Academic conference presentation
2022/09/15
Prophet inequalities for finite stage multiparameter optimal stopping problems
2022/03/30
Markov decision processes with fractional rewards
2022/03/05
Differential games with fractional payoff
2016/01/09
Ranking of teams in a Kendo team tournament by the two step method
(The 19th Symposium of Setouchi-rim JSIAM Local Research Group)
2014/03/06
Stochastic Isbell-Marlow problem and optimal control
2012/11/19
Optimal stopping problems for set-valued stochastic processes
2012/07
An optimal stopping problem with a fractional reward
(Kyoto University, RIMS Kokyuroku 1802,「 Mathematical Decision Making under Uncertainty and Ambiguity, and Related Topics」,pp.263-267.)
2012/07
Conditional essential supremum and optimal stopping
(Kyoto University, RIMS Kokyuroku 1802,「 Mathematical Decision Making under Uncertainty and Ambiguity, and Related Topics」,pp.268-273.)
2009/04
Prophet inequalities for two-parameter optimal stopping
(Kyoto University, RIMS Kokyuroku 1636, 「MathematicalAnalysis of Uncenainty and Decision Making」, pp.33-39.)
1995/03
Matrix representation of σ-fields and its application to stochastic control problems
(Kyoto university, RIMS Kokyuroku 899,「 Optimization Theory and its Applicationsin Mathematical Systems」, pp.233-238.)
1994/12
Multi-parameter optimal stopping problem with an exit time : application to the open bandit problem
(International Conference on Stochastic Models and Optimal Stopping, Nanzan University, Nagoya, Japan, pp.215-228.)
1993/05
On the solution of Bellman equation for two-parameter optimal stopping problems
(Kyoto University, RIMS Kokyuroku 835,「 Mathematical Optimization and its Applications」, pp.199-207.)
1990/12
A characterization of the optimal value function of switching problems for bi-symmetric Markov processes
1989/02
2-parameter optimal stopping problem with switching costs
(Kyoto University, RIMS Kokyuroku 680, 「Mathematical Programming and its Related Field」, pp.199-207.)
1992/10
Finiteness of optimal stopping points and ε-optimal stopping points for two-parameter optimal stopping problmes