Hidehiro Kaise

Publication Activity (10 Years)

Years Active: 2010-2021
Publications (10 Years): 3

Top Topics

Optimal Portfolio

Numerical Solution

Partial Differential Equations

Top Venues

Risk Decis. Anal.

Commun. Inf. Syst.

SIAM J. Control. Optim.

Publications

Peter M. Dower, Hidehiro Kaise, William M. McEneaney, Tao Wang, Ruobing Zhao
Solution existence and uniqueness for degenerate SDEs with application to Schrödinger-equation representations. Commun. Inf. Syst. 21 (2) (2021)
Hidehiro Kaise, William M. McEneaney
Idempotent Expansions for Continuous-Time Stochastic Control. SIAM J. Control. Optim. 54 (1) (2016)
Hidehiro Kaise
Path-dependent differential games of inf-sup type and Isaacs partial differential equations. CDC (2015)
Hidehiro Kaise, Jun Sekine
Optimal portfolio for a highly risk-averse investor: A differential game interpretation. Risk Decis. Anal. 3 (3) (2012)
Hidehiro Kaise, William M. McEneaney
Idempotent expansions for continuous-time stochastic control: compact control space. CDC (2010)