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math.OC2024
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…
math.OC2024
Generalized pair-wise logit dynamic and its connection to a mean field game: theoretical and computational investigations focusing on resource management
Hidekazu Yoshioka, Motoh Tsujimura
Logit dynamics are evolution equations that describe transitions to equilibria of actions among many players. We formulate a pair-wise logit dynamic in a continuous action space wi…