18 citations · 82 across the 23 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…