Asymptotically optimal Bayesian sequential change detection and identification rules. - Savas Dayanik; Warren B. Powell; Kazutoshi Yamazaki (Ann. Oper. Res., 2013)

Phase-type fitting of scale functions for spectrally negative Lévy processes. - Masahiko Egami; Kazutoshi Yamazaki (J. Comput. Appl. Math., 2014)

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)

Optimality of Refraction Strategies for Spectrally Negative Lévy Processes. - Daniel Hernández-Hernández; José-Luis Pérez; Kazutoshi Yamazaki (SIAM J. Control. Optim., 2016)

Inventory Control for Spectrally Positive Lévy Demand Processes. - Kazutoshi Yamazaki (Math. Oper. Res., 2017)

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)

On the Bail-Out Optimal Dividend Problem. - José-Luis Pérez; Kazutoshi Yamazaki; Xiang Yu (J. Optim. Theory Appl., 2018)

Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes. - José-Luis Pérez; Kazutoshi Yamazaki; Alain Bensoussan 001 (SIAM J. Control. Optim., 2020)

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)

A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension. - Hidekazu Yoshioka; Kazutoshi Yamazaki (IEEE Control. Syst. Lett., 2023)

On Singular Control for Lévy Processes. - Kei Noba; Kazutoshi Yamazaki (Math. Oper. Res., 2023)

Fixed Confidence Best Arm Identification in the Bayesian Setting. - Kyoungseok Jang; Junpei Komiyama; Kazutoshi Yamazaki (NeurIPS, 2024)

Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules. - Savas Dayanik; Warren B. Powell; Kazutoshi Yamazaki (Ann. Oper. Res., 2024)

On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model. - Kei Noba; Kazutoshi Yamazaki (J. Appl. Probab., 2025)

Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities. - José-Luis Pérez; Neofytos Rodosthenous; Kazutoshi Yamazaki (Math. Oper. Res., 2025)

Refraction Strategies in Stochastic Control: Optimality for a General Lévy Process Model. - Kei Noba; José-Luis Pérez; Kazutoshi Yamazaki (SIAM J. Control. Optim., 2025)