approximation method for stochastic control problems with partial observation of the state - a method for constructing \(\in\)-optimal controls1987-01-01Paper
Homogenization of nonlinear elliptic systems with zero order term coupling1987-01-01Paper
Nonlinear filtering with homogenization1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37186121986-01-01Paper
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/Q37204391986-01-01Paper
Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37212941986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36995911985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37924411985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36968441985-01-01Paper
Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51871911985-01-01Paper
On the theory of option pricing1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33137381984-01-01Paper
Stochastic Production Planning with Production Constraints1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36866021984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32203311984-01-01Paper
On some singular perturbation problems arising in stochastic control1984-01-01Paper
Ergodic control problem for one-dimensional diffusions with near-monotone cost1984-01-01Paper
Inventory planning in a deterministic environment: Continuous time model with concave costs1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33309331984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36828561984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33423261984-01-01Paper
Stochastic maximum principle for distributed parameter systems1983-01-01Paper
Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36789421983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47425381983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30361611983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33104861983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39357451982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47426711982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39294431982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39536131982-01-01Paper
On the Convergence of the Discrete Time Dynamic Programming Equation for General Semigroups1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36594921982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39688701982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36890681982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47426721982-01-01Paper
Impulsive control in management: Prospects and applications1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39302851982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33412481981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39527081981-01-01Paper
A remark on an equation of dynamic programming1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39211081981-01-01Paper
Filtering of distributed parameter systems with pointwise disturbances1981-01-01Paper
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/Q39147211981-01-01Paper
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
Boundary layers and homogenization of transport processes1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47397211979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41985881979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38542271979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41985941979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38681381979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38606071979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38750381979-01-01Paper
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/Q41566741978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41772651978-01-01Paper
On the support of the solution of a system of quasi-variational inequalities1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38921681978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38782851978-01-01Paper
Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41666481977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41168311977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41502601977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41544551977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41359141977-01-01Paper
Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems1977-01-01Paper
Estimates on the free boundary for quasi variational inequalities1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41145731976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41544381976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41232121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40784121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40976151976-01-01Paper
On the support of the solution of some variational inequalities of evolution1976-01-01Paper
Nouvelles méthodes en contrôle impulsionnel1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41090801975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40615501975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40615491975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41170321975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40784111975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40878421975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40674441975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41082191975-01-01Paper
Optimal Control of Stochastic Linear Distributed Parameter Systems1975-01-01Paper
Optimum inventory and product quality control with deterministic and stochastic deterioration--An application of distributed parameters control systems1975-01-01Paper
Nonlinear variational inequalities and differential games with stopping times1974-01-01Paper
Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41112581974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40436741974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40761281974-01-01Paper
ON CERTAIN QUESTIONS RELATED TO OPTIMAL CONTROL1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40786361974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40761271974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40615481974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40761261974-01-01Paper
Equations stochastiques du type Navier-Stokes1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806741973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56833391973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56806731973-01-01Paper
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https://portal.mardi4nfdi.de/entity/Q44012431972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47757461972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56395831971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56452361971-01-01Paper
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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/Q55502241968-01-01Paper
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A Control Theoretical Approach to Mean Field Games and Associated Master EquationsN/APaper

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