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Does performance-sensitive debt mitigate debt overhang?

Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, … - In: Journal of economic dynamics & control 131 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012818133

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

Applied optimal control

Bensoussan, Alain (ed.) - 1978

Persistent link: https://www.econbiz.de/10013284494

Mean-field-type games with jump and regime switching

Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; … - In: Dynamic games and applications : DGA 10 (2020) 1, pp. 19-57

Persistent link: https://www.econbiz.de/10012226798

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

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

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

Informatique, télécoms, Internet : réglementation, contrats, fiscalité, assurance, santé, fraude, communications électroniques, intelligence artificielle et robotique

Bensoussan, Alain - 2017 - 6e édition

Persistent link: https://www.econbiz.de/10011735500

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

Optimal investment-consumption decisions with partially observed inflation : a discrete-time formulation

Bensoussan, Alain; Sethi, Suresh P. - In: Dynamic analysis in complex economic environments : …, (pp. 59-80). 2021

We consider a discrete-time optimal consumption and investment problem of an investor who is interested in maximizing his utility from consumption and terminal wealth subject to a random inflation in the consumption basket price over time. We consider two cases: (i) when the investor observes...

Persistent link: https://www.econbiz.de/10012429628