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Bensoussan, Alain & Çakanyildirim, Metin & Sethi, Suresh & Shi, Ruixia, Computation of Approximate Optimal Policies in Partially Observed Inventory Model With Rain Checks. Automatica, 2011
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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
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2
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
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3
Managing nonperishable inventories with learning about demand arrival rate through stockout times
Bensoussan, Alain
;
Guo, Pengfei
- In:
Operations research
63
(
2015
)
3
,
pp. 602-609
Persistent link: https://www.econbiz.de/10011292954
Saved in:
4
A splitting method for band control of brownian motion : with application to mutual reserve optimization
Bensoussan, Alain
;
Liu, John J.
;
Yuan, Jiguang
- In:
Operations research
72
(
2024
)
6
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10015371547
Saved in:
5
A risk extended version of Merton's optimal consumption and portfolio selection
Bensoussan, Alain
;
Hoe, SingRu
;
Kim, Joohyun
;
Yan, Zhongfeng
- In:
Operations research
70
(
2022
)
2
,
pp. 815-829
Persistent link: https://www.econbiz.de/10013365795
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