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Publications by Kensuke Ishitani

Theoretical and Numerical Analysis of an Optimal Execution Problem With Uncertain Market Impact

Communications on Stochastic Analysis

English

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Formulation of an Optimal Execution Problem With Market Impact

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

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Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model

SSRN Electronic Journal

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VWAP Execution as an Optimal Strategy

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Numerical Methods for Analysis of Mechanical Systems With Uncertain Parameters

Production Engineering Archives

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Numerical Solution of an Optimal Control Problem With Variable Time Points in the Objective Function

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Numerical Investigation of a Nonlinear Time-Optimal Problem

Vestnik Udmurtskogo Universiteta: Matematika, Mekhanika, Komp'yuternye Nauki

Transfer Processes

Computer Science

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Numerical Solution of an Optimal Control Problem Governed by Two Dimensional Schrodinger Equation

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Analysis and Numerical Approximation of an Electro-Elastic Frictional Contact Problem

Mathematical Modelling of Natural Phenomena

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AMPLE: An Anytime Planning and Execution Framework for Dynamic and Uncertain Problems in Robotics

Autonomous Robots

Artificial Intelligence

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