Ohtsubo's Home Page
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Yoshio Ohtsubo
Department of Mathematics,
Kochi University
Faculty of Science
251 Akebonocho, Kochi 7808520, Japan
My Face
Interests:
Studies on Stochastic Optimization and its Application

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.519532 (2004)

Risk minimization in optimal stopping problem and applications,
J. Operations Research Society of Japan, Vol.46, pp.342352 (2003)

Minimizing risk models in stochastic shortest path problems,
Mathematical Methods of Operations Research, Vol.57, No.1, pp.7988 (2003)

Value iteration methods in risk minimizing stopping problem,
J. Computational and Applied Mathematics, Vol.152, pp.427439 (2003)

Optimal policy for minimizing risk models in Markov decision processes (with K. Toyonaga),
J. Mathematical Analysis and Applications, Vol.271, pp.6681 (2002)

The values in Dynkin stopping problem with th some constraints,
Mathematica Japonica, Vol.51, No.1, pp.7581 (2000)

Multivalued optimal stopping problem with monotonicity,
Bulletin of Informatics and Cybernetics, Vol.31, No.2, pp.137146 (1999)

Optimality in multiperson stopping problem with general rewards,
Proceedings of the International Conference on Nonlinear Analysis
and Convex Analysis, World Scientific, pp.305312 (1999)

Multiobjective stopping problem for a monotone case,
Mem. Fac. Sci. Kochi Univ. (Math.), Vol.18, pp.99104 (1997)

Pareto optimum in a cooperative Dynkin's problem with a constraint,
Mem. Fac. Sci. Kochi Univ. (Math.), Vol.17, pp.8592 (1996)

Pareto optimum in a cooperative Dynkin's stopping problem,
Nihonkai Math. J., Vol.6, No.2, pp.135151 (1995)

A multiserver Markovian queue with batcharrivals and balking (with H.Iwasaki),
Bull. Kyushu Inst. Tech., Ser. Sci. & Tech., No.65, pp.2938 (1993)

On discretetime nonzerosum Dynkin problem with monotonicity,
J. Applied Probability, Vol.28, pp.466472 (1991)

Constrained Dynkin's stopping problem with continuous parameter,
Stochastics and Stochastics Reports, Vol.26 , pp.2127 (1989)

On Dynkin's stopping problem with a finite constraint,
Proceedings of 5th JapanUSSR Symposium ''Probability Theory and
Mathematical Statistics", Lecture Notes in Mathematics, Springer,
Vol.1299, pp.376383 (1988)

A nonzerosum extension of Dynkin's stopping problem,
Math. Operations Research, Vol.12, pp.277296 (1987)

Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint,
Stochastic Process. Appl., Vol.22, pp.333342 (1986)

The Dynkin stopping with a finite constraint and bisequential decision problems,
Mem. Fac. Sci., Kochi Univ., Ser.A, Vol.7, pp.5969 (1986)

Optimal stopping in sequential games with or without a constraint of always terminating,
Math. Operations Research, Vol.11 , pp.591607 (1986)
ohtsubo@math.kochiu.ac.jp