15 citations · 45 across the 14 of their papers we have counts for
15 papers
Distributionally robust decision-making under ambiguity: case study of water environmental management
Hidekazu Yoshioka, Motoh Tsujimura, Yumi Yoshioka +1
Decision-making under uncertainty is ubiquitous in environmental project planning. Environmental processes such as a streamflow discharge often present a subexponential memory, whe…
Mathematical model for sustainable fisheries resource management accounting for size spectrum
Hidekazu Yoshioka, Yumi Yoshioka, Motoh Tsujimura +1
This paper proposes a novel modelling and control framework for growth models that incorporate a size spectrum in conjunction with numerical computation and extensive field surveys…
Stochastic volatility model with long memory for water quantity-quality dynamics
Hidekazu Yoshioka, Yumi Yoshioka
Water quantity and quality are vital indices for assessing fluvial environments. These indices are highly variable over time and include sub-exponential memory, where the influence…
Non-Markovian superposition process model for stochastically describing concentration-discharge relationship
Hidekazu Yoshioka, Yumi Yoshioka
Concentration-discharge relationship is crucial in river hydrology, as it reflects water quality dynamics across both low- and high-flow regimes. However, its mathematical descript…
Fishery resources management
Hidekazu Yoshioka, Motoh Tsujimura, Yumi Yoshioka
We consider management of the fish species Plecoglossus altivelis altivelis, a major inland fishery resource in Japan playing important roles from economic, cultural, and recreatio…
A rational logit dynamic for decision-making under uncertainty: well-posedness, vanishing-noise limit, and numerical approximation
Hidekazu Yoshioka, Motoh Tsujimura, Yumi Yoshioka
The classical logit dynamic on a continuous action space for decision-making un-der uncertainty is generalized to the dynamic where the exponential function for the softmax part ha…
Assessing fluctuations of long-memory environmental variables based on the robustified dynamic Orlicz risk
Hidekazu Yoshioka, Yumi Yoshioka
Environmental variables that fluctuate randomly and dynamically over time, such as water quality indices, are considered to be stochastic. They exhibit sub-exponential memory struc…
Orlicz regrets to consistently bound statistics of random variables with an application to environmental indicators
Hidekazu Yoshioka, Yumi Yoshioka
Evaluating environmental variables that vary stochastically is the principal topic for designing better environmental management and restoration schemes. Both the upper and lower e…
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…
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…
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…
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…
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…