WorldCat Identities

Bensoussan, Alain

Overview
Works: 133 works in 714 publications in 4 languages and 11,688 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Author of introduction, Contributor, Thesis advisor, Publishing director, 958, Other, Director, Redactor, Honoree, coo, Opponent
Classifications: QA402.3, 003
Publication Timeline
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Most widely held works by Alain Bensoussan
Representation and control of infinite dimensional systems by Alain Bensoussan( Book )

38 editions published between 1991 and 2007 in English and held by 391 WorldCat member libraries worldwide

"The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from a theoretical and design point of view. The study of this problem over an infinite time horizon shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability, stabilizability, and detectability. This theory is far more difficult for infinite dimensional systems such as those with time delays and distributed parameter systems. ... Part I reviews basic optimal control and game theory of finite dimensional systems, which serves as an introduction to the book. Part II deals with time evolution of some generic controlled infinite dimensional systems and contains a fairly complete account of semigroup theory. It incorporates interpolation theory and exhibits the role of semigroup theory in delay differential and partial differential equations. Part III studies the generic qualitative properties of controlled systems. Parts IV and V examine the optimal control of systems when performance is measured via a quadratic cost. Boundary control of parabolic and hyperbolic systems and exact controllability are also covered"--P. [4] of cover
Applied stochastic control in econometrics and management science( Book )

12 editions published between 1980 and 1988 in English and held by 355 WorldCat member libraries worldwide

Asymptotic analysis for periodic structures by Alain Bensoussan( Book )

25 editions published between 1978 and 2011 in English and held by 355 WorldCat member libraries worldwide

Asymptotic Analysis for Periodic Structures
Management applications of modern control theory by Alain Bensoussan( Book )

14 editions published in 1974 in 3 languages and held by 354 WorldCat member libraries worldwide

Regularity results for nonlinear elliptic systems and applications by Alain Bensoussan( Book )

15 editions published between 2002 and 2011 in English and held by 327 WorldCat member libraries worldwide

The book collects many techniques that are helpul in obtaining regularity results for solutions of nonlinear systems of partial differential equations. They are then applied in various cases to provide useful examples and relevant results, particularly in fields like fluid mechanics, solid mechanics, semiconductor theory, or game theory. In general, these techniques are scattered in the journal literature and developed in the strict context of a given model. In the book, they are presented independently of specific models, so that the main ideas are explained, while remaining applicable to various situations. Such a presentation will facilitate application and implementation by researchers, as well as teaching to students
Control theory, numerical methods, and computer systems modelling : international symposium, Rocquencourt, June 17-21, 1974 by Alain Bensoussan( Book )

22 editions published in 1975 in 3 languages and held by 323 WorldCat member libraries worldwide

Future tendencies in computer science, control, and applied mathematics : International Conference on the Occasion of the 25th Anniversary of INRIA : Paris, France, December 8-11, 1992 : proceedings by Alain Bensoussan( Book )

21 editions published between 1992 and 1993 in English and German and held by 309 WorldCat member libraries worldwide

"This volume contains the proceedings of the International Conference on Research in Computer Science and Control, held on the occasion of the 25th anniversary of INRIA in December 1992. The objective of this conference was to bring together a large number of the world's leading specialists in information technology who are particularly active in the fields covered by INRIA research programmes, to present the state of the art and a prospective view of future research. The contributions in the volume are organized into the following areas: Parallel processing, databases, networks, and distributed systems; Symbolic computation, programming, and software engineering; Artificial intelligence, cognitive systems, and man-machine interaction; Robotics, image processing, and computer vision; Signal processing, control and manufacturing automation; Scientific computing, numerical software, and computer aided engineering."--PUBLISHER'S WEBSITE
Stochastic control by functional analysis methods by Alain Bensoussan( Book )

17 editions published in 1982 in English and Dutch and held by 282 WorldCat member libraries worldwide

Stochastic Control by Functional Analysis Methods
Applied optimal control( Book )

11 editions published in 1978 in English and Dutch and held by 269 WorldCat member libraries worldwide

Perturbation methods in optimal control by Alain Bensoussan( Book )

15 editions published in 1988 in English and Undetermined and held by 267 WorldCat member libraries worldwide

" ... the purpose of this book is to describe and analyse (and to some extent generalise) the principal results, scattered in the literature, concerning perturbation methods in optimal control for systems that are governed by deterministic or stochastic differential equations."--Preface
New trends in systems analysis : international symposium, Versailles, December 13-17, 1976 by Alain Bensoussan( Book )

18 editions published in 1977 in English and Undetermined and held by 253 WorldCat member libraries worldwide

Applications of variational inequalities in stochastic control by Alain Bensoussan( Book )

19 editions published in 1982 in English and held by 226 WorldCat member libraries worldwide

Applications of Variational Inequalities in Stochastic Control
Advances in Hamiltonian systems by Istituto matematico Guido Castelnuovo( Book )

12 editions published in 1983 in English and Undetermined and held by 224 WorldCat member libraries worldwide

International Symposium on Systems Optimization and Analysis, Rocquencourt, December 11-13, 1978 by Alain Bensoussan( Book )

25 editions published in 1979 in 4 languages and held by 217 WorldCat member libraries worldwide

Singular perturbations and asymptotic analysis in control systems by Petar V Kokotović( Book )

12 editions published between 1986 and 1987 in English and held by 213 WorldCat member libraries worldwide

Analysis and optimization of systems by Alain Bensoussan( Book )

44 editions published between 1982 and 2006 in English and held by 190 WorldCat member libraries worldwide

This volume contains the proceedings of the conference "state and Frequency Domain Approaches to Infinite-Dimensional Systems". The aim was to bring together engineers and mathematicians working in the field of linear infinite-dimensional systems who are specialists in one or more of the following categories of mathematical approaches: semigroup approches, p.d.e. approaches, frequency domain approaches and syntheses of state-space and frequency domain approaches. Since these approaches use very different sophisticated mathematical techniques, it is unusual for a scientist to be expert in all of them. On the other hand, there different approaches all purport to address the same control problems for the same classes of linear infinite-dimensional systems. It is therefore important to compare and discuss the advantages and disadvantages of these different mathematical techniques. To help ameliorate the communication gab a series of introductory tutorial lectures were given by specialists in the above-mentioned fields. There were complemented by some key survey papers on more recent research, as well as by papers representing original research in these areas
Future perspectives in risk models and finance by Alain Bensoussan( Book )

13 editions published between 2014 and 2016 in English and held by 35 WorldCat member libraries worldwide

This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial uncertainty based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The books chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb, and Sandis provide an anti-fragility approach based on skin in the game. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use in financial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a measure of incompleteness. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices
Mean field games and mean field type control theory by Alain Bensoussan( Book )

11 editions published in 2013 in English and Undetermined and held by 32 WorldCat member libraries worldwide

Mean field games and Mean field type control introduce new problems in Control Theory. The terminology games may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced but terms which are not directly related to the state or the control of the decision maker. They are however, indirectly related to him, in the sense that they model a very large community of agents similar to the representative agent. All the agents behave similarly and impact the representative agent. However, because of the large number an aggregation effect takes place. The interesting consequence is that the impact of the community can be modeled by a mean field term, but when this is done, the problem is reduced to a control problem
Real options, ambiguity, risk and insurance : world class university program in financial engineering, Ajou University, volume two by Alain Bensoussan( Book )

10 editions published in 2013 in English and held by 29 WorldCat member libraries worldwide

Title Page; Preface; Contents; Part 1. Real Options; Optimal Investment Under Liquidity Constraints; Introduction; Optimal Investment in Perfect Capital Markets; The Benchmark Model; Discussion; Optimal Stopping for a Cash-Constrained Firm; The Model; Value of the Firm with No Growth Option; Value of the Firm with a Growth Option; A Verification Theorem; Solution to Optimal Stopping Problem Fi; Fi as a Super Solution to HJB Equation (3.13); Future Works; Investment in High-Tech Industries: An Example from the LCD Industry; Introduction; The Investment Model with Geometric Brownian Motion
Dynamic programming and inventory control by Alain Bensoussan( Book )

10 editions published in 2011 in English and held by 26 WorldCat member libraries worldwide

This book presents a unified theory of dynamic programming and Markov decision processes and its application to a major field of operations research and operations management: inventory control. Models are developed in discrete time as well as in continuous time. For continuous time, this book concentrates only on models of interest to inventory control. For discrete time, the focus is mainly on infinite horizon models. The book also covers the difference between impulse control and continuous control. Ergodic control is considered in the context of impulse control, and some simple rules currently used in practice are justified. Chapter 2 introduces some of the classical static problems which are preliminary to the dynamic models of interest in inventory control. This book is not a general text on control theory and dynamic programming, in that the systems dynamics are mostly limited to inventory models. For these models, however, it seeks to be as comprehensive as possible, although finite horizon models in discrete time are not developed, since they are largely described in existing literature. On the other hand, the ergodic control problem is considered in detail, and probabilistic proofs as well as analytical proofs are provided. The techniques developed in this work can be extended to more complex models, covering additional aspects of inventory control
 
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Regularity results for nonlinear elliptic systems and applications
Alternative Names
Alain Bensoussan Frans wiskundige

Alain Bensoussan fransk matematikar

Alain Bensoussan fransk matematiker

Alain Bensoussan französischer Mathematiker

Alain Bensoussan French mathematician

Alain Bensoussan mathématicien français

Bensoussan, A.

Bensoussan, A. 1940-

Bensoussan, A. (Alain)

Bensoussan, Alain 19..-... mathématicien et informaticien

Bensusan, A.

Bensusan, A. (Alan)

Bensusan, Alan

Bensusan, Alan 1940-

Бенсусан, А.

Languages
English (346)

German (6)

Dutch (3)

French (1)

Covers
Regularity results for nonlinear elliptic systems and applicationsFuture tendencies in computer science, control, and applied mathematics : International Conference on the Occasion of the 25th Anniversary of INRIA : Paris, France, December 8-11, 1992 : proceedingsStochastic control by functional analysis methods