Kazutoshi Yamazaki, Ph.D.
Affiliations: | 2009 | Princeton University, Princeton, NJ |
Area:
Statistics, Operations ResearchGoogle:
"Kazutoshi Yamazaki"Parents
Sign in to add mentor| Warren B. Powell | grad student | 2009 | Princeton | |
| (Essays on sequential analysis: Multi-armed bandit with availability constraints and sequential change detection and identification.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Palmowski Z, Pérez JL, Surya BA, et al. (2020) The Leland-Toft optimal capital structure model under Poisson observations Finance and Stochastics. 1-48 |
| Pérez J, Yamazaki K. (2020) Optimality of Hybrid Continuous and Periodic Barrier Strategies in the Dual Model Applied Mathematics and Optimization. 82: 1-29 |
| Junca M, Moreno-Franco HA, Pérez JL, et al. (2019) Optimality of refraction strategies for a constrained dividend problem Advances in Applied Probability. 51: 633-666 |
| Noba K, Pérez J, Yamazaki K, et al. (2018) On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models Journal of Applied Probability. 55: 1272-1286 |
| Avram F, Pérez JL, Yamazaki K. (2018) Spectrally negative Lévy processes with Parisian reflection below and classical reflection above Stochastic Processes and Their Applications. 128: 255-290 |
| Pérez J, Yamazaki K. (2018) On the refracted–reflected spectrally negative Lévy processes Stochastic Processes and Their Applications. 128: 306-331 |
| Czarna I, Pérez J, Yamazaki K. (2018) Optimality of multi-refraction control strategies in the dual model Insurance Mathematics & Economics. 83: 148-160 |
| Noba K, Pérez J, Yamazaki K, et al. (2018) On optimal periodic dividend strategies for Lévy risk processes Insurance Mathematics & Economics. 80: 29-44 |
| Pérez J, Yamazaki K, Yu X. (2018) On the Bail-Out Optimal Dividend Problem Journal of Optimization Theory and Applications. 179: 553-568 |
| Avanzi B, Pérez J, Wong B, et al. (2017) On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models Insurance Mathematics & Economics. 72: 148-162 |