Masaaki Kijima

According to our database, Masaaki Kijima authored at least 13 papers between 1990 and 2009.

Collaborative distances:

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

2009

A latent process model for the pricing of corporate securities.

Masaaki Kijima, Teruyoshi Suzuki, Keiichi Tanaka

Math. Methods Oper. Res., 2009

2000

Competitive Price Equilibrium with Consumer Reservation Utility.

Masaaki Kijima, Kei-Ichiro Nakagawa, Takashi Namatame

Comput. Math. Organ. Theory, 2000

1999

A (<i>T</i>, <i>S</i>) inventory/production system with limited production capacity and uncertain demands.

Masaaki Kijima, Tetsu Takimoto

Oper. Res. Lett., 1999

Learning to Design Synergetic Computers with an Extended Symmetric Diffusion Network.

Koji Okuhara, Shunji Osaki, Masaaki Kijima

Neural Comput., 1999

Stochastic orders and their applications in financial optimization.

Masaaki Kijima, Masamitsu Ohnishi

Math. Methods Oper. Res., 1999

1993

Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains.

Masaaki Kijima

SIAM Rev., 1993

Quasi-Stationary Distributions of Single-Server Phase-Type Queues.

Masaaki Kijima

Math. Oper. Res., 1993

Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities.

Masaaki Kijima, Masamitsu Ohnishi

Ann. Oper. Res., 1993

Approximate valuation of average options.

Hideki Iwaki, Masaaki Kijima, Toshihiro Yoshida

Ann. Oper. Res., 1993

1992

Computation of the quasi-stationary distributions in<i>M(n)/GI</i>/1/<i>K</i> and<i>GI/M(n)</i>/1/<i>K</i> queues.

Masaaki Kijima, Naoki Makimoto

Queueing Syst. Theory Appl., 1992

Single Machine Scheduling Problem When the Machine Capacity Varies Stochastically.

Tetsuji Hirayama, Masaaki Kijima

Oper. Res., 1992

1991

Decompositions of the<i>M/M</i>/1 transition function.

Joseph Abate, Masaaki Kijima, Ward Whitt

Queueing Syst. Theory Appl., 1991

1990

Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size.

Masaaki Kijima, Naoki Makimoto, Hiroshi Shirakawa

Oper. Res., 1990