60 citations · 133 across the 19 of their papers we have counts for
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Bellman systems with mean field dependent dynamics
Alain Bensoussan, Miroslav Bulíček, Jens Frehse
We deal with nonlinear elliptic and parabolic systems that are the Bellman like systems associated to stochastic differential games with mean field dependent dynamics. The key nove…
The Master Equation in Mean Field Theory
Alain Bensoussan, Jens Frehse, Phillip Yam
In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system o…
Degenerate Dirichlet Problems Related to the Ergodic Property of an Elasto-Plastic Oscillator Excited by a Filtered White Noise
Alain Bensoussan, Laurent Mertz
A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characte…
Behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise
Alain Bensoussan, Laurent Mertz
Earlier works in engineering, partly experimental, partly computational have revealed that asymptotically, when the excitation is a white noise, plastic deformation and total defor…