Ohtsubo's Home Page

E-mail : ohtsubo@math.kochi-u.ac.jp
Tel : +81-88-844-8268
Fax : +81-88-844-8359

Department of Mathematics,
Kochi University
Faculty of Science
2-5-1 Akebono-cho, Kochi 780-8520, Japan

Interests:

• Optimal Stopping problem
• Markov decision processes

Publications from 1986 (Updated at May 2004):

• Equivalence classes for optimizing risk models in Markov decision processes (with K. Toyonaga),
  Mathematical Methods of Operations Research, Vol.60, No.2, In press (2004)
• Optimal threshold probability in undiscounted Markov decision processes with a target set,
  Applied Mathematics and Computation, Vol.149, pp.519-532 (2004)
• Risk minimization in optimal stopping problem and applications,
  J. Operations Research Society of Japan, Vol.46, pp.342-352 (2003)
• Minimizing risk models in stochastic shortest path problems,
  Mathematical Methods of Operations Research, Vol.57, No.1, pp.79-88 (2003)
• Value iteration methods in risk minimizing stopping problem,
  J. Computational and Applied Mathematics, Vol.152, pp.427-439 (2003)
• Optimal policy for minimizing risk models in Markov decision processes (with K. Toyonaga),
  J. Mathematical Analysis and Applications, Vol.271, pp.66-81 (2002)
• The values in Dynkin stopping problem with th some constraints,
  Mathematica Japonica, Vol.51, No.1, pp.75-81 (2000)
• Multi-valued optimal stopping problem with monotonicity,
  Bulletin of Informatics and Cybernetics, Vol.31, No.2, pp.137-146 (1999)
• Optimality in multi-person stopping problem with general rewards,
  Proceedings of the International Conference on Nonlinear Analysis and Convex Analysis, World Scientific, pp.305-312 (1999)
• Multi-objective stopping problem for a monotone case,
  Mem. Fac. Sci. Kochi Univ. (Math.), Vol.18, pp.99-104 (1997)
• Pareto optimum in a cooperative Dynkin's problem with a constraint,
  Mem. Fac. Sci. Kochi Univ. (Math.), Vol.17, pp.85-92 (1996)
• Pareto optimum in a cooperative Dynkin's stopping problem,
  Nihonkai Math. J., Vol.6, No.2, pp.135-151 (1995)
• A multiserver Markovian queue with batch-arrivals and balking (with H.Iwasaki),
  Bull. Kyushu Inst. Tech., Ser. Sci. & Tech., No.65, pp.29-38 (1993)
• On discrete-time non-zero-sum Dynkin problem with monotonicity,
  J. Applied Probability, Vol.28, pp.466-472 (1991)
• Constrained Dynkin's stopping problem with continuous parameter,
  Stochastics and Stochastics Reports, Vol.26 , pp.21-27 (1989)
• On Dynkin's stopping problem with a finite constraint,
  Proceedings of 5th Japan-USSR Symposium ''Probability Theory and Mathematical Statistics", Lecture Notes in Mathematics, Springer, Vol.1299, pp.376-383 (1988)
• A nonzero-sum extension of Dynkin's stopping problem,
  Math. Operations Research, Vol.12, pp.277-296 (1987)
• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint,
  Stochastic Process. Appl., Vol.22, pp.333-342 (1986)
• The Dynkin stopping with a finite constraint and bisequential decision problems,
  Mem. Fac. Sci., Kochi Univ., Ser.A, Vol.7, pp.59-69 (1986)
• Optimal stopping in sequential games with or without a constraint of always terminating,
  Math. Operations Research, Vol.11 , pp.591-607 (1986)