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A study on the optimal investment action policies on Imperfect Rational Expectations

Research Project

Project/Area Number 24530371
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Public finance/Monetary economics
Research InstitutionKinjo Gakuin University

Principal Investigator

NAKAMURA Syouji  金城学院大学, 生活環境学部, 教授 (30350953)

Co-Investigator(Kenkyū-buntansha) NAKAGAWA Toshio  愛知工業大学, 経営学部, 教授 (60076544)
KONDO Hitoshi  南山大学, 経済学部, 教授 (60121456)
NAKAYAMA Keiko  中京大学, 経済学部, 教授 (90207944)
Project Period (FY) 2012-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywords金融工学 / 不完全合理的期待 / 完全予防保全 / 確率過程 / 信頼性理論 / 累積損傷モデル / 数理ファイナンス / 不完全情報
Outline of Final Research Achievements

In this study, we focused on incomplete information model to apply the Imperfect Rational Expectations to the investment behavior. We apply the incomplete preventive maintenance to the Imperfect Rational Expectations that Kijima Masaaki and Nakagawa Toshio was proposed in E JOR, 57 [1992]. In particular, we have tried to apply in a computer system. In the computer system, since the impact of fluctuations human impact is small, to optimize the objective function of the investment behavior by the concept of Imperfect Rational Expectations. We were planning to try to build a investment and financing model by these results.

Report

(4 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (26 results)

All 2014 2013 2012 Other

All Journal Article (13 results) (of which Peer Reviewed: 13 results,  Acknowledgement Compliant: 2 results) Presentation (11 results) Book (2 results)

  • [Journal Article] Optimal replacement last with continuous and discrete policies.2014

    • Author(s)
      Zhao, X., Nakagawa, T., Zuo, M.,
    • Journal Title

      IEEE Transactions on Reliability.

      Volume: 63, Pages: 868-880

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Optimal data transfer strategies for the automatic hierarchical storage within a server system.2014

    • Author(s)
      Zhao, X., Nakamura, S., Nakagawa, T.
    • Journal Title

      International Journal of Performability Engineering

      Volume: 11, Pages: 321-328

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Optimal time and random inspection policies for computer systems.2014

    • Author(s)
      Zhao, X., Chen, M., Nakagawa, T
    • Journal Title

      Applied Mathematics & Information Sciences

      Volume: 8 Pages: 413-417

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Age and periodic replacement models with overtime policies.2014

    • Author(s)
      Zhao, X., Qian, C., Nakamura, S
    • Journal Title

      International Journal of Reliability, Quality and Safety Engineering,

      Volume: 21 Pages: 1-14

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Stochastic modeling of database backup policy for a computer system.2013

    • Author(s)
      Nakamura S., Zhao X. and Nakagawa T.
    • Journal Title

      J. of Software Engineering and Applications

      Volume: 6 Pages: 53-58

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimal maintenance policies for cumulative damage models with random working times.2013

    • Author(s)
      Zhao X., Nakamura S. and Nakagawa T.
    • Journal Title

      J. of Quality in Maintenance Engineering

      Volume: 19 Pages: 25-37

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimal policies for cumulative damage models with maintenance last and first2013

    • Author(s)
      M. Chen, T. Nakagawa,
    • Journal Title

      Reliability Engineering & System Safety

      Volume: 110 Pages: 50-59

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimal redundant systems for works with random processing time2013

    • Author(s)
      M. Chen, T. Nakagawa
    • Journal Title

      Reliability Engineering & System Safety

      Volume: 116 Pages: 99-104

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Stochastic modeling of database backup policy for a computer system2013

    • Author(s)
      Nakamura S., Zhao X. and Nakagawa T
    • Journal Title

      J. of Software Engineering and Applications

      Volume: 6 Pages: 53-58

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimal maintenance policies for cumulative damage models with random working times2013

    • Author(s)
      Zhao X., Nakamura S. and Nakagawa T
    • Journal Title

      J. of Quality in Maintenance Engineering ,

      Volume: 19 Pages: 25-37

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Replacement models for combining additive independent damages2012

    • Author(s)
      X. Zhao, S. Nakamura, T. Nakagawa
    • Journal Title

      International Journal of Performability Engineering

      Volume: .8, Pages: 91-100

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Stochastic Applications for e-Learning System2012

    • Author(s)
      Syouji Nakamura, Keiko Nakayama, Toshio Nakagawa
    • Journal Title

      Intelligent Interractive multimedia: Systems and Services, Springer

      Volume: online Pages: 561-568

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimal tenuring and major collection times for a generational garbage collector2012

    • Author(s)
      Zhao X., Nakamura S. and Nakagawa T
    • Journal Title

      Asia-Pacific Journal of Operational Research,Vol 29,No.3

      Volume: 29

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Presentation] 並列システムにおける最適ランダムスケジューリング2014

    • Author(s)
      中村正治,趙 旭峰,中川覃夫
    • Organizer
      電子情報通信学会 信頼性研究会
    • Place of Presentation
      鹿児島 第一工大
    • Year and Date
      2014-10-17
    • Related Report
      2014 Annual Research Report
  • [Presentation] e-learningにおける学習者の2段階検査による理解度評価解析モデル2014

    • Author(s)
      中村正治,趙 旭峰,中川覃夫
    • Organizer
      教育システム情報学会
    • Place of Presentation
      和歌山大学
    • Year and Date
      2014-09-10 – 2014-09-12
    • Related Report
      2014 Annual Research Report
  • [Presentation] What is middle maintenance policy?2014

    • Author(s)
      Xufeng Zhao, Cunhua Qian, Syouji Nakamura
    • Organizer
      6th APARM International Symposium
    • Place of Presentation
      北海道
    • Year and Date
      2014-08-21 – 2014-08-23
    • Related Report
      2014 Annual Research Report
  • [Presentation] Optimal bivariate replacement policies with minimal repairs at failures2014

    • Author(s)
      Syouji Nakamura , Xufeng Zhao, Toshio Nakagawa.
    • Organizer
      20th ISSAT International Conference Reliability and Quality in Design
    • Place of Presentation
      Seattle U.S..A
    • Year and Date
      2014-08-07 – 2014-08-09
    • Related Report
      2014 Annual Research Report
  • [Presentation] ラーニングにおける推移確率行列を用いた能力測定の確率モデル2014

    • Author(s)
      中村正治,中川覃夫,近藤仁
    • Organizer
      電子情報通信学会 教育工学研究会
    • Place of Presentation
      静岡大学
    • Year and Date
      2014-06-14
    • Related Report
      2014 Annual Research Report
  • [Presentation] Damage Model with Threshold Number of Shocks2013

    • Author(s)
      Zhao Xufeng, Nakamura Syouji , Nakagawa Toshio
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Place of Presentation
      徳島
    • Related Report
      2013 Research-status Report
  • [Presentation] e-learningにおける学習者の理解度評価解析モデル2013

    • Author(s)
      中村正治,近藤 仁,中川覃夫
    • Organizer
      教育工学会
    • Place of Presentation
      秋田大学
    • Related Report
      2013 Research-status Report
  • [Presentation] A note on inspection first and last2012

    • Author(s)
      X. Zhao, S. Nakamura, T. Nakagawa
    • Organizer
      日本オペレーションズ・リサーチ学会秋季全国大会
    • Place of Presentation
      名古屋
    • Related Report
      2012 Research-status Report
  • [Presentation] デッドロック検出スケジューリングの最適方策2012

    • Author(s)
      中村正治,荒深美和子,中川覃夫
    • Organizer
      日本オペレーションズ・リサーチ学会秋季全国大会
    • Place of Presentation
      名古屋
    • Related Report
      2012 Research-status Report
  • [Presentation] Syouji Nakamura, Keiko Nakayama, Toshio Nakagawa2012

    • Author(s)
      Stochastic Applications for e-Learning System
    • Organizer
      KES IDT/IIMSS 2012
    • Place of Presentation
      岐阜
    • Related Report
      2012 Research-status Report
  • [Presentation] 適分散サーバ数の確率モデル

    • Author(s)
      中村正治,趙 旭峰,中川覃夫
    • Organizer
      電子情報通信学会
    • Place of Presentation
      尾道
    • Related Report
      2013 Research-status Report
  • [Book] Reliability Modeling with Applications2014

    • Author(s)
      Nakamura, S., Qian, C., M. Chen (Eds),
    • Total Pages
      364
    • Publisher
      World Scientific,
    • Related Report
      2014 Annual Research Report
  • [Book] Reliability Modeling with Applications2014

    • Author(s)
      Syouji Nakamura,Cun Hua Qian, Mingchin Chen(Editors)
    • Total Pages
      364
    • Publisher
      World Scientic
    • Related Report
      2013 Research-status Report

URL: 

Published: 2013-05-31   Modified: 2019-07-29  

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