経済学部 経済学科

Kurushima Aiko

  (來島 愛子)

Profile Information

Affiliation
Professor, Faculty of Economics, Department of Economics, Sophia University
Degree
学士(工学)(東京大学)
修士(工学)(東京大学)
博士(学術)(東京大学)

Researcher number
30408728
J-GLOBAL ID
200901063797881597
researchmap Member ID
6000005085

Research Areas

 1

Papers

 9
  • 王 琦, 來島愛子, 堀口正之
    京都大学数理解析研究所講究録, 196-207, Jan, 2024  
  • 阪口 昌彦, 來島 愛子, 堀口 正之
    京都大学数理解析研究所講究録2220「不確実環境下における意思決定数理の新展開」, 2220 74-81, Jul, 2022  
  • Xin Guo, Aiko Kurushima, Alexey Piunovskiy, Yi Zhang
    Advances in Applied Probability, 53(2) 301-334, Jun, 2021  
    We consider a gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We show, under natural conditions on the system primitives, the existence of a deterministic stationary optimal policy out of a more general class of policies that allow multiple simultaneous impulses, randomized selection of impulses with random effects, and accumulation of jumps. After characterizing the value function using the optimality equation, we reduce the gradual-impulse control problem to an equivalent simple discrete-time Markov decision process, whose action space is the union of the sets of gradual and impulsive actions.
  • A. Kurushima, A. Piunovskiy, Y. Zhang
    Theory of Probability and its Applications, 62(2) 328-334, 2018  Peer-reviewed
    In this paper, we present a new monotone approximation of a given real-valued Carathéodory function on the product X × A of Borel spaces, where A is also compact. We demonstrate its application by providing a self-contained and elementary proof of a result of A. Nowak in discrete-time Markov decision processes.
  • A.Kurushima, A.Piunovskiy, Y.Zhang
    Teor. Veroyatnost. i Primenen., 62(2) 405-414, 2017  Peer-reviewed

Books and Other Publications

 1

Presentations

 10

Research Projects

 4