Kazutoshi Yamazaki

According to our database, Kazutoshi Yamazaki authored at least 13 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules.

Savas Dayanik, Warren B. Powell, Kazutoshi Yamazaki

Ann. Oper. Res., January, 2024

Fixed Confidence Best Arm Identification in the Bayesian Setting.

Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki

CoRR, 2024

2023

On Singular Control for Lévy Processes.

Kei Noba, Kazutoshi Yamazaki

Math. Oper. Res., August, 2023

A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension.

Hidekazu Yoshioka, Kazutoshi Yamazaki

IEEE Control. Syst. Lett., 2023

2021

Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models.

Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki

SIAM J. Financial Math., 2021

2020

Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes.

José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan

SIAM J. Control. Optim., 2020

2018

On the Bail-Out Optimal Dividend Problem.

José-Luis Pérez, Kazutoshi Yamazaki, Xiang Yu

J. Optim. Theory Appl., 2018

On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models.

Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki, Kouji Yano

J. Appl. Probab., 2018

2017

Inventory Control for Spectrally Positive Lévy Demand Processes.

Kazutoshi Yamazaki

Math. Oper. Res., 2017

2016

Optimality of Refraction Strategies for Spectrally Negative Lévy Processes.

Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki

SIAM J. Control. Optim., 2016

2015

Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models.

Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang

SIAM J. Control. Optim., 2015

2014

Phase-type fitting of scale functions for spectrally negative Lévy processes.

Masahiko Egami, Kazutoshi Yamazaki

J. Comput. Appl. Math., 2014

2013

Asymptotically optimal Bayesian sequential change detection and identification rules.

Savas Dayanik, Warren B. Powell, Kazutoshi Yamazaki

Ann. Oper. Res., 2013