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Mutually Dependent Decision Processes

Research Project

Project/Area Number 23654038
Research Category

Grant-in-Aid for Challenging Exploratory Research

Allocation TypeMulti-year Fund
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKyushu Institute of Technology

Principal Investigator

TOSHIHARU Fujita  九州工業大学, 工学(系)研究科(研究院), 准教授 (60295003)

Project Period (FY) 2011 – 2013
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2013: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords動的計画 / 相互依存型決定過程 / マルコフ決定過程 / 非直列推移システム / 結合型評価 / 非直列型推移 / 加法型評価
Research Abstract

In this study, we introduced a new framework for decision process model. It is called mutually dependent decision processes (MDMDP) that exhibit recursive mutual dependence. Our model is structured upon more than two types of finite-stage decision processes. For simplicity, we describe a case that two types of finite-stage decision processes: main-process and sub-process. At each stage, the reward in one process is given by the optimal value of the alternative process problem. Those structure recursively appears in MDMDP. We formulated some MDMDP models with deterministic and stochastic transition systems and derived mutually dependent recursive equations by dynamic programming. The models enable easier treatment of some classes of complex multi-stage decision processes.

Report

(4 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Research-status Report
  • 2011 Research-status Report
  • Research Products

    (43 results)

All 2014 2013 2012 2011 Other

All Journal Article (10 results) (of which Peer Reviewed: 3 results) Presentation (33 results) (of which Invited: 1 results)

  • [Journal Article] A Golden Complementary Duality in Quadratic Optimization Problem2014

    • Author(s)
      Seiichi Iwamoto, Yutaka Kimura and Toshiharu Fujita
    • Journal Title

      Proceedings of the Third Asian Conference on Nonlinear Analysis and Optimization (NAO2012)

      Volume: (掲載決定) Pages: 115-125

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] 折り紙ユニットにより作成可能な凸多面体2014

    • Author(s)
      藤田敏治, 中野多恵, 長友健太郎
    • Journal Title

      オペレーションズ・リサーチ

      Volume: Vol.59, No.7(掲載決定)

    • Related Report
      2013 Final Research Report
  • [Journal Article] 折り紙ユニットを用いた凸多面体の構成 -相互依存型決定過程によるアプローチ-2014

    • Author(s)
      藤田敏治,長友健太郎
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 未定

    • Related Report
      2013 Annual Research Report
  • [Journal Article] 折り紙ユニットにより作成可能な凸多面体2014

    • Author(s)
      藤田 敏治,中野多恵,長友健太郎
    • Journal Title

      オペレーションズ・リサーチ

      Volume: 59

    • Related Report
      2013 Annual Research Report
  • [Journal Article] 2つの評価基準を考慮したたまご落とし問題2013

    • Author(s)
      藤田敏治,近藤匠
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1864 Pages: 71-81

    • Related Report
      2013 Annual Research Report
  • [Journal Article] 結合型評価をもつ相互依存型決定過程2012

    • Author(s)
      藤田敏治
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1802 Pages: 78-84

    • Related Report
      2013 Final Research Report 2012 Research-status Report
  • [Journal Article] Threshold probability of non-terminal type in finite horizon Markov decision processes2012

    • Author(s)
      A.Kira, T.Ueno, T.Fujita
    • Journal Title

      Journal of Mathematical Analysis and Applications

      Volume: Vol.386 Issue: 1 Pages: 461-472

    • DOI

      10.1016/j.jmaa.2011.08.006

    • Related Report
      2013 Final Research Report 2011 Research-status Report
    • Peer Reviewed
  • [Journal Article] A Posteriori Conditional General Expected Value2012

    • Author(s)
      Toshiharu Fujita and Takashi Akima
    • Journal Title

      Bulletin of the Kyushu Institute of Technology

      Volume: 59 Pages: 7-19

    • Related Report
      2011 Research-status Report
  • [Journal Article] Mutually Dependent Markov Decision Processes

    • Author(s)
      Toshiharu Fujita and Akifumi Kira
    • Journal Title

      Journal of Advanced Computational Intelligence and Intelligent Informatics

      Volume: (掲載決定)

    • NAID

      130007673100

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] 折り紙ユニットを用いた凸多面体の構成 -相互依存型決定過程によるアプローチ-

    • Author(s)
      藤田敏治, 長友健太郎
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: (掲載決定)

    • Related Report
      2013 Final Research Report
  • [Presentation] 相互に依存する決定過程2013

    • Author(s)
      藤田敏治
    • Organizer
      国際数理科学協会(OR 部門)年会(日本OR学会研究部会「不確実性システムにおける意思決定」第3回研究会との共同開催)
    • Place of Presentation
      西宮市大学交流センター
    • Year and Date
      2013-08-31
    • Related Report
      2013 Final Research Report
  • [Presentation] 相互依存型決定過程で探る折り紙ユニット多面体2013

    • Author(s)
      藤田敏治
    • Organizer
      最適化法とその応用 第5回研究集会
    • Place of Presentation
      弘前大学
    • Related Report
      2013 Final Research Report
  • [Presentation] 折り紙ユニットを用いた凸多面体の構成 -相互依存型決定過程によるアプローチ-2013

    • Author(s)
      藤田敏治
    • Organizer
      京都大学数理解析研究所研究集会 : 不確実性の下での数理的意思決定の理論と応用
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2013 Final Research Report
  • [Presentation] 折り紙正方ユニットにより構成可能な凸多面体について2013

    • Author(s)
      藤田敏治
    • Organizer
      第10回DP研究会+OR 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」合同開催「DP 部会合同シンポジウム2013」
    • Place of Presentation
      長崎大学
    • Related Report
      2013 Final Research Report
  • [Presentation] Primal-dual inequalities through conjugate function2013

    • Author(s)
      Seiichi Iwamoto, Yutaka Kimura and Toshiharu Fujita
    • Organizer
      The 8th International Conference on Nonlinear Analysis and Convex Analysis (NACA2013)
    • Place of Presentation
      Hirosaki University, Aomori, Japan
    • Related Report
      2013 Final Research Report
  • [Presentation] Mutually Dependent Decision Processes and Their Application to the Egg Drop2013

    • Author(s)
      Toshiharu Fujita
    • Organizer
      XXVI EURO-INFORMS Joint International Conference (EURO 2013)
    • Place of Presentation
      Sapienza University of Rome, Rome, Italy
    • Related Report
      2013 Final Research Report
  • [Presentation] 相互依存型決定過程と落下試験回数最適化2013

    • Author(s)
      藤田敏治
    • Organizer
      日本数学会2013年度年会統計数学分科会
    • Place of Presentation
      京都大学
    • Related Report
      2013 Final Research Report
  • [Presentation] Mutually Dependent Decision Processes and Their Application to the Egg Drop2013

    • Author(s)
      Toshiharu Fujita
    • Organizer
      XXVI EURO-INFORMS Joint International Conference
    • Place of Presentation
      Sapienza University of Rome (Italy)
    • Related Report
      2013 Annual Research Report
  • [Presentation] Two Golden Duals --- Complementary and Shift ---2013

    • Author(s)
      Seiichi Iwamoto, Yutaka Kimura and Toshiharu Fujita
    • Organizer
      XXVI EURO-INFORMS Joint International Conference
    • Place of Presentation
      Sapienza University of Rome (Italy)
    • Related Report
      2013 Annual Research Report
  • [Presentation] 相互に依存する決定過程2013

    • Author(s)
      藤田敏治
    • Organizer
      国際数理科学協会(OR部門)年会
    • Place of Presentation
      西宮市大学交流センター(西宮)
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 折り紙正方ユニットにより構成可能な凸多面体について2013

    • Author(s)
      藤田敏治
    • Organizer
      DP部会合同シンポジウム2013
    • Place of Presentation
      長崎大学(長崎)
    • Related Report
      2013 Annual Research Report
  • [Presentation] 折り紙ユニットを用いた凸多面体の構成 -相互依存型決定過程によるアプローチ-2013

    • Author(s)
      藤田敏治
    • Organizer
      京都大学数理解析研究所研究集会:不確実性の下での数理的意思決定の理論と応用
    • Place of Presentation
      京都大学数理解析研究所(京都)
    • Related Report
      2013 Annual Research Report
  • [Presentation] ベルマンの多段配分過程:その双対2013

    • Author(s)
      岩本誠一,木村寛,植野貴之,藤田敏治
    • Organizer
      第56回自動制御連合講演会
    • Place of Presentation
      新潟大学(新潟)
    • Related Report
      2013 Annual Research Report
  • [Presentation] 相互依存型決定過程で探る折り紙ユニット多面体2013

    • Author(s)
      藤田敏治
    • Organizer
      最適化法とその応用 第5回研究集会
    • Place of Presentation
      弘前大学(弘前)
    • Related Report
      2013 Annual Research Report
  • [Presentation] Complementary Versus Shift Dualities2013

    • Author(s)
      Seiichi Iwamoto, Yutaka Kimura and Toshiharu Fujita
    • Organizer
      The International Conference on Nonlinear Analysis and Optimization
    • Place of Presentation
      National Sun Yat-sen University (Taiwan)
    • Related Report
      2013 Annual Research Report
  • [Presentation] 相互依存型決定過程と落下試験回数最適化2013

    • Author(s)
      藤田敏治
    • Organizer
      日本数学会 2013年度年会
    • Place of Presentation
      京都大学(京都)
    • Related Report
      2012 Research-status Report
  • [Presentation] Mutually Dependent Decision Processes and Their Application to the Egg Drop2013

    • Author(s)
      Toshiharu Fujita
    • Organizer
      XXVI EURO - INFORMS Joint International Conference
    • Place of Presentation
      Sapienza University of Rome (Italy)
    • Related Report
      2012 Research-status Report
  • [Presentation] 相互依存型決定過程とその応用について2012

    • Author(s)
      藤田敏治
    • Organizer
      第17回情報・統計科学シンポジウム
    • Place of Presentation
      九州大学
    • Year and Date
      2012-12-07
    • Related Report
      2013 Final Research Report
  • [Presentation] 2 つの評価基準を考慮したたまご落とし問題2012

    • Author(s)
      藤田敏治, 近藤匠
    • Organizer
      京都大学数理解析研究所研究集会 : 確率的環境下での意思決定解析
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2013 Final Research Report
  • [Presentation] 相互依存型決定過程 - n過程モデル-2012

    • Author(s)
      藤田敏治
    • Organizer
      第8回DP研究会+OR 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」合同開催「DP 部会合同シンポジウム2012」
    • Place of Presentation
      芝浦工業大学SIT 総合研究所佃イノベーションスクエア
    • Related Report
      2013 Final Research Report
  • [Presentation] A GOLDEN COMPLEMENTARY DUALITY IN QUADRATIC OPTIMIZATION PROBLEM2012

    • Author(s)
      Seiichi Iwamoto, Yutaka Kimura, Toshiharu Fujita
    • Organizer
      Asian Conference on Nonlinear Analysis and Optimization
    • Place of Presentation
      Kunibiki Messe (Matsue)
    • Related Report
      2012 Research-status Report
  • [Presentation] 相互依存型決定過程 - n過程モデル -2012

    • Author(s)
      藤田敏治
    • Organizer
      DP部会合同シンポジウム2012
    • Place of Presentation
      芝浦工業大学SIT総合研究所(東京)
    • Related Report
      2012 Research-status Report
  • [Presentation] 2つの評価基準を考慮したたまご落とし問題2012

    • Author(s)
      藤田敏治,近藤匠
    • Organizer
      京都大学数理解析研究所研究集会:確率的環境下での意思決定解析
    • Place of Presentation
      京都大学(京都)
    • Related Report
      2012 Research-status Report
  • [Presentation] 非決定性動的計画における加法-乗法型評価について2012

    • Author(s)
      藤田敏治,秋間 崇志
    • Organizer
      第7回DP研究会
    • Place of Presentation
      九州工業大学
    • Related Report
      2011 Research-status Report
  • [Presentation] 結合型評価をもつ相互依存型決定過程2011

    • Author(s)
      藤田敏治
    • Organizer
      京都大学数理解析研究所研究集会 : 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
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2013 Final Research Report
  • [Presentation] 相互依存型決定過程について-評価系の拡張-2011

    • Author(s)
      藤田敏治
    • Organizer
      日本数学会2011年度秋季総合分科会統計数学分科会
    • Place of Presentation
      信州大学松本キャンパス
    • Related Report
      2013 Final Research Report
  • [Presentation] Mutually Dependent Decision Processes2011

    • Author(s)
      Toshiharu Fujita
    • Organizer
      The International Federation of Operational Research Societies (IFORS) 2011
    • Place of Presentation
      Melbourne Convention Centre, Melbourne, Australia
    • Related Report
      2013 Final Research Report
  • [Presentation] Mutually Dependent Decision Processes2011

    • Author(s)
      Toshiharu Fujita
    • Organizer
      IFORS 2011
    • Place of Presentation
      Melbourne Convention Centre
    • Related Report
      2011 Research-status Report
  • [Presentation] 相互依存型決定過程について-評価系の拡張-2011

    • Author(s)
      藤田敏治
    • Organizer
      日本数学会2011年度秋季総合分科会
    • Place of Presentation
      信州大学
    • Related Report
      2011 Research-status Report
  • [Presentation] 動的計画の一般モデルと汎用ソルバー2011

    • Author(s)
      藤田敏治
    • Organizer
      DP部会合同シンポジウム2011
    • Place of Presentation
      千葉大学
    • Related Report
      2011 Research-status Report
  • [Presentation] 有限マルコフ決定過程~流動性リスク最小化モデル~2011

    • Author(s)
      吉良知文,藤田敏治,植野貴之
    • Organizer
      DP部会合同シンポジウム2011
    • Place of Presentation
      千葉大学
    • Related Report
      2011 Research-status Report
  • [Presentation] 結合型評価をもつ相互依存型決定過程2011

    • Author(s)
      藤田敏治
    • Organizer
      京都大学数理解析研究所研究集会: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
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2011 Research-status Report
  • [Presentation] 相互依存型決定過程とその応用について

    • Author(s)
      藤田敏治
    • Organizer
      第17回情報・統計科学シンポジウム
    • Place of Presentation
      九州大学(福岡)
    • Related Report
      2012 Research-status Report

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Published: 2011-08-05   Modified: 2019-07-29  

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