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J-GLOBAL ID：201201079750964183   Update date: Jan. 11, 2026

Hiroaki Hata

ハタ ヒロアキ | Hiroaki Hata
Affiliation and department：
Hitotsubashi University Graduate School of Business Administration

About Hitotsubashi University Graduate School of Business Administration


Homepage URL  (1)： https://sites.google.com/view/hiroaki-hatas-page/hiroaki-hata?authuser=0
Research field  (2)： Applied mathematics and statistics ,  Basic mathematics
Research keywords  (4)： Policy improvement algorithm ,  Hamilton-Jacobi-Bellman方程式(偏微分方程式) ,  Mathematical Finance ,  Stochastic control
Research theme for competitive and other funds  (6)：
  • 2024 - 2028 確率最適制御における再帰的効用最大化問題の新展開
  • 2020 - 2024 New developments in the problem of maximizing the expected utility of an insurer in stochastic optimal control.
  • 2015 - 2018 確率制御における最適消費・投資問題の新展開
  • 2013 - 2016 Stochastic control on a long term and its applications
  • 2011 - 2012 数理ファイナンスにおける確率制御・フィルタリングの方法の発展と応用 (分担)
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Papers (31)：
  • Hiroaki Hata. Optimal consumption and investment problem using a power utility function under a general nonlinear stochastic factor model. SIAM Journal on Control and Optimization. 2025. 63. 5. 3588-3617
  • Hiroaki Hata, Kazuhiro Yasuda. Policy Improvement Algorithm for an Optimal Consumption and Investment Problem Under a Certain Nonlinear Stochastic Factor Model. ICIAM2023 Springer Series. 2025. 1-25
  • Hiroaki Hata. Optimal investment and reinsurance of insurers with a nonlinear stochastic factor model. Applied Mathematics and Optimization. 2025. 91. 3. Paper No. 69
  • Hiroaki Hata, Kazuhiro Yasuda. Expected power utility maximization of insurers. Asia-Pacific Financial Markets. 2024. 31. 3. 543-577
  • Hiroaki Hata. A long-term optimal consumption and investment problem with partial information. Mathematical Control and Related Fields. 2024. 14. 3. 867-895
ｍore...
Books (5)：
  • 改訂新版 すぐわかる複素解析
    東京図書 2025 ISBN:9784489024436
  • 改訂新版 すぐわかる確率・統計
    東京図書 2024 ISBN:9784489024191
  • 改訂新版 すぐわかる微分方程式
    東京図書 2023 ISBN:9784489024207
  • 改訂新版 すぐわかる線形代数
    東京図書 2023 ISBN:9784489024122
  • 改訂新版 すぐわかる微分積分
    東京図書 2023 ISBN:9784489024023
Lectures and oral presentations  (58)：
  • Risk-sensitive portfolio optimization problem under an α-Hypergeometric stochastic volatility model
    (The twelfth meeting on Probability and PDE 2025)
  • Optimal consumption and investment problem with delay under partial information
    (SKKU-Sookmyung Joint International Workshop on Quantitative Finance and Applied Probability 2025)
  • Optimal consumption and investment problem with delay under partial information
    (NCTS Probability Seminar 2025)
  • Optimal investment and reinsurance of insurers with a nonlinear stochastic factor model
    (2025 15th International Conference on Applied Physics and Mathematics 2025)
  • Optimal investment and reinsurance of insurers with a nonlinear stochastic factor model
    (Stochastic optimal transport and related topics 2025)
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Education (6)：
  • - 2006 Osaka University
  • - 2006 Osaka University Graduate School, Division of Engineering Science
  • - 2002 Osaka University
  • - 2002 Osaka University Graduate School, Division of Engineering Science
  • - 2000 Osaka City University Faculty of Science Department of Mathematics
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Professional career (2)：
  • 工学(修士) (大阪大学)
  • 博士(理学) (大阪大学)
Awards (1)：
  • JAFEE Best Paper Award 2013 (2013年度JAFEE論文賞【理論部門】)
Association Membership(s) (2)：
THE JAPAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS ,  The Mathematical Society of Japan
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