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Mathematical analysis of System Modeling and their applications

Research Project

Project/Area Number 09440073
Research Category

Grant-in-Aid for Scientific Research (B).

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionChiba University

Principal Investigator

YASUDA Masami  Chiba Univ., Faculty of Science Professor, 理学部, 教授 (00041244)

Co-Investigator(Kenkyū-buntansha) YOSHIDA Hidenobu  Chiba Univ., Graduate School of Science and Technology Professor, 大学院・自然科学研究科, 教授 (60009280)
NAKAGAMI Jun-ichi  Chiba Univ., Faculty of Science Professor, 理学部, 教授 (30092076)
KURANO Masami  Chiba Univ., Faculty of Science Professor, 教育学部, 教授 (70029487)
NAKAI Toru  Kyushu Univ., Graduate School of Economics Professor, 大学院・経済学研究院, 教授 (20145808)
IWAMOTO Seiichi  Kyushu Univ., Graduate School of Economics Professor, 大学院・経済学研究院, 教授 (90037284)
吉田 祐治  北九州大学, 経済学部, 教授 (90192426)
門田 良信  和歌山大学, 教育学部, 教授 (90116294)
宮本 育子  千葉大学, 理学部, 助教授 (00009606)
種村 秀紀  千葉大学, 理学部, 助教授 (40217162)
Project Period (FY) 1997 – 2000
Project Status Completed (Fiscal Year 2000)
Budget Amount *help
¥9,600,000 (Direct Cost: ¥9,600,000)
Fiscal Year 2000: ¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 1999: ¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 1998: ¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 1997: ¥3,300,000 (Direct Cost: ¥3,300,000)
KeywordsMarkov decision Processes / Dynamic Programming / Fuzzy Theory / Bellman Equation / Mathematical Programming / Mathematics for Programming / 最適化問題 / 数理モデルの解析 / 不確実性 / 逐次決定過程 / 意志決定論 / ファジィ集合 / Markov決定過程 / fuzzy ulation / 最適停止問題 / Dirichlet問題 / 調和関数 / monotone property / Norund総和法 / bootstrap法
Research Abstract

It will be summarized all subjects of what we have been considered in this project and list the domestic (omitted) / international conferences presented these results. We evaluate it that the research project attained some level that we have been aimed. a) The summary and organization of the conference : b) Mathematical development on a decision model and the modeling for Markov decision Processes, fuzzy theory : c) Formulation for the fuzzification of Bellman equation, an application for Economical model : d) An application by Dynamic programming for Technology and Economical Management : e) The sequential analysis in Statistical aspects and the probabilistic model in optimization.
The conference : (1) Keyaki Kaikan, Chiba University, October 23-24, 2000 This is organized by our research foundation and the talk is presented 14 papers and more. The topic are the fuzzy optimization, Stochastic optimization, Dynamic programming, Game theory etc. (2) The other conference held at Suri Kaiseki Institute, Kyoto University, February 8-10, 2001. There are 20 talks more and the proceeding will be published in a near future.
The oversea conference which we are presented papers : (1) STAT2OO0 The conference holds at Poland, August, 2000. (2) The 8th Bellman Continuum holds at Taiwan, August 2000. (3) Conference of Control and Decision by IEEE ; CDC2000, We present an invited talks at this bug conference holds at Sydney, December 2000. (4) International Symposium of Dynamic Games ; ISDG2000 holds at Adelaide, Australia, December 2000.

Report

(5 results)
  • 2000 Annual Research Report   Final Research Report Summary
  • 1999 Annual Research Report
  • 1998 Annual Research Report
  • 1997 Annual Research Report
  • Research Products

    (40 results)

All Other

All Publications (40 results)

  • [Publications] Yoshida,M.,Yasuda,M. etc.: "Optimal Stopping Problem of a Stochastic and Fuzzy system"Journal of Math Anal Appl. 246. 135-149 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano,M.,Yasuda,M. etc.: "Ordering of Convex Fuzzy Sets-A Breif Survey and New Results"Journal of Oper Res Soc Japan. 34. 137-149 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano,M.,Yasuda,M. etc.: "A Fuzzy Treatment of Uncertaqin Markov Decision Processes : The Average Case"Proceeding of 8th Bellman Continuum. 12-17 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Yoshida,M.,Yasuda,M. etc: "Multi-objective Fuzzy Stopping Systems with Randomness and Fuzziness"Proceeding of 8th Bellman Continuum. 341-346 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano,M.,Yasuda,M. etc.: "A Fuzzy Treatment of Uncertaqin Markov Decision Processes"Proceeding Intern'l Conf on Applied Stoch System Model.. 148-157 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano,M.,Yasuda,M. etc.: "A Multi-objective Optimal Stopping in Stochastic and Fuzzy Environment"Proceeding Intern'l Conf on Applied Stoch System Model.. 259-266 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Yoshida, Y., Yasuda, M.Nakagami, J.and Kurano, Y.: "Optimal Stopping Problem of a Stochastic and Fuzzy system."Journal of Math Anal Appl. 246. 134-149 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano, M., Yasuda, M., Nakagami, J.and Yoshida, Y.: "Ordering of Convex Fuzzy Sets-A Breif Survey and New Results."Journal of Oper Res Soc Japan. 34. 137-149 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano, M., Yasuda, M., Nakagami, J.and Yoshida, Y.: "A Fuzzy Treatment of Uncertaqin Markov Decision Processes : The Average Case."Proceeding of 8th Bellman Continuum. 12-17 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] YYoshida, Y., Yasuda, M.Nakagami, J.and Kurano, Y.: "Multi-objective Fuzzy Stopping Systems with Randomness and Fuzziness."Proceeding of 8th Bellman Continuum. 341-346 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano, M., Yasuda, M., Nakagami, J.and Yoshida, Y.: "A Fuzzy Treatment of Uncertaqin Markov Decision Processes."Proceeding Intern'l Conf on Applied Stoch System Model.. 148-157 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Kurano, M., Yasuda, M., Nakagami, J.and Yoshida, Y.: "A Multi-objective Optimal Stopping in Stochastic and Fuzzy Environment."Proceeding Intern'l Conf on Applied Stoch System Model.. 259-266 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 吉田祐治,安田正實,中神潤一,蔵野正美: "Optimal Stopping Problems of a Stochastic and"J.of Math.Anal.Appl.. 246. 135-149 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 蔵野正美,安田正實,中神潤一,吉田祐治: "Ordering of Cenvex Fuzzy Sets-A Brief Survey and New Results"J.Oper.Res.Soc.Japan. 34. 137-148 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 蔵野正美,安田正實,中神潤一,吉田祐治: "A Fuzzy Treatment of Uncertain Markov Decision Processes"Proceeding of 8th Bellman Continuum. 12-17 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 吉田祐治,安田正實,中神潤一,蔵野正美: "Multi-Objective Fuzzy Stopping Systems with Randomness and Fuzziness"Proceeding of 8th Bellman Continuum. 341-346 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 蔵野正美,安田正實,中神潤一,吉田祐治: "A Fuzzy Treatment of Uncertain Markov Decision Processes"Proceeding of Inter.Conf.on Applied Stochastic System, Modeling. 148-157 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 蔵野正美,安田正實,中神潤一,吉田祐治: "A Multi-Objective Optimal Stopping in Stochastic and Fuzzy Environment"Proceeding of Inter.Conf.on Applied Stochatic System, Modeling. 259-266 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] M. Yasuda, etc.: "Fuzzy Decision Processes with an Average Reward Criterion"Mathematical and Computer Modelling. 30. 7-20 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] M. Yasuda, etc.: "A monotone fuzzy stopping time in dynamic fuzzy systems"Bulletin of Informatics and Cyvernetics. 31. 91-99 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] M. Yasuda, etc.: "The time average reward for some dynamic fuzzy systems"Computers and Mathematics with Applications. 37. 77-86 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] M. Yasuda, etc.: "On the General Utility of discounted Markov Decision Processes"International Trans. Operatinal Research. 5. 27-34 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] M. Yasuda, etc.: "A limit thoerem in dynamic fuzzy systems with a monotone limit"Fuzzy Sets and Systems. 94. 109-119 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] 安田正実,他1名: "ファジィ・システムにおける意思決定の理論"日本ファジィ学会誌. 10. 1053-1062 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] 岩本誠一: "Sequential decision maleing in fuzzy environment" Journal of Mathematlcal Analysis and Applications. 221. 208-222 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 中井達: "A Learning Procedure for Sequential Decision Problem" Proc.1st I'tle Conf.on Operational and Quantitative Margement. 1. 127-134 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] 蔵野正美: "A Limit Theorem in Dynamic Fuzzy Systems with a Monotone Property" Fuzzy Sets and Systems. 94. 109-119 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 蔵野正美: "A Fuzzy Relational Equations in Dynamic Fuzzy Systems" Fuzzy Sets and Systems. 101. 439-443 (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] M.Yasuda: "A Markov decision process with convex reward and its associated stopping game" Journal of Information & optimization sciences. Vol.18 No.3. 413-421 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] M.Yasuda 他1名: "Voting procedure on stopping games of Markov chain" Lecture Note in Economics and Mathematical System. 455. 68-80 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] M.Kurano 他3名: "An approach to stopping problens of dynamic fuzzy system" APOROS 97 meeting in Melbourne. (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] M.Kurano 他3名: "A limit theorem in dynamic fuzzy systems with a monotone property" Fuzzy Sets and Systems. Vol.94 No.1. 109-119 (1998)

    • Related Report
      1997 Annual Research Report
  • [Publications] M.Kurano 他3名: "The time average reward for some dynamic fuzzy system" Computers and Mathematics with Applications. (To appear).

    • Related Report
      1997 Annual Research Report
  • [Publications] Y.Kadota 他2名: "On the general utility of discounted Markov decision processes" The International Transactions in Operational Reseach. (To appear).

    • Related Report
      1997 Annual Research Report
  • [Publications] H.Tanemura: "Uniqueness of Dirichlet forms associated with systems of infinitly many Brownian balls in 1R^d" Probability Theory and Related fields. Vol.109. 275-299 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] H.Yoshida 他1名: "Solution of a Dirichlet problem on a cone with continuous data" Journal of Japan Mathematical Society. Vol.50 No.1. 71-93 (1998)

    • Related Report
      1997 Annual Research Report
  • [Publications] H.Yoshida 他1名: "Harmonic functions in a cone which vanish on the boundary" Mathematishe Nachriten. (To appear).

    • Related Report
      1997 Annual Research Report
  • [Publications] I.Miyamoto 他1名: "On Nownd summability of Legendre series" Mathematica Japonica. Vol.46 No.2. 349-356 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] A.Hashimoto: "Maximization of covelation coefficient under quadratic constraint" Proc.of 6th China-Japan Symposium on Statistics. 64-67 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] J.Wang: "A dynamic bootstrap approach to longitudinal data analysis" Proc.of 9th Korea and Japan Joint conference of Statistics. 114-119 (1997)

    • Related Report
      1997 Annual Research Report

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Published: 1997-04-01   Modified: 2016-04-21  

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