Hiroyuki Matsui| Graduate School of Economics and Faculty of Economics,Kyoto University

DEPARTMENT FACULTY

Academic Degrees:

D. Engineering (Tokyo Institute of Technology)
Courses in charge:

[Undergraduate] Management information, Decision Making

[Graduate] Organizational information & communication systems, Management Mathematics
Fields of Research:

Planning Theory
Keywords:

Planning Theory, Decision Making Support, Gaming Simulation

“An Approximation Method for Analysis and Valuation of Credit Correlation Derivatives”（with K.Esteghamat)，Jorunal of Banking and Finance 30(2) 341-364,2006.
“The Effects of Implementation Delay on Decision-Making under Uncertainty”（with E.Bayraktar),Stochastic Processes and Their Applications 117(3) 333-358,2007.
“An Analysis of Monotone Follower Problems for Diffusion Processes” (with E.Bayraktar),Mathematics of Operations Research: 33(2) 336-350, 2008.
“Optimizing Venture Capital Investments in a Jump Diffusion Model”(with E.Bayraktar),Mathematical Methods of Operations Research: 67(1) 21-42, 2008.
“A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions”, SIAM Journal on Control and Optimization: 47(3)1191-1218, 2008.
“A Framework for the Study of Expansion Options”, Loan Commitments and Agency Costs, Journal of Corporate Finance, 15(3), 345-357, 2009.
“Optimal Reinsurance Strategy under Fixed Cost and Delay”(with V.R.Young), Stochastic Process and Their Applications（forthcoming）.
“A Continuous-Time Search Model with Job Switch and Jumps”(with M.Xu), Mathematical Methods of Operations Research（forthcoming）.