YN
Yumiharu Nakano
cs.NAmath.NAmath.OCmath.PRmath.STq-fin.PMq-fin.RMstat.MLstat.THcs.LG
On Valency
published · living versionsW_sc24qwx6·v1 · currentpublished
Mean Field Games in Dynamic Ticket Pricing with Overselling and Cancellations
with Yuzhou Chen
1 version
Preprints & journals
20 papers in the corpus · 2005–2026Convergence of kernel and neural-network methods for Hamilton--Jacobi--Bellman equations on unbounded domains2610.09299v1 · Yumiharu Nakano2026 · 0 citationsarXiv
An inverse-stochastic-control Galerkin estimator for drift potentials2610.04268v1 · Yumiharu Nakano2026 · 0 citationsarXiv
Kernel-based potential mean-field games with unbiased random Fourier -statistics2605.29371v2 · Yumiharu Nakano2026 · 0 citationsarXiv
Inverse Stochastic Control via Generalized Schrödinger Problems2601.09210v3 · Yumiharu Nakano2026 · 0 citationsarXiv
A deep learning approach to multi-marginal optimal transport via Hilbert space embeddings of probability measures2507.09206v1 · Yumiharu Nakano, Takafumi Saito2025 · 0 citationsarXiv
Solving Monge problem by Hilbert space embeddings of probability measures2412.03478v5 · Takafumi Saito, Yumiharu Nakano2024 · 0 citationsarXiv
Structural and Convergence Analysis of Discrete-Time Denoising Diffusion Probabilistic Models2406.01320v7 · Yumiharu Nakano2024 · 1 citationarXiv
Weak approximation of Schrödinger-Föllmer diffusion2403.03446v2 · Koya Endo, Yumiharu Nakano2024 · 0 citationsarXiv
A kernel-based method for Schrödinger bridges2310.14522v5 · Yumiharu Nakano2023 · 0 citationsarXiv
Inverse stochastic optimal controls2005.11485v4 · Yumiharu Nakano2020 · 5 citationsarXiv
Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization1809.05643v5 · Yuki Kinoshita, Yumiharu Nakano2018 · 1 citationarXiv
Convergence of differentiable non-monotone schemes for fully nonlinear parabolic equations1803.09446v12 · Yumiharu Nakano2018 · 1 citationarXiv
Kernel-based collocation methods for Zakai equations1710.09090v9 · Yumiharu Nakano2017 · 6 citationsarXiv
On a law of large numbers for insurance risks1601.03171v1 · Yumiharu Nakano2016 · 0 citationsarXiv
Quasi-Monte Carlo methods for Choquet integrals1411.0773v3 · Yumiharu Nakano2014 · 2 citationsarXiv
Convergence of meshfree collocation methods for fully nonlinear parabolic equations1408.5195v7 · Yumiharu Nakano2014 · 13 citationsarXiv
A liability tracking approach to long term management of pension funds1303.3956v1 · Masashi Ieda, Takashi Yamashita, Yumiharu Nakano2013 · 2 citationsarXiv
Dynamic risk diversification and insurance premium principles0906.1632v1 · Kei Fukuda, Akihiko Inoue, Yumiharu Nakano2009 · 0 citationsarXiv
Optimal intertemporal risk allocation applied to insurance pricing0711.1143v3 · Kei Fukuda, Akihiko Inoue, Yumiharu Nakano2007 · 1 citationarXiv
Optimal long term investment model with memorymath/0506621v3 · Akihiko Inoue, Yumiharu Nakano2005 · 12 citationsarXiv
Career total: 145 works. 20 are in this corpus.
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