Concepedia

Hideo Nagai

HN

13

Publications

511

Citations

12

H-Index

1975

Active since

Affiliations

The University of Osaka(Current)

Kumamoto University

Nagoya University

Hideo Nagai is an author at The University of Osaka specializing in engineering, mathematical programming, and finance.

Top concepts

EngineeringFinanceMathematical ProgrammingBusinessAsset PricingFinancial EngineeringEconomicsStochastic CalculusPortfolio ManagementPortfolio Optimization

Publications per year

1975–2018

13

Publications

13

Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon

Hideo Nagai, Shigē Péng · The Annals of Applied Probability · 2002 · 114 citations · Full text

Mathematical Programming, Engineering, Portfolio Management +22

Risk-sensitive portfolio optimization on infinite time horizon

Kazutaka Kuroda, Hideo Nagai · Stochastics and stochastics reports · 2002 · 96 citations

Mathematical Programming, Portfolio Optimization, Infinite Time Horizon +10

Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models

Hideo Nagai · SIAM Journal on Control and Optimization · 2003 · 92 citations

Mathematical Programming, Engineering, Optimal Diffusion Processes +19

Non zero-sum stopping games of symmetric Markov processes

Hideo Nagai · Probability Theory and Related Fields · 1987 · 37 citations · Full text

Mathematical Programming, Symmetric Markov Processes, Stochastic Game +4

On an optimal stopping problem and a variational inequality

Hideo Nagai · Journal of the Mathematical Society of Japan · 1978 · 29 citations · Full text

Mathematical Programming, Engineering, Variational Analysis +5

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