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- University of ShimaneJP36 papers
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- Japan Synchrotron Radiation Research InstituteJP5 papers
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7 papers · 1 filter
Environmental management and restoration under unified risk and uncertainty using robustified dynamic Orlicz risk
Hidekazu Yoshioka, Motoh Tsujimura, Futoshi Aranishi +1
Environmental management and restoration should be designed such that the risk and uncertainty owing to nonlinear stochastic systems can be successfully addressed. We apply the rob…
A Jump Ornstein-Uhlenbeck Bridge Based on Energy-optimal Control and Its Self-exciting Extension
Hidekazu Yoshioka, Kazutoshi Yamazaki
We study a version of the Ornstein-Uhlenbeck bridge driven by a spectrally-positive subordinator. Our formulation is based on a Linear-Quadratic control subject to a singular termi…
Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments
Hidekazu Yoshioka, Tomohiro Tanaka, Yumi Yoshioka +1
We investigated a cost-constrained static ergodic control problem of the variance of measure-valued affine processes and its application in streamflow management. The controlled sy…
Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
Hidekazu Yoshioka, Motoh Tsujimura, Tomohiro Tanaka +2
We propose a linear-quadratic (LQ) control problem of streamflow discharge by optimizing an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a su…
Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty
Hidekazu Yoshioka, Motoh Tsujimura
A new stochastic control model for the long-run environmental management of rivers is mathematically and numerically analyzed, focusing on a modern sediment replenishment problem w…
Analytical and numerical solutions to ergodic control problems arising in environmental management
Hidekazu Yoshioka, Motoh Tsujimura, Yuta Yaegashi
Environmental management optimizing a long-run objective is an ergodic control problem whose resolution can be achieved by solving an associated non-local Hamilton-Jacobi-Bellman (…