TSURUSAKI Kazuyoshi 津留崎和義

Researcher Number	50336145
Other IDs
External Links
Affiliation *help	– 2008 : 長崎大学, 経済学部, 准教授 2004 – 2006 : 長崎大, 経済学部, 助教授 2004 – 2006 : 長崎大学, 経済学部, 助教授
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 動的計画法 / 不変埋没原理 / アメリカン・オプション / 普遍埋没原理 / 複合評価系 / 2項過程モデル / 最適停止問題 / マルコフ過程 Except Principal Investigator 動的計画法 / 黄金最適解 … More

STUDY OF CONTROLLED INTEGRAL EQUATIONS AND MATHEMATICAL FINANCE THROUGH DYNAMIC PROGRAMMING
- Principal Investigator
  
  IWAMOTO Seiichi
- Project Period (FY)
  2005 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
最適停止問題における複合評価系とその数理ファイナンスへの応用Principal Investigator
- Principal Investigator
  
  津留崎和義
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Nagasaki University

All 2005 2004

All Journal Article

[Journal Article] Optimal Stopping under Threshold Probability -Simple Criteria--2005
- Author(s)
  Kazuyoshi Tsurusaki
- Journal Title
  
  17th Triennial Conference of the International Federation of Operational Research Societies
  
  Pages : 50-50
- Data Source
  KAKENHI-PROJECT-16710117
[Journal Article] When to Stop Range Process -An Expanded State Space Approach-2004
- Author(s)
  Kazuyoshi Tsurusaki
- Journal Title
  
  Lecture Notes in Artificial Intelligence : knowledge-Based Intelligent Information and Engineering Systems 3214
  
  Pages : 1201-1207
- Data Source
  KAKENHI-PROJECT-16710117
[Journal Article] 範囲基準下の最適停止について2004
- Author(s)
  津留崎和義
- Journal Title
  
  数理解析研究所講究録「不確実性と意思決定数理の諸問題」 1373
  
  Pages : 229-237
- Data Source
  KAKENHI-PROJECT-16710117

1. IWAMOTO Seiichi (90037284)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
2. YASUDA Masami (00041244)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
3. TOKINAGA Syozo (30124134)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
4. MATSUMOTO Koichi (30380687)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
5. KAWASAKI Hidefumi (90161306)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
6. MAESONO Yoshihiko (30173701)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
7. MARUYAMA Yukihiro (30229629)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
8. FUJITA Toshiharu (60295003)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
9. NAKAI Toru (20145808)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
10. SNIEDOVICH Moshe

# of Collaborated Projects : 1results

# of Collaborated Products : 0results

TSURUSAKI Kazuyoshi 津留崎和義

Research Projects

Research Products

Co-Researchers

STUDY OF CONTROLLED INTEGRAL EQUATIONS AND MATHEMATICAL FINANCE THROUGH DYNAMIC PROGRAMMING

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

最適停止問題における複合評価系とその数理ファイナンスへの応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Optimal Stopping under Threshold Probability -Simple Criteria--2005

Author(s)

Journal Title

Data Source

[Journal Article] When to Stop Range Process -An Expanded State Space Approach-2004

Author(s)

Journal Title

Data Source

[Journal Article] 範囲基準下の最適停止について2004

Author(s)

Journal Title

Data Source

TSURUSAKI Kazuyoshi 津留崎 和義

Research Projects

Research Products

Co-Researchers

STUDY OF CONTROLLED INTEGRAL EQUATIONS AND MATHEMATICAL FINANCE THROUGH DYNAMIC PROGRAMMING

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

最適停止問題における複合評価系とその数理ファイナンスへの応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Optimal Stopping under Threshold Probability -Simple Criteria--2005

Author(s)

Journal Title

Data Source

[Journal Article] When to Stop Range Process -An Expanded State Space Approach-2004

Author(s)

Journal Title

Data Source

[Journal Article] 範囲基準下の最適停止について2004

Author(s)

Journal Title

Data Source

TSURUSAKI Kazuyoshi 津留崎和義