Studies on a robust structure of optimal fuzzy decision processes
| Project/Area Number |
21540112
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Chiba University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
YASUDA Masami 千葉大学, 大学院・理学研究科, 教授 (00041244)
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| Co-Investigator(Renkei-kenkyūsha) |
NAKAI Toru 千葉大学, 教育学部, 教授 (20145808)
YOSHIDA Yuji 北九州市立大学, 経済学部, 教授 (90192426)
HORIGUCHI Masayuki 神奈川大学, 工学部, 准教授 (90366401)
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| Project Period (FY) |
2009 – 2011
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| Project Status |
Completed (Fiscal Year 2011)
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| Budget Amount *help |
¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2009: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Keywords | 多段決定過程 / マルコフ決定過程 / 不完全情報 / ファジー最適化 / 頑健性 / 凸解析 / 区間解析 / 双対定理 |
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| Research Abstract |
Our research objectives are initiated with a further reconsideration of the practical examples which deal with a machine maintenance problem in our two papers (2003,2006).The 1st objective is to construct a new fuzzy duality theorem for our fuzzy valued Markov decision processes in the same way as ordinary scalar valued ones between the solutions of an optimal equation and of a linear programming problem. This result is summarized and prepared for a contribution to suitable journals. The 2nd objective is to discuss an inverse problem of the optimality by the detailed calculations of a machine maintenance problem in our two papers. It means that if some particular optimal policy would be also optimal in a certain measure of fluctuations. This result is derived in the individual problem separately, we are now trying to show this results in the general situations.
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Report
(4 results)
Research Products
(44 results)
