According to our database1, Hidehiro Kaise
Legend:Book In proceedings Article PhD thesis Other
Idempotent Expansions for Continuous-Time Stochastic Control.
SIAM J. Control and Optimization, 2016
Path-dependent differential games of inf-sup type and Isaacs partial differential equations.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015
Optimal portfolio for a highly risk-averse investor: A differential game interpretation.
Risk and Decision Analysis, 2012
Idempotent expansions for continuous-time stochastic control: compact control space.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010