Sawaki Katsushige

Katsushige Sawaki

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Found 7 papers in total
Dynamic pricing of high-speed rail with transport competition
Dynamic pricing of high-speed rail with transport competition
2012
In recent years, high‐speed rails (HSR) have received strong attention in the...
A continuous review inventory model with stochastic prices procured in the spot market
A continuous review inventory model with stochastic prices procured in the spot market
2010
Not only the amount of product demanded, but also the price of the product have a...
The pricing of callable perpetual American options
The pricing of callable perpetual American options
2006
In this paper we deal with game option introduced by Kifer which is a contract that...
An OR/MS approach to managing Nanzan Gakuen (Nanzan Education Complex): From the strategic to the daily operational level
An OR/MS approach to managing Nanzan Gakuen (Nanzan Education Complex): From the strategic to the daily operational level
2006
We applied OR/MS methodology to the management of the Nanzan School complex. The...
An asset allocation model based upon stochastic network programming
An asset allocation model based upon stochastic network programming
1992
This paper presents a dynamic asset/liability management model and exploits an...
As asset allocation model with penalty costs and its computational algorithm
As asset allocation model with penalty costs and its computational algorithm
1993
This paper develops an asset allocation model with various risk measures, which is...
On the (s,S) policy with fixed inventory holding and shortage costs
On the (s,S) policy with fixed inventory holding and shortage costs
1991
In this paper, the authors consider a dynamic stochastic inventory model with fixed...
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