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15 Result(s)

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  1. No Access

    Chapter and Conference Paper

    Autocontinuity from below of Set Functions and Convergence in Measure

    In this note, the concepts of strong autocontinuity from below and strong converse autocontinuity from below of set function are introduced. By using four types of autocontinuity from below of monotone measure...

    Jun Li, Masami Yasuda, Ling Zhou in Nonlinear Mathematics for Uncertainty and … (2011)

  2. No Access

    Chapter and Conference Paper

    A Version of Lebesgue Decomposition Theorem for Non-additive Measure

    In this paper, Lebesgue decomposition type theorems for non-additive measure are shown under the conditions of null-additivity, converse null-additivity, weak null-additivity and σ-null-additivity, etc.. In our d...

    Jun Li, Masami Yasuda, Jianzeng Li in Modeling Decisions for Artificial Intelligence (2007)

  3. No Access

    Article

    A Discrete-Time American Put Option Model with Fuzziness of Stock Prices

    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 randomne...

    Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami… in Fuzzy Optimization and Decision Making (2005)

  4. No Access

    Article

    Performance of the automated motion correction program for the calculation of left ventricular volume and ejection fraction using quantitative gated SPECT software

    The effectiveness of the automated motion correction software (INSTILL, Philips Medical Systems Co. Ltd., Andover, USA) proposed by Matsumoto et al. to prevent motion artifact in quantitative gated SPECT, was ...

    Kiyoshi Uchiyama, Tatsuro Kaminaga, Mitsuo Waida… in Annals of Nuclear Medicine (2005)

  5. No Access

    Chapter and Conference Paper

    Regularity Properties of Null-Additive Fuzzy Measure on Metric Spaces

    We shall discuss further regularity properties of null-additive fuzzy measure on metric spaces following the previous results. Under the null-additivity condition, some properties of the inner/outer regularity...

    Jun Li, Masami Yasuda, **jie Song in Modeling Decisions for Artificial Intelligence (2005)

  6. No Access

    Chapter and Conference Paper

    Perceptive Evaluation for the Optimal Discounted Reward in Markov Decision Processes

    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 ex...

    Masami Kurano, Masami Yasuda… in Modeling Decisions for Artificial Intellig… (2005)

  7. No Access

    Chapter

    Stop** Game Problem for Dynamic Fuzzy Systems

    Astop** game problem is formulated by cooperating with fuzzy stop** time in a decision environment. The dynamic fuzzy system is a fuzzification version of a deterministic dynamic system and the move of the...

    Yuji Yoshida, Masami Yasuda, Masami Kurano, Jun-ichi Nakagami in Advances in Dynamic Games (2005)

  8. No Access

    Article

    A Fuzzy Stop** Problem with the Concept

    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 stop** problem. In this paper, the fuzzy perception ...

    Masami Kurano, Masami Yasuda, Jun-Ichi Nakagami… in Fuzzy Optimization and Decision Making (2004)

  9. No Access

    Chapter and Conference Paper

    An Objective Function Based on Fuzzy Preferences in Dynamic Decision Making

    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, an...

    Yuji Yoshida, Masami Yasuda… in Knowledge-Based Intelligent Information an… (2004)

  10. No Access

    Chapter and Conference Paper

    A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices

    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 probab...

    Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami… in Fuzzy Sets and Systems — IFSA 2003 (2003)

  11. No Access

    Chapter

    Interval Methods for Uncertain Markov Decision Processes

    In this paper, interval methods for uncertain Markov decision processes are considered. That is, a controlled Markov set-chain model with a finite state is developed by an interval arithmetic analysis, and we ...

    Masami Kurano, Masami Yasuda… in Markov Processes and Controlled Markov Cha… (2002)

  12. No Access

    Chapter

    Order Relations and a Monotone Convergence Theorem in the Class of Fuzzy Sets on ℝ n

    Concerning with the topics of fuzzy decision processes, a brief survey on ordering of fuzzy numbers on ℝ is presented and an extension to that of fuzzy sets(numbers) on ℝ n are cons...

    Masami Kurano, Masami Yasuda… in Dynamical Aspects in Fuzzy Decision Making (2001)

  13. No Access

    Chapter and Conference Paper

    A Game Variant of the Stop** Problem on Jump Processes with a Monotone Rule

    A continuous-time version of the multivariate stop** problem is considered. Associated with vector-valued jump stochastic processes, stop** problems with a monotone logical rule are defined under the notio...

    Jun-ichi Nakagami, Masami Kurano… in Advances in Dynamic Games and Applications (2000)

  14. No Access

    Chapter and Conference Paper

    Voting Procedure on Stop** Games of Markov Chain

    The paper deals with a p person, non-cooperative game related to the observation of a Markov chain. The players observe the process up to a random moment defined by a monotonic logical function based on an indivi...

    Krzysztof Szajowski, Masami Yasuda in Stochastic Modelling in Innovative Manufacturing (1997)

  15. No Access

    Chapter and Conference Paper

    On the value for OLA-optimal stop** problem by potential theoretic method

    The stop** problem on Markov process with OLA(One-stage Look Ahead) policy is considered. Its associated optimal value could be expressed explicitly by a potential for a charge of the positive part of the di...

    Masami Yasuda in Probability Theory and Mathematical Statistics (1988)