2 citations · 6 across the 16 of their papers we have counts for
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math.OC2026
Continuous-time multi-armed bandits under random intervention times
Kei Noba, José Luis Pérez, Kazutoshi Yamazaki +1
This paper examines multi-armed bandits with independent arms in which actions are taken at random discrete times. When an arm is operated, it must remain active for a renewal…
math.OC2022
On stochastic control under Poisson observations: optimality of a barrier strategy in a general Lévy model
Kei Noba, Kazutoshi Yamazaki
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arriv…
math.OC2017
On optimal periodic dividend strategies for Lévy risk processes
Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki +1
In this paper, we revisit the optimal periodic dividend problem, in which dividend payments can only be made at the jump times of an independent Poisson process. In the dual (spect…