Kei Noba

According to our database, Kei Noba authored at least 5 papers between 2018 and 2025.

Collaborative distances:

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

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

On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model.

Kei Noba, Kazutoshi Yamazaki

J. Appl. Probab., 2025

2023

On Singular Control for Lévy Processes.

Kei Noba, Kazutoshi Yamazaki

Math. Oper. Res., August, 2023

2020

On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models.

Kei Noba, José-Luis Pérez, Xiang Yu

SIAM J. Control. Optim., 2020

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