Katsushige Sawaki

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Continuous-time dynamic pricing for stabilizing stochastic demand
Journal of the Operations Research Society of Japan
2017-10-06Paper
A continuous-time dynamic pricing model knowing the competitor's pricing strategy
European Journal of Operational Research
2015-07-28Paper
THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES
Journal of the Operations Research Society of Japan
2015-05-21Paper
OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES
Asia-Pacific Journal of Operational Research
2013-01-30Paper
A continuous review inventory model with stochastic prices procured in the spot market
Journal of the Operations Research Society of Japan
2011-03-09Paper
A multiple class seat allocation model with replenishment
Journal of the Operations Research Society of Japan
2010-07-09Paper
The pricing and optimal strategies of callable warrants
European Journal of Operational Research
2010-06-11Paper
The valuation of Russian options for double exponential jump diffusion processes
Asia-Pacific Journal of Operational Research
2010-06-10Paper
The valuation of callable-puttable reverse convertible bonds
Asia-Pacific Journal of Operational Research
2010-06-10Paper
scientific article; zbMATH DE number 5657311 (Why is no real title available?)2010-01-13Paper
Callable Russian options and their optimal boundaries
Journal of Applied Mathematics and Decision Sciences
2009-11-23Paper
A continuous-time seat allocation model with up-down resets2009-07-14Paper
scientific article; zbMATH DE number 2190136 (Why is no real title available?)2005-08-01Paper
Optimal policies in continuous time inventory control models with limited supply
Computers & Mathematics with Applications
2004-08-06Paper
scientific article; zbMATH DE number 1087011 (Why is no real title available?)1997-11-13Paper
Optimal exercise policies for call options and their valuation
Computers & Mathematics with Applications
1993-04-01Paper
scientific article; zbMATH DE number 54583 (Why is no real title available?)1992-09-26Paper
ON THE (s,S) POLICY WITH FIXED INVENTORY HOLDING AND SHORTAGE COSTS
Journal of the Operations Research Society of Japan
1992-06-26Paper
scientific article; zbMATH DE number 4126997 (Why is no real title available?)1989-01-01Paper
ON THE IMPACT OF UNCERTAINTY IN DYNAMIC JOB SEARCH
Journal of the Operations Research Society of Japan
1984-01-01Paper
ON THE CLASS OF CLOSED DYNAMIC PROGRAMS
Journal of the Operations Research Society of Japan
1984-01-01Paper
Transformation of partially observable Markov decision processes into piecewise linear ones
Journal of Mathematical Analysis and Applications
1983-01-01Paper
PIECEWISE LINEAR DYNAMIC PROGRAMS WITH APPLICATIONS
Journal of the Operations Research Society of Japan
1980-01-01Paper
OPTIMAL CONTROL FOR PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES OVER AN INFINITE HORIZON
Journal of the Operations Research Society of Japan
1978-01-01Paper
scientific article; zbMATH DE number 3392246 (Why is no real title available?)1971-01-01Paper


Research outcomes over time


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