What influenced the story and setting of Jean-Luc Godard's Alphaville?

The closest reference to any type of influences on this movie come from the wiki article on this film describing:

Jean Cocteau was one of the artists who exerted significant influences on Godard's films, and parallels between Alphaville and Cocteau's 1950 film Orpheus are evident. For example, Orphée's search for Cégeste and Caution's for Harry Dickson, between the poems Orphée hears on the radio and the aphoristic questions given by Alpha 60, between Orphée's victory over Death through the recovery of his poetic powers and Caution's use of poetry to destroy Alpha 60. Moreover, Godard openly acknowledges his debt to Cocteau on several occasions. When Alpha 60 is destroyed, for instance, people stagger down labyrinthine corridors or cling blindly to the walls like the inhabitants of Cocteau's "Zone de la mort", and, at the end of the film, Caution tells Natasha not to look back, like Orphée did to Eurydice.

Essentially the style of the film was influenced by an artist that had a similar tone to the movie that helped Godard come up with the tone of the film.

For further reading, there is a book that these references come from that you can get on Amazon. Most likely an interesting read if you are a huge Godard fan.