Hiroaki Morimoto

Available identifiers

zbMath Open morimoto.hiroakiMaRDI QIDQ594838

List of research outcomes

Publication	Date of Publication	Type
An extension of the linear regulator for degenerate diffusions	2017-07-12	Paper
Optimal dividend and risk control in diffusion models with linear costs	2015-03-03	Paper
Optimal Harvesting in the Stochastic Logistic Growth Model with Finite Horizon	2013-09-26	Paper
Optimal harvesting and planting control in stochastic logistic population models	2012-10-29	Paper
An Irreversible Investment Problem with Maintenance Expenditure	2012-09-12	Paper
A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions	2010-12-03	Paper
Stochastic Control and Mathematical Modeling	2010-05-05	Paper
Optimal dividend payments in the stochastic Ramsey model	2010-04-08	Paper
Optimal consumption of the finite time horizon Ramsey problem	2009-07-09	Paper
Long-run average welfare in a pollution accumulation model	2008-12-12	Paper
A linear-quadratric control problem with discretionary stopping	2008-01-18	Paper
Optimal consumption models in economic growth	2007-10-02	Paper
Optimal Consumption and Portfolio Choice with Stopping	2007-04-30	Paper
The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations	2007-01-10	Paper
Cryptographic Hardware and Embedded Systems - CHES 2004	2005-08-23	Paper
Variational Inequalities for Combined Control and Stopping	2004-01-08	Paper
On a variational inequality associated with a stopping game combined with a control	2003-09-05	Paper
Variational inequalities for leavable bounded-velocity control	2003-08-24	Paper
OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD	2003-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q2712231	2002-08-05	Paper
Ergodic control in stochastic manufacturing systems with constant demand	2000-05-07	Paper
On consumption/investment problems with long-term time-average utilities	2000-04-09	Paper
Some Results on the Bellman Equation of Ergodic Control	2000-03-19	Paper
Ergodic Control Of Stochastic Differential Systems With Controller Constraints	1997-08-07	Paper
Perturbation methods in optimal stopping with average cost criterion	1996-01-02	Paper
A stochastic extension of model reference adaptive control	1993-05-16	Paper
Attractors of probability measures for semilinear stochastic evolution equations	1992-09-27	Paper
On average cost stopping time problems	1991-01-01	Paper
Adaptive LQG regulator via the separation principle	1990-01-01	Paper
Optimal switching for alternating processes	1987-01-01	Paper
On bang-bang solutions of stochastic differential games	1987-01-01	Paper
Noncooperative n-player cyclic stopping games	1987-01-01	Paper
Non-zero-sum discrete parameter stochastic games with stopping times	1986-01-01	Paper
A note on two-sided stochastic control problems	1986-01-01	Paper
On a discretization procedure for the stopping time problem	1984-01-01	Paper
Dynkin games and martingale methods	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3700532	1984-01-01	Paper
Optimal switching problems of tandem type	1983-01-01	Paper
Nonlinear semigroups and a characterization of the value process in stochastic control	1983-01-01	Paper
Optimal stopping and a martingale approach to the penalty method	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3938975	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3945345	1981-01-01	Paper
The dual space of the space BMO for a stochastic point process	1979-01-01	Paper
Existence of optimal martingales	1979-01-01	Paper
On the absolute continuity of measures relative to a Poisson measure	1979-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hiroaki Morimoto