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| 書誌情報 | ファイル |
|---|---|
| A branch-and-bound method for absolute value programs Yamanaka, Shota; Fukushima, Masao (2011-11-10) Optimization, 63(2): 305-319 |  |
| Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints Nabetani, Koichi; Tseng, Paul; Fukushima, Masao (2011-04) Computational Optimization and Applications, 48(3): 423-452 | |
| Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model Huang, Dashan; Yu, Baimin; Lu, Zudi; Focardi, Sergio; Fukushima, Masao (2010-03) STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 14(2) | |
| Variational Inequality Formulation of a Class of Multi-Leader-Follower Games Hu, Ming; Fukushima, Masao (2011-12) Journal of Optimization Theory and Applications, 151(3): 455-473 | |
| Prime number generation using memetic programming Mabrouk, Emad; Hernández-Castro, Julio César; Fukushima, Masao (2011-06) Artificial Life and Robotics, 16(1): 53-56 | |
| Genetic algorithm with automatic termination and search space rotation Ong, Bun Theang; Fukushima, Masao (2011-07) Memetic Computing, 3(2): 111-127 | |
| Restricted generalized Nash equilibria and controlled penalty algorithm Fukushima, Masao (2011-08) Computational Management Science, 8(3): 201-218 | |
| Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints Hu, Ming; Fukushima, Masao (2012-06) Computational Optimization and Applications, 52(2): 415-437 | |
| SOR- and Jacobi-type iterative methods for solving ℓ 1 − ℓ 2 problems by way of Fenchel duality Fukushima, Masao (2012-04) Optimization Letters, 6(4): 679-686 | |
| Pricing American options with uncertain volatility through stochastic linear complementarity models Hamatani, Kenji; Fukushima, Masao (2011-10) Computational Optimization and Applications, 50(2): 263-286 | |