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Kazutoshi Yamazaki
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Journal Articles
- 2024
- [j12]Savas Dayanik, Warren B. Powell, Kazutoshi Yamazaki:
Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules. Ann. Oper. Res. 332(1): 1275-1276 (2024) - 2023
- [j11]Hidekazu Yoshioka, Kazutoshi Yamazaki:
A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension. IEEE Control. Syst. Lett. 7: 1536-1541 (2023) - [j10]Kei Noba, Kazutoshi Yamazaki:
On Singular Control for Lévy Processes. Math. Oper. Res. 48(3): 1213-1234 (2023) - 2021
- [j9]Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki:
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM J. Financial Math. 12(3): 1112-1149 (2021) - 2020
- [j8]José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan:
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes. SIAM J. Control. Optim. 58(6): 3428-3456 (2020) - 2018
- [j7]Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki, Kouji Yano:
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. J. Appl. Probab. 55(4): 1272-1286 (2018) - [j6]José-Luis Pérez, Kazutoshi Yamazaki, Xiang Yu:
On the Bail-Out Optimal Dividend Problem. J. Optim. Theory Appl. 179(2): 553-568 (2018) - 2017
- [j5]Kazutoshi Yamazaki:
Inventory Control for Spectrally Positive Lévy Demand Processes. Math. Oper. Res. 42(1): 212-237 (2017) - 2016
- [j4]Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki:
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes. SIAM J. Control. Optim. 54(3): 1126-1156 (2016) - 2015
- [j3]Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang:
Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models. SIAM J. Control. Optim. 53(4): 2373-2405 (2015) - 2014
- [j2]Masahiko Egami, Kazutoshi Yamazaki:
Phase-type fitting of scale functions for spectrally negative Lévy processes. J. Comput. Appl. Math. 264: 1-22 (2014) - 2013
- [j1]Savas Dayanik, Warren B. Powell, Kazutoshi Yamazaki:
Asymptotically optimal Bayesian sequential change detection and identification rules. Ann. Oper. Res. 208(1): 337-370 (2013)
Informal and Other Publications
- 2024
- [i1]Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki:
Fixed Confidence Best Arm Identification in the Bayesian Setting. CoRR abs/2402.10429 (2024)
Coauthor Index
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