Bensoussan, Alain
Overview
Works:  182 works in 908 publications in 6 languages and 13,808 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, Author of introduction, Contributor, Publishing director, Thesis advisor, Other, 958, Redactor, Director, Honoree, coo, Opponent 
Publication Timeline
.
Most widely held works by
Alain Bensoussan
Analysis and optimization of systems by
Alain Bensoussan(
Book
)
132 editions published between 1980 and 2014 in 5 languages and held by 1,344 WorldCat member libraries worldwide
This volume contains the proceedings of the conference "state and Frequency Domain Approaches to InfiniteDimensional Systems". The aim was to bring together engineers and mathematicians working in the field of linear infinitedimensional 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 statespace 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 infinitedimensional 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 abovementioned fields. There were complemented by some key survey papers on more recent research, as well as by papers representing original research in these areas
132 editions published between 1980 and 2014 in 5 languages and held by 1,344 WorldCat member libraries worldwide
This volume contains the proceedings of the conference "state and Frequency Domain Approaches to InfiniteDimensional Systems". The aim was to bring together engineers and mathematicians working in the field of linear infinitedimensional 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 statespace 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 infinitedimensional 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 abovementioned fields. There were complemented by some key survey papers on more recent research, as well as by papers representing original research in these areas
Representation and control of infinite dimensional systems by
Alain Bensoussan(
Book
)
41 editions published between 1991 and 2007 in English and Italian and held by 400 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"Page 4 of cover
41 editions published between 1991 and 2007 in English and Italian and held by 400 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"Page 4 of cover
Asymptotic analysis for periodic structures by
Alain Bensoussan(
Book
)
26 editions published between 1978 and 2011 in English and held by 357 WorldCat member libraries worldwide
This is a reprinting of a book originally published in 1978. At that time it was the first book on the subject of homogenization, which is the asymptotic analysis of partial differential equations with rapidly oscillating coefficients, and as such it sets the stage for what problems to consider and what methods to use, including probabilistic methods. At the time the book was written the use of asymptotic expansions with multiple scales was new, especially their use as a theoretical tool, combined with energy methods and the construction of test functions for analysis with weak convergence met
26 editions published between 1978 and 2011 in English and held by 357 WorldCat member libraries worldwide
This is a reprinting of a book originally published in 1978. At that time it was the first book on the subject of homogenization, which is the asymptotic analysis of partial differential equations with rapidly oscillating coefficients, and as such it sets the stage for what problems to consider and what methods to use, including probabilistic methods. At the time the book was written the use of asymptotic expansions with multiple scales was new, especially their use as a theoretical tool, combined with energy methods and the construction of test functions for analysis with weak convergence met
Management applications of modern control theory by
Alain Bensoussan(
Book
)
14 editions published in 1974 in 3 languages and held by 348 WorldCat member libraries worldwide
14 editions published in 1974 in 3 languages and held by 348 WorldCat member libraries worldwide
Applied stochastic control in econometrics and management science(
Book
)
12 editions published between 1980 and 1988 in English and held by 346 WorldCat member libraries worldwide
12 editions published between 1980 and 1988 in English and held by 346 WorldCat member libraries worldwide
Regularity results for nonlinear elliptic systems and applications by
Alain Bensoussan(
Book
)
16 editions published between 2001 and 2011 in English and held by 332 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
16 editions published between 2001 and 2011 in English and held by 332 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 1721, 1974 by
Alain Bensoussan(
Book
)
22 editions published in 1975 in English and German and held by 321 WorldCat member libraries worldwide
22 editions published in 1975 in English and German and held by 321 WorldCat member libraries worldwide
Stochastic control of partially observable systems by
Alain Bensoussan(
Book
)
16 editions published between 1992 and 2004 in English and held by 308 WorldCat member libraries worldwide
The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed
16 editions published between 1992 and 2004 in English and held by 308 WorldCat member libraries worldwide
The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed
Future tendencies in computer science, control, and applied mathematics : International Conference on the Occasion of the
25th Anniversary of INRIA : Paris, France, December 811, 1992 : proceedings by
Alain Bensoussan(
Book
)
23 editions published between 1975 and 1993 in English and German and held by 308 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 manmachine interaction; Robotics, image processing, and computer vision; Signal processing, control and manufacturing automation; Scientific computing, numerical software, and computer aided engineering."PUBLISHER'S WEBSITE
23 editions published between 1975 and 1993 in English and German and held by 308 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 manmachine 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
)
18 editions published between 1982 and 1983 in English and Dutch and held by 280 WorldCat member libraries worldwide
Stochastic Control by Functional Analysis Methods
18 editions published between 1982 and 1983 in English and Dutch and held by 280 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
11 editions published in 1978 in English and Dutch and held by 269 WorldCat member libraries worldwide
New trends in systems analysis : international symposium, Versailles, December 1317, 1976 by
Alain Bensoussan(
Book
)
18 editions published in 1977 in English and Undetermined and held by 252 WorldCat member libraries worldwide
18 editions published in 1977 in English and Undetermined and held by 252 WorldCat member libraries worldwide
Advances in Hamiltonian systems by
Istituto matematico Guido Castelnuovo(
Book
)
13 editions published in 1983 in English and Undetermined and held by 226 WorldCat member libraries worldwide
13 editions published in 1983 in English and Undetermined and held by 226 WorldCat member libraries worldwide
Applications of variational inequalities in stochastic control by
Alain Bensoussan(
Book
)
21 editions published between 1982 and 2016 in English and held by 224 WorldCat member libraries worldwide
Applications of Variational Inequalities in Stochastic Control
21 editions published between 1982 and 2016 in English and held by 224 WorldCat member libraries worldwide
Applications of Variational Inequalities in Stochastic Control
International Symposium on Systems Optimization and Analysis, Rocquencourt, December 1113, 1978 by
Alain Bensoussan(
Book
)
26 editions published in 1979 in 5 languages and held by 224 WorldCat member libraries worldwide
26 editions published in 1979 in 5 languages and held by 224 WorldCat member libraries worldwide
Singular perturbations and asymptotic analysis in control systems by
Petar V Kokotović(
Book
)
13 editions published between 1986 and 1987 in English and held by 216 WorldCat member libraries worldwide
13 editions published between 1986 and 1987 in English and held by 216 WorldCat member libraries worldwide
Future perspectives in risk models and finance by
Alain Bensoussan(
Book
)
12 editions published between 2014 and 2016 in English and held by 37 WorldCat member libraries worldwide
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bimodal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy Rule)
12 editions published between 2014 and 2016 in English and held by 37 WorldCat member libraries worldwide
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bimodal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy Rule)
Mean field games and mean field type control theory by
Alain Bensoussan(
Book
)
12 editions published in 2013 in English and Undetermined and held by 35 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
12 editions published in 2013 in English and Undetermined and held by 35 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
)
11 editions published in 2013 in English and Undetermined and held by 31 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 CashConstrained 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 HighTech Industries: An Example from the LCD Industry; Introduction; The Investment Model with Geometric Brownian Motion
11 editions published in 2013 in English and Undetermined and held by 31 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 CashConstrained 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 HighTech Industries: An Example from the LCD Industry; Introduction; The Investment Model with Geometric Brownian Motion
Dynamic programming and inventory control by
Alain Bensoussan(
Book
)
11 editions published in 2011 in English and held by 27 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
11 editions published in 2011 in English and held by 27 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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Related Identities
 Lions, J.L (JacquesLouis) 19282001 Other Author Editor
 Tapiero, Charles S. Editor
 Institut national de recherche en informatique et en automatique (France) Other Publisher Producer Organizer of meeting
 Frehse, J. (Jens)
 Peng, Shige Author Editor
 Sung, Jaeyoung Editor
 Kleindorfer, Paul R. Editor
 Aubin, Jean Pierre Author Editor
 Ekeland, I. (Ivar) 1944 Editor
 Papanicolaou, George
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Associated Subjects
Approximation theory Asymptotic expansions Automatic control Biotechnology Boundary value problemsNumerical solutions Computeraided design Computer network architectures Computer science Computer simulation Control theory Differential equations, EllipticNumerical solutions Differential equations, NonlinearNumerical solutions Differential equations, Partial Differential equations, PartialAsymptotic theory Differential equations, PartialNumerical solutions Dynamic programming Econometrics Economics Economics, Mathematical EconomicsMethodology Electronic data processing Engineering Engineering mathematics Financial engineering Financial risk management Game theory Hamiltonian systems Industrial managementMathematical models Information theory Inventory controlData processing Management ManagementMathematical models Markov processes Mathematical optimization Mathematics Mean field theory Numerical analysis Operations research Operator theory Perturbation (Mathematics) Probabilities Risk assessment Software engineering Stochastic analysis Stochastic control theory Stochastic processes Structural control (Engineering) System analysis Systems engineering Variational inequalities (Mathematics)
Alternative Names
Alain Bensoussan Frans wiskundige
Alain Bensoussan fransk matematikar
Alain Bensoussan fransk matematiker
Alain Bensoussan französischer Mathematiker
Alain Bensoussan French mathematician
Alain Bensoussan matemático francés
Alain Bensoussan mathématicien français
Bensoussan, A.
Bensoussan, A. 1940
Bensoussan, A. (Alain)
Bensoussan, Alain
Bensusan, A.
Bensusan, A. (Alan)
Bensusan, Alan
Bensusan, Alan 1940
Бенсусан, А.
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