Concepedia

Alain Bensoussan

AB

Statistics

Publications

138

Citations

8.1K

H-Index

42

Active since

1969

Affiliations

The University of Texas at Dallas(Current)

Université Paris Dauphine-PSL

Institut national de recherche en sciences et technologies du numérique

City University of Hong Kong

Chinese University of Hong Kong

Alain Bensoussan is an author at The University of Texas at Dallas specializing in engineering, business, and systems engineering.

Top concepts

EngineeringBusinessSystems EngineeringMathematical ProgrammingOperations ResearchProbabilityEconomicsQuantitative ManagementGamesGame Theory

Publications per year

1969–2022

137

Publications

138

Asymptotic Analysis of Periodic Structures

Alain Bensoussan, J. L. Lions, George Papanicolaou et al. · Journal of Applied Mechanics · 1979 · 1.7K citations · Full text

Asymptotic Formula, Oscillation Theory, Periodic Travelling Wave

On the theory of option pricing

Alain Bensoussan · Acta Applicandae Mathematicae · 1984 · 295 citations

Option Pricing, Asset Pricing, Derivative Pricing +4

Boundary Layers and Homogenizatlon of Transport Processes

Alain Bensoussan, Pierre-Louis Lions, George Papanicolaou · Publications of the Research Institute for Mathematical Sciences · 1979 · 290 citations · Full text

Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index

Alain Bensoussan, Jan H. van Schuppen · SIAM Journal on Control and Optimization · 1985 · 258 citations

Mathematical Programming, Brownian Motion Processes, Optimal Control +14

Linear-Quadratic Mean Field Games

Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam et al. · Journal of Optimization Theory and Applications · 2015 · 239 citations

Mathematical Programming, Stochastic Game, Mean Field Game +5

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