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不確実性下における経済主体の問題を解く確率制御の概観
https://doi.org/10.14988/00029304
https://doi.org/10.14988/00029304c9dc1e49-b2bf-4d6f-9a2a-5595146b7720
名前 / ファイル | ライセンス | アクション |
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017074020010.pdf (1.1 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||||||
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公開日 | 2022-11-07 | |||||||||||
タイトル | ||||||||||||
言語 | ja | |||||||||||
タイトル | 不確実性下における経済主体の問題を解く確率制御の概観 | |||||||||||
タイトル | ||||||||||||
言語 | ja-Kana | |||||||||||
タイトル | フカクジツセイカ ニオケル ケイザイ シュタイ ノ モンダイ オ トク カクリツ セイギョ ノ ガイカン | |||||||||||
タイトル | ||||||||||||
言語 | en | |||||||||||
タイトル | A review of stochastic controls solving economic agent problems under uncertainty | |||||||||||
言語 | ||||||||||||
言語 | jpn | |||||||||||
キーワード | ||||||||||||
主題 | 不確実性, 確率制御, 絶対連続制御, 最適停止, 特異確率制御, 確率インパルス制御 uncertainty, stochastic control, absolutely continuous control, optimal stopping, singular stochastic control, stochastic impulse control |
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資源タイプ | ||||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||
資源タイプ | departmental bulletin paper | |||||||||||
ID登録 | ||||||||||||
ID登録 | 10.14988/00029304 | |||||||||||
ID登録タイプ | JaLC | |||||||||||
アクセス権 | ||||||||||||
アクセス権 | open access | |||||||||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||||||||
著者 |
辻村, 元男
× 辻村, 元男
WEKO
19221
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著者所属 | ||||||||||||
ja | ||||||||||||
同志社大学商学部教授 | ||||||||||||
著者所属(英) | ||||||||||||
en | ||||||||||||
Doshisha University | ||||||||||||
所属機関識別子種別 | ||||||||||||
値 | kakenhi | |||||||||||
所属機関識別子 | ||||||||||||
値 | 34310 | |||||||||||
抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | 本稿は不確実性下における経済主体の諸問題を,問題の特徴に応じた確率制御問題として定式化し,それらの解法について概観する。解法の基本となる原理は,Bellmanによって導入された動的計画原理と呼ばれる原理である。本稿では,毎時制御を実施する絶対連続制御,制御を実施する時刻を求める最適停止,状態変数をある範囲内に収めるように制御を実施する特異確率制御・インパルス制御の4種類の確率制御問題について概観する。 | |||||||||||
言語 | ja | |||||||||||
抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | This paper formulates various economic agents' problems under uncertainty as stochastic control problems in accordance with the characteristics of the problems, and reviews their solutions. The basic principle underlying the solution method is a principle called the dynamic programming principle introduced by Bellman. This paper overviews four types of stochastic control problems: absolutely continuous control, in which control is implemented every time; optimal stopping, in which the timing to implement control is determined; and singular stochastic control and impulse control, in which control is conducted to keep state variables within a certain range. | |||||||||||
言語 | en | |||||||||||
内容記述 | ||||||||||||
内容記述タイプ | Other | |||||||||||
内容記述 | 同志社大学商学部100周年記念論文集(Special issue in commemoration of the 100th anniversary of Doshisha College Department of Commerce) | |||||||||||
言語 | ja | |||||||||||
書誌情報 |
ja : 同志社商学 en : Doshisha Shogaku (The Doshisha Business Review) 巻 74, 号 2, p. 403-431, 発行日 2022-09-30 |
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出版者 | ||||||||||||
言語 | ja | |||||||||||
出版者 | 同志社大学商学会 | |||||||||||
出版者(英) | ||||||||||||
言語 | ja-Latn | |||||||||||
出版者 | Doshisha Daigaku Shogakkai | |||||||||||
出版者(英) | ||||||||||||
言語 | en | |||||||||||
出版者 | The Association of Commerce Doshisha University | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | PISSN | |||||||||||
収録物識別子 | 03872858 | |||||||||||
書誌レコードID | ||||||||||||
収録物識別子タイプ | NCID | |||||||||||
収録物識別子 | AN00165609 | |||||||||||
権利者情報 | ||||||||||||
権利者名 | 同志社大学商学会 | |||||||||||
言語 | ja | |||||||||||
権利者名 | Doshisha Daigaku Shogakkai | |||||||||||
言語 | ja-Latn | |||||||||||
権利者名 | The Association of Commerce Doshisha University | |||||||||||
言語 | en | |||||||||||
関連サイト | ||||||||||||
関連タイプ | isFormatOf | |||||||||||
識別子タイプ | URI | |||||||||||
関連識別子 | https://doors.doshisha.ac.jp/opac/opac_link/bibid/SB00960307/?lang=0 | |||||||||||
言語 | ja | |||||||||||
関連名称 | 掲載刊行物所蔵情報へのリンク / Link to Contents | |||||||||||
フォーマット | ||||||||||||
内容記述タイプ | Other | |||||||||||
内容記述 | application/pdf | |||||||||||
出版タイプ | ||||||||||||
出版タイプ | VoR | |||||||||||
出版タイプResource | http://purl.org/coar/version/c_97ess_right/c_14cb | |||||||||||
日本十進分類法 | ||||||||||||
主題 | 417.1 | |||||||||||
研究代表者 | ||||||||||||
姓名 | Tsujimura, Motoh | |||||||||||
言語 | en | |||||||||||
姓名 | 辻村, 元男 | |||||||||||
言語 | ja | |||||||||||
姓名 | ツジムラ, モトオ | |||||||||||
言語 | ja-Kana | |||||||||||
助成情報 | ||||||||||||
識別子タイプ | Crossref Funder | |||||||||||
助成機関識別子 | https://doi.org/10.13039/501100001691 | |||||||||||
助成機関名 | 日本学術振興会 | |||||||||||
言語 | ja | |||||||||||
助成機関名 | Japan Society for the Promotion of Science | |||||||||||
言語 | en | |||||||||||
研究課題番号URI | https://kaken.nii.ac.jp/ja/grant/KAKENHI-PROJECT-21K01573/ | |||||||||||
研究課題番号 | JP21K01573 | |||||||||||
研究課題名 | 曖昧性下における汚染物質削減投資に対するリアルオプション評価モデルの開発と応用 | |||||||||||
言語 | ja | |||||||||||
研究機関識別子種別 | ||||||||||||
値 | kakenhi | |||||||||||
研究機関識別子 | ||||||||||||
値 | 34310 | |||||||||||
研究機関名 | ||||||||||||
言語 | ja | |||||||||||
値 | 同志社大学 | |||||||||||
研究機関名(英) | ||||||||||||
言語 | en | |||||||||||
値 | Doshisha University |