Kazutoshi Yamazaki

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 10

Top Topics

Replenishment Policy

Stochastic Inventory

Asymptotically Optimal

Inventory Control

Top Venues

SIAM J. Control. Optim.

Math. Oper. Res.

IEEE Control. Syst. Lett.

Ann. Oper. Res.

Publications

Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki
Fixed Confidence Best Arm Identification in the Bayesian Setting. CoRR (2024)
Savas Dayanik, Warren B. Powell, Kazutoshi Yamazaki
Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules. Ann. Oper. Res. 332 (1) (2024)
Hidekazu Yoshioka, Kazutoshi Yamazaki
A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension. IEEE Control. Syst. Lett. 7 (2023)
Kei Noba, Kazutoshi Yamazaki
On Singular Control for Lévy Processes. Math. Oper. Res. 48 (3) (2023)
Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM J. Financial Math. 12 (3) (2021)
José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes. SIAM J. Control. Optim. 58 (6) (2020)
Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki, Kouji Yano
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. J. Appl. Probab. 55 (4) (2018)
José-Luis Pérez, Kazutoshi Yamazaki, Xiang Yu
On the Bail-Out Optimal Dividend Problem. J. Optim. Theory Appl. 179 (2) (2018)
Kazutoshi Yamazaki
Inventory Control for Spectrally Positive Lévy Demand Processes. Math. Oper. Res. 42 (1) (2017)
Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes. SIAM J. Control. Optim. 54 (3) (2016)
Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang
Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models. SIAM J. Control. Optim. 53 (4) (2015)
Masahiko Egami, Kazutoshi Yamazaki
Phase-type fitting of scale functions for spectrally negative Lévy processes. J. Comput. Appl. Math. 264 (2014)
Savas Dayanik, Warren B. Powell, Kazutoshi Yamazaki
Asymptotically optimal Bayesian sequential change detection and identification rules. Ann. Oper. Res. 208 (1) (2013)