2013 - Fellow of the American Mathematical Society
2009 - SIAM Fellow For contributions to stochastics and control.
1989 - Member of Academia Europaea
1986 - IEEE Fellow For contributions to stochastic control theory and the control of distributed parameter systems.
His scientific interests lie mostly in Mathematical analysis, Stochastic control, Applied mathematics, Mathematical optimization and Optimal control. As a part of the same scientific study, Alain Bensoussan usually deals with the Stochastic control, concentrating on Linear-quadratic-Gaussian control and frequently concerns with Bibliography. His Applied mathematics research is multidisciplinary, incorporating elements of Mathematical economics, Stochastic game, Control theory and Partial differential equation.
His Partial differential equation research integrates issues from Weak convergence, Operator, Sign, Nash equilibrium and Differential equation. Alain Bensoussan has researched Weak convergence in several fields, including Mathematical proof, Asymptotic homogenization and Asymptotic analysis. His work on Maximum principle and Bellman equation as part of general Mathematical optimization research is frequently linked to Maximum power point tracking and Electricity generation, bridging the gap between disciplines.
The scientist’s investigation covers issues in Mathematical optimization, Applied mathematics, Mathematical analysis, Stochastic control and Bellman equation. The concepts of his Mathematical optimization study are interwoven with issues in Sufficient statistic, Constraint and Inventory control. His research on Applied mathematics focuses in particular on Stochastic differential equation.
His work is connected to Variational inequality and Partial differential equation, as a part of Mathematical analysis. His work is dedicated to discovering how Partial differential equation, Mathematical economics are connected with Differential game and other disciplines. Stochastic control is the subject of his research, which falls under Control theory.
His primary areas of study are Mathematical optimization, Applied mathematics, Bellman equation, Stochastic control and Mathematical economics. In general Mathematical optimization study, his work on Time horizon often relates to the realm of Electricity generation, thereby connecting several areas of interest. His study of Stochastic differential equation is a part of Applied mathematics.
His studies deal with areas such as Wiener process, Filtration, Boundary value problem and Probability space as well as Stochastic control. His research in Mathematical economics intersects with topics in Uniqueness and Optimal control. His Fokker–Planck equation study in the realm of Partial differential equation interacts with subjects such as A priori and a posteriori.
His main research concerns Mathematical optimization, Type, Dynamic programming, Applied mathematics and Mathematical economics. His work on Time horizon as part of general Mathematical optimization study is frequently linked to Economic shortage, therefore connecting diverse disciplines of science. His Applied mathematics research incorporates elements of Calculus of variations, Optimal control, Continuum, State and Infinitesimal.
His Optimal control research is multidisciplinary, relying on both Quadratic equation, Partial differential equation and Group. His biological study spans a wide range of topics, including Dual, Connection, Stochastic differential equation and Adjoint equation, Differential equation. His research integrates issues of Uniqueness and Probability measure in his study of Mathematical economics.
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Asymptotic analysis for periodic structures
Alain Bensoussan;Alain Bensoussan;Jacques Louis Lions;George Papanicolaou.
(1978)
Representation and Control of Infinite Dimensional Systems
Alain Bensoussan;Michel C. Delfour;Giuseppe Da Prato;Sanjoy K. Mitter.
(1993)
Impulse Control and Quasi-Variational Inequalities
Alain Bensoussan;Jacques Louis Lions.
(1984)
Stochastic Control of Partially Observable Systems
Alain Bensoussan.
(1992)
Mean Field Games and Mean Field Type Control Theory
Alain Bensoussan;Jens Frehse;Phillip Yam.
(2013)
Applications of variational inequalities in stochastic control
Alain Bensoussan.
(1982)
Asymptotic Analysis of Periodic Structures
Alain Bensoussan;Jacques-Louis Lions;George Papanicolaou;T. K. Caughey.
Journal of Applied Mechanics (1979)
Perturbation Methods in Optimal Control
Alain Bensoussan.
(1988)
On the theory of option pricing
A. Bensoussan.
Acta Applicandae Mathematicae (1984)
Lectures on stochastic control
A. Bensoussan.
(1982)
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