Hidehiro Kaise

Path-dependent differential games of inf-sup type and Isaacs partial differential equations

Hidehiro Kaise, H. Kaise, 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

Idempotent expansions for continuous-time stochastic control: compact control space

William M. McEneaney, Hidehiro Kaise, 2010, 49th IEEE Conference on Decision and Control (CDC).

Idempotent Expansions for Continuous-Time Stochastic Control

William M. McEneaney, Hidehiro Kaise, W. McEneaney, 2016, SIAM J. Control. Optim..

Optimal portfolio for a highly risk-averse investor: A differential game interpretation

Jun Sekine, Hidehiro Kaise, 2012, Risk Decis. Anal..

Max-Plus Stochastic Control and Risk-Sensitivity

Wendell H. Fleming, Hidehiro Kaise, Shuenn-Jyi Sheu, 2009 .

Ergodic type Bellman equations of risk-sensitive control with large parameters and their singular limits

Hidehiro Kaise, Hideo Nagai, 1999 .