5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.DS2024
A rational logit dynamic for decision-making under uncertainty: well-posedness, vanishing-noise limit, and numerical approximation
Hidekazu Yoshioka, Motoh Tsujimura, Yumi Yoshioka
The classical logit dynamic on a continuous action space for decision-making un-der uncertainty is generalized to the dynamic where the exponential function for the softmax part ha…
math.OC2023★ 5 cited
A Jump Ornstein-Uhlenbeck Bridge Based on Energy-optimal Control and Its Self-exciting Extension
Hidekazu Yoshioka, Kazutoshi Yamazaki
We study a version of the Ornstein-Uhlenbeck bridge driven by a spectrally-positive subordinator. Our formulation is based on a Linear-Quadratic control subject to a singular termi…