60 citations · 133 across the 19 of their papers we have counts for
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math.OC2018★ 24 cited
Mean Field Control and Mean Field Game Models with Several Populations
Alain Bensoussan, Tao Huang, Mathieu Laurière
In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents…
math.OC2018
Optimal periodic replenishment policies for spectrally positive Lévy demand processes
José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan
We consider a version of the stochastic inventory control problem for a spectrally positive Lévy demand process, in which the inventory can only be replenished at independent expon…