Alain Bensoussan

Finance · 2000–2018

A researcher in the Science corpus: 13 papers; trusts 14 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

• Finance — 42 citations into it; #1,874 of 10,518 by trust here, #2,249 by citations
• Economics and Econometrics — 33 citations into it; #2,510 of 23,481 by trust here, #3,526 by citations
• Mathematical Physics — 10 citations into it
• Applied Mathematics — 8 citations into it; #2,854 of 7,620 by trust here, #2,955 by citations
• Statistical and Nonlinear Physics — 7 citations into it; #4,215 of 10,127 by trust here, #4,439 by citations
• Management Science and Operations Research — 5 citations into it; #2,942 of 11,946 by trust here, #2,539 by citations

Whom Alain Bensoussan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean-Michel Lasry
2. Minyi Huang
3. Peter E. Caines
4. Pierre-Louis Lions
5. Olivier Guéant
6. René A. Carmona
7. Roland P. Malhamé
8. Jens Frehse
9. Phillip S. C. Yam
10. François Delarue

Who trusts Alain Bensoussan overall

1. Daniel Lacker
2. René A. Carmona
3. François Delarue
4. Pierre Cardaliaguet
5. P. J. Graber
6. Martino Bardi
7. Giuseppe Mingione
8. Hao Xing
9. Andrea Cosso
10. Jean-François Chassagneux

Papers from Alain Bensoussan's perspective

Ordered by how strongly the researchers Alain Bensoussan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. A reference case for mean field games models
3. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
4. Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (SIAM Journal of Control and Optimization)
5. Equilibrium Points in N-Person Games.
6. Second order mean field games with degenerate diffusion and local coupling
7. Knowledge Growth and the Allocation of Time (Journal of Political Economy)
8. Mean Field Games and Applications
9. Mean-field backward stochastic differential equations and related partial differential equations
10. Forward-Backward Stochastic Differential Equations and their Applications

Their papers

• Regularity Results for Nonlinear Elliptic Systems and Applications (2002) — 206 citations
• Mean Field Games and Mean Field Type Control Theory (2013) — 834 citations
• The Master equation in mean field theory (2014) — 164 citations
• Linear-Quadratic Mean Field Games (2014) — 314 citations
• Stochastic Games for N Players (2000) — 73 citations
• Mean Field Games with a Dominating Player (2014) — 95 citations
• Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games (2015) — 49 citations
• Mean Field Control and Mean Field Game Models with Several Populations (2018) — 60 citations
• Well-posedness of mean-field type forward–backward stochastic differential equations (2015) — 77 citations
• Representation and Control of Infinite Dimensional Systems, 2nd Edition (2007) — 415 citations
• Representation and Control of Infinite Dimensional Systems (Systems & Control: Foundations & Applications) (2006) — 104 citations
• Difference equations on weighted graphs (2005) — 78 citations
• Stochastic Hybrid Control (2000) — 72 citations