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 Bailout Dividend Problem for Spectrally Negative Markov Additive Models. - Kei Noba; José-Luis Pérez; Xiang Yu (SIAM J. Control. Optim., 2020)

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

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