Faculty Information - Tanaka Teruo |

Tanaka Teruo

Department / Course

Hiroshima City University Graduate School Graduate School of Information Sciences Major in Systems Engineering

Hiroshima City University Faculty of Information Sciences Department of Systems Engineering

Job Professor

Academic conference presentation
1989/02	2-parameter optimal stopping problem with switching costs (Kyoto University, RIMS Kokyuroku 680, 「Mathematical Programming and its Related Field」, pp.199-207．)
1990/12	A characterization of the optimal value function of switching problems for bi-symmetric Markov processes
1992/10	Finiteness of optimal stopping points and ε-optimal stopping points for two-parameter optimal stopping problmes
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．)
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．)
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．)
2009/04	Prophet inequalities for two-parameter optimal stopping (Kyoto University, RIMS Kokyuroku 1636, 「MathematicalAnalysis of Uncenainty and Decision Making」, pp.33-39．)
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．)
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．)
2012/11/19	Optimal stopping problems for set-valued stochastic processes
2014/03/06	Stochastic Isbell-Marlow problem and optimal control
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)
2022/03/05	Differential games with fractional payoff
2022/03/30	Markov decision processes with fractional rewards
2022/09/15	Prophet inequalities for finite stage multiparameter optimal stopping problems