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1

A deep learning approximation of non-stationary solutions t..:

Walton, Steven ; Tran, Minh-Binh ; Bensoussan, Alain
Applied Numerical Mathematics. 199 (2024) - p. 213-226 , 2024

Link: https://doi.org/10.1016/..

2

Optimal Consumption and Investment with Independent Stochas..:

Bensoussan, Alain ; Park, Seyoung
Mathematics of Operations Research. , 2024

Link: https://doi.org/10.1287/..

3

Reliability prediction for microelectronics

Quality and Reliability Engineering Series

Bernstein, Joseph B ; Bensoussan, Alain ; Bender, Emmanuel , 2024

Link: https://onlinelibrary.wi..

4

Technical Note—A Stationary Infinite-Horizon Supply Contrac..:

Bensoussan, Alain ; Sethi, Suresh ; Wang, Shouqiang
Operations Research. , 2023

Link: https://doi.org/10.1287/..

5

Value-Gradient Based Formulation of Optimal Control Problem..:

Bensoussan, Alain ; Han, Jiayue ; Yam, Sheung Chi Phillip.
SIAM Journal on Numerical Analysis. 61 (2023) 2 - p. 973-994 , 2023

Link: https://doi.org/10.1137/..

6

Voluntary environmental effort under (s,S) inventory policy:

Bensoussan, Alain ; El Ouardighi, Fouad
International Journal of Production Research. 62 (2023) 1-2 - p. 522-535 , 2023

Link: https://doi.org/10.1080/..

7

A Splitting Method for Band Control of Brownian Motion: Wit..:

Bensoussan, Alain ; Liu, John J. ; Yuan, Jiguang
Operations Research. , 2023

Link: https://doi.org/10.1287/..

8

Theory of Nonlinear Operators

Proceedings of the fifth international summer school held a... Abhandlungen der Akademie der Wissenschaften der DDR/ N. Mathematik, Naturwissenschaften, Technik ; 1978, 6

Balakrishnan, A. V ; Benker, Hans ; Bensoussan, Alain... - Reprint 2021 . , [2022]

Link: https://doi.org/10.1515/..

9

New mathematical problems in Management Science:

Bensoussan, Alain
Annual Reviews in Control. 53 (2022) - p. 1-5 , 2022

Link: https://doi.org/10.1016/..

10

Inter‐temporal mutual‐fund management:

Bensoussan, Alain ; Cheung, Ka Chun ; Li, Yiqun.
Mathematical Finance. 32 (2022) 3 - p. 825-877 , 2022

Link: https://doi.org/10.1111/..

11

Dynamic mean–variance problem with frictions:

Bensoussan, Alain ; Ma, Guiyuan ; Siu, Chi Chung.
Finance and Stochastics. 26 (2022) 2 - p. 267-300 , 2022

Link: https://doi.org/10.1007/..

12

Control in Hilbert Space and First-Order Mean Field Type Pr..:

, In: Stochastic Analysis, Filtering, and Stochastic Optimization,

Bensoussan, Alain ; Cheung, Hang ; Yam, Sheung Chi Phillip - p. 1-32 , 2022

Link: https://doi.org/10.1007/..

13

Operator-valued Kernels and Control of Infinite dimensional..:

, In: 2022 IEEE 61st Conference on Decision and Control (CDC),

Aubin-Frankowski, Pierre-Cyril ; Bensoussan, Alain - p. 1039-1044 , 2022

Link: https://doi.org/10.1109/..

14

A model for wind farm management with option interactions:

Bensoussan, Alain ; Chevalier‐Roignant, Benoît ; Rivera, Alejandro
Production and Operations Management. 31 (2022) 7 - p. 2853-2871 , 2022

Link: https://doi.org/10.1111/..

15

Real Options Problem with Nonsmooth Obstacle:

Acharya, Subas ; Bensoussan, Alain ; Rachinskii, Dmitrii.
SIAM Journal on Financial Mathematics. 12 (2021) 4 - p. 1508-1552 , 2021

Link: https://doi.org/10.1137/..

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