The following pages link to Hideo Nagai (Q417075):
Displayed 45 items.
- Item:Q417075 (redirect page) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Item:Q417075 (redirect page) (← links)
- Impulsive control of symmetric Markov processes and quasi-variational inequalities (Q795793) (← links)
- Stopping problems of certain multiplicative functionals and optimal investment with transaction costs (Q996069) (← links)
- Non zero-sum stopping games of symmetric Markov processes (Q1085895) (← links)
- An ergodic control problem arising from the principal eigenfunction of an elliptic operator (Q1174754) (← links)
- On an optimal stopping problem and a variational inequality (Q1243991) (← links)
- On an exponential character of the spectral distribution function of a random difference operator (Q1244942) (← links)
- A remark on the Minlos-Povzner Tauberian theorem (Q1244943) (← links)
- Some results on risk-sensitive control with full observation (Q1381319) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- Large deviation estimates for controlled semi-martingales (Q2800249) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- (Q3032880) (← links)
- Down-side risk minimization under prescribed consumption level (Q3119605) (← links)
- Degenerative convergence of diffusion process toward a submanifold by strong drift (Q3141171) (← links)
- (Q3158931) (← links)
- (Q3159223) (← links)
- (Q3504645) (← links)
- (Q3509355) (← links)
- Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients (Q3686604) (← links)
- (Q3706250) (← links)
- Stochastic control of symmetric markov processes and nonlinear variational inequalities (Q3747428) (← links)
- On an impulsive control of additive processes (Q3883995) (← links)
- Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions (Q3991009) (← links)
- System-theoretical approach to model reduction and system-order determination (Q4083258) (← links)
- On an asymptotic property of spectra of a random difference operator (Q4100428) (← links)
- (Q4227198) (← links)
- (Q4269425) (← links)
- Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control (Q4377387) (← links)
- (Q4438216) (← links)
- Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models (Q4442962) (← links)
- (Q4497366) (← links)
- (Q4719568) (← links)
- (Q4792527) (← links)
- Risk-sensitive portfolio optimization on infinite time horizon (Q4799385) (← links)
- Robust estimates of certain large deviation probabilities for controlled semi-martingales (Q5265541) (← links)
- (Q5446922) (← links)
- (Q5486569) (← links)
- Conditions for no breakdown and Bellman equations of risk-sensitive control (Q5926212) (← links)