大坪 義夫
Yoshio Ohtsubo
My Face
研究分野:
確率最適化の理論とその応用に関する研究
論 文(1986年以降) (Updated at May 2004):
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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)
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Optimal threshold probability in undiscounted Markov decision processes with a target set,
Applied Mathematics and Computation, Vol.149, pp.519-532 (2004)
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Risk minimization in optimal stopping problem and applications,
J. Operations Research Society of Japan, Vol.46, pp.342-352 (2003)
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Minimizing risk models in stochastic shortest path problems,
Mathematical Methods of Operations Research, Vol.57, No.1, pp.79-88 (2003)
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Value iteration methods in risk minimizing stopping problem,
J. Computational and Applied Mathematics, Vol.152, pp.427-439 (2003)
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Optimal policy for minimizing risk models in Markov decision processes (with K. Toyonaga),
J. Mathematical Analysis and Applications, Vol.271, pp.66-81 (2002)
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The values in Dynkin stopping problem with th some constraints,
Mathematica Japonica, Vol.51, No.1, pp.75-81 (2000)
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Multi-valued optimal stopping problem with monotonicity,
Bulletin of Informatics and Cybernetics, Vol.31, No.2, pp.137-146 (1999)
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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)
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Multi-objective stopping problem for a monotone case,
Mem. Fac. Sci. Kochi Univ. (Math.), Vol.18, pp.99-104 (1997)
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Pareto optimum in a cooperative Dynkin's problem with a constraint,
Mem. Fac. Sci. Kochi Univ. (Math.), Vol.17, pp.85-92 (1996)
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Pareto optimum in a cooperative Dynkin's stopping problem,
Nihonkai Math. J., Vol.6, No.2, pp.135-151 (1995)
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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)
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On discrete-time non-zero-sum Dynkin problem with monotonicity,
J. Applied Probability, Vol.28, pp.466-472 (1991)
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Constrained Dynkin's stopping problem with continuous parameter,
Stochastics and Stochastics Reports, Vol.26 , pp.21-27 (1989)
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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)
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A nonzero-sum extension of Dynkin's stopping problem,
Math. Operations Research, Vol.12, pp.277-296 (1987)
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Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint,
Stochastic Process. Appl., Vol.22, pp.333-342 (1986)
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The Dynkin stopping with a finite constraint and bisequential decision problems,
Mem. Fac. Sci., Kochi Univ., Ser.A, Vol.7, pp.59-69 (1986)
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Optimal stopping in sequential games with or without a constraint of always terminating,
Math. Operations Research, Vol.11 , pp.591-607 (1986)
ohtsubo@math.kochi-u.ac.jp