経済学部 経済学科

來島 愛子

Kurushima Aiko

基本情報

所属
上智大学 経済学部経済学科 教授
学位
学士(工学)(東京大学)
修士(工学)(東京大学)
博士(学術)(東京大学)

研究者番号
30408728
J-GLOBAL ID
200901063797881597
researchmap会員ID
6000005085

研究分野

 1

論文

 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 2024年1月  
  • 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 2022年7月  
  • Xin Guo, Aiko Kurushima, Alexey Piunovskiy, Yi Zhang
    Advances in Applied Probability 53(2) 301-334 2021年6月  
    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年  査読有り
    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年  査読有り

書籍等出版物

 1

講演・口頭発表等

 10

共同研究・競争的資金等の研究課題

 4