The following pages link to Alain Bensoussan (Q278942):
Displaying 50 items.
- Optimal Control of Hidden Markov Models With Binary Observations (Q2983290) (← links)
- (Q3015755) (← links)
- (Q3027764) (← links)
- (Q3032880) (← links)
- (Q3036161) (← links)
- Real Options Games in Complete and Incomplete Markets with Several Decision Makers (Q3055869) (← links)
- An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise (Q3056233) (← links)
- When Do Firms Invest in Privacy-Preserving Technologies? (Q3056853) (← links)
- A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model (Q3056858) (← links)
- (Q3094154) (← links)
- Asymptotic analysis for periodic structures (Q3097438) (← links)
- Technical Note—A Note on “The Censored Newsvendor and the Optimal Acquisition of Information” (Q3100385) (← links)
- Dynamic programming and inventory control. (Q3100667) (← links)
- The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited (Q3116159) (← links)
- Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach (Q3117798) (← links)
- A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models (Q3119635) (← links)
- Inventory management with overlapping shrinkages and demands (Q3119640) (← links)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
- (Q3138346) (← links)
- Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps (Q3143626) (← links)
- (Q3211183) (← links)
- (Q3220331) (← links)
- (Q3310486) (← links)
- (Q3313738) (← links)
- (Q3330933) (← links)
- On some singular perturbation problems arising in stochastic control (Q3337359) (← links)
- (Q3341248) (← links)
- (Q3342326) (← links)
- (Q3349982) (← links)
- Approximation of the Zakaï Equation by the Splitting up Method (Q3350396) (← links)
- (Q3357214) (← links)
- (Q3360770) (← links)
- Mean field approach to stochastic control with partial information (Q3383300) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
- (Q3397606) (← links)
- Partially Observed Inventory Systems: The Case of Rain Checks (Q3399253) (← links)
- (Q3400642) (← links)
- Technical Note—Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times (Q3450463) (← links)
- Confidence intervals for annual wind power production (Q3451714) (← links)
- Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise (Q3456304) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- Nonlinear semigroup arising in the control of diffusions with partial observation (Q3479304) (← links)
- (Q3479952) (← links)
- (Q3494847) (← links)
- (Q3514574) (← links)
- (Q3543480) (← links)
- Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach (Q3557944) (← links)
- (Q3559339) (← links)
- On the Discrete Time Capital Asset Pricing Model (Q3631190) (← links)
- Real Options (Q3631196) (← links)
