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Teaching: OPRE 6335- Fall 2005 Download Syllabus MAS 6V08 - Fall 2006 Download Syllabus OPRE 6301- Spring 2006 Download Syllabus Resume &Journal Articles (Approx. PDF file size: 134 KB)	Distinguished Research Professor of Operations Management Director of the International Center for Decision and Risk Analysis University of Texas at Dallas School of Management, Office 3.211 Box 830688, Richardson, Texas 75083-0688 Email: alain.bensoussan@utdallas.edu Phone: 1 972 883 6117 Fax : 1 972 883 5905 RESEARCH INTERESTS BOOKS AND MONOGRAPHS WORKING PAPERS/WORK IN PROGRESS DISTINCTIONS PROFESSIONAL CAREER SCIENTIFIC RESPONSABILITIES

Research Interests

• Applied Mathematics
• Control Theory
• Risk Management
• Inventory Control
• Finance

BOOKS AND MONOGRAPHS

BOOKS:

• Filtrage Optimal des Systèmes Linéaires (Dunod, 1971).
• Management Application of Modern Control Theory, (North Holland, 1974), with G. HURST& B. NASLUND.
• Applications des Inéquations Variationnelles en contrôle Stochastique, (Dunod, 1978), with J.L. LIONS (english translation: Application of Variational Inequalities in Stochastic Control, North Holland, 1982).
• Asymptotic Methods in Periodic Media, (North Holland, 1978), with J.L. LIONS & G. PAPANICOLAOU.
• Stochastic Control by Functional Analysis Methods, (North Holland, 1982).
• Impulsive Control and Quasi-Variational Inequalities, (Dunod, 1982), with J.L. LIONS, traduction russe 1987.
• Mathematical Theory of Production Planning, (North Holland, 1983), with M. CROUHY & J. M. PROTH.
• Pertubations Methods in Optimal control, (Dunod-Gauthier Villars, 1988).
• Stochastic Control with Partial Information (Cambridge University Press), 1992.
• Representation and Control of Infinite Dimensional Systems, with G. Da Prato, M. Delfour et S.K. Mitter, (Birkhauser) vol.1, 1992.
• Representation and Control of Infinite Dimensional Systems, with G. Da Prato, M. Delfour et S.K. Mitter, (Birkhauser) vol.2, 1993.
• Regularity results for nonlinear Elliptic systems and applications, with J. FREHSE, (Springer), Applied Mathematical Sciences, vol. 151, 2002.

• 1st, 2nd, 3rd, 4th, 5th, 6th, 7th, 8th, 9th International Conference on Analysis and optimization of Systems, (Springer Verlag, Lecture Notes, 1974, 1976, 1978, 1980, 1982, 1984, 1986, 1988, 1990), with J.L. LIONS.
• Applied Optimal Control (North Holland, 1978), with P. KLEINDORFER & C. S. TAPIERO.
• Stochastic Optimal Control and Applications, (North Holland, 1980), with P. KLEINDORFER & C. S. TAPIERO.
• Mathematical Techniques of Optimization, Control and Decision, (Annals of the CEREMADE), (Birkh¨auser, 1981), with J. P. AUBIN & I. EKELAND.

WORKING PAPERS/WORK IN PROGRESS

• "Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: a QVI Approach", with R., Liu and S., Sethi, submitted to SICON.
• "An Inventory Model with Partial Observation, a New Approach", with M. Cakanyildirim and S., Sethi, working in progress.
• "A Newsboy Model with a Service Constraint, with S., Sethi and J., Zhou, working in progress.
• "Optimality of a Base Stock Policy in an Inventory Model with Information Delay", with M. Cakanyildirim and and S., Sethi, working in progress.

DISTINCTIONS

• Member of the French Academy of Sciences - 2003
• Member of the French Academy of Technology, 2000
• Member of the International Academy of Astronautics -1999
• Member of Academia Europae
• Fellow IEEE - 1985
• Von Humboldt Prize - 1984 (France)
• Légion d'Honneur (Chevalier) - 1991, (Officier) -2003 (France)
• Ordre National du Mérite (Commandeur) - 2000 (France)
• BundesVerdienstKreuz (Officier) - 2003 (Germany)

PROFESSIONAL CAREER

• Full Professor at the University Paris-Dauphine, since 1972, Emeritus Professor since 2004.
• Part time Professor at the Ecole Polytechnique from 1970 to 1986.
• Part time Professor at the Ecole Normale Superieure from 1980 to 1985.
• On Leave at the European Institute for advanced Studies in Management, Brussels, as Professor from 1971 to 1973, then as Director from 1975 to 1977.
• Chairman of the Mathematics Department of the University Paris Dauphine, from 1975 to 1977.
• President of INRIA, Institut National de Recherche en Informatique et Automatique, from 1984 to 1996.
• President of CNES (Centre National d’Etudes Spatiales) from January 1996 to February 2003.
• Chairman of ESA Council (European Space Agency) from July 1999 to July 2002.

SCIENTIFIC RESPONSABILITIES

• Vice Chairman of the IFAC "Mathematics of control" Committee from 1978 to 1981.
• Member of the organizing Committee of the IFAC World Congress (1981).
• Member of the selection Committee for the session Control Theory and Optimization.
• International Congress of Mathematics, Helsinki 1978 and Chairman for the same session, Warsaw 1982.
• Chairman of AFIRST, Franco-Israeli Association for Science and Technology from 1992 to March 1999.
• Member of the Advisory Council of the Institute for Systems Research, University of Maryland.
• Member of the Board of the Pitman Advanced Publishing Program in Mathematics.
• Member of the Advisory Board of Mathematical Finance.
• Editor in Chief of Asymptotic Analysis Journal (IOS Press).
• Member of the Editorial Board of the following journals
  • Journal of Applied Mathematics and Optimization
  • Journal of Nonlinear Analysis
  • Numerical Functional Analysis and Applications
  • Policy Analysis and Information Systems
  • Sciences de Gestion
  • Systems and Control Letters
  • Acta Applicandae Mathematicae
  • Stochastic Analysis and Applications
  • Control Theory and Advanced Technology (C-TAT)
  • International Journal on Stochastic Hydrology and Hydraulics
  • Kybernetes
  • Optimal Control - Applications and Methods
  • Applied Mathematics Letters
  • Progress in Systems and Control Theory
  • Mathematical Models and Methods in Applied Sciences (M3AS)
  • Nonlinear Functional Analysis and Control Theory
  • Applied Mathematical Finance