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A study on a learning procedure concerning an assignment problem of a social capityal with incomplete information

Research Project

Project/Area Number 09680427
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionKYUSHU UNIVERSITY

Principal Investigator

NAKAI Toru  Kyushu University, Faculty of Economics, Professor, 経済学部, 教授 (20145808)

Co-Investigator(Kenkyū-buntansha) FURUKAWA Tetsuya  Kyushu University, Faculty of Economics, Associate Professor, 経済学部, 助教授 (00209165)
TOKINAGA Shozo  Kyushu University, Faculty of Economics, Professor, 経済学部, 教授 (30124134)
IWAMOTO Seiichi  Kyushu University, Faculty of Economics, Professor, 経済学部, 教授 (90037284)
Project Period (FY) 1997 – 1998
Project Status Completed (Fiscal Year 1998)
Budget Amount *help
¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 1998: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 1997: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsDynamic Decision Model / Incomplete Information / Learning Procedure / Social Economic System / Dynamic Programming
Research Abstract

The research of the 1997 year concerns how to apply the sequential decision processes to the social economic systems with incomplete information. For this purpose, we give priority to rearrange the results previously observed and accumulate the literature on this subject. We also consider the decision problem for the social economic system as a sequential decision problem, and analyze these problems as a mathematical model and investigate their essential properties.
For the second straight year, the research of the 1998 year concerns the applications of the dynamic program- ming to the social economic systems with incomplete information. As for the theoretical research, we make a deeper understanding of the theory from all angles and a try to study and to improve fundamental matters.
In our researches, we try to apply the sequential decision problems to the social economic systems with incomplete information. As a result of our researches, we obtained basically a prospect that there is good chance of applying the sequential decision processes. We also obtained some conditions in order to formulate this problem as a sequential decision problem. Furthermore, it is capable of obtaining an outlook that there is some possibility of providing some effective means for the fundamental theory.
As for the results of our research, we published as research papers and putted forward at the meeting of the Operations Research Society of Japan, The Institute of Electronics, Information and Communication Engineers, The Fourth Conference of the Association of Asian-Pacific Operational Research Societies, OR 98 (lnternational Conference on Operations Research), 1998 International Symposium on Nonlinear Theory and Applications, etc.

Report

(3 results)
  • 1998 Annual Research Report   Final Research Report Summary
  • 1997 Annual Research Report
  • Research Products

    (38 results)

All Other

All Publications (38 results)

  • [Publications] 中井 達: "部分観測可能なマルコフ連鎖での多段決定モデルについて-MTP_2の場合" 経済学研究. 64,5-6. 231-243 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] T.Nakai: "Sequential Decision Problems with Learning Procedure for Multivariate Random Variables" Proceedings of the First Euro-Japanese Workshop on Stochastic Risk Modelling for Finance,Insurance,Production and Reliability. 2. (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] T.Nakai: "An Optimal Assignment Problem for Multiple Objects per Period -Case of a Partially Observable Markov Chain" Bulletin of Informatics and Cybernetics. 31. (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 岩本 誠一・伊喜 哲一郎: "An Inverse Assignment Problem ある逆割り当て問題について" 京都大学数理解析研究所講究録. 1015. 163-175 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 岩本 誠一: "双対ファジイ動的計画について" 京都大学数理解析研究所講究録. 1048. 72-85 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 岩本 誠一: "微分積分学 対 再帰的方法" 経済学研究. 別冊. 73-89 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 時永 祥三: "フラクタル時系列の予測手法を用いた株価予測の検討" 経済学研究. 64,1-2. 39-63 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Tokonaga and H.Moriyasu: "Forecasting of Time Series with Fractal Geometry by Using Scale Transformation and Parameter Estimations Obtained by the Wavelet Transform" Electronics and Communications in Japan. 80. 2054-2062 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 藤田 昌也・時永 祥三: "電子マネーと認証 - 現状と課題" 経済学研究. 64,3-4. 1-19 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Tokinaga and W.Takebayashi: "Applying the Prediction Method Based upon the Scale Expansion to the Feature Extraction of Fractal Geometry" Proceedings of 1998 International Symposium on Nonlinear Theory and its Applications. 3. 1277-1280 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 池田 欽一・時永 祥三・宮崎 明雄: "スケール伸長変換を用いたフラクタル表面の推定とその応用" 電子情報通信学会論文誌. J81-A. 1127-1133 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 池田 欽一・時永 祥三: "フラクタル時系列の予測手法を用いた株価予測とその応用" 日本オペレーションズリサーチ学会論文誌. 42. (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 時永 祥三: "「SASによる経済分析入門」" 九州大学出版会, 102 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 時永 祥三: "「Excelによる経営データ処理」" 九州大学出版会, 106 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Toru Nakai: "A Sequential Decision Model on a Par-tially Observable Markov Chain-A case of the MTP_2-" Keizaigaku=Kenkyu (Journal of Political Econnomy). vol.64, No.5-6. 231-243 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Toru Nakai: "Sequential Decision Problems with Learn-ing Procedure for Multivariate Random Variables" Proceedings of the First Euro-Japanese Work-shop on Stochastic Risk Modelling for Fi-nance, Insurance, Production and Relia-bility, Brussels. vol.2. (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Toru Nakai: "An Optimal Assignment Problem for Mul-tiple Objects per Period-Case of a Partially Observable Markov Chain" Bulletin of Informatics and Cybernetics. vol.31. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Seiiti Iwamoto and Tetsuichiro Iki: "An Inverse Assign-ment Problem" Research Institute of Mathematical Sccience Kokyuroku (Kyoto University). vol.1015. 163-1175 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Seiichi Iwamoto: "On Dual Fuzzy Dynamic Programs" Research Institute of Mathematical Sci-ence Kokyuroku (Kyoto University). vol.1048. 72-85 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Seiichi Iwamoto: "Calculus Versus Recursive Method" Keizaigaku=Kenkyu (Journal of Political Econnomy). Supplement. 73-89 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Shozo Tokinaga: "Practical Problems for the Evaluation of Stock Option Prices by Using the Prediction Method of Fractal Time Series" Keizaigaku=Kenkyu (Journal of Political Econnomy). vol.64, No.1-2. 39-63 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Shozo Tokinaga and Hiroshi Moriyasu: "Forcasting of Time Series with Fractal Geometry by Using Scale Transfor-mation and Parameter Estimations Obtained by the Wavelet Transform" Electronics and Communications in Japan. vol.80. 2054-2064 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Masaya Fujita and Shozo Tokinaga: "Electronic Money and Certificate Authorization-Curent State and Future-" Keizaigaku=Kenkyu (Journal of Political Econnomy). vol.64, No.3-4. 1-19 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Shozo Tokinaga and Wataru Takebayasshi: "Applying the Prediction Method Based upon the Scale Expansion to the Feature Extraction of Fractal Geometry" Proceedings of 1998 International Sympo-sium on Nonlinear Theory and Applica-tions. vol.3. 1277-1280 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Yoshikazu Ikeda, Shozo Tokinaga and Akio Miyazaki: "An Estimation Method for Fractal Surfaces by Using Scale Expansion and its Application" Transactions of The Institute of Electron-ics, Information and Communication En-gineers. vol.J81-A. 1127-1133 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Yoshikazu Ikeda and Shozo Tokinaga: "Forecasting of the Stock Trend Based upon the Prediction Method of Frac-tal Time Series and its Application" The Journal of the Operations Research Society of Japan. vol.42. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] T. Nakai: "Sequential Decision Problems with Learning Procedure for Multivariate Random Variables" Proceedings of the First Euro-Japanese Workshop on Stochastic Risk Modelling for Finance, Production and Reliability. 2. (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] T. Nakai: "An Optimal Assignment Problem for Multiple Objects per Period-Case of a Partially Observable Markov Chain" Bulletin of Informatics and Cybernetics. 31. (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] 岩本 誠一: "双対ファジイ動的計画について" 京都大学数理解析研究所講究録. 1048. 72-85 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 岩本 誠一: "微分積分学 対 再帰的方法" 経済学研究. 別冊. 73-89 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] S.Tokinaga: "Applying the Prediction Method Based upon the Scale Exparsion to the Feature Extraction of Fractal Geometry" Proceedings of 1998 International Symosium on Nonlinear Theory and its Appplications. 3. 1277-1280 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 藤田 昌也: "電子マネーと認証 - 現状と課題" 経済学研究. 64,3-4. 1-19 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 池田欽一: "スケール伸長変換を用いたフラクタル表面の推定とその応用" 電子情報通信学会論文誌. J81-A. 1127-1133 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 池田 欽一: "フラクタル時系列の予測手法を用いた株価予測とその応用" 日本オペレーションズリサーチ学会論文誌. 42(印刷中). (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] 時永 祥三: "「Excelによる経営データ処理」" 九州大学出版会, 106 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 中井 達: "部分観測可能なマルコフ連鎖での多段決定モデルについて-MTP_2の場合" 経済学研究. 64巻5・6号(印刷中). (1998)

    • Related Report
      1997 Annual Research Report
  • [Publications] 岩本 誠一・伊喜 哲一郎: "An Inverse Assignment Problem ある逆割り当て問題について" 京都大学数理解析研究所講究録. 1015. 163-175 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 時永 祥三: "フラクタル時系列の予測手法を用いた株価予測の検討" 経済学研究. 64巻1・2号. 39-63 (1997)

    • Related Report
      1997 Annual Research Report

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

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