The following pages link to Hiroaki Morimoto (Q594838):
Displayed 45 items.
- Optimal switching problems of tandem type (Q594839) (← links)
- Optimal harvesting and planting control in stochastic logistic population models (Q713385) (← links)
- Nonlinear semigroups and a characterization of the value process in stochastic control (Q786739) (← links)
- On average cost stopping time problems (Q806159) (← links)
- Long-run average welfare in a pollution accumulation model (Q959758) (← links)
- Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
- Optimal consumption of the finite time horizon Ramsey problem (Q1029127) (← links)
- Non-zero-sum discrete parameter stochastic games with stopping times (Q1077815) (← links)
- A note on two-sided stochastic control problems (Q1080406) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- The dual space of the space BMO for a stochastic point process (Q1139874) (← links)
- Existence of optimal martingales (Q1140358) (← links)
- A stochastic extension of model reference adaptive control (Q1209507) (← links)
- On the absolute continuity of measures relative to a Poisson measure (Q1258556) (← links)
- Variational inequalities for leavable bounded-velocity control (Q1404795) (← links)
- Optimal stopping and a martingale approach to the penalty method (Q1838224) (← links)
- Ergodic control in stochastic manufacturing systems with constant demand (Q1974224) (← links)
- Optimal consumption models in economic growth (Q2382720) (← links)
- A linear-quadratric control problem with discretionary stopping (Q2467048) (← links)
- (Q2712231) (← links)
- Ergodic Control Of Stochastic Differential Systems With Controller Constraints (Q2785313) (← links)
- Optimal Harvesting in the Stochastic Logistic Growth Model with Finite Horizon (Q2848587) (← links)
- An Irreversible Investment Problem with Maintenance Expenditure (Q2910902) (← links)
- A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions (Q3060367) (← links)
- On a variational inequality associated with a stopping game combined with a control (Q3148776) (← links)
- On a discretization procedure for the stopping time problem (Q3313042) (← links)
- The Probabilistic Solution of the Dirichlet Problem for Degenerate Elliptic Equations (Q3414715) (← links)
- Optimal Consumption and Portfolio Choice with Stopping (Q3433621) (← links)
- Adaptive LQG regulator via the separation principle (Q3491417) (← links)
- Stochastic Control and Mathematical Modeling (Q3558487) (← links)
- Dynkin games and martingale methods (Q3685772) (← links)
- (Q3700532) (← links)
- On bang-bang solutions of stochastic differential games (Q3762111) (← links)
- (Q3938975) (← links)
- (Q3945345) (← links)
- Attractors of probability measures for semilinear stochastic evolution equations (Q4005830) (← links)
- Variational Inequalities for Combined Control and Stopping (Q4443001) (← links)
- Noncooperative n-player cyclic stopping games (Q4727930) (← links)
- OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD (Q4797319) (← links)
- Perturbation methods in optimal stopping with average cost criterion (Q4840932) (← links)
- Some Results on the Bellman Equation of Ergodic Control (Q4943717) (← links)
- On consumption/investment problems with long-term time-average utilities (Q4950735) (← links)
- Optimal dividend and risk control in diffusion models with linear costs (Q5176274) (← links)
- An extension of the linear regulator for degenerate diffusions (Q5274213) (← links)
- Cryptographic Hardware and Embedded Systems - CHES 2004 (Q5311449) (← links)