The following pages link to Masamitsu Ohnishi (Q596910):
Displaying 37 items.
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911) (← links)
- An optimal inspection and replacement policy under incomplete state information (Q1091924) (← links)
- Optimal strategies for some team games (Q1186315) (← links)
- On the average optimality of circular assignment policy (Q1201826) (← links)
- Optimal minimal-repair and replacement problem with age dependent cost structure (Q1206111) (← links)
- Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion (Q1206121) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- Stochastic orders and their applications in financial optimization (Q1809503) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (Q2398584) (← links)
- The comparative statics on asset prices based on bull and bear market measure (Q2569023) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- (Q2705514) (← links)
- PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP (Q3566770) (← links)
- (Q3685546) (← links)
- An optimal inspection and replacement policy for a deteriorating system (Q3750752) (← links)
- (Q3788955) (← links)
- (Q3798199) (← links)
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864) (← links)
- (Q4253428) (← links)
- Optimal service control of a station connected with two parallel substations (Q4280008) (← links)
- (Q4329890) (← links)
- OPTIMAL MINIMAL-REPAIR AND REPLACEMENT PROBLEM UNDER AVERAGE COST CRITERION : OPTIMALITY OF (t, T)-POLICY (Q4366148) (← links)
- (Q4703159) (← links)
- (Q4703522) (← links)
- (Q4703573) (← links)
- (Q4705045) (← links)
- (Q4705441) (← links)
- (Q4705452) (← links)
- (Q4935031) (← links)
- (Q4935240) (← links)
- (Q4937126) (← links)
- (Q4937141) (← links)
- (Q4948244) (← links)
- Optimal and equilibrium execution strategies with generalized price impact (Q5139257) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- (Q5437155) (← links)
