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1996 Fiscal Year Final Research Report Summary

Optimal Allocation Problem of Social Capital through a Recursive Learning System and a Multistage Decision Making

Research Project

Project/Area Number 07680468
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionKYUSHU UNIVERSITY

Principal Investigator

NAKAI Toru  Kyushu Univ., Fac.of Economics Prof., 経済学部, 教授 (20145808)

Co-Investigator(Kenkyū-buntansha) KODAMA Masanori  Hiroshima Shudo Univ.Fac.of Commerce Prof., 商学部, 教授 (20028989)
TOKINAGA Shozo  Kyushu Univ., Fac.of Economics Prof., 経済学部, 教授 (30124134)
IWAMOTO Seiiti  Kyushu Univ., Fac.of Economics Prof., 経済学部, 教授 (90037284)
Project Period (FY) 1995 – 1996
KeywordsRecursive Learning / Multistage Decision Model / Optimal Allocation Model / Dynamic Programming / Optimization / Probabilistic System
Research Abstract

In the first year 1995 of our project, we focused our activity to the study to analyze allocation problems of the social capital as a sequential decision problem. We also considered processes to induce a recursive method as a learning procedure. Furthermore, in the context of the sequential allocation problem, we made a research from the point of the dynamic programming. The results were presented in several workshops, and the analytical comments were summarized in some papers.
As a result, it was found that the theory of the dynamical system is effective to analyze these problems having complex features and factors such as an allocation problem of the social capital. Moreover, we have a perspective that the optimization methods for a partially observable decision process are useful to consider a role of a learning procedure which is tightly combined with recursive processes for sequential allocation problems.
In the second year 1996, we made our project more fruitfully by collecting an amount of documents applied to our studies. We also studied about some fields related to our project, and obtained analytical and technical results. In terms of the theoretical contribution of out project, we published several works in 1995 and 1996 in the fields of the basic theory of the dynamic programming, the inventory theory, the optimal policy for stochastic systems, applications of time series, multimedia environment and the networking system. Furthermore, in relation to the necessity to analyze a learning procedure, we published some papers on the problem for stochastic order relations for a recursive system.

  • Research Products

    (32 results)

All Other

All Publications (32 results)

  • [Publications] 中井達: "A Partially Observable Decision Problem under a Shifted Likelihood Ratio Ordering" Mathematical and Computer Modelling. 22. 237-246 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 中井達: "An Optimal Selection Problem on a Partially Observable Markov Chain" Lecture Notes in Economics and Mathematical Systems 'Stochastic Modelling in Innovating Manufacturing. 445. 140-154 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 中井達: "A Learning Procedure for Sequential Decision Problem with Multiple Observations per Period" Proceedings for 'The First International Conference on Operational and Quantitative Management'. 1. 127-134 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 岩本誠一: "不変埋没によるファジイ動的計画" 日本OR学会シンポジウム「ファジイ数理計画法とその応用」. 33. 25-33 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 岩本誠一: "不確実性の下での最適危機管理について" 経済學研究(九州大学経済学会). 61,5-6. 1-18 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 岩本誠一: "多段決定過程:最小型評価系" 「マルチメディア環境と経済学」(児玉,岩本編,九州大学出版会). 205-236 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永祥三: "平滑化パタ-ベーション解析による情報伝送網最適化の一考案" 経済學研究(九州大学経済学会). 61,2. 25-34 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永祥三: "経営管理と情報システム構成の現状と課題" 経済學研究(九州大学経済学会). 62,1-6. 405-434 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永祥三: "マルチメディア環境とプライバシー" 経済學研究(九州大学経済学会). 63,1. 1-27 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永祥三: "マルチメディア技術の現状" 「マルチメディア環境と経済学」(児玉,岩本編,九州大学出版会). 25-48 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永祥三: "マルチメディア環境とプライバシー" 「マルチメディア環境と経済学」(児玉,岩本編,九州大学出版会). 73-94 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永祥三,石田泰之: "An Intelligent Digital Signal Processing System for Stock Trends Based Upon Transit Wave Detection by Using Gabor and Knowledge Representation of Waveform" Electronics and Communication in Japan,Part 3. 79. 92-103 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 時永,森保,宮崎,島津: "フラクタル的な性質をもつ時系列の一予測手法とその応用" 電気情報通信学会論文誌. J79-A. 1793-1800 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 児玉正憲: "Some Probabilistic Multiperiod Inventory Problems" 1995 IFAC/IFIP/IFORS/SEDC SYMPOSIUM on Modelling and Control of National and Regional Economics. 2. 217-222 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 児玉正憲: "Some Probabilistic Inventory.Problems with Various Demand Pattern" Journal of Information & Optimization Sciences. 17. 17-48 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 児玉正憲: "多段階確率的在庫モデルの最適政策" 「マルチメディア環境と経済学」(児玉,岩本編,九州大学出版会). 237-260 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] T.Nakai: "A Partially Observable Decision Problem under a Shifted Likelihood Ratio Ordering" Mathematical and Computer Modelling. vol.22. 237-246 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] T.Nakai: "An Optimal Selection Problem on a Partially Observable Markov Chain" 'Stochastic Modelling in Innovative Manufacturing (Eds.A.H.Christer, S.Osaki and L.C.Thomas), Lecture Notes in Economics and Mathematical Systems. vol.445. 140-154 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] T.Nakai: "A Learning Procedure for Sequential Decision Problem with Multiple Observations per Period" Proceedings for 'The First International Conference on Operational and Quantitative Management, Jaipur'. vol.1. 127-134 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Iwamoto: "Fuzzy Dynamic Programming Through Invariant Imbedding" 'Fuzzy Mathematical Programming and its Application' Symposium of the Operations Research Society of Japan. vol.33. 25-33 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Iwamoto: "On Optimal Crisis Management Under Uncertatinty (in Japanese)" Keizaigaku=Kenkyuu (Journal of Political Economy). vol.61, No.5-6. 1-18 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Iwamoto: "Multistage Decision Processes ; Minimization Criterion (in Japanese)" "Multimedia Environments and Economics" (Eds.M.Kodama and S.Iwamoto). 205-236 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga: "A Consideration of Optimization Method for Data Communications Networks Based Upon Smoothed Perturbation Analysis (in Japanese)" Keizaigaku=Kenkyuu (Journal of Political Economy). vol.61, No.2. 25-34 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga: "The State of Art of Corporative Management and Information System : Forcusing on the Distributed Processing and Networking (in Japanese)" Keizaigaku=Kenkyuu (Journal of Political Economy). vol.62, No.1-6. 405-434 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga: "Multimedia Environment and Privacy (in Japanese)" Keizaigaku=Kenkyuu (Journal of Political Economy). vol.63, No.1. 1-27 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga: "State of the Arts of Mutimedia Technology (in Japanese)" "Multimedia Environments and Economics" (Eds.M.Kodama and S.Iwamoto). 25-48 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga: "Multimedia Environment and Privacy (in Japanese)" "Multimedia Environments and Economics" (Eds.M.Kodama and S.Iwamoto). 73-94 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga and Y.Ishida: "An Intelligent Digital Signal Processing System for Stock Trends Based Upon Transient Wave Detection by Using Gabor and Knowledge Representation of Waveform" Electronics and Communications in Japan, Part 3. vol.79. 92-103 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Tokinaga, H.Moriyasu, A.Miyazaki and N.Shimazu: "A Forecasting Method for Time-Series Bearing Fractal Geometry and its Application (in Japanese)" The Transaction of the Institute of Electronics, Information and Communication Engineers A. vol.J79-A. 1793-1800 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Kodama: "Some Probabilistic Multiperiod Inventory Problems" 1995 IFAC/IFIP/IFORS/SEDC SYMPOSIUM on Modelling and Control of National and Regional Economics. vol.2. 217-222 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Kodama: "Some Probabilistic Inventory Problems with Various Demand Pattern" Journal of Informations & Optimization Sciences. vol.17. 17-48 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Kodama: "Optimal Policy for multistage Probabilistic Inventory Model (in Japanese)" "Multimedia Environments and Economics" (Eds.M.Kodama and S.Iwamoto). 237-260 (1996)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1999-03-09  

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