Kazutoshi Yamazaki - researchr alias

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Viewing Publication 1 - 10 from 10

2024

Correction to: Asymptotically optimal Bayesian sequential change detection and identification rulesSavas Dayanik, Warren B. Powell, Kazutoshi Yamazaki. anor, 332(1):1275-1276, January 2024. [doi]

2023

On Singular Control for Lévy ProcessesKei Noba, Kazutoshi Yamazaki. mor, 48(3):1213-1234, August 2023. [doi]

A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting ExtensionHidekazu Yoshioka, Kazutoshi Yamazaki. csysl, 7:1536-1541, 2023. [doi]

2021

Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation ModelsDante Mata López, José Luis Pérez, Kazutoshi Yamazaki. siamfm, 12(3):1112-1149, 2021. [doi]

2020

Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand ProcessesJosé Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan. siamco, 58(6):3428-3456, 2020. [doi]

2018

On optimal periodic dividend and capital injection strategies for spectrally negative Lévy modelsKei Noba, José Luis Pérez, Kazutoshi Yamazaki, Kouji Yano. jap, 55(4):1272-1286, 2018. [doi]

2017

Inventory Control for Spectrally Positive Lévy Demand ProcessesKazutoshi Yamazaki. mor, 42(1):212-237, 2017. [doi]

2015

Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy ModelsTim Leung, Kazutoshi Yamazaki, Hongzhong Zhang. siamco, 53(4):2373-2405, 2015. [doi]

2014

Phase-type fitting of scale functions for spectrally negative Lévy processesMasahiko Egami, Kazutoshi Yamazaki. jcam, 264:1-22, 2014. [doi]

2013

Asymptotically optimal Bayesian sequential change detection and identification rulesSavas Dayanik, Warren B. Powell, Kazutoshi Yamazaki. anor, 208(1):337-370, 2013. [doi]

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