Rchr
J-GLOBAL ID：200901012788274277
Update date: Aug. 27, 2025
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 (5)：
- 2024 - 2028 Dynamic programming methods for optimal control of fractional order systems
- 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 (26)：
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H. Kasie. Convergence rates of approximations for viscosity solutions of path-dependent Hamilton-Jacobi-Bellman partial differential equations. Proceedings of SIAM Conference on Control and its Applications (CT25). 2025. 39-46
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Daniel Hernández-Hernández, Hidehiro Kaise. Path-dependent zero-sum deterministic games with intermediate Hamiltonians. Numerical Algebra, Control and Optimization. 2024. 14. 4. 872-904
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H. Kaise, Y. Masuda. Comparison theorems of viscosity solutions for Hamilton-Jacobi equations with co-invariant derivatives of fractional orders. Pure and Applied Functional Analysis. 2024. 9. 3. 705-739
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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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Lectures and oral presentations (49)：
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Convergence rates of approximations for viscosity solutions of path-dependent Hamilton-Jacobi-Bellman partial differential equations
(SIAM Conference on Control and its Applications (CT25) 2025)
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Approximations of differential games in fractional order systems governed by Caputo differential equaitons
(26th International Symposium on Mathematical Theory of Networks and Systems 2024)
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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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Association Membership(s) (2)：
Society for Industrial and Applied Mathematics
, THE MATHEMATICAL SOCIETY OF JAPAN
