| Publication | Date of Publication | Type |
|---|
Risk-sensitive Markov decision under risk constraints with coherent risk measures Modeling Decisions for Artificial Intelligence | 2024-02-23 | Paper |
Coherent Risk Measures Derived from Utility Functions Modeling Decisions for Artificial Intelligence | 2023-07-28 | Paper |
Comparison of risk averse utility functions on two-dimensional regions Modeling Decisions for Artificial Intelligence | 2022-11-04 | Paper |
| Bivariate risk measures and stochastic orders | 2021-03-01 | Paper |
| Stochastic orders on two-dimensional space: application to cross entropy | 2021-03-01 | Paper |
A dynamic average value-at-risk portfolio model with fuzzy random variables Fuzzy Sets, Rough Sets, Multisets and Clustering | 2020-02-04 | Paper |
| Dynamic average value-at-risk allocation on worst scenarios in asset management | 2019-10-15 | Paper |
Weighted quasi-arithmetic mean on two-dimensional regions and their applications Modeling Decisions for Artificial Intelligence | 2017-06-20 | Paper |
Weighted quasi-arithmetic means on two-dimensional regions: an independent case Modeling Decisions for Artificial Intelligence | 2017-06-20 | Paper |
A fuzzy perceptive value for multi-variate stopping problem with a monotone rule Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Weighted quasi-arithmetic means and a risk index for stochastic environments International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2012-05-14 | Paper |
Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations Soft Computing | 2010-03-26 | Paper |
A perception-based portfolio under uncertainty: minimization of average rates of falling Modeling Decisions for Artificial Intelligence | 2009-12-17 | Paper |
An estimation model of value-at-risk portfolio under uncertainty Fuzzy Sets and Systems | 2009-12-07 | Paper |
A Defuzzification Method of Fuzzy Numbers Induced from Weighted Aggregation Operations Modeling Decisions for Artificial Intelligence | 2009-04-07 | Paper |
Fuzzy Extension of Estimations with Randomness: The Perception-Based Approach Modeling Decisions for Artificial Intelligence | 2009-02-17 | Paper |
Aggregated Mean Ratios of an Interval Induced from Aggregation Operations Modeling Decisions for Artificial Intelligence | 2008-11-25 | Paper |
PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2008-09-09 | Paper |
A Risk-Minimizing Model Under Uncertainty in Portfolio Lecture Notes in Computer Science | 2008-01-02 | Paper |
Modeling Decisions for Artificial Intelligence Lecture Notes in Computer Science | 2005-08-26 | Paper |
| scientific article; zbMATH DE number 2159134 (Why is no real title available?) | 2005-04-19 | Paper |
Continuous-time fuzzy decision processes with discounted rewards. Fuzzy Sets and Systems | 2003-11-17 | Paper |
A discrete-time model of American put option in an uncertain environment. European Journal of Operational Research | 2003-09-07 | Paper |
The valuation of European options in uncertain environment European Journal of Operational Research | 2003-04-10 | Paper |
Fuzzy stopping in continuous-time dynamic fuzzy systems Fuzzy Sets and Systems | 2003-04-02 | Paper |
Optimal stopping models in a stochastic and fuzzy environment Information Sciences | 2003-02-11 | Paper |
A fuzzy ordering on multi-dimensional fuzzy sets induced from convex cones Fuzzy Sets and Systems | 2003-02-05 | Paper |
| Order relations and a monotone convergence theorem in the class of fuzzy sets on \(\mathbb{R}^n\) | 2002-07-03 | Paper |
A zero-sum stopping game in a continuous-time dynamic fuzzy system. Mathematical and Computer Modelling | 2002-06-13 | Paper |
Multicriteria optimal stopping of a fuzzy and stochastic system Mathematical and Computer Modelling | 2002-06-13 | Paper |
Fuzzy decision processes with an average reward criterion. Mathematical and Computer Modelling | 2002-05-05 | Paper |
A minimax theorem for zero-sum stopping games in dynamic fuzzy systems Mathematical and Computer Modelling | 2002-05-05 | Paper |
A stopping game in a stochastic and fuzzy environment. Mathematical and Computer Modelling | 2002-05-05 | Paper |
| Fuzzy stopping of a system with randomness and fuzziness | 2002-03-24 | Paper |
A monotone convergence theorem for a sequence of convex fuzzy sets on \({\mathbb R}^n\) RIMS Kokyuroku | 2001-09-23 | Paper |
A continuous-time dynamic fuzzy system. I: A limit theorem Fuzzy Sets and Systems | 2001-07-08 | Paper |
A continuous-time dynamic fuzzy system. II: Fuzzy potentials Fuzzy Sets and Systems | 2001-07-05 | Paper |
A fuzzy treatment of uncertain Markov decision processes: average case RIMS Kokyuroku | 2001-03-21 | Paper |
A limit theorem in dynamic fuzzy systems with transitive fuzzy relations Fuzzy Sets and Systems | 2000-09-24 | Paper |
| scientific article; zbMATH DE number 1395231 (Why is no real title available?) | 2000-01-30 | Paper |
| scientific article; zbMATH DE number 1395400 (Why is no real title available?) | 2000-01-30 | Paper |
The recurrence of dynamic fuzzy systems Fuzzy Sets and Systems | 2000-01-25 | Paper |
Superharmonic fuzzy sets on recurrent sets in dynamic fuzzy systems Computers & Mathematics with Applications | 2000-01-20 | Paper |
| scientific article; zbMATH DE number 1379222 (Why is no real title available?) | 1999-12-15 | Paper |
| scientific article; zbMATH DE number 1322393 (Why is no real title available?) | 1999-11-08 | Paper |
A time-average fuzzy reward criterion in fuzzy decision processes Information Sciences | 1999-08-22 | Paper |
An optimal stopping zero-sum game in discrete-time multi-armed bandit processes Journal of Information and Optimization Sciences | 1999-08-02 | Paper |
Duality in dynamic fuzzy systems Fuzzy Sets and Systems | 1999-06-17 | Paper |
Cyclic classes and an ergodic theorem in dynamic fuzzy systems Fuzzy Sets and Systems | 1999-06-17 | Paper |
The optimal stopped fuzzy rewards in some continuous-time dynamic fuzzy systems Mathematical and Computer Modelling | 1999-03-02 | Paper |
| scientific article; zbMATH DE number 1114452 (Why is no real title available?) | 1998-02-08 | Paper |
An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards Computers & Mathematics with Applications | 1997-09-01 | Paper |
Markov chains with a transition possibility measure and fuzzy dynamic programming Fuzzy Sets and Systems | 1996-09-10 | Paper |
| scientific article; zbMATH DE number 791079 (Why is no real title available?) | 1995-08-27 | Paper |
Optimal stopping problems for multiarmed bandit processes with arms' independence Computers & Mathematics with Applications | 1995-01-10 | Paper |
Zero-sum Games for Discrete-time Multi-armed Bandit Processes with a Generalized Discount Journal of Information and Optimization Sciences | 1993-02-25 | Paper |
| scientific article; zbMATH DE number 4211191 (Why is no real title available?) | 1991-01-01 | Paper |
On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes Journal of Information and Optimization Sciences | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4121142 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4115675 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3984236 (Why is no real title available?) | 1986-01-01 | Paper |
CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics | 1985-01-01 | Paper |