18 citations · 82 across the 23 of their papers we have counts for
23 papers
Stochastic partial differential equation model for environmental DNA dynamics in river environments
Hidekazu Yoshioka
Environmental DNA (eDNA) has emerged as a novel tool for quantifying the seasonal abundance of aquatic species in water bodies; however, its mathematical modeling is still at a ger…
Non-singularity of the generalized logit dynamic with an application to fishing tourism
Hidekazu Yoshioka
Generalized logit dynamic defines a time-dependent integro-differential equation with which a Nash equilibrium of an iterative game in a bounded and continuous action space is expe…
The Robust Orlicz Risk with an Application to the Green Photovoltaic Power Generation
H. Yoshioka, M. Tsujimura
We propose a novel recursive utility for controlling stochastic processes under risk and uncertainty. Our formulation uses a robustified Orlicz risk that can evaluate risk and unce…
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…
Optimal harvesting policy for biological resources with uncertain heterogeneity for application in fisheries management
Hidekazu Yoshioka
Conventional harvesting problems for natural resources often assume physiological homogeneity of the body length/weight among individuals. However, such assumptions generally are n…
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…
Statistical evaluation of a long-memory process using the generalized entropic Value-at-Risk
Hidekazu Yoshioka, Yumi Yoshioka
The modeling and identification of time series data with a long memory are important in various fields. The streamflow discharge is one such example that can be reasonably describe…
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…
A supCBI process with application to streamflow discharge and a model reduction
Hidekazu Yoshioka
We propose a new stochastic model for streamflow discharge timeseries as a jump-driven process, called a superposition of continuous-state branching processes with immigration (a s…
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…
Towards Control of Dam and Reservoir Systems with Forward-Backward Stochastic Differential Equations Driven by Clustered Jumps
Hidekazu Yoshioka
We deal with a new maximum principle-based stochastic control model for river management through operating a dam and reservoir system. The model is based on coupled forward-backwar…
Impulsive fishery resource transporting strategies based on an open-ended stochastic growth model having a latent variable
Hidekazu Yoshioka, Tomomi Tanaka, Futoshi Aranishi +2
In inland fisheries, transporting fishery resource individuals from a habitat to spatially apart habitat(s) has recently been considered for fisheries stock management in the natur…
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 (…
A simple model on streamflow management with a dynamic risk measure
Hidekazu Yoshioka, Yumi Yoshioka
We present an exactly-solvable risk-minimizing stochastic differential game for flood management in rivers. The streamflow dynamics follow stochastic differential equations driven…
HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
H. Yoshioka, M. Tsujimura, K. Hamagami +2
We formulate a new two-variable river environmental restoration problem based on jump stochastic differential equations (SDEs) governing the sediment storage and nuisance benthic a…
A generalized stochastic control problem of bounded noise process under ambiguity arising in biological management
H. Yoshioka, M. Tsujimura
The objectives and contributions of this paper are mathematical and numerical analyses of a stochastic control problem of bounded population dynamics under ambiguity, an important…
Mathematical and computational approaches for stochastic control of river environment and ecology: from fisheries viewpoint
Hidekazu Yoshioka
We present a modern stochastic control framework for dynamic optimization of river environment and ecology. We focus on a fisheries problem in Japan, and show several examples of s…
Stochastic impulse control of non-smooth dynamics with partial observation and execution delay: application to an environmental restoration problem
Hidekazu Yoshioka, Yuta Yaegashi
Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; howe…
River environmental restoration based on random observations of a non-smooth stochastic dynamical system
Hidekazu Yoshioka
Earth and soils are indispensable elements of river environment. Dam-downstream environment and ecosystems have been severely affected by reduced or even stopped sediment supply fr…
A random observation-based management model of population dynamics and its ecological application
Hidekazu Yoshioka, Yuta Yaegashi, Motoh Tsujimura
A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental…
Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems
H. Yoshioka, Y. Yoshioka
A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-w…
On Dual-Finite Volume Methods for Extended Porous Medium Equations
Hidekazu Yoshioka
This article shows that the unconditional stability of the Dual-Finite Volume Method, which is at least valid for linear problems, is not true for generic nonlinear differential eq…