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Disambiguation of "Bensoussan, Alain"

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Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting.

, , , and . SIAM J. Financial Math., 5 (1): 153-190 (2014)

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Alain Durocher

Alain Lory

Alain Schlichting

Alain Schifferli

Alain Villard

 

Other publications of authors with the same name

Mean Field Games With Parametrized Followers., , , and . IEEE Trans. Automat. Contr., 65 (1): 12-27 (2020)Computation of approximate optimal policies in a partially observed inventory model with rain checks., , , and . Autom., 47 (8): 1589-1604 (2011)Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions., , and . Appl. Math. Comput., (2013)Representation and Control of Infinite Dimensional Systems, 2nd Edition., , , and . Systems and control Birkhäuser, (2007)Optimal Control of Hidden Markov Models With Binary Observations., and . IEEE Trans. Automat. Contr., 59 (1): 64-77 (2014)Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach., , , and . Management Science, 55 (2): 294-310 (2009)Impulse control with random reaction periods: A central bank intervention problem., , , and . Oper. Res. Lett., 40 (6): 425-430 (2012)A Mean-Variance Approach to Capital Investment Optimization., , and . SIAM J. Financial Math., 10 (1): 156-180 (2019)Linear-Quadratic Mean Field Games., , , and . J. Optimization Theory and Applications, 169 (2): 496-529 (2016)Machine Learning and Control Theory., , , , , and . CoRR, (2020)