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2025

Conference Publication

Fixed confidence best arm identification in the Bayesian setting

Jang, Kyoungseok, Komiyama, Junpei and Yamazaki, Kazutoshi (2025). Fixed confidence best arm identification in the Bayesian setting. 38th Conference on Neural Information Processing Systems (NeurIPS 2024), Vancouver, BC, Canada, 10 - 15 December 2024. San Diego, CA, United States: NeurIPS.

Fixed confidence best arm identification in the Bayesian setting

2018

Conference Publication

Optimality of two-parameter strategies in stochastic control

Yamazaki, Kazutoshi (2018). Optimality of two-parameter strategies in stochastic control. XII Symposium of Probability and Stochastic Processes, Merida, Mexico, 16–20 November 2015. Cham, Switzerland: Springer. doi: 10.1007/978-3-319-77643-9_2

Optimality of two-parameter strategies in stochastic control

2016

Conference Publication

Cash Management and Control Band Policies for Spectrally One-sided Lévy Processes

Yamazaki, Kazutoshi (2016). Cash Management and Control Band Policies for Spectrally One-sided Lévy Processes. TMU Finance Workshop 2014, Tokyo, Japan, 6 - 7 November 2014. Singapore: World Scientific Publishing. doi: 10.1142/9789814730778_0009

Cash Management and Control Band Policies for Spectrally One-sided Lévy Processes