Kaise Hidehiro 貝瀬秀裕

… Alternative Names

KAISE Hidehiro 貝瀬秀裕

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Researcher Number	60377778
Affiliation (Current)	2025: 熊本大学, 大学院先端科学研究部(理), 教授
Affiliation (based on the past Project Information) *help	2021 – 2024: 熊本大学, 大学院先端科学研究部(理), 教授 2017 – 2020: 大阪大学, 基礎工学研究科, 准教授 2011 – 2015: 大阪大学, 基礎工学研究科, 准教授 2012 – 2013: 大阪大学, 大学院・基礎工学研究科, 准教授 2010: 名古屋大学, 大学院・情報科学研究科, 准教授 … More 2010: Nagoya University, 情報科学研究科, 准教授 2010: 名古屋大学, 情報科学研究科, 助教 2007 – 2010: Nagoya University, 大学院・情報科学研究科, 助教 2006: 名古屋大学, 大学院情報科学研究科, 助手 2004 – 2005: 名古屋大学, 大学院・情報科学研究科, 助手 Less
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related / General mathematics (including Probability theory/Statistical mathematics) / Foundations of mathematics/Applied mathematics / Basic analysis Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / Statistical science
Keywords	Principal Investigator 動的計画法 / 粘性解 / 数理ファイナンス / 確率制御 / 最適制御 / 動的計画偏微分方程式 / 非線形偏微分方程式 / HJB偏微分方程式 / 確率論 / Hamilton-Jacobi-Bellman方程式 … More / HJB方程式 / 分数階システム / 経路依存系 / 動的計画方程式 / 冪等代数的手法 / 決定論的制御 / max-plus代数 / max-plus確率 / 確率過程 … More Except Principal Investigator 粘性解 / リスク鋭感的制御 / 双対定理 / 最適輸送問題 / 確率制御 / ベッセル過程 / 拡散過程 / ラプラシアン / exponential Wiener functionals / Selberg trace formula / Brownian motions / Laplacian / Poncare upper half plane / ピットマンの定理 / レヴィの定理 / リーマン対称空間 / ウイシャート過程 / 指数型ウィナー汎関数 / セルバーグ跡公式 / ブラウン運動 / ポアンカレ上半平面 / 無限次元解析 / 国際研究者交流,米国 / 国際研究者交流,台湾 / 国際研究者交流 / ２点確率境界値問題 / 対数の微分の可積分性 / 確率２点境界値問題 / 確率最適輸送問題 / ダイナミックプロテクション / アメリカ型OBPI / ポートフォリオインシュランス / 長時間ポートフォリオ最適化 / Information-based asset pricin / 確率フィルタリング / 最適停止問題 / 最大値過程 / 長時間最適投資問題 / Kushner-Stratonovic方程式 / 橋過程 / Wishart型確率過程 / 大偏差制御 / ロバスト極限 / リスク回避的極限 / エルゴード型HJB方程式 / 長時間大偏差制御 / 微分ゲーム / リスク回避極限 / 低下制約 / 床制約 / リスク鋭感的ポートフォリオ最適化 / 弱近似 / ダウンサイドリスク / ハルナック不等式 / 局所最大値原理 / インサイダー取引モデル / 価値尺度 / ダウンサイドリスク最小化 / H-J-B方程式 / ポートフォリオ最適化、大偏差確率制御 / リスク鋭感的価値尺度 / 期待効用最大化 / ハミルトン・ヤコビ方程式 / インサイダー取引市場モデル / エルゴード型H-J-B方程式 / ロバスト性 / リスク鋭感的確率制御 / エルゴード型確率制御 / 双対性定理 / デリバティブの価値評価 / ポートフォリオ最適化 / H-J-B 方程式 / 大偏差確率制御 / 数理物理 / 統計数学 / 関数方程 / 確率最適制御 / 変分問題 / 関数方程式 / 解析学 / 確率論 / log-convexity / KRR / KRP / 数値解析 / シュレディンガー作用素 / ラフパス / ウィナー空間 / 第一固有値 / フラクタル / マルコフ連鎖 / 大偏差原理 / 一般化逆ガウス分布 / 多様体 / 安定過程 / ディリクレ形式 / 数理ファイナンス / 流体力学的極限 / 熱核 / マリアバン解析 / 確率微分方程式 / 確率解析 / Beleief Propagation / 非収束 / LDPC code / Tanner graph / group testing / Belief Propagation / 非収束性 / Bayesian Network Less

Dynamic programming methods for optimal control of fractional order systemsPrincipal Investigator
- Principal Investigator
  
  貝瀬秀裕
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Kumamoto University
Studies of dynamic programming partial differential equations related to optimal control in path-dependent systemsPrincipal Investigator
- Principal Investigator
  
  Kaise Hidehiro
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Kumamoto University
  Osaka University
Studies of path-dependent controls by dynamic programming methodsPrincipal Investigator
- Principal Investigator
  
  Kaise Hidehiro
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Osaka University
Study of risk-averse limits in stochastic control and robust modelsPrincipal Investigator
- Principal Investigator
  
  Kaise Hidehiro
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Osaka University
stochastic optimal transportation problem and its application
- Principal Investigator
  
  MIKAMI toshio
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hiroshima University
Development of the methods of stochastic control and filtering in mathematical finance
- Principal Investigator
  
  NAGAI Hideo
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kansai University
  Osaka University
Study of long-term risk-sensitive portfolio optimization in non-standard settings
- Principal Investigator
  
  SEKINE Jun
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyoto University
Max-plus probabilistic approach to problems related to stochasitic controlPrincipal Investigator
- Principal Investigator
  
  KAISE Hidehiro
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
  Nagoya University
Theory of stochastic analysis and its applications
- Principal Investigator
  
  MATSUMOTO Hiroyuki
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Basic analysis
- Research Institution
  Yamagata University
  Nagoya University
Stochastic least principle and its applications
- Principal Investigator
  
  MIKAMI Toshio
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hiroshima University
非周期的な挙動を示す非収束ベイジアンネットワークとグラフ構造
- Principal Investigator
  
  神保雅一
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Nagoya University
リスク・センシティブ確率制御における漸近問題とその応用Principal Investigator
- Principal Investigator
  
  貝瀬秀裕
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
Stochastic analysis and its application to analysis of differential operators
- Principal Investigator
  
  MATSUMOTO Hiroyuki
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University

[Journal Article] Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations with quadratically growing Hamiltonians2022
- Author(s)
  H. Kaise
- Journal Title
  
  Applied Mathematics & Optimization
  
  Volume: 86 Issue: 1 Pages: 1-49
- DOI
  10.1007/s00245-022-09829-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K03733
[Journal Article] Solution existence and uniqueness for degenerate SDEs with application to Schrodinger-equation representations2021
- Author(s)
  P.M. Dower, H. Kaise, W.M. McEneaney, T. Wang, R. Zhao
- Journal Title
  
  Communications in Information and Systems
  
  Volume: 21 Issue: 2 Pages: 297-315
- DOI
  10.4310/cis.2021.v21.n2.a6
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03733
[Journal Article] Strong solution existence for a class of degenerate stochastic differential equations2020
- Author(s)
  W.M. McEneaney, H. Kaise, P.M. Dower, R. Zhao
- Journal Title
  
  Proceedings of 21st IFAC World Congress
  
  Volume: 1 Pages: 1-5
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03733
[Journal Article] Hamilton-Jacobi partial differential equations with path-dependent terminal costs under superlinear Lagrangians2018
- Author(s)
  H.Kaise, T.Kato and Y.Takahashi
- Journal Title
  
  23rd International Symposium on Mathematical Theory of Networks and Systems
  
  Volume: 1 Pages: 692-699
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05362
[Journal Article] Path-dependent differential games of inf-sup type and Isaacs partial differential equations2015
- Author(s)
  H. Kaise
- Journal Title
  
  IEEE 54th Conference on Decision and Control
  
  Volume: 1 Pages: 1972-1977
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25400137
[Journal Article] $H^\infty$-control model for a partially observed optimal investment problem2014
- Author(s)
  H. Kaise
- Journal Title
  
  Proceedings of 21st International Symposium on Mathematical Theory of Networks and Systems
  
  Volume: 1 Pages: 158-165
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25400137
[Journal Article] Optimal portfolio for a highly risk-averse investor : a differential game interpretation2011
- Author(s)
  Hidehiro Kaise, Jun Sekine
- Journal Title
  
  Risk and Decision Analysis In press
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20540115
[Journal Article] Idempotent expansions for continuous-time stochastic control : compact control space2010
- Author(s)
  H.Kaise, W.M.McEneaney
- Journal Title
  
  Proceedings of the 49 IEEE Conference on Decision and Control
  
  Pages: 7015-7029
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Idempotent expansions for continuous-time stochastic control : compact control space2010
- Author(s)
  H. Kaise and W. M. McEneaney
- Journal Title
  
  Proceedings of the 49^<th> IEEE Conference on Decision and Control
  
  Volume: Vol.1 Pages: 7015-7020
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Max-plus stochastic control and risk-sensitivity2010
- Author(s)
  W.H.Fleming, H.Kaise, S.-J.Sheu
- Journal Title
  
  Applied Mathematics and Optimization Vol.62
  
  Pages: 81-144
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Max-plus stochastic control and risk-sensitivity2010
- Author(s)
  W. H. Fleming, H. Kaise, S.-J. Sheu
- Journal Title
  
  Applied Mathematics and Optimization
  
  Volume: Vol.62 Pages: 81-44
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Idempotent expansions for continuous-time stochastic control : compact control space2010
- Author(s)
  H.Kaise, W.M.McEneaney
- Journal Title
  
  Proceedings of the 49th IEEE Conference on Decision and Control
  
  Pages: 7015-7029
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Max-plus stochastic control and risk-sensitivity2010
- Author(s)
  W.H.Fleming, H.Kaise, S.-J.Sheu
- Journal Title
  
  Applied Mathematics and Optimization
  
  Volume: 62 Pages: 81-144
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Maxplus stochastic control and risksensitivity2010
- Author(s)
  W.Fleming, H.Kaise, S-J.Sheu
- Journal Title
  
  Appl.Math.Optim. Vol.62,No.1
  
  Pages: 81-144
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204010
[Journal Article] Ergodic type Bell-man equations of first order with quadratic Hamiltonian2009
- Author(s)
  H. Kaise, S-J. Sheu
- Journal Title
  
  Appl.Math.Optim. 59
  
  Pages: 37-73
- Data Source
  KAKENHI-PROJECT-19204010
[Journal Article] Ergodic type Bellman equation of first order with quadratic Hamiltonian2009
- Author(s)
  H. Kaise and S.-J. Sheu
- Journal Title
  
  Applied Mathematics and Optimization 59
  
  Pages: 37-73
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Ergodic type Bellman equations of first order with quadratic Hamiltonian2009
- Author(s)
  H.Kaise, S-J.Sheu
- Journal Title
  
  Appl.Math.Optim. 59
  
  Pages: 37-73
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204010
[Journal Article] Ergodic type Bellman equation of first order with quadratic Hamiltonian2009
- Author(s)
  H.Kaise, S.-J.Sheu
- Journal Title
  
  Applied Mathematics and Optimization Vol.59
  
  Pages: 37-73
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Ergodic type Bellman equation of first order with quadratic2009
- Author(s)
  H. Kaise and S.-J. Sheu
- Journal Title
  
  Hamiltonian
  
  Volume: Vol.59 Pages: 37-73
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Ergodic type Bellman equation of first order with quadratic Hamiltonian2009
- Author(s)
  H.Kaise, S-J.Sheu
- Journal Title
  
  Applied Mathematics and Optimization 59
  
  Pages: 37-73
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204010
[Journal Article] 粘性解と数理ファイナンス-確率制御の視点から-2008
- Author(s)
  貝瀬秀裕・関根順
- Journal Title
  
  数理科学 4月号
  
  Pages: 39-45
- Data Source
  KAKENHI-PROJECT-20740052
[Journal Article] Min-max representation in ergodic type Bellman equation of first order under general stability conditions2007
- Author(s)
  H. Kaise
- Journal Title
  
  数理解析研究所講究録 1428
  
  Pages: 9-18
- Data Source
  KAKENHI-PROJECT-17740052
[Journal Article] On the structure of solutions of ergodic type Bellman equations related to risk-sensitive control2006
- Author(s)
  H.Kaise, S.-J.Sheu
- Journal Title
  
  Annals of Probability 34
  
  Pages: 284-320
- Data Source
  KAKENHI-PROJECT-17740052
[Journal Article] Differential games of inf-sup type and Isaacs equations2005
- Author(s)
  H.Kaise, S.-J.Sheu
- Journal Title
  
  Appl.Math.Optimization Vol.52
  
  Pages: 1-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15540116
[Journal Article] Differential games of inf-sup type and Isaacs equations2005
- Author(s)
  H.Kaise, S.-J.Sheu
- Journal Title
  
  Appl. Math. Optimization Vol. 52
  
  Pages: 1-22
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15540116
[Journal Article] Differential games of inf-sup type and Isaacs equations2005
- Author(s)
  H.Kaise, S.-J.Sheu
- Journal Title
  
  Applied Mathematics & Optimization 52
  
  Pages: 1-22
- Data Source
  KAKENHI-PROJECT-17740052
[Journal Article] Risk sensitive optimal investiment : solutions of the dynamical programming equation2004
- Author(s)
  H.Kaise
- Journal Title
  
  Contemporary Mathematics 361
  
  Pages: 217-230
- Data Source
  KAKENHI-PROJECT-15540116
[Journal Article] Structure on solutions of ergodic type Bellman equations of first And second orders : Some observations through the singular limits2004
- Author(s)
  H.Kaise
- Journal Title
  
  Stochastic Processes and Applications to Mathematical Finance
  
  Pages: 119-132
- Data Source
  KAKENHI-PROJECT-15540116
[Presentation] Comparison theorems for viscosity solutions of Hamilton-Jacobi equations with co-invariant derivatives of fractional orders2023
- Author(s)
  H. Kaise
- Organizer
  The Eleventh Meeting on Probability and PDE
- Invited
- Data Source
  KAKENHI-PROJECT-20K03733
[Presentation] Comparison theorems for viscosity solutions of Hamilton-Jacobi equations with co-invariant derivatives of fractional orders2023
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03733
[Presentation] Zero-sum games intermediate Hamiltonian in path-dependnet deterministic systems2022
- Author(s)
  H. Kaise and D. Hernandez-Hernandez
- Organizer
  International Conference “Optimal Control Theory and Applications”
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03733
[Presentation] Viscosity solutions of Hamilton-Jacobi-Bellman PDEs for fractional-order systems2021
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03733
[Presentation] Partially observed H-infinity control for discrete-time path-dependent systems: A small noise limit of risk-sensitive stochastic control2021
- Author(s)
  H. Kaise
- Organizer
  The 53rd ISCIE International Symposium on Stochastic Systems Theory and its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K03733
[Presentation] Path-dependent Hamilton-Jacobi-Bellman PDEs and approximations on finite-dimensional spaces2019
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Partially observed risk-sensitive control of path-dependent discrete-time systems2018
- Author(s)
  H.Kaise
- Organizer
  Stochastic control, Computational Methods, and Applications
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Hamilton-Jacobi partial differential equations with path-dependent terminal costs under superlinear Lagrangians2018
- Author(s)
  H.Kaise, T.Kato and Y.Takahashi
- Organizer
  23rd International Symposium on Mathematical Theory of Networks and Systems
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Hamilton-Jacobi partial differential equations with path-dependent terminal costs under superlinearly growing Lagrangians2018
- Author(s)
  H.Kaise
- Organizer
  Workshop on Stochastics in honor of Prof. Shuenn-Jyi Sheu
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Discrete-time risk-sensitive control of path-dependent systems under partial observations2018
- Author(s)
  H. Kaise
- Organizer
  Workshop on Stochastic Control and Related Issues
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Convergence of discrete-time deterministic controls to path-dependent HJB partial differential equations with quadratically growing Hamiltonians2017
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Convergence of discrete-time deterministic controls to path-dependent HJB PDEs with quadratically growing Hamiltonians2017
- Author(s)
  H. Kaise
- Organizer
  Nonlinear Partial Differential Equations - Optimal Control and PDE
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05362
[Presentation] Path-dependent differential games of inf-sup type and dynamic programming equations2016
- Author(s)
  H. Kaise
- Organizer
  Seminar on problems under model uncertainty and related topics motivated by mathematical finance
- Place of Presentation
  大阪大学（大阪府豊中市）
- Year and Date
  2016-02-25
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400137
[Presentation] Dynamic programing for path-dependent deterministic control and idempotent expansion methods2015
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control & its Applications
- Place of Presentation
  Paris, France
- Year and Date
  2015-07-08
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400137
[Presentation] Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations2015
- Author(s)
  貝瀬秀裕
- Organizer
  第５回数理ファイナンス合宿型セミナー
- Place of Presentation
  クロスウェーブ府中（東京都府中市）
- Year and Date
  2015-11-06
- Invited
- Data Source
  KAKENHI-PROJECT-25400137
[Presentation] Path-dependent differential games of inf-sup type and Isaacs partial differential equations2015
- Author(s)
  H. Kaise
- Organizer
  54th IEEE Conference on Decision and Control
- Place of Presentation
  大阪府立国際会議場（大阪府大阪市）
- Year and Date
  2015-12-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25400137
[Presentation] $H^\infty$-control model for a partially observed optimal investment problem2014
- Author(s)
  H. Kaise
- Organizer
  21st International Symposium on Mathematical Theory of Networks and Systems
- Place of Presentation
  University of Groningen, The Netherland
- Year and Date
  2014-07-07
- Data Source
  KAKENHI-PROJECT-25400137
[Presentation] Partially observed H-infinity control with maximum cost2011
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its applications
- Place of Presentation
  Hyatt Regency Baltimore, MD, USA
- Year and Date
  2011-07-27
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent expansions for continuous-time stochastic control : algorighm and some error analysis2011
- Author(s)
  H. Kaise and W. M. McEneaney
- Organizer
  SIAM Conference on Control and its applications
- Place of Presentation
  Hyatt Regency Baltimore, MD, USA
- Year and Date
  2011-07-25
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Partially observed H-infinity control with maximum running cost2011
- Author(s)
  H.Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Place of Presentation
  Hyatt, Regency Baltimore, Baltimore, MD, USA
- Year and Date
  2011-07-27
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent methods for dynamic programming PDEs in optimal control problems I & II2010
- Author(s)
  貝瀬秀裕
- Organizer
  確率解析とその周辺
- Place of Presentation
  岡山大学
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent methods for dynamic programming PDEs in optimal control problem2010
- Author(s)
  貝瀬秀裕
- Organizer
  確率解析とその周辺
- Place of Presentation
  岡山大学
- Year and Date
  2010-11-11
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent methods for dynamic programming PDEs in optimal control problems2010
- Author(s)
  貝瀬秀裕
- Organizer
  確率解析とその周辺
- Place of Presentation
  岡山大学
- Year and Date
  2010-11-11
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent expansions for continuous-time stochastic control : compact control spase2010
- Author(s)
  H. Kaise and W. M. McEneaney
- Organizer
  The 49^<th> IEEE Conference on Decision and Control
- Place of Presentation
  Hilton Atlanta, GA, USA
- Year and Date
  2010-12-17
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent expansions for continuous-time stochastic control : compact control space2010
- Author(s)
  H.Kaise, W.M.McEneaney
- Organizer
  The 49th IEEE Conference on Decision and Control
- Place of Presentation
  Atlanta, USA
- Year and Date
  2010-12-17
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Idempotent expansions for continuous-time stochastic control2010
- Author(s)
  H.Kaise, W.M.McEneaney
- Organizer
  IEEE Conference on Decision and Control
- Place of Presentation
  Atlanta, USA.
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Nonlinear H-infinity control and its applications to mathematical finance2009
- Author(s)
  H.Kaise
- Organizer
  Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  関西セミナーハウス京都
- Year and Date
  2009-08-13
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity2009
- Author(s)
  W.H.Fleming, H.Kaise, S.-J.Sheu
- Organizer
  SIAM Conference on Control and its Applications
- Place of Presentation
  Denver, USA
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity2009
- Author(s)
  W.H.Fleming, H.Kaise, S.-J.Sheu
- Organizer
  SIAM Conference on Control and its Applications
- Place of Presentation
  Colorado Convention Center, Denver, USA
- Year and Date
  2009-07-07
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Nonlinear H-infinity control and its applications to mathematical finance2009
- Author(s)
  H.Kaise
- Organizer
  Workshop on Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  関西セミナーハウス
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Nonlinear H^∞-control and its applications to mathematical finance2009
- Author(s)
  H.Kaise
- Organizer
  Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  関西セミナーハウス
- Year and Date
  2009-08-14
- Data Source
  KAKENHI-PROJECT-19204010
[Presentation] Max-plus stochastic control and risk-sensitivity2009
- Author(s)
  W. H. Fleming, H. Kaise and S.-J. Sheu
- Organizer
  SIAM Conference on Control and its Applications
- Place of Presentation
  Colorado Convention Center, CO, USA
- Year and Date
  2009-07-07
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity : general framework related with risk-averse limit of optimal consumption problem2009
- Author(s)
  H.Kaise
- Organizer
  Congress on "Stochastic Analysis for and from Finance"
- Place of Presentation
  京都リサーチパーク
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] H-infinity control approach to optimal investment problem under partial information2009
- Author(s)
  H.Kaise
- Organizer
  中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2009」
- Place of Presentation
  大阪大学中之島センター,大阪
- Year and Date
  2009-12-04
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity2009
- Author(s)
  H.Kaise
- Organizer
  第10回広島応用解析セミナー
- Place of Presentation
  広島大学
- Year and Date
  2009-02-10
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity : general framework Related with risk-averse limit of optimal consumption problem2009
- Author(s)
  H.Kaise
- Organizer
  Stochastic Analysis for and from Finance
- Place of Presentation
  京都リサーチパーク
- Year and Date
  2009-08-05
- Data Source
  KAKENHI-PROJECT-19204010
[Presentation] Max-plus stochastic control and risk-sensitivity : general framework related with risk-averse limit of optimal consumption problem2009
- Author(s)
  H. Kaise
- Organizer
  Stochastic Analysis for and from Mathematical Finance
- Place of Presentation
  京都リサーチパーク
- Year and Date
  2009-08-04
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Nonlinear H-infinity control and its applications to mathematical finance2009
- Author(s)
  H. Kaise
- Organizer
  Mathematical Finance and Related Topics in Economics and Engineering
- Place of Presentation
  関西セミナーハウス
- Year and Date
  2009-08-13
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity : general framework related with risk-averse limit of optimal consumption problem2009
- Author(s)
  H.Kaise
- Organizer
  Stochastic Analysis for and from Mathematical Finance
- Place of Presentation
  京都リサーチパーク,京都
- Year and Date
  2009-08-04
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] H-infinity control approach to optimal investment problem under partial information2009
- Author(s)
  H. Kaise
- Organizer
  中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2009」
- Place of Presentation
  大阪大学中之島センター
- Year and Date
  2009-12-04
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity2008
- Author(s)
  H. Kaise
- Organizer
  確率論シンポジウム
- Place of Presentation
  東京工業大学
- Year and Date
  2008-12-18
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity2008
- Author(s)
  H. Kaise
- Organizer
  One day seminar "Finance, Stochastics and Asymptotic Analysis"
- Place of Presentation
  大阪大学
- Year and Date
  2008-10-31
- Data Source
  KAKENHI-PROJECT-20740052
[Presentation] Max-plus stochastic control and risk-sensitivity2008
- Author(s)
  貝瀬秀裕
- Organizer
  研究集会「確率論シンポジウム」
- Place of Presentation
  東京工業大学
- Year and Date
  2008-12-18
- Data Source
  KAKENHI-PROJECT-19204010
[Presentation] Structure of solutions for ergodic type Bellman equations of first order2007
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Place of Presentation
  San Francisco
- Year and Date
  2007-06-30
- Data Source
  KAKENHI-PROJECT-17740052
[Presentation] Dynamic importance sampling for path-dependent events: path-dependent dynamic programming method
- Author(s)
  貝瀬秀裕
- Organizer
  金融リスクの計測・管理・制御と資本に纏わる諸問題
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-25400137
[Presentation] Risk-averse limits in finance aplications
- Author(s)
  H. Kaise
- Organizer
  SIAM Conference on Control and its Applications
- Place of Presentation
  San Diego, USA
- Data Source
  KAKENHI-PROJECT-25400137

1. SEKINE Jun (50314399)

# of Collaborated Projects: 4 results

# of Collaborated Products: 1 results
2. MATSUMOTO Hiroyuki (00190538)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
3. TAKEDA Masayoshi (30179650)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
4. KOIKE Shigeaki (90205295)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
5. FUNAKI Tadahisa (60112174)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. SHIGEKAWA Ichiro (00127234)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. AIDA Shigeki (90222455)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. INAHAMA Yuzuru (80431998)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. MIKAMI Toshio (70229657)

# of Collaborated Projects: 2 results

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10. HATA Hiroaki (00609290)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
11. KUMAGAI Takashi (90234509)

# of Collaborated Projects: 1 results

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12. SHIRAI Tomoyuki (70302932)

# of Collaborated Projects: 1 results

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13. YANO Kouji (80467646)

# of Collaborated Projects: 1 results

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14. SUGITA Hiroshi (50192125)

# of Collaborated Projects: 1 results

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15. TANIGUCHI Setsuo (70155208)

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16. SHIOZAWA Yuuichi (60454518)

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17. TANEMURA Hideki (40217162)

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18. HINO Masanori (40303888)

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19. TAKAOKA Koichiro (50272662)

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20. OTOBE Yoshimi (30334882)

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21. FUJITA Takahiko (50144316)

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22. NAGAI Hideo (70110848)

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23. KOHATSU-HIGA Arturo (80420412)

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24. MIYAHARA Yoshio (20106256)

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25. ISHII Hitoshi (70102887)

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26. NAGAHATA Yukio (50397725)

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27. TAMURA Takashi (50437357)

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28. ICHIHARA Naoyuki (70452563)

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29. HIGUCHI Isao (20325153)

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30. OSADA Hirohumi (20177207)

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31. SATO Junya (20235352)

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32. UEMURA Hideaki (30203483)

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33. LIANG Song (60324399)

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34. 神保雅一 (50103049)

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35. 間瀬茂 (70108190)

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36. 太田克弘 (40213722)

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37. 繆瑩 (10302382)

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38. 井原俊輔 (00023200)

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Kaise Hidehiro 貝瀬 秀裕

KAISE Hidehiro 貝瀬 秀裕

Research Projects

Research Products

Co-Researchers

Dynamic programming methods for optimal control of fractional order systemsPrincipal Investigator

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Studies of dynamic programming partial differential equations related to optimal control in path-dependent systemsPrincipal Investigator

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Studies of path-dependent controls by dynamic programming methodsPrincipal Investigator

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Study of risk-averse limits in stochastic control and robust modelsPrincipal Investigator

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stochastic optimal transportation problem and its application

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Development of the methods of stochastic control and filtering in mathematical finance

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Study of long-term risk-sensitive portfolio optimization in non-standard settings

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Max-plus probabilistic approach to problems related to stochasitic controlPrincipal Investigator

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Theory of stochastic analysis and its applications

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Stochastic least principle and its applications

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非周期的な挙動を示す非収束ベイジアンネットワークとグラフ構造

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リスク・センシティブ確率制御における漸近問題とその応用Principal Investigator

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Stochastic analysis and its application to analysis of differential operators

Principal Investigator

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Kaise Hidehiro 貝瀬秀裕

KAISE Hidehiro 貝瀬秀裕