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Hideo Nagai

According to our database1, Hideo Nagai authored at least 5 papers between 2003 and 2018.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2018
An Optimal Consumption Problem for General Factor Models.
[BibTeX]
[DOI]
Hiroaki Hata
,
Hideo Nagai
,
Shuenn-Jyi Sheu
SIAM J. Control. Optim., 2018

2015
Risk-Sensitive Stochastic Control.
[BibTeX]
[DOI]
Hideo Nagai
Proceedings of the Encyclopedia of Systems and Control, 2015

2012
Down-side risk minimization under prescribed consumption level.
[BibTeX]
[DOI]
Hideo Nagai
Risk Decis. Anal., 2012

2006
Risk-sensitive quasi-variational inequalities for optimal investment with general transaction costs.
[BibTeX]
[DOI]
Hideo Nagai
Asymptot. Anal., 2006

2003
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models.
[BibTeX]
[DOI]
Hideo Nagai
SIAM J. Control. Optim., 2003


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