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Studies on a robust structure of optimal fuzzy decision processes

Research Project

Project/Area Number 21540112
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

NAKAGAMI Jun-ichi  千葉大学, 大学院・理学研究科, 教授 (30092076)

Co-Investigator(Kenkyū-buntansha) YASUDA Masami  千葉大学, 大学院・理学研究科, 教授 (00041244)
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)
Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
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)
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
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.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (44 results)

All 2012 2011 2010 2009

All Journal Article (25 results) (of which Peer Reviewed: 14 results) Presentation (19 results)

  • [Journal Article] The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach2012

    • Author(s)
      F. Dufour, M. Horiguchi A. B. Piunovskiy
    • Journal Title

      Advances in applied probability

      Volume: Vol.44 No.3

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] 多段決定問題とStochastic Convexityについて2012

    • Author(s)
      中井達
    • Journal Title

      京都大学数理解析研究所講究録「不確実・不確定環境下における数理的意思決定とその周辺」

      Volume: (掲載確定)

    • Related Report
      2011 Annual Research Report
  • [Journal Article] The expected total cost criterion for Markov decision processes under constraints : a convex analytic approach2012

    • Author(s)
      F.Dufour, M.Horiguchi, A.B.Piunovskiy
    • Journal Title

      Advances in applied probability

      Volume: 44(掲載確定)

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The prior detection before the occurrence of a nonconforming product by interval Bayesian method2011

    • Author(s)
      M. Horiguchi M. Sasaki
    • Journal Title

      RIMS Kokyuroku

      Volume: Vol.1734 Pages: 156-163

    • NAID

      110008436040

    • Related Report
      2011 Final Research Report
  • [Journal Article] Partial Maintenanceを考慮したマルコフ過程での多段決定問題について2011

    • Author(s)
      T. Nakai
    • Journal Title

      RIMS Kokyuroku

      Volume: Vol.1734 Pages: 220-227

    • Related Report
      2011 Final Research Report
  • [Journal Article] An Average Value-at-Risk Portfolio Model under Uncertainty: A perception-Based Approach by Fuzzy Random Variables2011

    • Author(s)
      Y. Yoshida
    • Journal Title

      Journal of Advanced Computational Intelligence and Intelligent Informatics

      Volume: Vol.15 Pages: 56-62

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Partial Maintenanceを考慮したマルコフ過程での多段決定問題について2011

    • Author(s)
      中井達
    • Journal Title

      京都大学数理解析研究所講究録「不確実性下における意思決定問題」

      Volume: 1734 Pages: 20-227

    • Related Report
      2011 Annual Research Report
  • [Journal Article] 未知の推移確率行列の事前・事後区間表現とマルコフ決定過程について2010

    • Author(s)
      M. Horiguchi
    • Journal Title

      RIMS Kokyuroku

      Volume: Vol.1682 Pages: 70-77

    • Related Report
      2011 Final Research Report
  • [Journal Article] 不完備情報のマルコフ過程における多段決定問題の性質について2010

    • Author(s)
      T. Nakai
    • Journal Title

      RIMS Kokyuroku

      Volume: Vol.1682 Pages: 78-85

    • Related Report
      2011 Final Research Report
  • [Journal Article] Sequential Decision Problem with Partial Maintenance on a Partially Observable Markov Process2010

    • Author(s)
      T. Nakai
    • Journal Title

      Scientiae Mathematicae Japonicae

      Volume: Vol.72 Pages: 11-20

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Quasi-Arithmetic Means and Ratios of an Interval induced from Weighted Aggregation Operations2010

    • Author(s)
      Y. Yoshida
    • Journal Title

      Soft Computing

      Volume: Vol.14 Pages: 473-485

    • Related Report
      2011 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Weighted quasi-arithmetic means and conditional expectations in Lecture Notes in Artificial Intelligence 6408 'Modeling Decisions for Artificial Intelligence ; MDAI2010'2010

    • Author(s)
      Y. Yoshida, V. Torra, Y. Narukawa M. Daumas
    • Journal Title

      Springer

      Pages: 31-42

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Sequential Decision Problem with Partial Maintenance on a Partially Observable Markov Process2010

    • Author(s)
      T.Nakai
    • Journal Title

      Scientiae Mathematicae Japonicae

      Volume: vol.72 Pages: 11-20

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 未知の推移確率行列の事前・事後区間表現とマルコフ決定過程について2010

    • Author(s)
      堀口正之
    • Journal Title

      京都大学数理解析研究所講究録1682

      Volume: Vol.1682 Pages: 70-77

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Weighted quasi arithmetic means and conditional expectations2010

    • Author(s)
      Y.Yoshida
    • Journal Title

      Lecture Notes in Artificial Intelligence 6408 Modeling Decisions for Artificial Intelligence 6408

      Volume: 6408 Pages: 31-42

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An Average Value-at-Risk Portfolio Model under Uncertainty: A perception-Based Approach by Fuzzy Random Variables2010

    • Author(s)
      Y.Yoshida
    • Journal Title

      Journal of Advanced Computational Intelligence and Intelligent Informatics

      Volume: Vo1.15 Pages: 56-62

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Quasi-Arithmetic Means and Ratios of an Interval induced from Weighted Aggregation Operations2010

    • Author(s)
      Y.Yoshida
    • Journal Title

      Soft Computing 14

      Pages: 473-485

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An interval Bayesian Method for Uncertain MDPs2009

    • Author(s)
      T. Iki, M. Horiguchi, M. Kurano M. Yasuda
    • Journal Title

      RIMS Kokyuroku

      Volume: Vol.1636 Pages: 1-8

    • NAID

      110007053292

    • Related Report
      2011 Final Research Report
  • [Journal Article] Product Possibility Space with Finitely Many Independent Fuzzy Vectors2009

    • Author(s)
      K. Iwamura, M. Kageyama, M. Kurano M.Yasuda
    • Journal Title

      RIMS Kokyuroku

      Volume: Vol.1630 Pages: 50-54

    • Related Report
      2011 Final Research Report
  • [Journal Article] An Estimation Model of Value-at-Risk Portfolio under Uncertainty2009

    • Author(s)
      Y. Yoshida
    • Journal Title

      Fuzzy Sets and Systems

      Volume: Vol.160 Pages: 3250-3262

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Perception-Based Portfolio under Uncertainty: Minimization of Average Rates of Falling in Lecture Notes in Artificial Intelligence 5861 'Modeling Decisions for Artificial Intelligence ; MDAI2009'2009

    • Author(s)
      Y. Yoshida, V. Torra, Y. Narukawa M. Inuiguchi
    • Journal Title

      Springer

      Pages: 149-160

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] An interval Bayesian Method for Uncertain MDPs2009

    • Author(s)
      T.Iki, 堀口正之, M.Kurano, 安田正實
    • Journal Title

      RIMS Kokyuroku 1636

      Pages: 1-8

    • NAID

      110007053292

    • Related Report
      2009 Annual Research Report
  • [Journal Article] Product Possibility Space with Finitely Many Independent Fuzzy Vectors2009

    • Author(s)
      K.Iwamura, M.Kageyama, M.Kurano, 安田正實
    • Journal Title

      RIMS Kokyuroku 1630

      Pages: 50-54

    • Related Report
      2009 Annual Research Report
  • [Journal Article] An Estimation Model of Value-at-Risk Portfolio under Uncertainty2009

    • Author(s)
      Y.Yoshida
    • Journal Title

      Fuzzy Sets and Systems 160

      Pages: 3250-3262

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Perception-Based Portfolio under Uncertainty : Minimization of Average Rates of Falling2009

    • Author(s)
      Y.Yoshida
    • Journal Title

      Lecture Notes in Artificial Intelligence 5861 5861

      Pages: 149-160

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] Monotonic Properties of a Markov Decision Process with Partial Maintenance2011

    • Author(s)
      中井達
    • Organizer
      日本数学会2011年度秋季総合分科会
    • Place of Presentation
      信州大学理学部
    • Year and Date
      2011-09-25
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Monotonic Properties of a Sequential Decision Problem with Partial Maintenance on a Markov Process2011

    • Author(s)
      T. Nakai
    • Organizer
      16th INFORMS Applied Society Conference
    • Place of Presentation
      Stockholm, Sweden
    • Year and Date
      2011-07-23
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Partial Maintenanceを考慮したマルコフ過程での多段決定問題について2010

    • Author(s)
      中井達
    • Organizer
      シンポジウム「不確実性下における意思決定問題」
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2010-11-19
    • Related Report
      2011 Final Research Report
  • [Presentation] Weighted quasi-arithmetic means and conditional expectations2010

    • Author(s)
      吉田祐治
    • Organizer
      第7回人工知能の決定モデルに関する国際会議MDAI2010
    • Place of Presentation
      France
    • Year and Date
      2010-10-02
    • Related Report
      2011 Final Research Report
  • [Presentation] Interval Bayesian method and sequential sampling problem2010

    • Author(s)
      堀口正之
    • Organizer
      日本数学会2010年度秋季総合分科会統計数学分科会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2010-09-21
    • Related Report
      2011 Final Research Report
  • [Presentation] Uncertain Markov decision processes with Bayesian intervals2010

    • Author(s)
      M.Horiguchi
    • Organizer
      34th conference on stochastic processes and their applications(SPA OSAKA 2010)
    • Place of Presentation
      大阪千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-06
    • Related Report
      2010 Annual Research Report
  • [Presentation] Uncertain Markov decision processes with Bayesian intervals2010

    • Author(s)
      M. Horiguchi
    • Organizer
      34th conference on stochastic processes and their applications
    • Place of Presentation
      SPA OSAKA 2010
    • Year and Date
      2010-09-04
    • Related Report
      2011 Final Research Report
  • [Presentation] 区間ベイズ手法と適応決定過程について2010

    • Author(s)
      堀口正之
    • Organizer
      日本オペレーションズ・リサーチ学会研究グループ「不確実環境下での柔構造最適化モデリング」2010年
    • Place of Presentation
      千葉大学
    • Year and Date
      2010-08-29
    • Related Report
      2010 Annual Research Report
  • [Presentation] Uncertain Markov decision processes and Baesian intervals2010

    • Author(s)
      堀口正之
    • Organizer
      日本数学会2010年度年会統計数学分科会
    • Place of Presentation
      慶応義塾大学
    • Year and Date
      2010-03-29
    • Related Report
      2011 Final Research Report 2009 Annual Research Report
  • [Presentation] 不完備情報マルコフ過程における多段決定問題について2010

    • Author(s)
      中井達
    • Organizer
      日本オペレーションズ・リサーチ学会2010年度秋期研究発表会
    • Place of Presentation
      福島・コラッセふくしま
    • Related Report
      2010 Annual Research Report
  • [Presentation] 部分観測可能なマルコフ過程でのある多段決定問題の性質について2009

    • Author(s)
      中井達
    • Organizer
      シンポジウム「不確実・不確実性下での意思決定過程」
    • Place of Presentation
      京都大学
    • Year and Date
      2009-11-21
    • Related Report
      2011 Final Research Report
  • [Presentation] A Perception-Based Portfolio under Uncertainty: Minimization of Average Rates of Falling2009

    • Author(s)
      堀口正之, 吉田祐治
    • Organizer
      第6回人工知能の決定モデルに関する国際会議MDAI2009
    • Place of Presentation
      淡路島
    • Year and Date
      2009-11-05
    • Related Report
      2011 Final Research Report
  • [Presentation] On bounds for Bayes estimate intervals inuncertain MDPs2009

    • Author(s)
      堀口正之, 安田正實
    • Organizer
      日本数学会2009年度秋季総合分科会統計数学分科会
    • Place of Presentation
      大阪大学
    • Year and Date
      2009-09-27
    • Related Report
      2009 Annual Research Report
  • [Presentation] Decision Processes with Value-at-Risk Portfolios2009

    • Author(s)
      吉田祐治
    • Organizer
      日本数学会年会
    • Place of Presentation
      大阪大
    • Year and Date
      2009-09-26
    • Related Report
      2011 Final Research Report
  • [Presentation] On bounds for Bayes estimate intervals in uncertain MDPs2009

    • Author(s)
      堀口正之, 安田正實
    • Organizer
      日本数学会2009年度秋季総合分科会統計数学分科会
    • Place of Presentation
      大阪大学
    • Year and Date
      2009-09-23
    • Related Report
      2011 Final Research Report
  • [Presentation] 不完備情報のマルコフ過程での多段決定問題について2009

    • Author(s)
      中井達
    • Organizer
      日本オペレーションズ・リサーチ学会2009年度秋期研究発表会
    • Place of Presentation
      長崎大学
    • Year and Date
      2009-09-18
    • Related Report
      2011 Final Research Report 2009 Annual Research Report
  • [Presentation] An Optimal Value-at-Risk Portfolio Model、実環境下での柔構造最適化モデリング2009

    • Author(s)
      吉田祐治
    • Organizer
      日本オペレーションズ・リサーチ学会年会、2010年8月研究会「DP部会40年記念シンポジウム」
    • Place of Presentation
      長崎大、千葉大学
    • Year and Date
      2009-09-17
    • Related Report
      2011 Final Research Report
  • [Presentation] The minimization of the risk of falling in portfolios under uncertainty2009

    • Author(s)
      Y. Yoshida
    • Organizer
      Proceedings of IFSA 2009 (The 13th World Congress of International Fuzzy System Association)
    • Place of Presentation
      Lisbon in Portugal
    • Year and Date
      2009-07-23
    • Related Report
      2011 Final Research Report
  • [Presentation] An Optimal Value-at-Risk Portfolio under Uncertainty2009

    • Author(s)
      吉田祐治
    • Organizer
      日本数学会年会
    • Place of Presentation
      東京大
    • Year and Date
      2009-03-21
    • Related Report
      2011 Final Research Report

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Published: 2009-04-01   Modified: 2016-04-21  

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