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Control Theory, Numerical Methods and Computer Systems Modelling : International Symposium, Rocquencourt, June 17-21, 1974

Bensoussan, Alain - 1975

Table des Matieres / Table of Contents -- Theorie Du Filtrage / Filtering Theory -- Filtering for linear stochastic hereditary differential systems -- A Kalman-Bucy filtering theory for affine hereditary differential equations -- Linear least-squares estimation of discrete-time stationary...

Persistent link: https://www.econbiz.de/10013518769

Optimal consumption and investment with independent stochastic labor income

Bensoussan, Alain; Park, Seyoung - In: Mathematics of operations research 50 (2025) 1, pp. 356-389

Persistent link: https://www.econbiz.de/10015211707

Unemployment risks and optimal retirement in an incomplete market

Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung - In: Operations research 64 (2016) 4, pp. 1015-1032

Persistent link: https://www.econbiz.de/10011538586

Managing inventory with cash register information : sales recorded but not demands

Bensoussan, Alain; Çakanyildirim, Metin; Li, Meng; … - In: Production and operations management : an international … 25 (2016) 1, pp. 9-21

Persistent link: https://www.econbiz.de/10011437148

Sequential capacity expansion options

Bensoussan, Alain; Chevalier-Roignant, Benoît - In: Operations research 67 (2019) 1, pp. 33-57

Persistent link: https://www.econbiz.de/10012000789

Real options with competition and regime switching

Bensoussan, Alain; Hoe, SingRu; Yan, Zhongfeng; Yin, George - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 224-250

Persistent link: https://www.econbiz.de/10011739453

Feedback Stackelberg solutions of infinite-horizon stochastic differential games

Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. - In: Models and methods in economics and management science …, (pp. 3-15). 2014

Persistent link: https://www.econbiz.de/10011551786

Evaluating long-term service performance under short-term forecast updates

Bensoussan, Alain; Feng, Qi; Luo, Sirong; Sethi, Suresh P. - In: International journal of production research 54 (2016) 17/18, pp. 5236-5249

Persistent link: https://www.econbiz.de/10011530196

The impact of competitive advantage on the investment timing in Stackelberg leader-follower game

Hoe, SingRu; Yan, Zhongfeng; Bensoussan, Alain - In: The engineering economist : a journal devoted to the … 63 (2018) 3, pp. 236-249

Persistent link: https://www.econbiz.de/10011937543

A mechanism design approach to vendor managed inventory

Kadiyala, Bharadwaj; Özer, Özalp; Bensoussan, Alain - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2628-2652

Persistent link: https://www.econbiz.de/10012254431