Hidehiro Kaise

According to our database1, Hidehiro Kaise
  • authored at least 4 papers between 2010 and 2016.
  • has a "Dijkstra number"2 of six.

Timeline

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Article 
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Links

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Bibliography

2016
Idempotent Expansions for Continuous-Time Stochastic Control.
SIAM J. Control and Optimization, 2016

2015
Path-dependent differential games of inf-sup type and Isaacs partial differential equations.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2012
Optimal portfolio for a highly risk-averse investor: A differential game interpretation.
Risk and Decision Analysis, 2012

2010
Idempotent expansions for continuous-time stochastic control: compact control space.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010


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