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Optimal stochastic control modeling for sustainable agricultural and forest resource management and optimal landscape management

Research Project

Project/Area Number 11660155
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 林学
Research InstitutionINSTITUTE OF STATISTICAL MATHEMATICS (2000-2002)
University of Miyazaki (1999)

Principal Investigator

YOSHIMOTO Atsushi  Inst. of Statistical Mathematics, Dept. of Stat. Methodology, Associate Professor, 調査実験解析研究系, 助教授 (10264350)

Co-Investigator(Kenkyū-buntansha) YUKUTAKE Kiyoshi  Miyazaki Univ., Faculty of Agriculture, Professor, 農学部, 教授 (30174832)
SHOJI Isao  Tsukuba Univ, Inst. of Policy & Planning Sciences, Professor, 第三学類, 教授 (20282329)
OZAKI Tohru  Inst. of Statistical Mathematics, Dept. of Prediction and Control, Professor, 予測制御研究系, 教授 (00000208)
YOSHIMOTO Yoko  UFJ Research Institute, Senior Researcher, 総合研究所・経済・社会政策部, 主任研究員
Project Period (FY) 1999 – 2002
Project Status Completed (Fiscal Year 2002)
Budget Amount *help
¥3,700,000 (Direct Cost: ¥3,700,000)
Fiscal Year 2002: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2001: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2000: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 1999: ¥1,600,000 (Direct Cost: ¥1,600,000)
KeywordsForest Economics / Forest Ecology / Forest Biometrics / Land Use Policy / Statistics / Biodiversity / Landscaoe Management / Stochastic Modeling / 確立モデル / 総計学
Research Abstract

The objective of this research was to analyze the sustainable management of agricultural and forest resources under uncertain environments from the economic point of view toward the optimal landscape management. The research was conducted from two approaches. One is a mathematical modeling approach and the other is a survey based approach. The overview of the research is as follows ;
1. A stochastic control model was constructed for seeking a minimum threshold price line to maintain forest stand management. Our analysis shows that a minimum threshold price level is affectejd by the target forest stand growth.
2. A nonparametric method for diffusion processes was proposed. The proposed approach has the following merits : 1 avoid estimating all the coefficients of a polynomial function locally or globally, 2 : no kernel functions and no bandwidth selection associated with them were required, and 3 : prediction, filtering, and smoothing of states of interest can be easily conducted.
3. Time series analysis was conducted on log price dynamics. The results showed that a peak of seasonaliry appeared in October recently. It was also shown that the degree of seasonality was severer for log price than lumber price.
4. A feasibility study was conducted on sugi dried lumber production. It was shown that in order to seek the sustainable production not only an efficient production system but also a wide variety of products should be constructed.
5. Classification of forest owners' management styles has been analyzed based on the hearing survey. The management style was shown to be categorized into 1. the pleasure-seeking management, by which the owners enjoy and perform communication through forest management, 2. the income-priented management, 3. the large-scale asset holding management, and 4. the abandoning management, where the owners cease forestry practices.

Report

(5 results)
  • 2002 Annual Research Report   Final Research Report Summary
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • 1999 Annual Research Report
  • Research Products

    (29 results)

All Other

All Publications (29 results)

  • [Publications] Yoshimoto, A., Shoji, I.: "Comparative analysis of stochastic models for financial uncertainty in forest management"Forest Science. 48. 755-766 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shoji, I.: "A nonparametric method of estimating nonlinear dynamical system models"Physics Letters A. 277. 159-168 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Gentan probability analysis with a state-dependent discrete forest growth model"Journal of Forest Research. 6. 101-110 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A: "Application of the logistic, Gompertz, and Richards growth functions to Gentan probability analysis"Journal of Forest Research. 6. 256-272 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Stochastic control modeling for forest stand management under uncertain price dynamics through geometric Brownian motion"Journal of Forest Research. 7. 81-90 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shoji, I.: "Approximation of conditional moments of diffusion processes"International Journal of Computational and Numerical Analysis and Applications. 2. 163-190 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shoji, I.: "A nonparametric method of estimating nonlinear dynamical system models"Physics Letters A. 277. 159-168 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Gentan probability analysis with a state-dependent discrete forest growth model"Journal of Forest Research. 6. 101-110 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Application of the logistic, Gompertz, and Richards growth functions to Gentan probability analysis"Journal of Forest Research. 6. 256-272 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Stochastic control modeling for forest stand management underuncertain price dynamics through geometric Brownian motion"Journal of Forest Research. 7. 81-90 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A. & Shoji, I.: "Comparative analysis of stochastic models for financial uncertainty in forest management"Forest Science. 48. 755-766 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shoji, I.: "Approximation of conditional moments of diffusion processes"International Journal of Computational and Numerical Analysis and Applications. 2. 163-190 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shoji, I.: "Nonparametric state estimation of diffusion processes"Biometrika. 89. 451-456 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Stochastic control modeling for forest stand management under uncertain environments"Forest Resource Management and Mathematical Modeling. Vol.1. 89-109 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yukutake, K., Yoshimoto, A. & Kajikawa, S.: "Econometric analysis of regional timber demand/supply in Japan"Forest Resource Management and Mathematical Modeling. Vol.1. 155-174 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "A dynamic programming model for forest stand management using MSPATH algorithm"Proceedings of the Institute of Statistical Mathematics. Vol. 51, No. 1, in press. (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshimoto, A.: "Economic analysis of forest stand management under uncertain environments -toward soft zoning-"Proceedings of the Institute of Statistical Mathematics. Vol. 51, No. 1, in press. (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Yoshiinoto, A., Shoji, I.: "Comparative analysis of stochastic models for financial uncertainty in forest management"Forest Science. 48. 755-766 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 行武 潔, 吉本 敦: "我が国における地域別木材需給分析-普通最小二乗法、2段階最小二乗法、3段階最小二乗法による価格弾性値の比較分析-"森林計画学会誌. 36. 81-98 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 坂東紀子, 吉本 敦, 永田 信, 立花 敏: "スギ乾燥材生産の実現可能性分析"林業経済. 55. 9-27 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 吉本 敦: "不確実性下における人工林施業の経済分析:ソフトVSハードゾーニング"技術的観点からみた人工林の施業区分、森林空間利用研究会編. 25-31 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 吉本 敦, 加藤 隆: "土地利用変動モデルの開発-木材価格に対する確率モデルの推定-"Working Paper Series No.3、森林総合研究所. (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 吉本 敦: "不確実性下による人工林施業の経済分析-ソフトゾーニング"統計数理. (in press). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 能本美穂, 堺正紘, 吉本敦: "持続的な森林経営の成立条件に関する研究"日本林学会九州支部論文集. (印刷中). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Yoshimoto, Atsushi: "Gentan probability analysis with a state-dependent discrete forest growth Model"Journal of Forest Research. 6. 101-110 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Yoshiinoto, Atsushi: "Application of the logistic, Gompertz, and Richards growth functions to Gentan probability analysis"Journal of Forest Research. 6. 265-272 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Yoshimoto, Atsushi: "Stochastic control Modeling for forest stand management under uncertain price dynamics through geometric Brownian motion"Journal of Forest Research. (印刷中). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 吉本 敦: "不確実性環境下の森林資源管理に対する最適確率制御モデル"森林資源管理と数理モデル(吉本他編集). 89-110 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 井上良介,吉本 敦,行武 潔: "間伐補助金を考慮した林分経営の経済分析ー間伐補助金の最適伐期への影響ー"日林九州支論. 53. 1-3 (2000)

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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