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Mathematical analysis of System Modeling and their applications

Research Project

Project/Area Number 14540102
Research Category

Grant-in-Aid for Scientific Research (C)

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) KURANO Masami  Chiba Univ., Faculty of Education, Professor, 教育学部, 教授 (70029487)
NAKAGAMI Jun-ichi  Chiba Univ., Faculty of Science, Professor, 理学部, 教授 (30092076)
KADOTA Yoshinobu  Wakayama Univ., Faculty of Education, Professor, 教育学部, 教授 (90116294)
YOSHIDA Yuji  Kita Kyushu Univ., Faculty of Economics, Professor, 経済学部, 教授 (90192426)
NAKAMURA Katuhiro  Chiba Univ., Faculty of Science, Professor, 理学部, 教授 (10344962)
古森 雄一  千葉大学, 理学部, 教授 (10022302)
Project Period (FY) 2002 – 2004
Project Status Completed (Fiscal Year 2004)
Budget Amount *help
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2004: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2003: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2002: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsMarkov decision Processes / Dynamic Programming / Fuzzy Theory / Bellman Equation / Mathematical Programming / Mathematics for Programming / Optimization Theory / ファジィ理論
Research Abstract

It will be summarized all subjects of what we have been considered in this project and list the domestic/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 domestic conference : (1)"A discrete time portfolio model with uncertain stock prices" by Yoshida, Yasuda, Nakagami, Kurano at Tokyo Univ.March 23-26,2003. (2)"A fuzzy stopping problem with the concept of perception : The infinite horizon case" by Kurano, Yasuda, Nakagami, Yoshida at Chiba Univ.Sep.24-27,2003.etc.
The oversea conference which we are presented papers : (1)"Psudo convergence of measurable functions on Sugeno fuzzy measure space" by Li, Ouyang, Yasuda at JCIS2003,USA,2003. (2)"Dynamic programming creates The Golden Ratio, too" by Iwamoto, Yasuda at Ballarat, Australia, Dec 9-11,2004. (3)"Regrete optimality in semi-Markov decision processes with an absorbing set" by Kadota, Kurano, Yasuda at Ballarat, Australia, Dec 9-11,2004.etc.

Report

(4 results)
  • 2004 Annual Research Report   Final Research Report Summary
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • Research Products

    (23 results)

All 2004 2003 Other

All Journal Article (13 results) Publications (10 results)

  • [Journal Article] A fuzzy stopping problem with the concept of perception2004

    • Author(s)
      Kurano, Yasuda, Nakagami, Yoshida
    • Journal Title

      Fuzzy Optim.Decis.Mak. 3

      Pages: 367-374

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Lusin's theorem on fuzzy measure spaces2004

    • Author(s)
      Li, Yasuda
    • Journal Title

      Fuzzy Sets and Systems 146

      Pages: 121-133

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Some asymptotic properties of point estimation with $n$-dimensional fuzzy data2004

    • Author(s)
      Wang, Yasuda
    • Journal Title

      Statistics 38

      Pages: 167-181

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Egoroff's theorem on monotone non-additive measure spaces2004

    • Author(s)
      Li, Yasuda
    • Journal Title

      Int.J.Uncertainty, Fuzziness and Knowledge-Based Systems 12

      Pages: 61-68

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] A fuzzy stopping problem with the concept of perception.2004

    • Author(s)
      Kurano, Yasuda, Nakagami, Yoshida
    • Journal Title

      Fuzzy Optim.Decis.Mak. 3

      Pages: 367-374

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Lusin's theorem on fuzzy measure spaces.2004

    • Author(s)
      Li, Yasuda
    • Journal Title

      Fuzzy Sets and Systems 146

      Pages: 121-133

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Some asymptotic properties of point estimation with n-dimensional fuzzy data.2004

    • Author(s)
      Wang, Yasuda
    • Journal Title

      Statistics 2

      Pages: 167-181

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Egoroff's theorem on monotone non-additive measure spaces.2004

    • Author(s)
      Li, Yasuda
    • Journal Title

      Internat.J.Uncertain.Fuzziness Knowledge-Based Systems 12

      Pages: 61-68

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Egoroff's theorem on monotone non-additive measure spaces2004

    • Author(s)
      Li, Yasuda
    • Journal Title

      Int.J. Uncertainty, Fuzziness and Knowledge-Based Systems 12

      Pages: 61-68

    • Related Report
      2004 Annual Research Report
  • [Journal Article] A multi objective fuzzy stopping in a stochastic and fuzzy environment2003

    • Author(s)
      Yoshida, Yasuda, Nakagami, Kurano
    • Journal Title

      Computer.Math.Appl. 46

      Pages: 1165-1172

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Fuzzy stopping problems in continuous-time fuzzy stochastic systems2003

    • Author(s)
      Yoshida, Yasuda, Nakagami, Kurano
    • Journal Title

      Fuzzy Sets and Systems 139

      Pages: 349-362

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] A multiobjective fuzzy stopping in a stochastic and fuzzy environment.2003

    • Author(s)
      Yoshida, Yasuda, Nakagami, Kurano
    • Journal Title

      Comput.Math.Appl. 46

      Pages: 1165-1172

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Fuzzy stopping problems in continuous-time fuzzy stochastic systems.2003

    • Author(s)
      Yoshida, Yasuda.Nakagami, Kurano
    • Journal Title

      Fuzzy Sets and Systems 139

      Pages: 349-362

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Publications] Kurano, Yasuda, Nakagami, Yoshida: "Markov decision processes with fuzzy rewards"Journal on Nonlinear Analysis and Convex Analysis. Vol.4,No.1. 105-115 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Yoshida, Yasuda, Nakagami, Kurano: "Fuzzy Stopping Problems in Continuous-Time Fuzzy Stochastic Systems"Fuzzy Sets And Systems. 139. 349-362 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Yoshida, Yasuda, Nakagami, Kurano: "A Multi-Objective Fuzzy Stopping in a Stochastic and Fuzzy Environment"Computers and Mathematics with Applications. 46. 1165-1172 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Li Jun, Yasuda: "Lusin's theorem on fuzzy measure spaces"Fuzzy Sets And Systems. (印刷中).

    • Related Report
      2003 Annual Research Report
  • [Publications] Dabuxilatu Wang, Yasuda: "Some asymptotic properties on Point estimation with n-dimensional fuzzy data"Statistics. (印刷中).

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Szajowski, 安田正實: "ディンキンゲームとその多数回停止モデルへの拡張"応用数理(岩波書店). 12巻3号. 17-29 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kurano, Yasuda, Nakagami, Yoshida: "Markov Decision Processes with Fuzzy Rewards"Nonlinear Analysis and Convex Analysis(Yokohama Pub). 221-232 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kurano, Yasuda, Nakagami, Yoshida: "Interval Methods for Uncertain Markov Decision Processes"Markov Processes and Controlled Markov Chains (Kluwer Acad.). 223-232 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kurano, Yasuda, Nakagami, Yoshida: "An approach to stopping problems of a dynamic fuzzy system"Fuzzy Sets and Systems (Elsevier). 131. 225-233 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Yoshida, Yasuda, Nakagami, Kurano: "Decision making for Discrete-time American Options with uncertainty of Stock Prices in Financial Engineering"IPMU 2002 Proceedings July 1-5, 2002, Annecy, France. 463-469 (2002)

    • Related Report
      2002 Annual Research Report

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Published: 2002-04-01   Modified: 2016-04-21  

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