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Hideo Nagai

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Journal Articles

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2018
[j4]
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  - journals/siamco/HataNS18
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Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu:
An Optimal Consumption Problem for General Factor Models. SIAM J. Control. Optim. 56(5): 3149-3183 (2018)
2012
[j3]
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Hideo Nagai:
Down-side risk minimization under prescribed consumption level. Risk Decis. Anal. 3(3): 191-200 (2012)
2006
[j2]
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  - electronic edition @ iospress.com
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Hideo Nagai:
Risk-sensitive quasi-variational inequalities for optimal investment with general transaction costs. Asymptot. Anal. 48(3): 243-265 (2006)
2003
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Hideo Nagai:
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models. SIAM J. Control. Optim. 41(6): 1779-1800 (2003)

Reference Works

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2015
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Hideo Nagai:
Risk-Sensitive Stochastic Control. Encyclopedia of Systems and Control 2015

Coauthor Index

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