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