.
Bensoussan, Alain's
Scholarly Papers
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Aggregate Statistics
Total 3,429
Total Citations 95
1.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Chutani, Anshuman University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
28 Feb 09
Last Revised:
29 Apr 10
377(36,607)
Cash management, stochastic control, maximum principle, risky assets
2.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
28 Feb 08
Last Revised:
26 Oct 09
224(66,489)
7
Information delay, partial observations, stochastic inventory problem, incomplete information, base-stock policy, dynamic programming, sufficient statistic, destination and origin determined dynamic delays, Information flow crossing
3.
Optimal Consumption and Portfolio Decisions with Partially Observed Real Prices
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Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Keppo, Jussi NUS Business School, National University of Singapore
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
30 Apr 07
Last Revised:
27 Apr 09
159(92,760)
2
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Keppo, Jussi NUS Business School, National University of Singapore
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
2
2
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Keppo, Jussi NUS Business School, National University of Singapore
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
30 Apr 07
Last Revised:
13 Apr 09
157
2
Optimal Consumption and Investment, Inflation, Stochastic Control with partial observations, Separation Principle, Zakai Equation
4.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
04 Feb 08
Last Revised:
22 Jan 09
147(99,530)
11
unobserved unmet demand; Markovian demand; newsvendor problem, dynamic programming, inventroy models, partially observed systems, incomplete information, base stock policy, myopic policy
5.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
30 Jan 08
Last Revised:
25 Apr 12
142(102,568)
1
Filtering, inventory control, optimal control, adaptive control, unnormalized probability, Kalman filter, Zakai equation, partial observations, incomplete information
6.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Minjarez-Sosa, J. Adolfo University of Sonora - Department of Mathematics
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Shi, Ruixia (Sandy) University of Richmond - Robins School of Business, Management Department
Posted:
07 Mar 08
Last Revised:
16 Mar 10
139(104,413)
3
Inventory model, partial observations, incomplete information, stochastic control, dynamic programming, infinite dimensioanl spaces, contraction mapping, fixed point
7.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
138(105,097)
Newsvendor Model, inventory model, service measures, forecast updates, Two-stage newsvendor model, fill rate
8.
The Genuine Savings Criterion and the Value of Population in an Economy with Endogenous Fertility Rate
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OPTIMAL CONTROL OF AGE-STRUCTURED POPULATIONS IN ECONOMY, DEMOGRAPHY, AND THE ENVIRONMENT, R. Boucekkine, pp. 20-44, N. Hritonenko, Y. Yatsenko, eds., Taylor & Francis, UK, 2011
Accepted Paper Series
Arrow, Kenneth J. Stanford University - Department of Economics
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
09 Feb 08
Last Revised:
12 May 11
savings, genuine savings, green gross national product, population policy, value of the population, economic growth, optimal control, phase diagram, dynamic programming, Maximum principle
9.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Liu, R. H. University of Dayton - Department of Mathematics
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
26 Feb 08
Last Revised:
14 Apr 08
129(111,181)
2
(s, S) policy, compound Poisson process, diffusion process, economic order quantity model, impulse control, quasi-variational inequalities, stochastic inventory model, EOQ Model
10.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
12 Jan 08
Last Revised:
29 Oct 09
126(113,327)
12
inventory models, incomplete information, partially observed systems, optima control, zero-balance walk, inventory control, feedback policy, lost sales case
11.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
25 Feb 09
Last Revised:
28 May 10
121(117,102)
Inventory models, newsvendor problem, service constraint, Kuhn-Tucker conditions, Two-stage newsvendor, forecast updates, aggregate service target, long-term service level, infinite-dimensional problem, Chance constraints
12.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
114(122,727)
3
Inventory, newsvendor problem, service constraint, forecast update, two-stage ordering
13.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Wang, Mingzheng Dalian University of Technology--School of Management
Zhang, Hanqin Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Posted:
18 Apr 08
Last Revised:
14 Mar 11
114(122,727)
dynamic information delays, partial observations, stochastic inventory, base stock policies, average cost optimality, ergodic problem, vanishing discount approach
14.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Royal, Andrew affiliation not provided to SSRN
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
30 Jan 08
Last Revised:
27 Aug 10
112(124,383)
1
Consistent estimators, censored data, Bayesian control, adaptive control, Newsvendor model, unnormalized probability, optimal control, incomplete information, partial observations
15.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
16 Apr 09
Last Revised:
17 Oct 11
105(130,456)
Maintenance and replacement, optimal control, impulse control, equipment investment; stopping time; variational inequality, reliability, hazard rate, the Kamien-Schwartz model, dynamic programming, chain of machines model
16.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
06 Feb 08
Last Revised:
16 Mar 09
98(136,920)
3
Unnormalized probabilities, Unobserved unmet demand, Newsvendor problem, dynamic programming, infinite dimensional spaces, incomplete information, partially obsereved systems, optimal control
17.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
96(138,806)
7
dynamic information delays,partial observations, stochastic inventory problem, base-stock policy, (s, S) policy, inventory models, incomplete information, sufficient statistics
18.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
91(143,882)
4
economic evaluation, information delays,delay evaluation,base-stock policy, partially observed inventory, incomplete information, sufficient statistics, RFID, radio frequency identification tags
19.
Arrow, Kenneth J. Stanford University - Department of Economics
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
15 Jan 08
Last Revised:
12 Feb 08
88(147,119)
5
economic growth, optimal control, phase diagram, dynamic programming, optimal savings, genuine savings
20.
Basar, Tamer affiliation not provided to SSRN
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
31 Aug 09
Last Revised:
22 Jan 10
78(158,550)
Differential games, Stackelberg-Nash solution, mixed leadership games, two-point boundary value problems, Stackelberg games, multi-leader multi follower games, hierarchical games, open-loop solution, linear-qudratic differential games
21.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Minjarez-Sosa, J. Adolfo University of Sonora - Department of Mathematics
Royal, Andrew affiliation not provided to SSRN
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
24 Dec 07
Last Revised:
05 Feb 08
78(158,550)
2
inventory models, partially observed systems, incomplete information, lost sales
22.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Feng, Qi Purdue University - Krannert School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
05 Nov 08
Last Revised:
18 Jan 09
76(161,072)
Inventory, newsvendor problem, partial observation, lost sales, incomplete demand information, dynamic programming, delayed observations
23.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
30 Jan 08
Last Revised:
07 Nov 08
76(161,072)
7
Optimal Control, Inventory models, Partially Observed Systems, unnormalized probabilities, infinite dimensional systems, conditional distributions, incomplete information
24.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
17 Jan 08
Last Revised:
18 Jul 09
76(161,072)
7
Inventory/production: unknown demand, lost sales, censoring, optimal policies, partial observations, incomplete demand information, Bayesian approach, myopic policy, unnormalized probability, dynamic programming, infinite dimensional state space, optimal control
25.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Minjarez-Sosa, J. Adolfo University of Sonora - Department of Mathematics
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Shi, Ruixia (Sandy) University of Richmond - Robins School of Business, Management Department
Posted:
30 Jan 08
Last Revised:
14 May 08
72(166,328)
5
Partially Observed Systems, inventroy control, Rain Checks, incomplete information, lost sales, optimal control, incomplete information, feedback policy, dynamic programming, unnormalized probability, infinite dimensional space
26.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
19 Feb 08
Last Revised:
14 Apr 08
59(185,110)
8
Information delay, partial observations, stochastic inventory problem, incomplete information, base-stock policy, dynamic programming, sufficient statistic
27.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Li, Meng University of Texas at Dallas - Naveen Jindal School of Management
52(196,682)
1
inventory/production, uncertainty, dynamic programming/optimal control, Markov, Stochastic Models
28.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Posted:
25 Jan 08
Last Revised:
23 Jan 09
52(196,682)
4
Maintenance and replacement, optimal control, variational inequality, stochastic processes, the Kamien-Scwwartz model, machine replacement
29.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Chen, Shaokuan University of Texas at Dallas
Posted:
25 Sep 12
Last Revised:
13 Feb 13
46(207,580)
Differential games, feedback Stackelberg equilibrium, Riccati equation, infinite horizon
30.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Li, Meng University of Texas at Dallas - Naveen Jindal School of Management
Posted:
10 Jul 11
Last Revised:
17 Jul 11
39(221,598)
inventory/production, uncertainty, dynamic programming/optimal control, Markov, Stochastic Models
31.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Jang, Bong-Gyu POSTECH
Park, Seyoung POSTECH
38(223,750)
unemployment risk, optimal retirement, optimal investment, portfolio theory, dynamic programming, convex duality
32.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Cakanyildirim, Metin University of Texas at Dallas - Naveen Jindal School of Management
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
Shi, Ruixia (Sandy) University of Richmond - Robins School of Business, Management Department
Posted:
10 Sep 09
Last Revised:
23 Jan 11
33(235,231)
partially observed inventory, rain checks, Chebyshev polynomials, Fast Fourier Transforms, incomplete inventory information. rain checks, inventory models, partially observed systems, dynamic programming
33.
Bensoussan, Alain University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Vickson, Raymond University of Waterloo - Department of Management Sciences
Derzko, N. A. University of Toronto
Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
production-inventory model, aggregate planning, stochastic optimal control, dynamic programming, control constraints,policy iteration, HMMS Model
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