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Nakano Lab
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A lab that uses computation to skillfully control a world swayed by chance.
AboutAbout the lab
Controlling uncertainty.
The Nakano Lab studies the theory and numerical analysis of stochastic control problems, and their applications to finance.
Under the research theme of computational mathematics for stochastic control, optimal transport, and inference, the lab addresses uncertainty from both mathematical and computational perspectives.
Its research topics include numerical analysis of HJB equations and stochastic optimal control, stochastic optimal transport and generative models, and filtering and inverse problems for stochastic systems.
The lab also covers mathematical finance and actuarial science, and has a co-authored book, Mathematics of Finance and Insurance (published in Japanese).
Key terms
- Stochastic control
- The field that studies how to choose actions that steer a system affected by chance toward a desirable state
- Optimal transport
- The problem of finding the least costly way to move something distributed in one pattern into another pattern
- HJB equation
- A partial differential equation that arises when seeking the best way to act. HJB stands for Hamilton-Jacobi-Bellman
ResearchResearch themes
The lab's research theme is computational mathematics for stochastic control, optimal transport, and inference. Its research topics include numerical analysis of HJB equations and stochastic optimal control, stochastic optimal transport and generative models, filtering and inverse problems for stochastic systems, and mathematical finance and actuarial science.
*Illustrative imageMoving probability distributions optimally
The problem of finding the most efficient way to transform one probability distribution into another underlies generative models that produce images and other content. The lab studies computational methods for this problem, known as the Schrödinger bridge problem, using approaches such as kernel methods.
*Illustrative imageInferring goals from behavior
When a person or a machine acts optimally under the influence of randomness, can the objective it was pursuing be traced back from a record of its movements? The lab develops methods for estimating such objectives, treating the task as an inverse problem of stochastic optimal control.
MembersFaculty
The Nakano Lab consists of faculty members, master's students, and undergraduate students.As of 2026
- Associate ProfessorNakano YumiharuPublications ↗
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Brownian surface” Prokofiev / CC BY-SA 3.0 (cropped)
- Moving probability distributions optimally: “Continuous optimal transport” Nicolas Papadakis / CC BY-SA 4.0 (cropped)
- Inferring goals from behavior: “Eadweard Muybridge - Athletes. Walking High Leap” Eadweard Muybridge (1830–1904) / Public domain (cropped)
- Related lab (増原英彦研究室): “FortranCodingForm.agr” Arnold Reinhold / CC BY 2.5 (cropped)
- Related lab (叢悠悠研究室): “Lambda calculus-Church numerals” Isaac David / Public domain (cropped)
- Related lab (田中健一郎研究室): “Domain coloring x2-1 x-2-i x-2-i d x2+2+3i” Djiboun / CC BY-SA 4.0 (cropped)
- Related lab (三好直人研究室): “Voronoi AAAAA14” SmallJarsWithGreenLabels / CC0 (cropped)
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