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~person:"Bensoussan, Alain"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Bensoussan, Alain
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Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
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2
Linear-quadratic time-inconsistent mean field games
Bensoussan, Alain
;
Sung, K. C. P.
;
Yam, Sheung Chi Phillip
- In:
Dynamic games and applications : DGA
3
(
2013
)
4
,
pp. 537-552
Persistent link: https://www.econbiz.de/10010246344
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3
Impulse control with random reaction periods : a central bank intervention problem
Bensoussan, Alain
;
Long, Hongwei
;
Perera, Sandun
; …
- In:
Operations research letters
40
(
2012
)
6
,
pp. 425-430
Persistent link: https://www.econbiz.de/10009716585
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4
The machine maintenance and sale age model of Kamien and Schwartz revisited
Bensoussan, Alain
;
Sethi, Suresh P.
- In:
Management science : journal of the Institute for …
53
(
2007
)
12
,
pp. 1964-1976
Persistent link: https://www.econbiz.de/10003600517
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