1 citations · 1 across the 4 of their papers we have counts for
6 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…
Kolmogorov equations for evaluating the boundary hitting of degenerate diffusion with unsteady drift
Hidekazu Yoshioka
Jacobi diffusion is a representative diffusion process whose solution is bounded in a domain under certain drift and diffusion coefficient conditions. However, the process without…
A Musielak-Orlicz approach for modeling uncertainties in long-memory processes
Hidekazu Yoshioka
This paper proposes a novel mathematical framework for modeling uncertainties in supOU processes, a common model for long-memory phenomena. We address uncertainties as distortions…
A minimization principle behind the diffusion bridge of diurnal fish migration
H. Yoshioka
Fish migration is a mass movement that affects the hydrosphere and ecosystems. While it occurs on multiple temporal scales, including daily and intraday fluctuations, the latter re…
CIR bridge for modeling of fish migration on sub-hourly scale
Hidekazu Yoshioka
Bridges, which are stochastic processes with pinned initial and terminal conditions, have recently been applied to various problems. We show that a bridge based on the Cox-Ingersol…
Computational analysis on a linkage between generalized logit dynamic and discounted mean field game
Hidekazu Yoshioka
Logit dynamics are dynamical systems describing transitions and equilibria of actions of interacting players under uncertainty. An uncertainty is embodied in logit dynamic as a sof…