Rchr
J-GLOBAL ID：200901012788274277
Update date: Jan. 30, 2024
Kaise Hidehiro
カイセ ヒデヒロ | Kaise Hidehiro
Affiliation and department：
Research field (2)：
Applied mathematics and statistics
, Basic mathematics
Research keywords (5)：
viscosity solutions
, Hamilton-Jacobi-Bellman equations
, dynamic programming methods
, deterministic control
, stochastic control
Research theme for competitive and other funds (4)：
- 2020 - 2024 Studies of dynamic programming partial differential equations related to optimal control in path-dependent systems
- 2008 - 2011 Max-plus probabilistic approach to problems related to stochasitic control
- 2005 - 2007 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
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Papers (23)：
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H. Kaise. Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions. Applied Mathematics & Optimization. 2022. 86. 1. 1-49
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W.M. McEneaney, H. Kaise, P.M. Dower, R. Zhao, T. Wang. Solution existence and uniqueness for degenerate SDEs with Application to Schrödinger-equation representations. Communications in Information and Systems. 2021. 21. 22. 297-315
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W.M. McEneaney, H. Kaise, P.M. Dower, R. Zhao. Strong solution existence for a class of degenerate stochastic differential equations. Proc. 21st IFAC World Congress. 2020. 53. 2. 2020-2224
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Hidehiro Kaise. Hamilton-Jacobi partial differential equations with path-dependent terminal costs under superlinear Lagrangians. 3rd International Symposium on Mathematical Theory of Networks and Systems. 2018. 1. 692-699
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Hidehiro Kaise, William M. McEneaney. Idempotent expansions for continuous-time stochastic control. SIAM JOURNAL ON CONTROL AND OPTIMIZATION. 2016. 54. 1. 73-98
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Lectures and oral presentations (47)：
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Comparison theorems for viscosity solutions of Hamilton-Jacobi equations with co-invariant derivatives of fractional orders
(The Eleventh Meeting on Probability and PDE 2023)
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Comparison Theorems for Viscosity Solutions of Hamilton-Jacobi Equations with Co-Invariant Derivatives of Fractional Orders
(SIAM Conference on Control and Its Applications 2023)
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Zero-sum games with intermediate Hamiltonians in path-dependent deterministic systems
(International Conference "Optimal Control Theory and Applications" 2022)
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Partially observed H∞-control for discrete-time path-dependent systems: A small noise limit of risk-sensitive stochastic control
(The 53rd ISCIE International Symposium on Stochastic Systems Theory and its Applications 2021)
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Viscosity solutions of Hamilton-Jacobi-Bellman PDEs for fractional-order systems
(Conference on Control and its Applications 2021)
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Association Membership(s) (2)：
Society for Industrial and Applied Mathematics
, THE MATHEMATICAL SOCIETY OF JAPAN
