18 citations · 50 across the 14 of their papers we have counts for
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eess.SY2023
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…
math.OC2023★ 4 cited
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…