Mathematical analysis of System Modeling and their applications

系统建模的数学分析及其应用

• 批准号: 09440073
• 负责人: YASUDA Masami
• 金额: $ 6.14万
• 依托单位: Chiba University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (B).
• 财政年份: 1997
• 资助国家: 日本
• 起止时间: 1997 至 2000
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-09440073/
• 关键词: Markov decision Processes; Dynamic Programming; Fuzzy Theory; Bellman Equation; Mathematical Programming; Mathematics for Programming; 最適化問題; 数理モデルの解析; 不確実性; 逐次決定過程; 意志決定論; ファジィ集合; Markov決定過程; fuzzy ulation; 最適停止問題; Dirichlet問題; 調和関数; mon

It will be summarized all subjects of what we have been considered in this project and list the domestic (omitted) / international conferences presented these results. We evaluate it that the research project attained some level that we have been aimed. a) The summary and organization of the conference : b) Mathematical development on a decision model and the modeling for Markov decision Processes, fuzzy theory : c) Formulation for the fuzzification of Bellman equation, an application for Economical model : d) An application by Dynamic programming for Technology and Economical Management : e) The sequential analysis in Statistical aspects and the probabilistic model in optimization.The conference : (1) Keyaki Kaikan, Chiba University, October 23-24, 2000 This is organized by our research foundation and the talk is presented 14 papers and more. The topic are the fuzzy optimization, Stochastic optimization, Dynamic programming, Game theory etc. (2) The other conference held at Suri Kaiseki Institute, Kyoto University, February 8-10, 2001. There are 20 talks more and the proceeding will be published in a near future.The oversea conference which we are presented papers : (1) STAT2OO0 The conference holds at Poland, August, 2000. (2) The 8th Bellman Continuum holds at Taiwan, August 2000. (3) Conference of Control and Decision by IEEE ; CDC2000, We present an invited talks at this bug conference holds at Sydney, December 2000. (4) International Symposium of Dynamic Games ; ISDG2000 holds at Adelaide, Australia, December 2000.

总结了本课题所涉及的所有课题，并列出了介绍这些成果的国内外会议（略）。我们认为，该研究项目达到了预期的水平。a）会议的总结和组织：B）决策模型的数学发展和马尔可夫决策过程的建模，模糊理论：c）贝尔曼方程的模糊化公式，经济模型的应用：d）技术和经济管理的动态规划的应用：e）统计方面的序贯分析和优化方面的概率模型。会议：（1）2000年10月23日~ 24日，千叶大学庆明会馆。本讲座由研究基金会主办，发表论文14篇以上。（2）2001年2月8-10日在京都大学Suri怀石研究所举行的另一次会议。参加的国外学术会议论文有：（1）STAT 200会议于2000年8月在波兰举行。(2)2000年8月，第八届贝尔曼连续大会在台湾举行。(3)2000年12月在悉尼举行的IEEE控制与决策会议上，我们应邀发表了演讲。(4)2000年12月在澳大利亚的阿德莱德举行的动态游戏国际研讨会。

项目成果

A.Hashimoto: "Maximization of covelation coefficient under quadratic constraint" Proc.of 6th China-Japan Symposium on Statistics. 64-67 (1997)

A.Hashimoto：“二次约束下的covelation系数最大化”第六届中日统计研讨会论文集。

M. Yasuda, etc.: "Fuzzy Decision Processes with an Average Reward Criterion"Mathematical and Computer Modelling. 30. 7-20 (1999)

M. Yasuda等：“具有平均奖励标准的模糊决策过程”数学和计算机建模。

Yoshida,M.,Yasuda,M. etc.: "Optimal Stopping Problem of a Stochastic and Fuzzy system"Journal of Math Anal Appl. 246. 135-149 (2000)

吉田，M.，安田，M.

蔵野正美,安田正實,中神潤一,吉田祐治: "Ordering of Cenvex Fuzzy Sets-A Brief Survey and New Results"J.Oper.Res.Soc.Japan. 34. 137-148 (2000)

Masami Kurano、Masami Yasuda、Junichi Nakagami、Yuji Yoshida：“Cenvex 模糊集的排序 - 简要调查和新结果”J.Oper.Res.Soc.Japan 34. 137-148 (2000)。

蔵野正美,安田正實,中神潤一,吉田祐治: "A Multi-Objective Optimal Stopping in Stochastic and Fuzzy Environment"Proceeding of Inter.Conf.on Applied Stochatic System, Modeling. 259-266 (2000)

Masami Kurano、Masami Yasuda、Junichi Nakagami、Yuji Yoshida：“随机和模糊环境中的多目标最优停止”Inter.Conf.on Applied Stochatic System，建模论文集 259-266 (2000)。