The following pages link to Alain Bensoussan (Q278942):
Displaying 50 items.
- Nonlinear variational inequalities and differential games with stopping times (Q1214351) (← links)
- Nouvelles méthodes en contrôle impulsionnel (Q1231468) (← links)
- On the support of the solution of some variational inequalities of evolution (Q1231677) (← links)
- Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities (Q1244699) (← links)
- On the support of the solution of a system of quasi-variational inequalities (Q1254728) (← links)
- Boundary layers and homogenization of transport processes (Q1258564) (← links)
- Representation and control of infinite dimensional systems. Vol. 2 (Q1311471) (← links)
- Some results on risk-sensitive control with full observation (Q1381319) (← links)
- Nonlinear systems of elliptic equations with natural growth conditions and sign conditions (Q1401583) (← links)
- Breathers for a relativistic nonlinear wave equation (Q1566305) (← links)
- Stochastic hybrid control (Q1584642) (← links)
- Stochastic games for \(N\) players (Q1586798) (← links)
- Regularity results for nonlinear elliptic systems and applications (Q1604829) (← links)
- Bellman systems with mean field dependent dynamics (Q1656872) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Estimation and control of dynamical systems (Q1708167) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise (Q1759787) (← links)
- Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
- Linear quadratic differential games with mixed leadership: the open-loop solution (Q1941503) (← links)
- Control and Nash games with mean field effect (Q1951204) (← links)
- Mean field verification theorem (Q2048474) (← links)
- Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation (Q2057902) (← links)
- Mathematical formulation of a dynamical system with dry friction subjected to external forces (Q2077650) (← links)
- Integrating equipment investment strategy with maintenance operations under uncertain failures (Q2095209) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- For Tyrone Duncan. (Q2232487) (← links)
- Does performance-sensitive debt mitigate debt overhang? (Q2246777) (← links)
- The master equation in mean field theory (Q2344557) (← links)
- On a system of PDEs associated to a game with a varying number of players (Q2348471) (← links)
- On the interpretation of the master equation (Q2359715) (← links)
- Censored newsvendor model revisited with unnormalized probabilities (Q2379785) (← links)
- Inventory control with an order-time constraint: optimality, uniqueness and significance (Q2430623) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians (Q2518225) (← links)
- Equations aux dérivées partielles stochastiques non linéaires. I (Q2553740) (← links)
- Equations stochastiques du type Navier-Stokes (Q2561941) (← links)
- On the optimal control of partially observed inventory systems (Q2570041) (← links)
- On the general theory of exact controllability for skew symmetric operators (Q2639008) (← links)
- Singular control and impulse control: a common approach (Q2654519) (← links)
- Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations (Q2661963) (← links)
- On the pricing of contingent claims with frictions. (Q2707136) (← links)
- On Bellman systems without zero order term in the context of risk sensitive differential games (Q2760919) (← links)
- Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise (Q2817443) (← links)
- Unemployment risks and optimal retirement in an incomplete market (Q2830771) (← links)
- Real options and variational inequalities (Q2928741) (← links)
- Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (Q2940757) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
