Katsushige Sawaki

Available identifiers

zbMath Open sawaki.katsushigeMaRDI QIDQ976410

List of research outcomes

Publication	Date of Publication	Type
CONTINUOUS-TIME DYNAMIC PRICING FOR STABILIZING STOCHASTIC DEMAND	2017-10-06	Paper
A continuous-time dynamic pricing model knowing the competitor's pricing strategy	2015-07-28	Paper
THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES	2015-05-21	Paper
OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES	2013-01-30	Paper
A CONTINUOUS REVIEW INVENTORY MODEL WITH STOCHASTIC PRICES PROCURED IN THE SPOT MARKET	2011-03-09	Paper
A MULTIPLE CLASS SEAT ALLOCATION MODEL WITH REPLENISHMENT	2010-07-09	Paper
The pricing and optimal strategies of callable warrants	2010-06-11	Paper
THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS	2010-06-10	Paper
THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES	2010-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q3656132	2010-01-13	Paper
Callable Russian options and their optimal boundaries	2009-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q3637897	2009-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q5462196	2005-08-01	Paper
Optimal policies in continuous time inventory control models with limited supply	2004-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q4363282	1997-11-13	Paper
Optimal exercise policies for call options and their valuation	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q4000675	1992-09-26	Paper
ON THE (s,S) POLICY WITH FIXED INVENTORY HOLDING AND SHORTAGE COSTS	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q4206560	1989-01-01	Paper
ON THE IMPACT OF UNCERTAINTY IN DYNAMIC JOB SEARCH	1984-01-01	Paper
ON THE CLASS OF CLOSED DYNAMIC PROGRAMS	1984-01-01	Paper
Transformation of partially observable Markov decision processes into piecewise linear ones	1983-01-01	Paper
PIECEWISE LINEAR DYNAMIC PROGRAMS WITH APPLICATIONS	1980-01-01	Paper
OPTIMAL CONTROL FOR PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES OVER AN INFINITE HORIZON	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5661690	1971-01-01	Paper

Research outcomes over time

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