來島愛子

研究者氏名	來島愛子

所属	上智大学
部署	経済学部経済学科
職名	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)
科研費研究者番号	30408728
J-Global ID	200901063797881597

研究分野

その他 / その他 /

受賞

2008年7月

the leading in the competition of the young participants contributions

論文

12 >

On gradual-impulse control of continuous-time Markov decision processes with exponential utility

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 p...

Nowak’s theorem on probability measures induced by strategies revisited

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...

Nowak's theorem on probability measures induced by strategies revisited

A.Kurushima A.Piunovskiy Y.Zhang

Teor. Veroyatnost. i Primenen. 62(2) 405-414 2017年 [査読有り]

Multiple stopping odds problem in Bernoulli trials with random number of observations

Aiko Kurushima Katsunori Ano

Mathematica Applicanda 44(1) 209-220 2016年 [査読有り]

MAXIMIZING THE EXPECTED DURATION OF OWNING A RELATIVELY BEST OBJECT IN A POISSON PROCESS WITH RANKABLE OBSERVATIONS

Aiko Kurushima Katsunori Ano

JOURNAL OF APPLIED PROBABILITY 46(2) 402-414 2009年6月

Suppose that an unknown number of objects arrive sequentially according to a Poisson process with random intensity lambda on some fixed time interval [0, T]. We assume a gamma prior density G(lambda)(r, 1/a) for lambda. Furthermore, we suppose tha...