Hideo Nagai - Concepedia

Author

Hideo Nagai

The University of Osaka

Also Known As

Hideo NAGAI, Hideo Nagai

Publications

604

Citations

H-Index

Concepts

All Affiliations

The University of Osaka Kumamoto University Nagoya University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	7	7	311
2	Business	4	4	239
3	Management	2	2	188
4	Chemical Engineering	2	2	32
5	Applied Physics	1	1	28

Hideo Nagai

Publications

511

Citations

H-Index

Page 1

	Year	Citations
Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon Hideo Nagai, Shigē Péng The Annals of Applied Probability Mathematical ProgrammingEngineeringPortfolio ManagementStochastic AnalysisFinancial Mathematics	2002	114
Risk-sensitive portfolio optimization on infinite time horizon Kazutaka Kuroda, Hideo Nagai Stochastics and stochastics reports Mathematical ProgrammingPortfolio OptimizationInfinite Time HorizonAsset PricingPortfolio Allocation	2002	96
Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models Hideo Nagai SIAM Journal on Control and Optimization Mathematical ProgrammingEngineeringOptimal Diffusion ProcessesPortfolio ManagementPortfolio Choice	2003	92
Non zero-sum stopping games of symmetric Markov processes Hideo Nagai Probability Theory and Related Fields Mathematical ProgrammingSymmetric Markov ProcessesStochastic GameGame TheoryGame-theoretic Probability	1987	37
On an optimal stopping problem and a variational inequality Hideo Nagai Journal of the Mathematical Society of Japan Mathematical ProgrammingEngineeringVariational AnalysisOptimal Stopping ProblemProbability Theory	1978	29
Electroreflectance Spectra and Field-Induced Variation in Refractive Index of a GaAs/AlAs Quantum Well Structure at Room Temperature Hideo Nagai, Yasuo Kan, Masamichi Yamanishi, Japanese Journal of Applied Physics Categoryquantum ElectronicsPhotonicsQuantum ScienceQuantum PhotonicsRoom Temperature	1986	28
An ergodic control problem arising from the principal eigenfunction of an elliptic operator Alain Bensoussan, Hideo Nagai Journal of the Mathematical Society of Japan	1991	21
SOLUBILITIES OF BENZENE AND THE ALKYLBENZENES IN WATER—METHOD FOR OBTAINING AQUEOUS SOLUTIONS SATURATED WITH VAPOURS IN EQUILIBRIUM WITH ORGANIC LIQUIDS— Isao Sanemasa, Masatake Araki, Toshio Deguchi, Chemistry Letters Solvent ExtractionChemical EngineeringEngineeringMolecular ThermodynamicsSolute Vapour	1981	20
Degenerative convergence of diffusion process toward a submanifold by strong drift Tadahisa Funaki, Hideo Nagai Stochastics and stochastics reports Infinitesimal GeneratorDiffusion ProcessStochastic CalculusGlobal AnalysisAnomalous Diffusion	1993	17
An Optimal Consumption Problem for General Factor Models Hiroaki Hata, Hideo Nagai, Shuenn‐Jyi Sheu SIAM Journal on Control and Optimization Dynamic Economic ModelEconomicsAsset PricingMerton Consumption ProblemDiffusion Process	2018	17

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