研究者
J-GLOBAL ID：200901012788274277
更新日: 2024年01月30日
貝瀬 秀裕
カイセ ヒデヒロ | Kaise Hidehiro
所属機関・部署：
職名：
教授
研究分野 (2件)：
応用数学、統計数学
, 数学基礎
研究キーワード (5件)：
粘性解
, Hamilton-Jacobi-Bellman方程式
, 動的計画法
, 決定論的制御
, 確率制御
競争的資金等の研究課題 (4件)：
- 2020 - 2024 経路依存系における最適制御に関わる動的計画偏微分方程式の研究
- 2008 - 2011 確率制御に関連する問題におけるmax-plus確率論的アプローチ
- 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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論文 (23件)：
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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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貝瀬秀裕, 加藤恭, 高橋祐介. 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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講演・口頭発表等 (47件)：
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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
(SIAM Conference on Control and its Applications 2021)
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所属学会 (2件)：
Society for Industrial and Applied Mathematics
, 日本数学会
