Hidekazu Yoshioka

Distributionally Robust Decision-Making under Ambiguity: Case Study of Water Environmental Management

Decision-making under uncertainty is ubiquitous in environmental project planning. Environmental processes such as a streamflow discharge often present a subexponential memory, where the autocorrelation persists for a long time. In addition, optimization problems driven by enviro...

Diffusion bridge with randomized initial and terminal times and its application to fish migration

We mathematically model the dynamics of the number of migratory fish observed at a fixed location along a river in a random environment. Particularly, as a new approach, we construct a stochastic differential equation that incorporates the influence of environmental factors on th...