YOSHIDA Yuji

J-GLOBAL         Last updated: Nov 11, 2018 at 02:29
 
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Name
YOSHIDA Yuji
Affiliation
The University of Kitakyushu
Section
Faculty of Economics and Business Administration, Dept.of Business Administration
Job title
Professor
Degree
Doctor(Science)(Kyushu University), Master(Science)(Kyushu University)

Academic & Professional Experience

 
1986
 - 
1988
Kyushu University, Research Assistant
 
1988
 - 
1989
Chiba University, Lecturer
 
1989
 - 
1993
Chiba University, Assistant Professor
 
1993
 - 
1996
The University of Kitakyushu, Assistant Professor
 
1996
   
 
- The University of Kitakyushu, Professor
 

Education

 
 
 - 
1984
Mathematics, Graduate School, Division of Natural Science, Kyushu University
 
 
 - 
1978
Mathematics, Faculty of Science, Kyushu University
 

Published Papers

 
Coherent Risk Measures Derived from Utility Functions
YOSHIDA Yuji
Modeling Decisions for Artificial Intelligence – MDAI2018   11144 15-26   Sep 2018   [Refereed]
Yuji Yoshida
Neural Computing and Applications      Jan 2018
© 2018, The Natural Computing Applications Forum. A portfolio optimization problem with fuzzy random variables is discussed using coherent risk measures, which are characterized by weighted average value-at-risks with risk spectra. By perception-b...
Return-Maximizing in Fuzzy Portfolio Processes under Average Value-at-Risk Constraints
YOSHIDA Yuji
ICRITO 2018   1 849-854   2018   [Refereed]
Maximization of Rewards under Value-at-Risk Constraints in Dynamic Fuzzy Asset Allocation
YOSHIDA Yuji
FUZZ-IEEE 2018   1 591-596   2018   [Refereed]
YOSHIDA Yuji
ISCBI 2017   1 100-107   Aug 2017   [Refereed]
An Optimal Process for Average Value-at-Risk Portfolios in Financial Management
YOSHIDA Yuji
Applied Physics, System Science and Computers - APSAC2016, Lecture Notes in Electric Engineering   428 101-108   2017   [Refereed]
Maximization of Returns under a Value-at-Risk Constraint in Fuzzy Asset Management
YOSHIDA Yuji
IFSA-SCIS2017   1(4) 1--6   2017   [Refereed]
Yuji Yoshida
Fuzzy Sets, Rough Sets, Multisets and Clustering   291-306   2017   [Refereed]
Yuji Yoshida
2017 IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2017, Naples, Italy, July 9-12, 2017   1-5   2017   [Refereed]
Yuji Yoshida
Knowledge-Based and Intelligent Information & Engineering Systems: Proceedings of the 21st International Conference KES-2017, Marseille, France, 6-8 September 2017.   11-20   2017   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence - 14th International Conference, MDAI 2017, Kitakyushu, Japan, October 18-20, 2017, Proceedings   15-25   2017   [Refereed]
YOSHIDA Yuji
ICICIP2016   1 1-4   Sep 2016   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence - 13th International Conference, MDAI 2016, Sant Julià de Lòria, Andorra, September 19-21, 2016. Proceedings   82-93   2016   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence-MDAI 2015, Skövde, Sweden,   9321 42-53   Sep 2015   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence – MDAI2014,   8825 38-49   Sep 2014   [Refereed]
A Decision Process with Portfolios for Value-at-Risks
YOSHIDA Yuji
ICNAAM 2014   1648 1-5   Aug 2014   [Refereed]
YOSHIDA Yuji
Modeling Decisions for Artificial Intelligence – MDAI2013, Barcelona in Spain   8234 25-36   Nov 2013   [Refereed]
YOSHIDA Yuji
Journal of Advanced Computational Intelligence and Intelligent Informatics   17(4) 520-525   Jul 2013   [Refereed]
This paper deals with continuous Ordered Weighted Averages (OWA) on a closed interval and investigates their fundamental properties. In this paper, we focus on OWA with a truncation weight and derive the subadditivity of a top-concentrated average...
Yuji Yoshida
Journal of Advanced Computational Intelligence and Intelligent Informatics   17(4) 520-525   Jun 2013   [Refereed]
Yuji Yoshida
Joint IFSA World Congress and NAFIPS Annual Meeting, IFSA/NAFIPS 2013, Edmonton, Alberta, Canada, June 24-28, 2013   263-268   2013   [Refereed]
YOSHIDA Yuji
Modeling Decisions for Artificial Intelligence – MDAI2012, Girona in Spain   7647 45-55   Sep 2012   [Refereed]
Weighted Quasi-Arithmetic Means and Domain Translations
YOSHIDA Yuji
Journal of Advanced Computational Intelligence and Intelligent Informatics   16(1) 148-153   2012   [Refereed]
Yuji Yoshida
JACIII   16(1) 148-153   2012   [Refereed]
Yuji Yoshida
JACIII   16(7) 800-806   2012   [Refereed]
YOSHIDA Yuji
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems   19(Supplement 1) 1-16   Dec 2011   [Refereed]
In this paper, the weighted quasi-arithmetic means are discussed from the viewpoint of utility functions and downward risks in economics. Representing the weighting functions by probability density functions and the conditional expectations, an in...
Yuji Yoshida
Modeling Decisions for Artificial Intelligence – MDAI2011, Changsha in China   15(1) 43-54   Sep 2011   [Refereed]
YOSHIDA Yuji
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems   16(1) 1-16   Jun 2011   [Refereed]
Yuji Yoshida
JACIII   15(1) 56-62   Jun 2011   [Refereed]
An Average Value-at-Risk Portfolio Model under Uncertainty: A perception-Based Approach by Fuzzy Random Variables
Y.Yoshida
Journal of Advanced Computational Intelligence and Intelligent Informatics   15(1) 56-6   2011   [Refereed]
YOSHIDA Yuji
Modeling Decisions for Artificial Intelligence – MDAI2010, Perpinyan in France,   6408 31-42   Sep 2010   [Refereed]
YOSHIDA Yuji
Soft Computing   14(5) 473-485   Jun 2010   [Refereed]
Y.Yoshida
Soft Computing   14(5) 473-485   Mar 2010   [Refereed]
In this paper we deal with weighted quasi-arithmetic means of an interval using utility functions in decision making. The mean values are discussed from the viewpoint of weighted aggregation operators, and they are given as weighted aggregated val...
Y.Yoshida
Fuzzy Sets and Systems   160(22) 3250-3262   Nov 2009   [Refereed]
A value-at-risk portfolio model under uncertainty is discussed. In the proposed model, randomness and fuzziness are evaluated, respectively, by the probabilistic expectation and the mean values with evaluation weights and λ-mean functions. The mea...
YOSHIDA Yuji
Modeling Decisions for Artificial Intelligence – MDAI2009, Awajishima   5861 149-160   Sep 2009   [Refereed]
YOSHIDA Yuji
Fuzzy Sets and Systems   160 3250-3262   May 2009   [Refereed]
YOSHIDA Yuji
Modeling Decisions for Artificial Intelligence – MDAI2008, Sabadell in Spain   5285, 26-37   Oct 2008   [Refereed]
Yuji Yoshida
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems   16(Supplement-1) 71-87   Apr 2008   [Refereed]
A set of perceived random events is given by a fuzzy random variable, and an estimation of real random variables is represented by a functional on real random variables. The perception-based extension of estimation regarding random events is intro...
Yuji Yoshida
FUZZ-IEEE 2008, IEEE International Conference on Fuzzy Systems, Hong Kong, China, 1-6 June, 2008, Proceedings   909-914   2008   [Refereed]
Yuji Yoshida
Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence, 4th International Conference on Intelligent Computing, ICIC 2008, Shanghai, China, September 15-18, 2008, Proceedings   358-366   2008   [Refereed]
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Fuzzy Sets and Systems   158(17) 1905-1912   Sep 2007   [Refereed]
In this paper, the fuzzy perceptive model for average reward Markov decision processes is defined and a method of computing the corresponding fuzzy perceptive values is proposed. Under the minorization condition for fuzzy perceptive transition mat...
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
Fuzzy Sets and Systems   158(17) 1905-1912   2007   [Refereed]
Yuji Yoshida
Foundations of Fuzzy Logic and Soft Computing, 12th International Fuzzy Systems Association World Congress, IFSA 2007, Cancun, Mexico, June 18-21, 2007, Proceedings   381-391   2007   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence, 4th International Conference, MDAI 2007, Kitakyushu, Japan, August 16-18, 2007, Proceedings   295-306   2007   [Refereed]
Yuji Yoshida
Studies in Fuzziness and Soft Computing   201 229-243   Dec 2006
A mathematical model for European/American options with uncertainty is presented. The uncertainty is represented by both randomness and fuzziness. The randomness and fuzziness are evaluated respectively by probabilistic expectation and fuzzy expec...
YOSHIDA Yuji
Proceedings IS 2006, London, UK   231-236   Sep 2006   [Refereed]
Mean Values of Fuzzy Numbers and the Measurement of Fuzziness by Evaluation Measure
YOSHIDA Yuji
Proceedings ICCIS 2006, Bangkok, Thailand   1-6   Jun 2006   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano
Fuzzy Sets and Systems   157(19) 2614-2626   Oct 2006   [Refereed]
This paper discusses two topics on fuzzy random variables in decision making. One is a new evaluation method of fuzzy random variables, and the other is to present a mathematical model in financial engineering by fuzzy random variables. The evalua...
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
Fuzzy Sets and Systems   157(19) 2674-2682   2006   [Refereed]
Yuji Yoshida
Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006      2006   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence, Third International Conference, MDAI 2006, Tarragona, Spain, April 3-5, 2006, Proceedings   161-171   2006   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano
FO & DM   4(3) 191-207   2005   [Refereed]
Yuji Yoshida
2005 International Conference on Computational Intelligence for Modelling Control and Automation (CIMCA 2005), International Conference on Intelligent Agents, Web Technologies and Internet Commerce (IAWTIC 2005), 28-30 November 2005, Vienna, Austria   163-169   2005   [Refereed]
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
Modeling Decisions for Artificial Intelligence, Second International Conference, MDAI 2005, Tsukuba, Japan, July 25-27, 2005, Proceedings   283-293   2005   [Refereed]
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
FO & DM   3(4) 367-374   2004   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano,Satoru Kumamoto
IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2004, Budapest, Hungary, July 25-29, 2004.   777-782   2004   [Refereed]
Yuji Yoshida
Knowledge-Based Intelligent Information and Engineering Systems, 8th International Conference, KES 2004, Wellington, New Zealand, September 20-25, 2004. Proceedings. Part II   1222-1229   2004   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano,Satoru Kumamoto
Knowledge-Based Intelligent Information and Engineering Systems, 8th International Conference, KES 2004, Wellington, New Zealand, September 20-25, 2004. Proceedings. Part II   1230-1236   2004   [Refereed]
Yuji Yoshida
Modeling Decisions for Artificial Intelligence, First International Conference, MDAI 2004, Barcelona, Spain, August 2-4, 2004, Proceedings   239-251   2004   [Refereed]
Yuji Yoshida
European Journal of Operational Research   145(1) 221-229   2003   [Refereed]
Yuji Yoshida
European Journal of Operational Research   151(1) 153-166   2003   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   139(2) 333-348   2003   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano
Fuzzy Sets and Systems   139(2) 349-362   2003   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano
Fuzzy Sets and Systems - IFSA 2003, 10th International Fuzzy Systems Association World Congress, Istanbul, Turkey, June 30 - July 2, 2003, Proceedings   245-252   2003   [Refereed]
Fuzzy Stopping Problems in a Continuous-Time Fuzzy Stochastic Systems
Y.Yoshida
Fuzzy Sets and Systems   132(3) 291-301   2002   [Refereed]
Yuji Yoshida,Etienne E. Kerre
Fuzzy Sets and Systems   130(3) 343-355   2002   [Refereed]
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
Fuzzy Sets and Systems   131(2) 225-233   2002   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   132(3) 291-301   2002   [Refereed]
Yuji Yoshida
Inf. Sci.   142(1-4) 89-101   2002   [Refereed]
Yuji Yoshida
Proceedings of the 6th Joint Conference on Information Science, March 8-13, 2002, Research Triangle Park, North Carolina, USA   133-136   2002   [Refereed]
Yuji Yoshida
Proceedings of the 10th IEEE International Conference on Fuzzy Systems, Melbourne, Australia, December 2-5, 2001   960-963   2001   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   109(3) 371-378   2000   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   113(3) 453-460   2000   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   113(3) 461-472   2000   [Refereed]
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
Fuzzy Sets and Systems   101(3) 439-443   1999   [Refereed]
Yuji Yoshida,Masami Yasuda,Jun-ichi Nakagami,Masami Kurano
Fuzzy Sets and Systems   94(1) 109-119   1998   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   95(1) 53-65   1998   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   95(2) 189-199   1998   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   95(3) 319-332   1998   [Refereed]
Yuji Yoshida
Inf. Sci.   110(1-2) 103-112   1998   [Refereed]
Masami Kurano,Masami Yasuda,Jun-ichi Nakagami,Yuji Yoshida
Knowledge-Based Intelligent Electronic Systems, 2nd International Conference, KES 1998, Adelaide, South Australia, 21-23 April 1998, Proceedings, Part III   547-551   1998   [Refereed]

Misc

 
A Fuzzy Perceptive Value for Multi-Variate Stopping Problem with a Monotone Rule
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Bull. Infor. Cyber. Res. Ass. Stat. Sci.   39 1-9   2007   [Refereed]
Yuji Yoshida
2006 IEEE Conference on Cybernetics and Intelligent Systems, CIS 2006      Jan 2006
In this paper, we discuss an evaluation method of fuzzy numbers as mean values and measurement of fuzziness defined by fuzzy measures, and the presented method is applicable to fuzzy numbers and fuzzy stochastic process defined by fuzzy numbers/fu...
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Fuzzy Sets and Systems   157(19) 2674-2682   Oct 2006   [Refereed]
In this paper, Markov decision models with uncertain transition matrices, which allow a matrix to fluctuate at each step in time, is described by the use of fuzzy sets. We find a Pareto optimal policy maximizing the infinite horizon fuzzy expected...
Mean Values of Fuzzy Numbers by Evaluation Measures and its Measurement of Fuzziness
Y.Yoshida
Proceedings of CIMCA 2005   2 163-169   2006   [Refereed]
Mean Values, Measurement of Fuzziness and Variance of Fuzzy Random Variables for Fuzzy Optimization
Y.Yoshida
Proceedings of SCIS & ISIS 2006   2277-2282   2006   [Refereed]
Mean, Variance and Fuzziness Measure of FRVs with Evaluation Measures: Applications for Confidence Intervals
Y.Yoshida
Proceedings of SIGEF 2006   357-373   2006   [Refereed]
Yuji Yoshida
Proceedings - International Conference on Computational Intelligence for Modelling, Control and Automation, CIMCA 2005 and International Conference on Intelligent Agents, Web Technologies and Internet   2 163-169   Dec 2005
This paper discusses an evaluation method of fuzzy numbers as mean values and measurement of fuzziness defined by fuzzy measures, and the method is applicable to fuzzy numbers and fuzzy stochastic process defined by fuzzy numbers/fuzzy random vari...
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Lecture Notes in Artificial Intelligence 3558 (MDAI 2005) Springer   3558 LNAI 283-293   Dec 2005   [Refereed]
We formulate a fuzzy perceptive model for Markov decision processes with discounted payoff in which the perception for transition probabilities is described by fuzzy sets. Our aim is to evaluate the optimal expected reward, which is called a fuzzy...
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Fuzzy Optimization and Decision Making   4(3) 191-207   Jul 2005   [Refereed]
To solve a mathematical model for American put option with uncertainty, we utilize two essentials, i.e., a λ-weighting function and a mean value of fuzzy random variables simultaneously. Estimation of randomness and fuzziness as uncertainty should...
Yuji Yoshida, Masami Yasuda, Masami Kurano, Jun Ichi Nakagami
Annals of the International Society of Dynamic Games   7 211-221   Jan 2005
© 2005, Birkhäuser Boston. Astopping game problem is formulated by cooperating with fuzzy stopping time in a decision environment. The dynamic fuzzy system is a fuzzification version of a deterministic dynamic system and the move of the game is a ...
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Fuzzy Optimization and Decision Making   3(4) 367-374   Dec 2004   [Refereed]
Stimulated by Zadeh's paper (Journal of Statistical Planning and Inference,2002, 105, 233 - 264), we will try to consider a perceptive analysis of the optimal stopping problem. In this paper, the fuzzy perception value of the expectation of the op...
A Fuzzy Stopping Problem with the Concept of Perception: The Finite and Infinite Horizon Cases
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Proceedings of NACA 2003   233-243   2005   [Refereed]
Fuzzy Optimality Equations for Perceptive MDPs
Y.Yoshida
Proceedings of IFSA 2005   3 1811-1815   2005   [Refereed]
Y.Yoshida
Lecture Notes in Artificial Intelligence 3214 (Knowledge-Based Intelligent Information and Engineering Systems) Springer   2 1222-1229   Dec 2004   [Refereed]
This paper discusses an evaluation method of fuzzy numbers as mean values defined by fuzzy measures, and the method is applicable to fuzzy numbers and fuzzy stochastic process defined by fuzzy numbers/fuzzy random variables in decision making. Num...
Y.Yoshida, M.Yasuda, M.Kurano J.Nakagami and S.Kumamoto
Proceedings of 11th IEEE Intern.Conf. on Fuzzy Systems, FUZZ-IEEE 2004   2 777-782   Dec 2004   [Refereed]
This paper presents a mathematical model for dynamic decision making with an objective function induced from fuzzy preferences. The fuzzy preference is related to decision making in artificial intelligence, and this paper models human behavior bas...
Y.Yoshida
Lecture Notes in Artificial Intelligence 3131 (Modeling Decisions for Artificial Intelligence -MDAI2004) Springer   3131 239-251   Jan 2004   [Refereed]
© Springer-Verlag Berlin Heidelberg 2004. The fuzzy preference is related to decision making in artificial intelligence. A mathematical model for dynamic and stochastic decision making together with perception and cognition is presented. This pape...
A Fuzzy Stopping Problem with the Concept of Perception: The Finite and Infinite Horizon Cases
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
J. Nonlinear Convex Analysis   5 233-244   2004   [Refereed]
European Call Options under Uncertainty
Y.Yoshida
Proceedings of 1st Conference on Future Business Technologies, FUBUTEC2004   40-44   2004   [Refereed]
Dynamic Decision Making based on Fuzzy Preferences
Y.Yoshida, M.Yasuda, M.Kurano J.Nakagami and S.Kumamoto
Proceedings of 10th Intern. Conf. on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU2004   1 411-418   2004   [Refereed]
Dynamic Decision Making with Fuzzy Preferences as a Utility Function
Y.Yoshida, M.Yasuda, M.Kurano J.Nakagami and S.Kumamoto
RIMS Kokyuroku   1383 52-63   2004   [Refereed]
Y.Yoshida
European Journal of Operational Research   151(1) 153-166   Nov 2003   [Refereed]
A discrete-time mathematical model for American put option with uncertainty is presented, and the randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoint of...
Y.Yoshida
Fuzzy Sets and Systems   139(2) 333-348   Oct 2003   [Refereed]
A continuous-time decision process with fuzzy transitions, which is termed fuzzy decision process, is discussed from a viewpoint of a dynamic fuzzy system by the authors. The discounted total reward is given by a fuzzy number and is discussed by t...
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Fuzzy Sets and Systems   139(2) 349-362   Oct 2003   [Refereed]
In a continuous-time fuzzy stochastic system, a stopping model with fuzzy stopping times is presented. The optimal fuzzy stopping times are given under an assumption of regularity for stopping rules. Also, the optimal fuzzy reward is characterized...
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Computers and Mathematics with Applications   46(7) 1165-1172   Jan 2003   [Refereed]
In a stochastic and fuzzy environment, a multiobjective fuzzy stopping problem is discussed. The randomness and fuzziness are evaluated by probabilistic expectations and linear ranking functions, respectively. Pareto optimal fuzzy stopping times a...
Y.Yoshida
European Journal of Operational Research   145(1) 221-229   Feb 2003   [Refereed]
A new model on European options with uncertainty of both randomness and fuzziness in output is presented, by introducing fuzzy logic to the stochastic financial model. The randomness and fuzziness in the systems are evaluated by both probabilistic...
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Lecture Notes in Artificial Intelligence 2715 (IFSA 2003) Springer   2715 245-252   Jan 2003   [Refereed]
© 2003 Springer-Verlag Berlin Heidelberg. A mathematical model for dynamic portfolio model with uncertainty is discussed. To consider this uncertainty modelling, the randomness and fuzziness are evaluated simultaneously cooperating with both of pr...
Markov Decision Processes with Fuzzy Rewards
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Proceedings of NACA 2001   145(1) 221-232   2003   [Refereed]
A Fuzzy Stopping Problem with the Concept of Perception
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1306 40-46   2003   [Refereed]
Yuji Yoshida
Fuzzy Sets and Systems   132 291-301   Dec 2002
In a continuous-time dynamic fuzzy system, a stopping problem regarding fuzzy rewards is discussed using fuzzy stopping times. The fuzzy rewards are evaluated by an expectation generated from a linear ranking function. The optimality equations for...
Y.Yoshida
Proceedings of JCIS 2002(FT&T 2002)   6 133-136   Dec 2002   [Refereed]
A continuous-time mathematical model for American put option with uncertainty is presented and the randomness and fuzziness are are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoi...
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Fuzzy Sets and Systems   131(2) 225-233   Oct 2002   [Refereed]
We formulate a stopping problem for dynamic fuzzy systems concerning with fuzzy decision environment. It could be regarded as a natural fuzzification of non-fuzzy stopping problem with a deterministic dynamic system. The validity of the approach b...
Y.Yoshida and E.E.Kerre
Fuzzy Sets and Systems   130(3) 343-355   Sep 2002   [Refereed]
A fuzzy ordering for fuzzy sets on ℝ n is presented by a fuzzy relation on ℝ n × ℝ n which is induced by closed convex cones. The suitability of the fuzzy order is discussed using the axioms A 1 -A 7 in (Fuzzy Sets and Systems 118 (2001) 375). For...
Y.Yoshida
Information Science   142(1-4) 89-101   May 2002   [Refereed]
Optimal stopping models are discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. The optimal fuzzy stopping times and ε-optimal fuzzy stopping times ...
A Matrix Game and its Applications to Fuzzy Matrix Game and Interval Stochastic Game
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Proceedings of 9th BC   116-123   2002   [Refereed]
Discrete-Time American Options Evaluated by Weighting Functions
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Proceedings of KES 2002   1 255-259   2002   [Refereed]
The Pricing of American Put Option under Uncertainty of Stock Prices
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Proceedings of EJWSM 2002   534-542   2002   [Refereed]
Dynamic Decision Making in Fuzzy and Stochastic Environments
Y.Yoshida
Proceedings of FSKD 2002   1(1) 86-89   2002   [Refereed]
Pricing of American Put Option with Uncertainty of Stock Prices by Weighting Functions
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Proceedings of FSKD 2002   2(2) 519-523   2002   [Refereed]
American Options with Uncertainty of the Stock Prices: The Discrete-Time Model
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
RIMS Kokyuroku   1252 174-180   2002   [Refereed]
Y.Yoshida
Proceedings of IFSA/NAFIPS 2001   1 592-597   Dec 2001   [Refereed]
A mathematical model for American put option and European options with uncertainty is presented and the randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpo...
An Interval Matrix Game and its Extensions to Fuzzy and Stochastic Games
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1263 103-116   2002   [Refereed]
An Optimal Stopping Problem of Fuzzy Random Variables and its Application to Finance
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
RIMS Kokyuroku   1263 160-170   2002   [Refereed]
Y.Yoshida
Mathematical and Computer Modelling   34(5-6) 603-614   Jul 2001   [Refereed]
A zero-sum stopping game for fuzzy rewards is discussed in continuous-time dynamic fuzzy systems. A new fuzzy reward designed for the systems is introduced and the optimality inequalities for the optimal fuzzy rewards are derived by a fuzzy differ...
Y.Yoshida
Mathematical and Computer Modelling   34(5-6) 615-622   Jul 2001   [Refereed]
A multicriteria optimal stopping model is discussed in a stochastic and fuzzy environment. The randomness and fuzziness are evaluated by expectations and scalarization functions, respectively. Pareto optimal stopping times are given for the model,...
Y.Yoshida
Proceedings of FUZZ-IEEE 2001   2 960-963   Dec 2001   [Refereed]
A discrete-time mathematical model for American put option with uncertainty is presented and the randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoint of ...
American Option Pricing under Uncertainty
Y.Yoshida
Proceedings of SCI 2001   10 141-146   2001   [Refereed]
Stopping Game Problem for Fuzzy Stochastic Systems
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Proceedings of KES 2001   1 802-806   2001   [Refereed]
Option Pricing under Uncertainty in Financial Engineering
Y.Yoshida
Proceedings of KES 2001   1 807-811   2001   [Refereed]
A Fuzzy Treatment of Markov Decision Processes under Uncertain Transition Probabilities
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Proceedings of FSS 2001   197-200   2001   [Refereed]
A Monotone Convergence for a Sequence of Convex Fuzzy Sets on R^n
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1194 73-79   2001   [Refereed]
Degree of Order regarding Multi-dimensional Fuzzy Sets
Y.Yoshida and E.E.Kerre
RIMS Kokyuroku   1194 80-86   2001   [Refereed]
On a Fuzzy Extension of Stopping Times
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
RIMS Kokyuroku   1207 157-164   2001   [Refereed]
Markov Decision Processes with Fuzzy Rewards
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1207 165-176   2001   [Refereed]
A Note on Interval Games and their Saddle Points
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1241 171-178   2001   [Refereed]
Y. Yoshida, M. Yasuda, J. Nakagami, M. Kurano
Journal of Mathematical Analysis and Applications   246 135-149   Jun 2000
In a stochastic and fuzzy environment, two kinds of stopping models are discussed and compared. The optimal fuzzy stopping times are given under the assumptions of monotonicity and regularity for stopping rules. Also, we find that fuzzy stopping t...
Y.Yoshida
Fuzzy Sets and Systems   113(3) 453-460   Aug 2000   [Refereed]
A continuous-time dynamic fuzzy system with possibility transition is constructed and a differential of fuzzy states is given by paths. A limit theorem for fuzzy states is discussed under a contractive condition on fuzzy relations. © 2000 Elsevier...
Y.Yoshida
Fuzzy Sets and Systems   113(3) 461-472   Aug 2000   [Refereed]
This paper is a sequel of Yoshida [9]. Fuzzy potentials are introduced in a continuous-time dynamic fuzzy system, and a fuzzy relational differential equation is given to characterize the fuzzy potentials. © 2000 Elsevier Science B.V. All rights r...
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
J. Operations Res.Soc.Japan   43(1) 138-148   Jan 2000   [Refereed]
Concerning with the topics of a fuzzy max order, a brief survey on ordering of fuzzy numbers is presented in this article, and we will consider an extension to that of fuzzy sets. An extension of the fuzzy max order as a pseudo order is investigat...
Y.Yoshida
Fuzzy Sets and Systems   109(3) 371-378   Feb 2000   [Refereed]
A limit theorem of sequences of fuzzy states in dynamic fuzzy systems is discussed when fuzzy relations are transitive. This paper analyzes the space of the solutions of a fuzzy relational equation, and the limiting fuzzy state is represented by t...
Optimal Stopping Problems of a Stochastic and Fuzzy System
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Journal of Mathematical Analysis and Applications   246(1) 135-149   2000   [Refereed]
A Fuzzy Treatment of Uncertain Markov Decision Processes
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Proceedings of ASSM 2000   148-157   2000   [Refereed]
A Multi-Objective Optimal Stopping Prollem in a Fuzzy and Stochastic Environment
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Proceedings of ASSM 2000   256-266   2000   [Refereed]
Fuzzy Stopping a System with Randomness and Fuzziness
Y.Yoshida
Proceedings of FLINS 2000   55-61   2000   [Refereed]
A Fuzzy Treatment of Uncertain Markov Decision Processes : Average Case
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Proceedings of 8th Bellman Continuum   12-17   2000   [Refereed]
Multi-Objective Fuzzy Stopping in Systems with Randomness and Fuzziness
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
Proceedings of 8th Bellman Continuum   341-346   2000   [Refereed]
Y.Yoshida
Mathematical and Computer Modelling   30(11-12) 147-158   Dec 1999   [Refereed]
A zero-sum stopping game for a sequence of fuzzy-valued random variables is discussed. The fuzzy random variables are estimated by probabilistic expectation and fuzzy expectation. A saddle point is given for the stopping game.
A Fuzzy Treatment of Uncertain markov Decision Processes : The Average Case
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1132 221-229   2000   [Refereed]
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
Mathematical and Computer Modelling   30(7-8) 7-20   Oct 1999   [Refereed]
As the same framework of fuzzy decision processes with the discounted case, we will specify an average fuzzy criterion model and develop its optimization by 'fuzzy max order' under appropriate conditions. The average reward is characterized, by in...
Fuzzy Stopping in Continuous-Time Systems with Randomness and Fuzziness
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
RIMS Kokyuroku   1174 58-76   2000   [Refereed]
Y.Yoshida
Computers & Mathematics with Applications   37(11/12) 87-93   Jan 1999   [Refereed]
A simple estimation for Q-superharmonic fuzzy sets on recurrent sets is derived. A method to calculate the optimal value for Snell's optimal stopping problem is presented.
M. Kurano, M. Yasuda, J. Nakagami, Y. Yoshida
Computers and Mathematics with Applications   37(11/12) 77-86   Jan 1999
In this paper, by using a fuzzy relation, we define a dynamic fuzzy system with a bounded convex fuzzy reward on the positive orthant R + n of an n-dimensional Euclidean space. As a measure of the system's performance, we introduce the time avera...
M. Kurano, M. Yasuda, J. Nakagami, Y. Yoshida
Fuzzy Sets and Systems   101(3) 439-443   Feb 1999
For a dynamic fuzzy system, the fundamental method is to analyze its recursive relation of the fuzzy states. It is similar in that the Bellman equation is an important tool in the dynamic programming. Here we will consider the existence and the un...
Y. Yoshida
Mathematical and Computer Modelling   29(2) 19-33   Jan 1999
This paper deals with a stopping game in dynamic fuzzy systems with fuzzy rewards. We show that the optimal fuzzy reward is a unique solution of a fuzzy relational equation, and we estimate fuzzy rewards, by introducing a fuzzy expectation with a ...
Stopping Game of a Sequence with Randomness and Fuzziness
Y.Yoshida
Proceedings of IFSA'99   1 362-366   1999   [Refereed]
Sequences of Fuzzy Sets on R^n
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1079 233-237   1999   [Refereed]
Yuji Yoshida
International Conference on Knowledge-Based Intelligent Electronic Systems, Proceedings, KES   3 553-558   Dec 1998
The problem of optimal stopping in a continuous-time dynamic fuzzy system under possibility theory is examined. The optimization problem is considered as an extension of discrete-time dynamic fuzzy systems. The fuzzy rewards are then introduced as...
A Fuzzy Treatment of Uncertain Markov Decision Processes
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1114 22-31   1999   [Refereed]
Masami Kurano, Masami Yasuda, Jun ichi Nakagami, Yuji Yoshida
International Conference on Knowledge-Based Intelligent Electronic Systems, Proceedings, KES   1 150-153   Dec 1998
An optimal stopping problem of fuzzy systems with fuzzy rewards in a class of fuzzy stopping times, which are extended from usual stopping times, is discussed. Some properties regarding the optimal fuzzy stopping times are presented.
Yuji Yoshida
Information Sciences   110(1/2) 103-112   Sep 1998
The optimization problem of long-run time-average fuzzy rewards in multi-stage decision processes with fuzzy transitions is discussed. The rewards are estimated by a fuzzy expectation, which is defined by possibility measures generated by fuzzy go...
Yuji Yoshida
Fuzzy Sets and Systems   95(3) 319-332   Jan 1998
This paper analyses a recurrent behavior of dynamic fuzzy systems defined by fuzzy relations on a Euclidean space. By introducing a recurrence for crisp sets, we prove probability-theoretical properties for the fuzzy systems. In the contractive ca...
Yuji Yoshida, Masami Yasuda, Jun Ichi Nakagami, Masami Kurano
Fuzzy Sets and Systems   94(1) 109-119   Jan 1998
A dynamic fuzzy system defined on a compact state space is considered under a monotone property of the fuzzy relation. We study the limit of a sequence of fuzzy states and obtain a convergence theorem. The limit is characterized as the solution of...
Yuji Yoshida
Fuzzy Sets and Systems   95(2) 189-199   Jan 1998
This paper analyses cyclic behavior of dynamic fuzzy systems defined by fuzzy relations on a metric space. For the system, we give an ergodic theorem with a strata structure. © 1998 Elsevier Science B.V.
Yuji Yoshida
Fuzzy Sets and Systems   95(1) 53-65   Jan 1998
This paper shows the resolvent equation and the co-balayage theorem for a dynamic fuzzy system. Next, we define a dual system for the dynamic fuzzy system, and give a duality for Snell's optimal stopping problem by the dual system. © 1998 Elsevier...
An Optimal Stopping Zero-Sum Game in Discrete-Time Multi-Armed Bandit Processes
Y.Yoshida
J. Infor. Optimi. Sci.   19(3) 385-402   1998
On Fuzzy Stopping of Fuzzy Random Sequences
Y.Yoshida
Proceedings Of IIZUKA '98   1 507-510   1998
Some Pseudo-Order of Fuzzy Sets on R^n
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   1068 142-149   1998
Y. Yoshida
Mathematical and Computer Modelling   26(5) 53-66   Sep 1997
An optimal stopping problem for fuzzy rewards in some continuous-time dynamic fuzzy systems is discussed. An optimal stopping time is given for the fuzzy expected rewards, and an optimality equation for the optimal fuzzy reward is derived by a fuz...
The Optimal Stopping Problem for Fuzzy Random Sequences
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
RIMS Kokyuroku   1043 178-183   1998
The Limiting Behavior of Fuzzy States in Dynamic Fuzzy Systems
Y.Yoshida
RIMS Kokyuroku   1048 26-32   1998
Y. Yoshida
Computers and Mathematics with Applications   32(10) 17-28   Nov 1996
This paper deals with an optimal stopping problem in dynamic fuzzy systems with fuzzy rewards, and shows that the optimal discounted fuzzy reward is characterized by a unique solution of a fuzzy relational equation. We define a fuzzy expectation w...
An Optiomal Stopping Problem in a Continuous-Time Dynamic Fuzzy System
Y.Yoshida
Proceedings of IFSA'97   3 200-204   1997
Masami Kurano, Masami Yasuda, Jun Ichi Nakagami, Yuji Yoshida
European Journal of Operational Research   92(3) 649-662   Aug 1996
We formulate a new multi-stage decision process with Markov-type fuzzy transition, which is termed Markov-type fuzzy decision process. In the general framework of the decision process, both of state and action are assumed to be fuzzy itself. The t...
On a Property of Fuzzy Stopping Times
Y.Yoshida, M.Yasuda, J.Nakagami and M.Kurano
RIMS Kokyuroku   1015 176-182   1997
Yuji Yoshida
Biennial Conference of the North American Fuzzy Information Processing Society - NAFIPS   1996 75-79   Jan 1996
We deal with a multi-stage decision process with fuzzy transitions, which is termed fuzzy decision process. We consider the fuzzy decision process, where both state and action are assumed to be fuzzy, from a point of view of a dynamic fuzzy system...
Fuzzy Reward Criteria in Fuzzy Decision Processes
Y.Yoshida
Proceedings of IIZUKA'96   424-427   1996
Yuji Yoshida
Annual Conference of the North American Fuzzy Information Processing Society - NAFIPS   268-273   Dec 1995
We deal with a multi-stage decision process with fuzzy transitions, which is termed fuzzy decision process. We consider the fuzzy decision process, where both state and action are assumed to be fuzzy, from a point of view of a dynamic fuzzy system...
A Continuous-Time Dynamic Fuzzy System
Y.Yoshida
RIMS Kokyuroku   978 179-182   1996
A Fuzzy Relational Equation in Dynamic Fuzzy Systems
M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida
RIMS Kokyuroku   978 183-189   1996
The Transitive Closure fo Fuzzy Relations with a Contraction Property
Y.Yoshida
Bull. Infor. Cyber. Res. Ass. Stat. Sci.   27(1) 121-128   1995
Yuji Yoshida, Masami Yasuda, Jun ichi Nakagami, Masami Kurano
Fuzzy Sets and Systems   66(1) 83-95   Aug 1994
This paper is a sequel to Yoshida et al. (1993), in which the potential theory for linear fuzzy relations on the positive orthant R + n is considered in the class of fuzzy sets with a compact support under the contractive assumption. In this pape...

Books etc

 
Intelligent Techniques and Soft Computing in Nuclear Sciences and Engineering
YOSHIDA Yuji (Part:Joint Work, Fuzzy Stopping of a System with Randomness and Fuzziness, (pp.55-61))
World Scientific, Singapore   Aug 2000   
The Chapter 21 ‘Fuzzy Decision Processes with Expected Fuzzy Rewards’ (Y.Yoshida) in the book ‘Uncertainty Analysis in Engineering and Sciences’
Kluwer Academic Publishers, Boston   1997   
The Chapter 9 ‘Order Relations and a Monotone Convergence Theorem in the Class of Fuzzy Sets on R^n’ (M.Kurano, M.Yasuda, J.Nakagami and Y.Yoshida) in the book ‘Dynamical Aspects in Fuzzy Decision Making’
Physica-Verlag, Springer   2001   
The Chapter 24 ‘Optimal Stopping in Fuzzy Stochastic Processes and its Application to Option Pricing in Financial Engineering’ (Y.Yoshida) in the book ‘Soft Methods in Probability, Statistics and Data Analysis’
Physica-Verlag, Springer, Heidelberg   2002   
The Chapter III-16 ‘A Discrete-Time European Options Model under Uncertainty in Financial Engineering’ (Y.Yoshida) in the book ‘Multi-Objective Programming and Goal-Programming’
Springer, Heidelberg   2003   

Conference Activities & Talks

 
Yuji Yoshida
Lecture Notes in Electrical Engineering   Jan 2018   
© Springer International Publishing AG 2018. A dynamic average value-at-risk portfolio model under uncertainty is discussed. At each period analytical solutions for the problem are obtained. By dynamic programming, an optimality equation for optim...
Yuji Yoshida
5th International Symposium on Computational and Business Intelligence, ISCBI 2017   Sep 2017   
© 2017 IEEE. An portfolio optimization problem with fuzzy random variables is discussed. Risk measures for fuzzy random variables are introduced by perception-based approach. Randomness is estimated stochastically, and fuzziness are evaluated by t...
Yuji Yoshida
7th International Conference on Intelligent Control and Information Processing, ICICIP 2016 - Proceedings   23 Mar 2017   
© 2016 IEEE. Using fuzzy random variables, a dynamic portfolio model with uncertainty is mentioned for object system. In this approach, the random property is numerated by stochastic expectation and the fuzzy property is also numerated by weights ...
YOSHIDA Yuji
Proceedings ‘the 12th International Conference of Numerical Analysis and Applied Mathematics 2014– ICNAAM2014’   1 Jan 2015   
© 2015 AIP Publishing LLC. A dynamic financial portfolio model with uncertainty is discussed. A dynamic value-at-risk portfolio method is proposed, and the risk criterion is composed by unexpected short-term risks which occur suddenly in each peri...
Weighted Quasi-Arithmetic Means on Two-Dimensional Regions and Their Applications
YOSHIDA Yuji
Lecture Notes in Artificial Intelligence 9321 ‘Modeling Decisions for Artificial Intelligence – MDAI2015’   2015   

Works

 
Theory of Optimization on Stochastic Processes and Their Applications
1987
Studies on Probabilistic Processes and Their Applications
1988
Studies on Probabilistic Processes and Their Applications
1992
Studies on Fuzzy Decision Processes and Their Applications
1998 - 1999
Fuzzy Logic Analysis and Their Applications in Mathematical Finance
2000 - 2001

Research Grants & Projects

 
Studies on Markov decision processes
Grant-in-Aid for Scientific Research
Project Year: 1979   
Study on fuzzy stochastic system
Grant-in-Aid for Scientific Research
Project Year: 1991   
Study on fuzzy decision making
Grant-in-Aid for Scientific Research
Project Year: 1991   
Study on mathematical finance under uncertainty
Grant-in-Aid for Scientific Research
Project Year: 2000   
Dynamical Decision Making under Uncertainty
Grant-in-Aid for Scientific Research