Hideo Nagai

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal consumption-investment under partial information in conditionally log-Gaussian models	2023-04-26	Paper
Down-side risk minimization under prescribed consumption level	2019-03-12	Paper
Large deviation estimates for controlled semi-martingales	2016-04-15	Paper
Robust estimates of certain large deviation probabilities for controlled semi-martingales	2015-07-28	Paper
H-J-B equations of optimal consumption-investment and verification theorems	2015-06-15	Paper
Expected log-utility maximization under incomplete information and with Cox-process observations	2015-02-04	Paper
Expected power-utility maximization under incomplete information and with Cox-process observations	2013-04-15	Paper
Downside risk minimization via a large deviations approach	2012-05-13	Paper
Asymptotics of the probability of minimizing ‘down-side’ risk under partial information	2011-06-07	Paper
https://portal.mardi4nfdi.de/entity/Q3509355	2008-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q3504645	2008-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q5446922	2008-03-06	Paper
Stopping problems of certain multiplicative functionals and optimal investment with transaction costs	2007-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q5486569	2006-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q3159223	2005-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q3158931	2005-02-01	Paper
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models	2004-01-08	Paper
Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon.	2003-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4438216	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4792527	2002-01-01	Paper
Risk-sensitive portfolio optimization on infinite time horizon	2002-01-01	Paper
Conditions for no breakdown and Bellman equations of risk-sensitive control	2001-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4497366	2000-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4269425	2000-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4719568	2000-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4227198	1999-02-23	Paper
Some results on risk-sensitive control with full observation	1998-10-06	Paper
Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control	1998-02-09	Paper
Degenerative convergence of diffusion process toward a submanifold by strong drift	1994-05-31	Paper
Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions	1992-06-28	Paper
An ergodic control problem arising from the principal eigenfunction of an elliptic operator	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3032880	1989-01-01	Paper
Non zero-sum stopping games of symmetric Markov processes	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3706250	1986-01-01	Paper
Stochastic control of symmetric markov processes and nonlinear variational inequalities	1986-01-01	Paper
Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients	1985-01-01	Paper
Impulsive control of symmetric Markov processes and quasi-variational inequalities	1983-01-01	Paper
On an impulsive control of additive processes	1980-01-01	Paper
On an optimal stopping problem and a variational inequality	1978-01-01	Paper
On an exponential character of the spectral distribution function of a random difference operator	1977-01-01	Paper
A remark on the Minlos-Povzner Tauberian theorem	1977-01-01	Paper
System-theoretical approach to model reduction and system-order determination	1975-01-01	Paper
On an asymptotic property of spectra of a random difference operator	1975-01-01	Paper

Research outcomes over time

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