Department of Systems Engineering Graduate School of Information Sciences Hiroshima City University 3-4-1, Ozukahigashi, Asaminami-ku, Hiroshima, 731-3194, Japan
Teruo Tanaka
In this paper: We consider fractional, or average reward, optimal stopping problems for multiparameter discrete-time stochastic processes indexed by Nd. We generalize the theory of multiparameter discrete-time optim...
Teruo Tanaka
In this paper: We consider a discrete-time Markov decision process with a state space and an action space in general setting, evaluated according to a fractional discounting reward criterion. For the sake of discuss...
Tomoya Asada, Teruo Tanaka
In this paper: This paper provides a formulation for new differential games with fractional payoffs. By applying the standard argument used in mathematical programming theory, we show that the saddle point function...
Teruo Tanaka
In this paper: This paper present a development of new multivariate optimal stopping problems which associated the discrete time or continuous time stochastic processes with a fractional reward criterion. By applyin...
Teruo Tanaka
In this paper: We consider fractional, or average reward, optimal stopping problems for continuous time stochastic processes. We extend the results in Morimoto [4] to the general case, and then state the characteriz...
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