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Alain Bensoussan
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Alain Bensoussan
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박사
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연구실 :

연구실번호 :

이메일 :
bensoussan@ajou.ac.kr

연구관심분야 :
논문 및 연구활동
연구활동(주요논문)
  • [논문] Alain Bensoussan, Suresh P. Sethi, Shaokuan Chen, Linear Quadratic Differential Games with Mixed Leadership: The Open-Loop Solution , NUMERICAL ALGEBRA, CONTROL AND OPTIMIZATION , Vol.3 , No.1 , pp.95 -108 (Mar, 2013)
  • [논문] Alain Bensoussan, Jens Frehse, Control and Nash games with Mean Field Effect , CHINESE ANNALS OF MATHEMATICS SERIES B , Vol.34B , No.2 , pp.161 -192 (Mar, 2013)
  • [논문] Alain Bensoussan, St?phane Menozzi, Laurent Mertz, H?ctor Jasso-Fuentes, Asymptotic Analysis of Stochastic Variational inequalities Modeling an Elasto-Plastic Problem with Vanishing Jumps , ASYMPTOTIC ANALYSIS , Vol.80 , No.1-2 , pp.171 -187 (Dec, 2012)
  • [논문] Alain Bensoussan, JANOS TURI, KEERTHI CHANDRASEKHARAN, OBTAINING THE CRITICAL EXCITATION FOR ELASTO-PLASTIC OSCILLATORS BY SOLVING AN OPTIMAL CONTROL PROBLEM , Communications in Applied Analysis , Vol.16 , No.4 , pp.589 -608 (Oct, 2012)
  • [논문] Alain Bensoussan, G. Yin, ZhongFeng Yan, Threshold-Type Policies for Real Options Using Regime-Switching Models , SIAM JOURNAL ON FINANCIAL MATHEMATICS , Vol.3 , No.1 , pp.667 -689 (Oct, 2012)
국제학술논문지
  • [논문] Alain Bensoussan, Jens Frehse, Control and Nash games with Mean Field Effect , CHINESE ANNALS OF MATHEMATICS SERIES B , Vol.34B , No.2 , pp.161 -192 (Mar, 2013)
  • [논문] Alain Bensoussan, Suresh P. Sethi, Shaokuan Chen, Linear Quadratic Differential Games with Mixed Leadership: The Open-Loop Solution , NUMERICAL ALGEBRA, CONTROL AND OPTIMIZATION , Vol.3 , No.1 , pp.95 -108 (Mar, 2013)
  • [논문] Alain Bensoussan, St?phane Menozzi, Laurent Mertz, H?ctor Jasso-Fuentes, Asymptotic Analysis of Stochastic Variational inequalities Modeling an Elasto-Plastic Problem with Vanishing Jumps , ASYMPTOTIC ANALYSIS , Vol.80 , No.1-2 , pp.171 -187 (Dec, 2012)
  • [논문] Alain Bensoussan, JANOS TURI, KEERTHI CHANDRASEKHARAN, OBTAINING THE CRITICAL EXCITATION FOR ELASTO-PLASTIC OSCILLATORS BY SOLVING AN OPTIMAL CONTROL PROBLEM , Communications in Applied Analysis , Vol.16 , No.4 , pp.589 -608 (Oct, 2012)
  • [논문] Alain Bensoussan, G. Yin, ZhongFeng Yan, Threshold-Type Policies for Real Options Using Regime-Switching Models , SIAM JOURNAL ON FINANCIAL MATHEMATICS , Vol.3 , No.1 , pp.667 -689 (Oct, 2012)
  • [논문] Alain Bensoussan, S.C.P. Yam, Laurent Mertz, Long Cycle Behavior of the Plastic Deformation of an Elasto-Perfectly-Plastic Oscillator with Noise , COMPTES RENDUS MATHEMATIQUE , Vol.350 , No.17-18 , pp.853 -859 (Sep, 2012)
  • [논문] Alain Bensoussan, Alexandre Brouste, Pierre Raphael Bertrand, Forecasting the energy produced by a windmill on a yearly basis , STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT , Vol.33 , pp.1 -14 (Mar, 2012)
국제학술발표
  • [학술회의] 구형건, Abel Cadenillas, 성재영, Alain Bensoussan, An Equilibrium Loan Contract Under Moral Hazard in Continuous-time , The First Asian Quantitative Finance Conference (Jan, 2013)
  • [학술회의] 구형건, Abel Cadenillas, 성재영, Alain Bensoussan, An Equilibrium Loan Contract Under Moral Hazard in Continuous-time , Analysis and Control of Stochastic Paritial Differential Equations (Dec, 2012)
저서 및 번역
  • [저서] 성재영, Alain Bensoussan, Zengjing Chen, Jean-Paul Decamps, 안청희, Stephane Villeneuve, Kuno J.M. Huisman, Peter M. Kort, Joseph E.J. Plasmans, Jacco J.J. Thijssen, Julien Hugonnier, Erwan Morellec, Benoit Chevalier-Roignant, Weidong Tian, Guoqing Zhao, Shaolin Ji, Qingmeng Wei, John Liu, Michael Taksar, Jiguang Yuan, Hideo Nagai, Jun Sekine, Shige Peng, Real Options, Ambiguity, Risk and Insurance (Mar, 2013)
  • [저서] 구형건, 배형옥, 심규철, Alain Bensoussan, 현종석, Zengjing Chen, Abel Cadenillas, 이기섭, Hoe, 성재영, Shanjian Tang, New Trends in Financial Engineering, Works under the Auspices of the World Class University Program of Ajou University (Aug, 2011)
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