2022/01/28 更新

写真a

ハスイケ タカシ
蓮池 隆
所属
理工学術院 創造理工学部
職名
教授

兼担

  • 理工学術院   大学院創造理工学研究科

学内研究所等

  • 2021年
    -
    2022年

    データ科学センター   兼任センター員

  • 2020年
    -
    2022年

    理工学術院総合研究所   兼任研究員

学歴

  • 2006年10月
    -
    2009年03月

    大阪大学   大学院 情報科学研究科   情報数理学専攻  

    博士課程

  • 2005年04月
    -
    2006年09月

    大阪大学   大学院 情報科学研究科   情報数理学専攻  

    修士課程

  • 2001年04月
    -
    2005年03月

    大阪大学   工学部   応用自然科学科  

学位

  • 大阪大学   博士(情報科学)

経歴

  • 2015年04月
    -
    継続中

    早稲田大学   創造理工学部 経営システム工学科   准教授

  • 2020年04月
    -
    継続中

    東京大学   非常勤講師

  • 2016年04月
    -
    継続中

    神奈川大学   工学部   非常勤講師

  • 2019年09月
    -
    2020年03月

    青山学院大学   理工学部   非常勤講師

  • 2012年04月
    -
    2015年03月

    甲南大学   知能情報学部   非常勤講師

  • 2012年04月
    -
    2015年03月

    同志社大学   理工学部   非常勤講師

  • 2009年04月
    -
    2015年03月

    大阪大学   大学院・情報科学研究科   助教

  • 2011年07月
    -
    2011年12月

    情報・システム研究機構 統計数理研究所   外来研究員

  • 2008年04月
    -
    2009年03月

    日本学術振興会   特別研究員(DC2)

  • 2007年04月
    -
    2009年03月

    大阪工業大学   工学部技術マネジメント学科   非常勤講師

▼全件表示

所属学協会

  •  
     
     

    IEEE

  •  
     
     

    システム制御情報学会

  •  
     
     

    日本知能情報ファジィ学会

  •  
     
     

    情報処理学会

  •  
     
     

    日本経営システム学会

  •  
     
     

    日本経営工学会

  •  
     
     

    日本オペレーションズ・リサーチ学会

▼全件表示

 

研究分野

  • ソフトコンピューティング

  • 感性情報学

  • ソフトコンピューティング

  • 安全工学

  • 社会システム工学

研究キーワード

  • 対話型意思決定

  • 多目的最適化

  • 金融工学

  • データマイニング

  • 農産物流通

  • 観光科学

  • ファジィ理論

  • 資産配分問題

  • リスクマネジメント

  • サプライチェーンマネジメント

  • ソフトコンピューティング

  • 生産管理

  • 在庫管理

  • 不確実性

  • 時空間ネットワーク

  • 適応的変更

  • 最適化モデル

  • 適応的最適化

  • 頑健性

▼全件表示

論文

  • A New Approach on the Lowest Cost Problem in Data Envelopment Analysis”

    Xu Wang, Kuan Lu, Takashi Hasuike

    Asian Journal of Management Science and Applications   6 ( 1 ) 69 - 84  2021年10月  [査読有り]

    担当区分:最終著者

  • ボロノイ図と遺伝的アルゴリズムを用いた多目的最適化による焼却施設の適正配置分析

    上川 武人, 蓮池 隆

    日本オペレーションズ・リサーチ学会和文論文誌   64   71 - 100  2021年08月  [査読有り]

    担当区分:最終著者

  • Least-distance Data Envelopment Analysis Model for Bankruptcy-based Performance Assessment

    Xu Wang, Takashi Hasuike

    2020 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)    2020年12月

    DOI

  • A New MIP Approach on the Least Distance Problem in DEA

    Xu Wang, Kuan Lu, Jianming Shi, Takashi Hasuike

    Asia-Pacific Journal of Operational Research    2020年05月  [査読有り]

    DOI

  • Emotion Prediction and Cause Analysis Considering Spatio-Temporal Distribution

    Saki Kitaoka, Takashi Hasuike

    JOURNAL OF ADVANCED COMPUTATIONAL INTELLIGENCE AND INTELLIGENT INFORMATICS   23 ( 3 ) 512 - 518  2019年05月  [査読有り]

     概要を見る

    This paper proposes an analytical model that clarifies the relationship between specific place and human emotions as well as the cause of the emotions using tweet data with location information. In addition, Twitter data with location information are analyzed to show the effectiveness of our proposed model. First, geotags are provided to collect Twitter data and increase the number of data for analysis. Second, training data with emotion labels based on the emotion expression dictionary are created and used, and supervised learning is done using fastText to obtain the emotion estimates. Finally, by using the result, topic extraction is performed to estimate the causes of the emotions. As a result, the transition of emotion in time and space as well as its cause is obtained.

    DOI

  • 生産者と消費者をつなぐコミュニケーションデザインを考慮したアプリケーションの開発

    加島智子, 松本慎平, 蓮池隆

    情報処理学会研究報告(Web)   2019 ( ICS-193 ) Vol.2019‐ICS‐193,No.3,1‐5 (WEB ONLY)  2019年02月

    J-GLOBAL

  • 二段階重回帰分析を利用した可燃ごみの発熱量計算方法の改善:─千葉県の事例について─

    上川 武人, 蓮池 隆

    日本経営工学会論文誌   70 ( 3 ) 166 - 177  2019年  [査読有り]

     概要を見る

    <p>本研究は, 一般廃棄物の焼却処理で発生する熱エネルギーを有効利用するため, 千葉県を事例にとり, 可燃ごみの発生要因から発生熱量を予測する手法として二段階重回帰分析を提案した.重回帰分析にはパネルデータを用い, 固定効果, 変量効果の有意性についても検証した.その結果, 固定効果に有意性は見られず, プールドOLS, および変量効果モデルを採用し, 重回帰分析を行った.重回帰分析で得られた回帰式の妥当性を確かめるため, その回帰式で得られた発生熱量から低位発熱量を算出し, 低位発熱量の公表実測値との比較を相関係数と対応のあるt検定を用いて検証した.その結果, 相関係数は0.4216となり, 相関があるとされる0.4を上回った.また, 対応のあるt検定のP値は0.5548となり, 5%の有意水準で平均に差はないという帰無仮説は棄却されなかった.以上のことから, 本研究の目的である, 可燃ごみの発生要因から発生熱量を予測手法の成果は得られた.</p>

    DOI CiNii

  • Solution Method of News Vendor Problem with Price Elasticity of Demand by Parametric Stochastic Programming.

    Risako Nibe, Takashi Hasuike, Takayuki Shiina

        781 - 784  2019年  [査読有り]

    DOI

  • Sales Price Prediction of Used Clothes Considering the Market Price of Flea Market Application.

    Yuichi Katai, Takashi Hasuike

        750 - 755  2019年  [査読有り]

    DOI

  • Multi-objective optimization of allocations and locations of incineration facilities with Voronoi diagram and genetic algorithm Case study of northwest bay area in Chiba prefecture

    Taketo Kamikawa, Takashi Hasuike

    2019 IEEE 11TH INTERNATIONAL WORKSHOP ON COMPUTATIONAL INTELLIGENCE AND APPLICATIONS (IWCIA 2019)     35 - 40  2019年  [査読有り]

     概要を見る

    This research focuses on the two purposes of maximizing the amount of heat generated by incineration and minimizing the collection distance of waste, in determining allocations and locations of general waste incineration facilities as a case study of Chiba northwest bay area. For these purposes, we propose the multi-objective optimization with Voronoi diagram and genetic algorithm (MOVGA). As for the maximization of the amount of generated heat, we predict the amount by using regression equation of multiple linear regression analysis and formulate it as the set partitioning problem (SPP) to maximize the prediction value. As for the minimization of waste collection distances, we formulate it as the multi-Weber problem. To solve these two problems, we use MOVGA, which has the seeds of the Voronoi diagram as a gene. As a result of the survey using data of 2015 year of Chiba northwest bay area, in the case of 3 facilities it was found that the calorific value increased enough to cover the power of 4,205 households (converted to housing complex) per year despite the increase of 3% t-km per year.

    DOI

  • A Practical Study on the Information Sharing System for Producers.

    Tomoko Kashima, Shimpei Matsumoto, Takashi Hasuike

    Human Interface and the Management of Information. Visual Information and Knowledge Management - Thematic Area, HIMI 2019, Held as Part of the 21st HCI International Conference, HCII 2019, Orlando, FL, USA, July 26-31, 2019, Proceedings, Part I     524 - 534  2019年  [査読有り]

    DOI

  • Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse

    Takashi Hasuike, Mukesh Kumar Mehlawat

    ANNALS OF OPERATIONS RESEARCH   269 ( 1-2 ) 205 - 221  2018年10月  [査読有り]

     概要を見る

    This paper proposes an investor-friendly random fuzzy portfolio selection model considering both robustness and adjustment of future asset returns derived from investor's forecasts for financial tendency using a fuzzy inference method. It is important to predict the price or the return of each asset appropriately considering current market trends in portfolio optimization. In this paper, a standard multi-factor model, namely Arbitrage Pricing Theory (APT), is introduced as an asset pricing model. In addition, in order to extend standard APT by integrating important rules of current markets trends derived from technical analysis and fundamental analysis, each factor of APT is assumed to be a random fuzzy variable whose mean is adjusted by the fuzzy reasoning method, particularly product-sum-gravity method. Furthermore, it is also important for the investor to reduce the worst case of the total loss in terms of risk-averse. Therefore, worst-case conditional Value-at-Risk, which is a robust programming approach without assuming some specific random distribution, is considered. Since the proposed model is formulated as a biobjective programming problem both minimizing the value of worst-case conditional Value-at-Risk and maximizing the total expected return, it is equivalently transformed into the deterministic nonlinear programming problem using the satisficing trade-off method, and the efficient algorithm to obtain the optimal portfolio is developed. By solving our proposed model, the investor can obtain the risk-averse optimal portfolio with the large total return complying with current market trends.

    DOI

  • 地域別再生可能エネルギーミックスの多目的最適化ツールの開発と応用

    堀 啓子, 松井 孝典, 小野 智司, 福井 健一, 蓮池 隆, 町村 尚

    人工知能学会論文誌   33 ( 3 ) F - SGAI01_1-11  2018年  [査読有り]

     概要を見る

    <p>To introduce the renewable energy in regional communities, it is necessary to select a sustainable energy mix on the basis of evaluation from multiple viewpoints including complex environmental impacts. The purpose of this study is to develop a tool for multi-objective optimization and evaluation of renewable energy composition in municipalities considering multiple environmental criteria. This tool was developed by improving Renewable Energy Regional Optimization Utility Tool for Environmental Sustainability, REROUTES. The adjustable variables are the amount of deployed renewable energy resources from solar, wind, small and medium-scale hydro, geothermal and biomass energy. NSGA-II, a kind of genetic algorithms was applied and implemented to REROUTES to solve multiobjective optimization with six objective functions (proportion of developed renewable energy, economic balance, decrease in CO2 emissions, circulation rate of biomass resource, impacted ecosystem area, and diversity index). A case study for two municipalities showed that the developed tool successfully calculated pareto solutions having trade-off with reflecting the natural conditions and varying demand structures of case study areas. In addition, a process of selecting one best solution from the pareto solutions on the basis of local opinions could be demonstrated. In conclusion, this study could develop an useful tool to support decision-making regarding the development of renewable energy resources.</p>

    DOI CiNii

  • Multiobjective crop planning considering optimal matching between retailers and farmers with contract

    Takashi Hasuike, Tomoko Kashima, Shimpei Matsumoto

    JOURNAL OF ADVANCED MECHANICAL DESIGN SYSTEMS AND MANUFACTURING   12 ( 3 )  2018年  [査読有り]

     概要を見る

    This paper considers optimal production scheduling of an agricultural product to find the best matching between farmers and retailers with contract. It is important to construct the agricultural production system to hold the win-win relationship among all stakeholders in terms of sustainability. Therefore, in this paper, a multiobjective programming problem for the sustainable agricultural supply chain management is formulated to both find the optimal matching between farmers and retailers. It is generally difficult to obtain the best solution for all stakeholders directly. Therefore, Bellman-Zadeh approach is introduced, and the efficient algorithm to obtain these optimal solutions is also developed.

    DOI

  • Special Issue on Advanced Production Scheduling Preface

    Koji Nonobe, Takashi Hasuike, Hironori Hibino, Yoshiyuki Karuno, Kazuhiro Kobayashi, Tatsushi Nishi, Shunji Tanaka, Daisuke Watanabe

    JOURNAL OF ADVANCED MECHANICAL DESIGN SYSTEMS AND MANUFACTURING   12 ( 3 )  2018年  [査読有り]

    DOI

  • A new agricultural IT tool that connects producers with consumers - Developing a video streaming-based digital signage system for agricultural direct sales station and its operation -

    Tomoko Kashima, Shimpei Matsumoto, Shinji Abe, Takashi Hasuike

    ISMSI 2018: PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS, METAHEURISTICS & SWARM INTELLIGENCE     133 - 137  2018年  [査読有り]

     概要を見る

    We have investigated the ease of use in terms of the inputting, sharing, and viewing of information over a mobile device (e.g., smartphones). In this paper, we design a new IT tool that connects producers with consumers. Specifically, we have developed a video-based digital signage system for agricultural direct sales station, and the main purpose of this paper is to introduce the outline of this system and its and operation result. We actually have utilized the proposed system to a Michi-no-Eki, Kohan-no-Sato Fukutomi, Higashi-Hiroshima-City, Japan, which is a Japanese-style roadside rest area and contributed to the relationship building between consumers and producers. The proposed system considers a user-friendly interface design, where elderly farmers can operate intuitively, and which enables the continuous use of the system in order to actively realize the application of IT to agriculture. Specifically, the proposed system can support an analysis needed to connect producers and consumers, and a function for acquiring the summary of analysis result is also implemented.

    DOI

  • Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks

    Yuto Otsuka, Takashi Hasuike

    2018 7TH INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS (IIAI-AAI 2018)     735 - 740  2018年  [査読有り]

     概要を見る

    This paper considers the effectiveness of momentum indicators through the prediction of stock price for the large-capital stocks. In recent years, FinTech, which is the integration of finance and technology, has been recently expanding. One of the hot topics in FinTech is whether or not the momentum indications give an effective impact for the financial market. This paper focuses the large-capital stocks in Japanese financial market, particularly two specific stocks. Using real market data, the effectiveness of several momentum factors is discussed multidirectionally.

    DOI

  • Mathematical Modelling for Sustainable Agricultural Supply Chain Management Considering Preferences Between Farmers and Retailers

    Takashi Hasuike, Tomoko Kashima, Shimpei Matsumoto

    ADVANCES IN PRODUCTION MANAGEMENT SYSTEMS: PRODUCTION MANAGEMENT FOR DATA-DRIVEN, INTELLIGENT, COLLABORATIVE, AND SUSTAINABLE MANUFACTURING, APMS 2018   535   43 - 49  2018年  [査読有り]

     概要を見る

    This paper considers an agricultural supply chain management to find the best matching between farmers and retailers with contract according to their preferences. It is important to construct the agricultural production system to hold the win-win relationship considering transportation costs. Therefore, in this paper, a mathematical programming problem is formulated to find the optimal matching between farmers and retailers under several uncertainties. It is generally difficult to obtain the best solution directly in terms of multiobjectivity and uncertainty. Therefore, the flexible modeling and the efficient algorithm to obtain these optimal solutions are also developed using a data-driven approach using our proposed information system.

    DOI

  • User-Friendly Information Sharing System for Producers.

    Tomoko Kashima, Takashi Hasuike, Shimpei Matsumoto

    Human Interface and the Management of Information. Information in Applications and Services - 20th International Conference, HIMI 2018, Held as Part of HCI International 2018, Las Vegas, NV, USA, July 15-20, 2018, Proceedings, Part II     589 - 598  2018年  [査読有り]

    DOI

  • Where is Safe: Analyzing the Relationship between the Area and Emotion Using Twitter Data

    Saki Kitaoka, Takashi Hasuike

    2017 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (SSCI)   2018-   3349 - 3356  2017年  [査読有り]

     概要を見る

    Understanding the geographic and environmental factors that affect local criminal activity is important for crime prevention. In this study, we use data from Geo-Twitter to analyze the reasons underlying the occurrence of local criminal activity. In recent years, abundant location-based social network (LBSN )(e.g., Foursquare, Geo-Twitter) data has become easily available at a low cost. Therefore, many studies have used LBSNs data to model and understand human mobile behavior, such as patterns of human travel and activity. However, few studies on local criminal activities have been reported. In this paper, a new methodology is proposed to identify the reasons underlying local criminal activity from the view point of geographic and environmental factors. Our methodology consists of the following steps. First, we collect geo-tagged data from Twitter. In particular, we extract a large corpus with geo-tags, called tweets, from major cities in the United States. Second, we measure the sentiments expressed in tweets posted from a specific area using the fastText model [1]. Third, we apply a simple clustering technique called latent Dirichlet allocation (LDA) to identify the topics that are clustered in each area using sentimental analysis. Lastly, we analyze the reasons for crime by comparing the topics and the information on all crime using the data portal.

    DOI

  • A Recommendation System by Collaborative Filtering Including Information and Characteristics on Users and Items

    Manami Kawasaki, Takashi Hasuike

    2017 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (SSCI)   2018-   3333 - 3340  2017年  [査読有り]

     概要を見る

    In this research, a revised recommendation system to generate recommended items for each user is constructed, such as "recommended for you" on the e-commerce websites. By using both the purchase and the browsing data, sparseness of matrix derived from the user's behavior history data is reduced. The main purpose is to construct a recommendation system that can recommend new items not browsed by users and appropriate items matching user preferences.As a procedure for generating recommended items, a user-item matrix and must-link constraints are first constructed from user's behavior history data. We add rows and columns to represent various item and user information to the user-item matrix. Next, semi-supervised learning is performed using the user-item matrix and the must-link constraint, and a new user-item matrix is generated. From this matrix on the basis of Pearson similarity, item similarity and user similarity are obtained. Finally, item-based collaborative filtering and user-based collaborative filtering are performed to generate recommended items.Experimental results show that the F-measure to represent the recommendation accuracy increases by generating recommended items with the proposed model using must-link constraints, user information and item information. In addition, it can be seen that the proposed model is more likely to purchase recommended items than the model of existing models.

    DOI

  • Construction of Investor Sentiment Index in the Chinese Stock Market

    Yuxi Yang, Takashi Hasuike

    2017 6TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS (IIAI-AAI)     23 - 28  2017年  [査読有り]

     概要を見る

    This paper focuses on improving the adaptability of the investor sentiment index introduced by Baker and Wurgler[1] in the Chinese stock market. Considering not all the original proxies for sentiment are suitable for Chinese stock market, a new combination of proxies to form the investor sentiment index is proposed. Based on this investor sentiment index, the relationship between investor sentiment and stock price index in Chinese stock market is found.

    DOI

  • Robust Agricultural Supply Chain Management with Various Random and Fuzzy Parameters

    Takashi Hasuike, Tomoko Kashima, Shimpei Matsumoto

    2017 6TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS (IIAI-AAI)     11 - 16  2017年  [査読有り]

     概要を見る

    This paper proposes a robust model of multi period agricultural supply chain to consider both maximizing the total profit and minimizing the environmental load with random and fuzzy parameters. Our proposed model is formulated as a fuzzy and stochastic, multiobjective and multiperiod programming problem, and hence, it is hard to solve the formulated problem directly without setting a specific random distribution and a specific membership function. Therefore, a distribution-free approach based on sample mean and variance derived from received data, which does not assume any specific random distributions and membership functions, is introduced to apply our proposed model to various uncertain conditions. In addition, deterministic equivalent transformations are also introduced to obtain the optimal solution efficiently using the scenario-based approach.

    DOI

  • Design and Development of a Web Service to Support Vulnerable Road User's Daily Life in Suburban Residential Estates in Hiroshima City

    Shimpei Matsumoto, Nobuyuki Ohigashi, Takashi Hasuike

    2017 6TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS (IIAI-AAI)     5 - 10  2017年  [査読有り]

     概要を見る

    Hiroshima City is surrounded by mountains on its three sides, the east, north, and west, except the south facing the sea, and besides, its urban area places delta region. The capacity of the urban area in Hiroshima City is limited, so its land prices are exceedingly higher than other areas. Due to these conditions, most of the citizens live in residential estates at the slope of these mountains surrounding the city. However, the living environment of the suburban slope residential estates doesn't seem so suitable for elderly people who are unable to go shopping usually called as "vulnerable road users". Our previous study showed the concept of information sharing system to support the transportation of residents living in a place where public transportation is not sufficiently developed. In this paper, based on the investigation results on residents' traffic attitude in the slope residential estates at Itsukaichi District, Hiroshima City, and also our previous work, we design and develop a web service to support vulnerable road user's daily life in suburban residential estates.

    DOI

  • An objective formulation of membership function based on fuzzy entropy and pairwise comparison

    Takashi Hasuike, Hideki Katagiri

    JOURNAL OF INTELLIGENT & FUZZY SYSTEMS   32 ( 6 ) 4443 - 4452  2017年  [査読有り]

     概要を見る

    This paper proposes a mathematical programming approach to construct an appropriate membership function extending our previous studies. It is important to set a membership function with both subjectivity and objectivity to obtain a reasonable optimal solution based on decision maker's feelings in real-world decision making. In order to ensure objectivity of obtained membership function as well as subjectivity, an entropy-based approach based on mathematical programming is integrated into interval estimation considered by the decision maker. As a general entropy with fuzziness, fuzzy Harvda-Charvat entropy is introduced, which is a natural extension of fuzzy Shannon entropy. In addition, qualitative and subjective evaluations based on the pairwise comparison are introduced to represent the differences between two membership values. The main step of our revised approach is to solve the proposed mathematical programming problem strictly using nonlinear programming. In this paper, the given membership function is assumed to be a piecewise linear membership function as approximation of nonlinear functions, and each intermediate value of partial linear function is optimally obtained.

    DOI

  • 再生可能エネルギー実装のための多目的最適化支援システム : REROUTESの開発 (情報システム研究会 数理的アプローチと情報システム、その他一般)

    松井 孝典, 堀 啓子, 小野 智司, 福井 健一, 蓮池 隆, 町村 尚

    電気学会研究会資料. IS   2016 ( 27 ) 61 - 64  2016年10月

    CiNii

  • Food CMS, Integrated Information Sharing System of Food Production, Marketing, and Consumption

    Kashima Tomoko, Matsumoto Shimpei, Hasuike Takashi, Fukui Ken-ichi

    Information Engineering Express    2016年09月  [査読有り]

  • Development and application of the renewable energy regional optimization utility tool for environmental sustainability: REROUTES

    Keiko Hori, Takanori Matsui, Takashi Hasuike, Ken-ichi Fukui, Takashi Machimura

    RENEWABLE ENERGY   93   548 - 561  2016年08月  [査読有り]

     概要を見る

    To expand the use of renewable energy, it is necessary to optimize energy production at a local level through an appropriate combination of different renewable energy resources. Additionally, the environmental impacts from the use of renewable resources must be considered from different perspectives. Thus, this study aims to develop a decision tool that evaluates and optimizes the renewable energy mix at a regional scale with regard to various environmental impacts. This tool was developed by creating a municipal energy database that includes five renewable energies (solar, wind, small- and medium-scale hydro, geothermal and biomass energy) and six evaluation indicators (proportion of developed renewable energy, economic balance, installed wind power, decrease in CO2 emissions, circulation rate of biomass resource, and impacted ecosystem area). Specifying different constraints in the model allowed investigation of the optimal renewable energy combination in a study area for two different scenarios, with the results highlighting the trade-offs between the scenarios. We also optimized the combination of different renewable energies for every municipality across Japan, while incorporating the natural conditions and varying demand structure. In conclusion, the tool developed in this study could support decision-making regarding the development of renewable energy resources. (C) 2016 Elsevier Ltd. All rights reserved.

    DOI

  • A New Recommendation System for Personal Sightseeing Route from Subjective and Objective Evaluation of Tourism Information

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    Information Engineering Express   2 ( 3 ) 1 - 10  2016年07月  [査読有り]

  • An Objective Approach for Constructing a Membership Function Based on Fuzzy Harvda-Charvat Entropy and Mathematical Programming

    Takashi Hasuike, Hideki Katagiri

    JOURNAL OF ADVANCED COMPUTATIONAL INTELLIGENCE AND INTELLIGENT INFORMATICS   20 ( 4 ) 535 - 542  2016年07月  [査読有り]

     概要を見る

    This paper proposes an objective approach to the construction of an appropriate membership function that extends to our previous studies. It is important to set a membership function with subjectivity and objectivity to obtain a reasonable optimal solution that complies with the decision maker's feelings in real-world decision making. To ensure objectivity and subjectivity of the obtained membership function, an entropy-based approach based on mathematical programming is integrated into the interval estimation considered by the decision maker. Fuzzy Harvda-Charvat entropy, which is a natural extension of fuzzy Shannon entropy, is introduced as general entropy with fuzziness. The main steps of our proposed approach are to set intervals with membership values 0 and 1 to enable a decision maker to judge confidently, and to solve the proposed mathematical programming problem strictly using nonlinear programming. In this paper, the given membership function is assumed to be a piecewise linear membership function as an approximation of nonlinear functions, and each intermediate value of partial linear function is optimally obtained.

    DOI

  • Construction of an appropriate membership function based on size of fuzzy set and mathematical programming

    Takashi Hasuike, Hideki Katagiri

    Lecture Notes in Engineering and Computer Science   2   862 - 866  2016年

     概要を見る

    This paper proposes an extended approach to construct an appropriate membership function as objectively as possible. It is important to set an appropriate membership function to obtain a reasonable optimal solution for real-world decision making. The main academic contribution of our proposed approach is to integrate a general continuous and nonlinear function minimizing the subjectivity into an interval estimation by a heuristic method under a given probability density function based on real-world data. Our approach is an extend approach of Civanlar and Trussell's study. One of two main steps of our proposed approach is to set membership values which a decision maker confidently judges whether an element is included in the given set or not. Another is to obtain other values objectively by solving Civanlar and Trussell's mathematical programming problem with a nonlinear membership function. In this paper, the given membership function is approximately transformed into a piecewise linear membership function, and the appropriate values of parameters in the piecewise linear membership function are determined.

  • Journal of Advanced Mechanical Design, Systems and Manufacturing: Preface

    Mutsunori Yagiura, Hideki Hashimoto, Takashi Hasuike, Shinji Imahori, Mikio Kubo, Ryuhei Miyashiro, Koji Nonobe, Ken-Ichi Tanaka, Shunji Umetani

    Journal of Advanced Mechanical Design, Systems and Manufacturing   10 ( 3 )  2016年  [査読有り]

    DOI

  • Special Issue on Advanced Production Scheduling Preface

    Mutsunori Yagiura, Hideki Hashimoto, Takashi Hasuike, Shinji Imahori, Mikio Kubo, Ryuhei Miyashiro, Koji Nonobe, Ken-ichi Tanaka, Shunji Umetani

    JOURNAL OF ADVANCED MECHANICAL DESIGN SYSTEMS AND MANUFACTURING   10 ( 3 )  2016年

    DOI

  • エコツーリズムとアグリツーリズム:-新しい観光スタイルへの数理的技術の応用と観光経路設計

    蓮池 隆, 片桐 英樹, 津田 博史

    システム/制御/情報   60 ( 4 ) 147 - 153  2016年  [査読有り]

    DOI CiNii

  • Objective Measurement for Satisfaction Values to Sightseeing Spots and Route Recommendation System

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    2016 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC)     2699 - 2704  2016年  [査読有り]

     概要を見る

    This paper proposes a route recommendation system for sightseeing based on a network optimization problem. Sightseeing route planning is not difficult if a tourist initially sets satisfaction values of sightseeing spots numerically. However, it was hard to evaluate the satisfaction values objectively according to the tourist's feelings. The tourist can subjectively do a qualitative and pairwise comparison of sightseeing plans which tourism companies provide. Our proposed approach is to formulate a mathematical programming problem with constraints based on the tourist's comparison and to determine the satisfaction values of sightseeing spots objectively. Our proposed approach can deal with the synergy effect among sightseeing spots. In addition, the framework of personal sightseeing route planning system is proposed.

    DOI

  • A Subjective and Objective Constructing Approach for Reasonable Membership Function Based on Mathematical Programming

    Takashi Hasuike, Hideki Katagiri

    2016 JOINT 8TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS (SCIS) AND 17TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS (ISIS)     59 - 64  2016年  [査読有り]

     概要を見る

    This paper proposes a strict constructing approach for a reasonable membership function as objectively as possible. It is important to set a reasonable membership function to parameters for real-world decision making interactively and objectively. The main contribution of our proposed approach is to integrate a general continuous function derived from mathematical programming under a given probability density function based on real-world data into subjective interval estimation by a heuristic method. The interval estimation is to set intervals that a decision maker confidently judges whether an element is completely or never included in the given set. The main steps of our proposed approach are to solve the mathematical programming problem in terms of objectivity. It is hard to solve the problem with nonlinear function directly and efficiently. In this paper, the given nonlinear membership function is approximately transformed into a piecewise linear membership function, and the appropriate membership values are determined based on the strict optimal solution.

    DOI

  • A Framework of Route Recommendation System for Sightseeing from Subjective and Objective Evaluation of Tourism Data

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    PROCEEDINGS 2016 5TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS IIAI-AAI 2016     801 - 806  2016年  [査読有り]

     概要を見る

    This paper proposes a framework to recommend personal sightseeing route as well as to objectively obtain the tourist's utility to sightseeing plans and sightseeing spots from subjective comparison. The subjective comparison is qualitatively performed using a scale of measurement such as Likert scale, and the mathematical programming problem including this comparison as constraints is introduced. In the case of route planning, traveling and sightseeing times are randomly changed dependent on current traffic and congestion conditions, and hence, Time-Expanded Network (TEN) to represent these traffic conditions in the underlying static network with each discrete time step is introduced. In addition, the network optimization problem is introduced to obtain the personal appropriate sightseeing route. This problem is formulated as a nonlinear and discrete optimization problem, and it is hard to solve it directly and efficiently. Therefore, an efficient algorithm is also developed based on dynamic programming and transformation of the main problem into the recursive equation.

    DOI

  • Developing a Transportation Support System for Vulnerable Road Users in Local Community

    Shimpei Matsumoto, Nobuyuki Ohhigashi, Takashi Hasuike

    PROCEEDINGS 2016 5TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS IIAI-AAI 2016     797 - 800  2016年  [査読有り]

     概要を見る

    Hiroshima City is surrounded by mountains on its three sides, the east, north, and west, except the south facing the sea, and besides, its urban area places delta region. For this reason, the population of Hiroshima City is concentrated in the slope residential estates at the surrounding mountains of the city. However, the living environment of the suburban slope residential estates doesn't seem so suitable for vulnerable road users, mainly elderly people. Thus in this paper, based on the traffic attitude survey results for residents in the slope residential estates at Itsukaichi district, Hiroshima City, previously conducted by our previous works, we examine an effective way to support vulnerable road users and to enrich their life. Especially, we develop a prototype system to support the transportation for residents living in a place where public transportation is not sufficiently developed.

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  • Implementation of Integrated Information Sharing System of Food Production, Marketing, and Consumption

    Tomoko Kashima, Shimpei Matsumoto, Takashi Hasuike, Ken-ichi Fukui

    PROCEEDINGS 2016 5TH IIAI INTERNATIONAL CONGRESS ON ADVANCED APPLIED INFORMATICS IIAI-AAI 2016     791 - 796  2016年  [査読有り]

     概要を見る

    There are many problems in Japanese agriculture, and the most critical thing among these is a rapid decrease in the working population due to a growing proportion of elderly people. The cause of the aging in the agricultural field would be small incomes due to the low agricultural productivity. To improve the income level, the authors have developed an information sharing system of food production, marketing, and consumption, named food CMS (Contents Management System). Food CMS aims to promote proper management of food resources in the whole food supply chain. The types of users in Food CMS are farmers, customers, and distributors including retailing stores, brokers, and restaurants, so Food CMS has the capability to give benefits appropriate to the types of users. Concretely, Food CMS provides services such as the direct relationship-building between a customer and a producer, sales opportunity with e-commerce, freshness management of foods, and rationalization of the order placement and acceptance work between distributors. Since the integrated database of Food CMS can store all distribution data of foods, the data will contribute to adjusting the supply to demand and reducing the food loss. This paper shows the effort the authors have addressed, especially the functional design of Food CMS, and the performance.

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  • Interactive approaches for sightseeing route planning under uncertain traffic and ambiguous tourist's satisfaction

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    New Business Opportunities in the Growing E-Tourism Industry     75 - 96  2015年07月  [査読有り]

     概要を見る

    This paper proposes an interactive approach to obtain an appropriate sightseeing route for the tourist under various uncertain traffic and climate conditions including time-dependent parameters and ambiguous satisfaction values at sightseeing sites. Since the uncertain traffic and climate conditions include time-dependent conditions, Time Expanded Network (TEN) are proposed for each condition. Furthermore, interval numbers for ambiguous satisfaction values are proposed, and hence, the proposed model is formulated as a multiobjective interval programming problem with many constraints derived from network optimization. In order to transform the multiobjective into the single-objective, Minkowski's Lp-metric is introduced as a compromise approach. From the final formulation of our proposed model using the optimistic satisfactory for interval numbers, an interactive algorithm to obtain the appropriate sightseeing route communicating with the tourist is developed.

    DOI

  • Sightseeing Route Scheduling Considering Synergy Effects of Satisfactions

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    Proceedings of International Symposium on Scheduling 2015 (ISS2015)     230 - 235  2015年  [査読有り]

  • A Route Recommendation System for Sightseeing with Network Optimization and Conditional Probability

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    2015 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC 2015): BIG DATA ANALYTICS FOR HUMAN-CENTRIC SYSTEMS     2672 - 2677  2015年  [査読有り]

     概要を見る

    This paper proposes a route recommendation system for sightseeing based on a network optimization problem. Traveling and sightseeing times are randomly changed dependent on current traffic and congestion conditions, and hence, Time-Expanded Network (TEN) to contain a copy to the set of nodes in the underlying static network for each discrete time step is introduced. In addition, in order to select the next sightseeing site, conditional probabilities are introduced, which are calculated by current conditions, statistical and Web data. Our proposed model is formulated as a nonlinear and discrete optimization problem, and it is hard to solve it directly and efficiently. Therefore, an efficient algorithm is also developed based on dynamic programming and transformation of the main problem into the recursive equation.

    DOI

  • A constructing algorithm for appropriate piecewise linear membership function based on statistics and information theory

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki

    KNOWLEDGE-BASED AND INTELLIGENT INFORMATION & ENGINEERING SYSTEMS 19TH ANNUAL CONFERENCE, KES-2015   60   994 - 1003  2015年  [査読有り]

     概要を見る

    This paper proposes a constructing algorithm for an appropriate membership function to integrate the fuzzy Shannon entropy with a piecewise linear function into subjective intervals estimation by the heuristic method based on the human cognitive behavior and subjectivity under a given probability density function. It is important to set a membership function appropriately in real-world decision making. The main parts of our proposed approach are to give membership values a decision maker confidently set, and to obtain the others by solving a nonlinear mathematical programming problem objectively. It is difficult to solve the initial mathematical programming problem efficiently using previous constructing approaches. In this paper, introducing some natural assumptions in the real-world and performing deterministic equivalent transformations to the initial problem using nonlinear programming, an efficient algorithm to obtain the optimal condition of each appropriate membership value is developed. (C) 2015 The Authors. Published by Elsevier B.V.

    DOI

  • An Interactive Algorithm to Construct an Appropriate Nonlinear Membership Function Using Information Theory and Statistical Method

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki

    COMPLEX ADAPTIVE SYSTEMS, 2015   61   32 - 37  2015年  [査読有り]

     概要を見る

    This paper develops a constructing algorithm for an appropriate membership function as objectively as possible. It is important to set an appropriate membership function for real-world decision making. The main academic contribution of our proposed algorithm is to integrate a general continuous and nonlinear function with fuzzy Shannon entropy into subjective interval estimation by a heuristic method under a given probability density function based on real-world data. Two main steps of our proposed approach are to set membership values a decision maker confidently judges whether an element is included in the given set or not and to obtain other values objectively by solving a mathematical programming problem with fuzzy Shannon entropy. It is difficult to solve the problem efficiently using previous constructing approaches due to nonlinear function. In this paper, the given nonlinear membership function is approximately transformed into a piecewise linear membership function, and the appropriate values are determined. Furthermore, by introducing natural assumptions in the real-world and interactively adjusting the membership values, an algorithm to obtain the optimal condition of each appropriate membership value is developed. (C) 2015 The Authors. Published by Elsevier B.V.

    DOI

  • Sightseeing route planning problem by electric vehicle on the Time-Expanded Network

    Takashi Hasuike, Hiroe Tsubaki, Hideki Katagiri, Hiroshi Tsuda

    2014 IEEE 7th International Workshop on Computational Intelligence and Applications, IWCIA 2014 - Proceedings     147 - 152  2014年12月  [査読有り]

     概要を見る

    This paper proposes a sightseeing route planning problem by electric vehicle with time-dependency of traveling times between any two sightseeing sites. In order to represent the time-dependency, Time-Expanded Network (TEN), which contains a copy to the set of nodes in the underlying static network for each discrete time step, is introduced. In addition, it is hard for the tourist to set satisfaction values at sightseeing sites numerically, but it is not difficult to classify sightseeing sites into several groups. Therefore, the objective function of our proposed model is set to maximize the total visiting sightseeing sites in each group. The problem is a multiobjective programming problem, and hence, a principle of compromise is introduced to solve our proposed problem in network optimization. Furthermore, the main constrained network optimization problem is equivalently transformed into a recursive equation, and an exact and greedy algorithm is developed.

    DOI

  • Risk-control approach for bottleneck transportation problem with randomness and fuzziness

    Takashi Hasuike

    JOURNAL OF GLOBAL OPTIMIZATION   60 ( 4 ) 663 - 678  2014年12月  [査読有り]

     概要を見る

    Solving transportation problems is essential in engineering and supply chain management, where profitability depends on optimal traffic flow. This study proposes risk-control approaches for two bottleneck transportation problems with random variables and preference levels to objective functions with risk parameters. Each proposed model is formulated as a multiobjective programming problem using robust-based optimization derived from stochastic chance constraints. Since it is impossible to obtain a transportation pattern that optimizes all objective functions, our proposed models are numerically solved by introducing an aggregation function for the multiobjective problem. An exact algorithm that performs deterministic equivalent transformations and introduces auxiliary problems is also developed.

    DOI

  • Sightseeing route planning responding various conditions with fuzzy random satisfactions dependent on tourist's tiredness

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    Lecture Notes in Engineering and Computer Science   2210 ( January )  2014年

     概要を見る

    This paper proposes a route planning problem for sightseeing with fuzzy random variables for traveling times and satisfaction of sightseeing activities under general sightseeing constraints and various conditions. In general, traveling times among sightseeing places and satisfactions of activities depend on weather and climate conditions. Furthermore, the satisfactions also depend on the tourist's tiredness. Therefore, not only fuzzy random variables for traveling times and satisfactions but also the tiredness-dependency is introduced. In addition, the tourist will like to do a route planning without drastically changing from the optimal route to each condition. A route planning problem is proposed to obtain the favorable common route supplying target satisfactions under various conditions. As a basic case of fuzzy numbers, trapezoidal fuzzy numbers and the order relation are introduced. From the order relation, the proposed model is transformed into an extended model of network optimization problems.

  • Constructing an appropriate membership function integrating fuzzy shannon entropy and human's interval estimation

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki

    ICIC Express Letters   8 ( 3 ) 809 - 813  2014年

     概要を見る

    This paper proposes a new approach of constructing an appropriate membership function to integrate a specific given probability density function, particularly Gaussian function, and fuzzy Shannon entropy extending the information theory based on the human cognitive behavior and subjectivity. The proposed approach is formulated as a more general mathematical programming problem than previous approaches due to using a general Gaussian-based function and the fuzzy Shannon entropy. The optimal condition of parameters is obtained by performing deterministic equivalent transformations to the initial problem. Furthermore, in order to show the appropriate membership function using the proposed approach, some probability density functions are provided as numerical examples. © 2014 ICIC International.

  • Data-driven Food Supply Chain Optimization under Uncertain Crop Productions and Consumers' Demands

    Innovation and Supply Chain Management   8 ( 4 ) 150 - 154  2014年  [査読有り]

  • Risk-Controlled Multiobjective Portfolio Selection Problem Using a Principle of Compromise

    Takashi Hasuike, Hideki Katagiri

    MATHEMATICAL PROBLEMS IN ENGINEERING   2014  2014年  [査読有り]

     概要を見る

    This paper proposes a multiobjective portfolio selection problem with most probable random distribution derived from current market data and other random distributions of boom and recession under the risk-controlled parameters determined by an investor. The current market data and information include not only historical data but also interpretations of economists' oral and linguistic information, and hence, the boom and recession are often caused by these nonnumeric data. Therefore, investors need to consider several situations from most probable condition to boom and recession and to avoid the risk less than the target return in each situation. Furthermore, it is generally difficult to set random distributions of these cases exactly. Therefore, a robust-based approach for portfolio selection problems using the only mean values and variances of securities is proposed as a multi objective programming problem. In addition, an exact algorithm is developed to obtain an explicit optimal portfolio using a principle of compromise.

    DOI

  • Route Planning Problem with Groups of Sightseeing Sites Classified by Tourist's Sensitivity under Time-Expanded Network

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    2014 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS (SMC)     188 - 193  2014年  [査読有り]

     概要を見る

    This paper proposes a sightseeing route planning problem with time-dependent traveling times among sightseeing sites. Since traveling times are dependent on the time of day, Time-Expanded Network (TEN), which contains a copy to the set of nodes in the underlying static network for each discrete time step, is introduced. In addition, it is hard to set satisfaction values at sightseeing sites numerically due to tourist's ambiguous sensitivity, but it is not difficult to classify sightseeing sites into several groups by the tourist. Therefore, the objective function of our proposed model is set to maximize the total visiting sightseeing sites in each group. The problem is a multiobjective programming problem, and hence, a principle of compromise is introduced to solve our proposed problem in network optimization. Furthermore, a strict algorithm is also developed to equivalently transform the main problem into the existing TEN-based problem.

    DOI

  • Constructive Method for Appropriate Membership Function Integrating Fuzzy Entropy with Smoothing Function into Interval Estimation

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki

    2014 JOINT 7TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS (SCIS) AND 15TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS (ISIS)     1343 - 1348  2014年  [査読有り]

     概要を見る

    This paper develops a constructing approach of a membership function to integrate the fuzzy Shannon entropy with a smoothing function into intervals set by the heuristic method based on the human cognitive behavior and subjectivity under a given probability density function. It is important to set a membership function appropriately in decision making. Therefore, the main parts of our proposed approach are to give membership values a decision maker confidently set, and to obtain the others by solving a nonlinear mathematical programming problem objectively. It is difficult to solve the problem efficiently using previous constructing approaches. In this paper, performing deterministic equivalent transformations to the initial problem using nonlinear programming, an efficient algorithm to obtain the optimal condition of each membership value is developed.

    DOI

  • Flexible Route Planning for Sightseeing with Fuzzy Random and Fatigue-Dependent Satisfactions.

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    JACIII   18 ( 2 ) 190 - 196  2014年  [査読有り]

    DOI

  • Robust-based interactive portfolio selection problems with an uncertainty set of returns

    Takashi Hasuike, Hideki Katagiri

    FUZZY OPTIMIZATION AND DECISION MAKING   12 ( 3 ) 263 - 288  2013年09月  [査読有り]

     概要を見る

    This paper considers a robust portfolio selection problem with an uncertainty set of future returns and satisfaction levels in terms of the total return and robustness parameter. Since the proposed model is formulated as an ill-defined problem due to uncertainty and is bi-objective, that is, to maximize both the abovementioned satisfaction levels, it is difficult to solve the model directly without introducing some criterion of optimality for the bi-objective functions. Therefore, by introducing fuzzy goals and an interactive fuzzy satisficing method, the proposed model is transformed into a deterministic equivalent problem. Furthermore, to obtain the exact optimal portfolio analytically, a solution method is developed by introducing the auxiliary problem and performing equivalent transformations. In order to compare the proposed model with previous useful models, numerical examples are provided, and the results show that it is important to maximize the robustness parameter and total return using the interactive process for adjusting investor's satisfaction levels.

    DOI

  • Risk Management of Two-period Inventory Models for Perishable or Dete-riorating Products Based on Conditional Value-at-Risk

    HASUIKE Takashi

    日本経営工学会論文誌 = Journal of Japan Industrial Management Association   64 ( 2 ) 231 - 243  2013年07月

     概要を見る

    This paper considers inventory problems for perishable or deteriorating products to maximize the total profit considering high- and low-priority customers based on the conditional Value-at-Risk (cVaR). The cVaR is a useful risk measure in economics and finance, which satisfies all requirements of ideal risk measures such as coherence and stochastic dominance. In order to apply random sampling derived from known distributions or historical data to our proposed model and to develop an analytical and efficient solution algorithm, the scenario-based solution algorithm is developed by performing equivalent transformations into a linear programming problem. Furthermore, numerical examples are provided to compare our proposed model with the previous standard model based on the expected value for the total profit. Furthermore, the results also show differences from the previous cVaR-based model with only one demand under some random distributions.

    DOI CiNii

  • Interactive decision making for uncertain minimum spanning tree problems with total importance based on a risk-management approach

    Takashi Hasuike, Hideki Katagiri

    APPLIED MATHEMATICAL MODELLING   37 ( 6 ) 4548 - 4560  2013年03月  [査読有り]

     概要を見る

    This paper deals with a minimum spanning tree problem where each edge cost includes uncertainty and importance measure. In risk management to avoid adverse impacts derived from uncertainty, a d-confidence interval for the total cost derived from robustness is introduced. Then, by maximizing the considerable region as well as minimizing the cost-importance ratio, a biobjective minimum spanning tree problem is proposed. Furthermore, in order to satisfy the objects of the decision maker and to solve the proposed model in mathematical programming, fuzzy goals for the objects are introduced as satisfaction functions, and an exact solution algorithm is developed using interactive decision making and deterministic equivalent transformations. Numerical examples are provided to compare our proposed model with some previous models. (C) 2012 Elsevier Inc. All rights reserved.

    DOI

  • Robust shortest path problem based on a confidence interval in fuzzy bicriteria decision making

    Takashi Hasuike

    INFORMATION SCIENCES   221   520 - 533  2013年02月  [査読有り]

     概要を見る

    This paper proposes a model for a robust shortest path problem with random edge costs. The proposed model is formulated as a bicriteria optimization problem to minimize the total cost of the path from a start node to an end node as well as to maximize the range of the confidence interval satisfying the condition that the total cost of any path in the region is less than a target value in terms of robustness. It is not always the case that a solution that simultaneously optimizes all of the objectives exists when the objectives conflict with each other. In this paper, fuzzy goals for both objectives and the aggregation function are introduced in a solution approach that considers the decision maker's preference and the subjectivity of her or his judgment in multicriteria decision making. The fuzzy bicriteria problem is transformed into a constrained shortest path problem. Furthermore, an exact algorithm based on Dijkstra's algorithm and a heuristic algorithm based on the Lagrange relaxation-based algorithm are developed for the constrained shortest path problem. (C) 2012 Elsevier Inc. All rights reserved.

    DOI

  • Robust portfolio selection model with random fuzzy returns based on arbitrage pricing theory and fuzzy reasoning method

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    Lecture Notes in Electrical Engineering   186   91 - 103  2013年  [査読有り]

     概要を見る

    This paper considers a robust-based random fuzzy mean-variance portfolio selection problem using a fuzzy reasoning method, particularly a single input type fuzzy reasoning method. Arbitrage Pricing Theory (APT) is introduced as a future return of each security, and each factor in APT is assumed to be a random fuzzy variable whose mean is derived from a fuzzy reasoning method. Furthermore, under interval inputs of fuzzy reasoning method, a robust programming approach is introduced in order to minimize the worst case of the total variance. The proposed model is equivalently transformed into the deterministic nonlinear programming problem, and so the solution steps to obtain the exact optimal portfolio are developed. © 2013 Springer Science+Business Media Dordrecht.

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  • A Flexible Tour Route Planning Problem with Time-Depndent Parameters Considering Rescheduling Based on Current Conditions

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    2013 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC 2013)     2091 - 2096  2013年  [査読有り]

     概要を見る

    This paper proposes a tour route planning problem to flexibly reschedule the initial route plan with uncertain traveling times and satisfaction values of sightseeing places dependent on sightseeing. The objective of our proposed model is to maximize the total satisfaction value in all possible conditions after visiting a sightseeing place under such time-dependent parameters. Since traveling times are dependent on the time of day, it is hard to represent our proposed model using the general static network model. In this paper, Time-Expanded Network (TEN), which contains a copy to the set of nodes in the underlying static network for each discrete time step, is introduced. Using the proposed TEN-based model, it is possible to construct various types of tour route planning problems in a single static network. Furthermore, a 0-1 mixed integer programming problem is formulated to the above-mentioned objective, and the strict algorithm is also developed to equivalently transform the main problem into the existing TEN-based problem.

    DOI

  • Interactive multi-objective route planning for sightseeing on Time-Expanded Networks under various conditions

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    17TH INTERNATIONAL CONFERENCE IN KNOWLEDGE BASED AND INTELLIGENT INFORMATION AND ENGINEERING SYSTEMS - KES2013   22   221 - 230  2013年  [査読有り]

     概要を見る

    This paper proposes a versatile and interactive route planning problem for sightseeing under various conditions based on constraints of required traveling times and total satisfaction of sightseeing activities, which are time-dependent. In general, traveling times among sightseeing places and the satisfactions of activities also change dependent on various conditions such as weather, climate and season. It is important to represent a satisfying route to ensure the large satisfaction even if any assumable condition happens. In order to incorporate the above-mentioned situations, a multi-objective route planning problem is formulated as a network optimization problems based on Time-Expanded Network to represent time-dependent parameters in a static network. Furthermore, an interactive approach based on the Satisficing Trade-Off Method is introduced to transform the multi-objective into the single. In addition, the proposed problem is equivalently transformed into an extended model of network optimization problems by introducing parameters, and the interactive algorithm is developed. (C) 2013 The Authors. Published by Elsevier B.V.

    DOI

  • Route Planning Problem under Fuzzy Sightseeing Times and Satisfaction Values of Sightseeing Places

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    PROCEEDINGS OF THE 2013 JOINT IFSA WORLD CONGRESS AND NAFIPS ANNUAL MEETING (IFSA/NAFIPS)     140 - 145  2013年  [査読有り]

     概要を見る

    This paper proposes a personal tour planning problem with uncertain traveling times and satisfaction values of sightseeing places dependent on sightseeing. Since traveling times are dependent on the time of day, it is difficult to represent this uncertain model using the general static network model. In this paper, Time-Expanded Network (TEN), which contains a copy to the set of nodes in the underlying static network for each discrete time step, is introduced. Using the proposed TEN-based model, it is possible to construct various variations of traveling times and satisfactions values of sightseeing places in a single static network Furthermore, uncertain sightseeing times are represented as fuzzy variables and the proposed model is formulated as a fuzzy 0-1 mixed integer programming problem, and also equivalently transformed into several existing tour planning problems using some natural assumptions in fuzzy programming.

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  • Personal tour planning incorporating standard tour routes and tourist satisfaction.

    Takashi Hasuike, Hiroe Tsubaki, Hideki Katagiri, Hiroshi Tsuda

    IEEE 6th International Workshop on Computational Intelligence and Applications, IWCIA 2013, Hiroshima, Japan, July 13, 2013     143 - 148  2013年  [査読有り]

    DOI

  • Web intelligence for tourism using railway data by a simplified fuzzy reasoning method

    Takashi Hasuike, Takumi Ichimura

    JOURNAL OF INTELLIGENT & FUZZY SYSTEMS   24 ( 2 ) 251 - 259  2013年  [査読有り]

     概要を見る

    This paper proposes an approach to analyze the tourism information and data derived from the Web, particularly seat availability data of bullet trains in Japan, and to discover some useful knowledge for the tourism. For the fast development of information and communication technologies, the relation between the web data and tourism is inseparable. However, the Web data include various types of information such as numerical, linguistic, and graded data. Furthermore, the expert tourism planner's subjectivity is also an important factor to develop new favorable plans. A simplified fuzzy reasoning method, which is one of the useful approaches in Data mining, is introduced in order to deal with these data mathematically. The analysis of the tourism data and the knowledge discovery are performed using actual data of bullet trains in Japan.

    DOI

  • Equilibrium pricing extending the mean-variance theory usingweighted possibilistic mean of investor's subjectivity

    Takashi Hasuike

    Journal of Advanced Computational Intelligence and Intelligent Informatics   17 ( 2 ) 237 - 243  2013年  [査読有り]

     概要を見る

    This paper proposes an extended analytical approach to developing an equilibrium pricing vector with various types of investor's subjectivity based on extended Mean-Variance (MV) theory. Weighted fuzzy mean and variance are introduced in order to represent investor's subjectivity numerically. Similar to the traditional MV-based equilibrium approach, the equilibrium pricing vector of the proposed model is analytically obtained in mathematical programming. A macroeconomic index based on risky assets, which provides information with respect to the soundness of the capital market with subjectivity, is also constructed.

    DOI

  • A random fuzzy minimum spanning tree problem through a possibility-based value at risk model

    Hideki Katagiri, Kosuke Kato, Takashi Hasuike

    EXPERT SYSTEMS WITH APPLICATIONS   39 ( 12 ) 10639 - 10646  2012年09月  [査読有り]

     概要を見る

    This paper considers a minimum spanning tree problem under the situation where costs for constructing edges in a network include both fuzziness and randomness. In particular, this article focuses on the case that the edge costs are expressed by random fuzzy variables. A new decision making model based on a possibility measure and a value at risk measure is proposed in order to find a solution which fully reflects random and fuzzy information. It is shown that an optimal solution of the proposed model is obtained by a polynomial-time algorithm. (C) 2012 Elsevier Ltd. All rights reserved.

    DOI

  • SOCIALLY RESPONSIBLE INVESTMENT-BASED PORTFOLIO SELECTION PROBLEMS WITH FUZZINESS

    Takashi Hasuike

    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL   8 ( 8 ) 5763 - 5774  2012年08月  [査読有り]

     概要を見る

    This paper considers several portfolio selection problems considering Socially Responsible Investment (SRI), which is the most important measure to sustain continuous developments of companies by performing environment-friendliness and suitable social activity, and which is also essential for avoiding the latent risk. Corporate Social Responsibility (CSR) is presented as linguistic and ambiguous information including several types of subjectivities, and so effects of SRI activities for the investment based on the CSR are formulated as fuzzy numbers. Furthermore, several types of portfolio models, considering direct evaluation approach of SRI, fuzzy variance including SRI, and biased future return derived from random simulation, are proposed. In order to evaluate these portfolio performances, a practical example derived from the current market is provided.

  • A Fuzzy Extension of Technical and Cost Efficiencies in Data Envelopment Analysis(<Special Issue>Information Systems and Human Sciences)

    HASUIKE Takashi

    International Journal of Biomedical Soft Computing and Human Sciences: the official journal of the Biomedical Fuzzy Systems Association   17 ( 1 ) 67 - 71  2012年

     概要を見る

    This paper considers a DEA-based model of technical and cost efficiencies with fuzziness. Previous studies of fuzzy DEA model in terms of cost efficiency had critical shortcoming if the unit prices of the inputs are not identical across DMUs in the economy. Therefore, in this paper, a new fuzzy model is proposed by extending the revised scheme of DEA -based cost efficiency that is free from such inconsistencies. The proposed model is a fuzzy programming problem, and so introducing order relations of fur y inequalities, it is equivalently transformed into a linear programming problem. Furthermore, comparing the proposed model with the original model, a numerical example derived from hospital data is provided.

    DOI CiNii

  • A Two Stage Solution Procedure for Production Planning System with Advance Demand Information

    Nobuyuki Ueno, Kiyotaka Kadomoto, Takashi Hasuike, Koji Okuhara

    JOURNAL OF ADVANCED MECHANICAL DESIGN SYSTEMS AND MANUFACTURING   6 ( 5 ) 633 - 646  2012年  [査読有り]

     概要を見る

    We model for 'Naiji System' which is a unique corporation technique between a manufacturer and suppliers in Japan. We propose a two stage solution procedure for a production planning problem with advance demand information, which is called 'Naiji'. Under demand uncertainty, this model is formulated as a nonlinear stochastic programming problem which minimizes the sum of production cost and inventory holding cost subject to a probabilistic constraint and some linear production constraints. By the convexity and the special structure of correlation matrix in the problem where inventory for different periods is not independent, we propose a solution procedure with two stages which are named Mass Customization Production Planning & Management System (MCPS) and Variable Mesh Neighborhood Search (VMNS) based on meta-heuristics. It is shown that the proposed solution procedure is available to get a near optimal solution efficiently and practical for making a good master production schedule in the suppliers.

    DOI

  • Robust-based Random Fuzzy Mean-Variance Model Using a Fuzzy Reasoning Method

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    INTERNATIONAL MULTICONFERENCE OF ENGINEERS AND COMPUTER SCIENTIST, IMECS 2012, VOL II     1461 - 1466  2012年  [査読有り]

     概要を見る

    This paper considers a robust-based random fuzzy mean-variance portfolio selection problem using a fuzzy reasoning method, particularly a single input type fuzzy reasoning method. Capital Asset Pricing Model is introduced as a future return of each security, and the market portfolio is assumed to be a random fuzzy variable whose mean is derived from a fuzzy reasoning method. Furthermore, under interval inputs of fuzzy reasoning method, a robust programming approach is introduced in order to minimize the worst case of the total variance. The proposed model is equivalently transformed into the deterministic nonlinear programming problem, and so the solution steps to obtain the exact optimal portfolio are developed.

  • Risk-Control Approach for a Bottleneck Spanning Tree Problem with the Total Network Reliability under Uncertainty

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    JOURNAL OF APPLIED MATHEMATICS    2012年  [査読有り]

     概要を見る

    This paper considers a new risk-control and management approach for a bottleneck spanning tree problem under the situation where edge costs in a given network include randomness and reliability. Particularly, this paper focuses on the case that only mean value and variance of edge costs are calculated without assuming a specific random distribution. In order to develop the risk control approach, a confidence interval-based formulation is introduced. Using this interval, as well as minimizing the maximum value of worse edge costs, maximizing the minimum value of robust parameters to edge costs is introduced as objective functions in the risk-control. Furthermore, in order to maintain the constructing spanning tree network entirely, the reliability for each edge is introduced, and maximizing the total reliability of spanning tree is assumed as the third objective function. The proposed model is a multiobjective programming problem, and hence, it is difficult to solve it directly without setting some optimal criterion. Therefore, satisfaction functions for each object and the integrated function are introduced, and the exact solution algorithm is developed by performing deterministic equivalent transformations. A numerical example is provided by comparing our proposed model with previous standard models.

    DOI

  • Entropy Model of a Fuzzy Random Portfolio Selection Problem

    Takashi Hasuike, Hideki Katagiri

    INTELLIGENT DECISION TECHNOLOGIES (IDT'2012), VOL 1   15   195 - 203  2012年  [査読有り]

     概要を見る

    This paper considers an entropy model of portfolio selection problem with fuzzy random variables to future returns. Since standard mean-variance portfolio models suffer from some shortcomings, the entropy is introduced as a risk measure instead of variances to overcome the shortcomings. Furthermore, introducing the sum of entropy to each portfolio as well as the entropy of fuzzy random variables, the previous entropy-based fuzzy random portfolio selection problem is extended, the exact optimal portfolio is explicitly obtained using nonlinear programming such as Karush-Kuhn-Tucker condition.

  • Tour Route Planning Problem for Sightseeing with the Multiroute under Several Uncertain Conditions

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    PROCEEDINGS 2012 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC)     715 - 720  2012年  [査読有り]

     概要を見る

    This paper proposes a route planning problem for sightseeing with fuzzy random variables based on constraints of required traveling times and satisfactions of the total sightseeing activity. In general, traveling times among sightseeing places and the satisfactions of activities depend on weather and climate conditions. Tourists will like to do their favorable route planning without drastically changing the tour route of usual condition such as fine even if the weather condition changes for the worse. Therefore, the fuzzy random variables for traveling times and satisfactions of activities derived from uncertainty conditions are introduced, and a new route planning problem is proposed to obtain the favorable route similar to the optimal route under the usual condition. As a basic case of fuzzy numbers, interval values and the order relation are introduced. From the order relation, the proposed model is transformed into an extended model of network optimization problems. A numerical example is provided to compare the proposed model with standard route planning problems for sightseeing.

    DOI

  • Robust Random Fuzzy Portfolio Selection Model with Arbitrage Pricing Theory Using TS Fuzzy Reasoning Method

    Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda

    6TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS, AND THE 13TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS     995 - 1000  2012年  [査読有り]

     概要を見る

    This paper proposes a robust-based mean-variance portfolio selection problem with random fuzzy returns using a fuzzy reasoning method, particularly a standard TS fuzzy reasoning method. Arbitrage Pricing Theory (APT) is introduced as a future return of each security, and each factor in APT is assumed to be a random fuzzy variable whose mean is derived from a fuzzy reasoning method. Furthermore, under interval inputs of fuzzy reasoning method, a robust programming approach is introduced in order to minimize the worst case of the total variance. The proposed model is equivalently transformed into the deterministic nonlinear programming problem, and so the solution steps to obtain the exact optimal portfolio are developed.

    DOI

  • Versatile Route Planning for Sightseeing with Tourist's Satisfaction Dependent on Fatigue Degree

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    6TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS, AND THE 13TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS     146 - 151  2012年  [査読有り]

     概要を見る

    This paper proposes a versatile route planning problem for sightseeing with fuzzy random variables based on constraints of required traveling times and total satisfaction of sightseeing activities. In general, traveling times among sightseeing places and the satisfactions of activities depend on weather and climate conditions. Furthermore, the satisfactions of activities are also dependent on the tourist's fatigue degree. Therefore, the fuzzy random variables for traveling times and satisfactions of activities dependent on the fatigue degree under uncertainty are introduced. Tourists will like to do their favorable route planning without drastically changing the tour route of usual condition such as fine even if the weather condition changes for the worse. A new route planning problem is proposed to obtain the favorable route similar to the optimal route under the usual condition. As a basic case of fuzzy numbers, interval values and the order relation are introduced. From the order relation, the proposed model is transformed into an extended model of network optimization problems. A numerical example is provided to compare the proposed model with standard route planning problems for sightseeing.

    DOI

  • Constructing Membership Function Based on Fuzzy Shannon Entropy and Human's Interval Estimation

    Takashi Hasuike, Hideki Katagiri, Hiroe Tsubaki, Hiroshi Tsuda

    2012 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE)     1 - 6  2012年  [査読有り]

     概要を見る

    This paper develops a new constructing approach of an appropriate membership function to integrate a given probability density function and fuzzy Shannon entropy extending the statistical theory into the heuristic method based on the human cognitive behavior and subjectivity. The proposed approach is formulated as a more general mathematical programming problem than previous approaches due to using a general S-curve function and the fuzzy Shannon entropy. Then, performing deterministic equivalent transformations to the initial problem, the optimal condition of parameters is obtained. Furthermore, in order to show the appropriate membership function using the proposed approach, some probability density functions are provided as numerical examples.

    DOI

  • Risk management for fuzzy random MST problem based on conditional Value-at-Risk

    Takashi Hasuike, Hideki Katagiri

    2011 International Conference on Information Science and Applications, ICISA 2011    2011年  [査読有り]

     概要を見る

    This paper deals with a minimum spanning tree problem where each edge weight is a fuzzy random variable. In terms of risk management in order to avoid adverse impacts derived from uncertainty, conditional Value-at-Risk including a necessity measure for fuzziness is introduced as a risk measure. Furthermore, by performing the deterministic equivalent transformation, the proposed problem is transformed into an existing minimum spanning tree problem to apply polynomialtime algorithms, and a solution algorithm is developed to solve the proposed problem. © 2011 IEEE.

    DOI

  • Interactive decision making for a shortest path problem with interval arc lengths

    Takashi Hasuike, Hideki Katagiri

    Proceedings - 2011 IEEE International Conference on Granular Computing, GrC 2011     237 - 241  2011年  [査読有り]

     概要を見る

    This paper considers a shortest path problem with interval costs for directed arcs and reliability for networks, and proposes a bi-objective interval shortest path problem. The proposed model is not well-defined due to interval costs, and so the deterministic constrained shortest path problem is obtained by introducing the order relation of interval values. In order to solve this bi-objective problem, a solution algorithm based on interactive fuzzy satsificing method in terms of multi-objective programming is developed. © 2011 IEEE.

    DOI

  • A Robust Portfolio Selection Problem based on a Confidence Interval with Investor's Subjectiviety

    Takashi Hasuike, Hideki Katagiri

    IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ 2011)     531 - 536  2011年  [査読有り]

     概要を見る

    This paper considers a robust portfolio selection problem considering a confidence interval with subjectivity to the weight for the standard deviation. Since the proposed model is formulated as an ill-defined problem due to fuzziness and bi-object derived from maximizing both robustness and investor's satisfaction level to the total profit, it is hard to solve it directly. Therefore, introducing fuzzy goals for the bi-objective functions, the proposed model is transformed into the deterministic equivalent problem. Furthermore, in order to obtain the exact optimal portfolio analytically, the solution method is developed introducing a parameter and doing the equivalent transformations.

    DOI

  • Technical and cost efficiencies with ranking function in fuzzy data envelopment analysis

    Takashi Hasuike

    Proceedings - 2011 8th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2011   2   727 - 730  2011年  [査読有り]

     概要を見る

    This paper considers a fuzzy DEA-based model of technical and cost efficiencies with a ranking function. Previous studies of fuzzy DEA model in terms of cost efficiency had critical shortcoming if the unit prices of the inputs are not identical across DMUs in the economy. Therefore, in this paper, a new fuzzy model is proposed by extending the revised scheme of DEA-based technical and cost efficiencies that are free from such inconsistencies. The proposed model is a fuzzy programming problem, and so introducing a ranking function for fuzzy inequalities, it is equivalently transformed into a linear programming problem. Furthermore, comparing the proposed model with the original model, a numerical example derived from hospital data is provided. © 2011 IEEE.

    DOI

  • Strict and efficient solution methods for robust programming problems with ellipsoidal distributions under fuzziness.

    Takashi Hasuike, Hideki Katagiri

    IJKESDP   3 ( 1 ) 57 - 68  2011年  [査読有り]

    DOI

  • Risk-management models based on the portfolio theory using historical data under uncertainty

    Takashi Hasuike

    Intelligent Soft Computation and Evolving Data Mining: Integrating Advanced Technologies     123 - 146  2010年  [査読有り]

     概要を見る

    This chapter considers various types of risk-management models based on the portfolio theory under some social uncertainty that received historical data includes ambiguity, and that they are assumed not to be constant. These models with uncertainty are represented many social problems such as assets allocation, logistics, scheduling, urban project problems, etc. However, since these problems with uncertainty are formulated as stochastic and fuzzy programming problems, it is difficult to solve them analytically in the sense of deterministic mathematical programming. Therefore, introducing possibility and necessity measures based on the fuzzy programming approach and considering the concept of risk-management based on the portfolio theory, main problems are transformed into the deterministic programming problems. Then, in order to solve the deterministic problems efficiently, the solution method is constructed. © 2010, IGI Global.

    DOI

  • Optimal production decision based on corporate socisal responsibility in the supply chain

    Takashi Hasuike

    40th International Conference on Computers and Industrial Engineering: Soft Computing Techniques for Advanced Manufacturing and Service Systems, CIE40 2010    2010年  [査読有り]

     概要を見る

    This paper considers the optimal production decision considering Corporate Social Responsibility (CSR) in the supply chain. CSR is currently the most important measure to sustain continuous developments of companies by performing environment-friendliness and suitable social activity, and it is also essential for avoiding the latent risk. In this paper, we consider the evaluation of environmental conservation activities and resource recycling as CSR activities, and propose a new optimal production policy based on CSR. In mathematical programming, these CSR activities are formulated as fuzzy numbers due to linguistic and ambiguous information including several types of subjectivities, and so our proposed model is formulated as an uncertainty programming problem with both randomness and fuzziness. Therefore, performing deterministic equivalent transformations and considering the application in practice, the analytical and effective solution algorithm is developed.

    DOI

  • Fuzzy random shortest path problem using conditional Value at Risk

    Takashi Hasuike

    2010 International Conference on System Science and Engineering, ICSSE 2010     439 - 444  2010年  [査読有り]

     概要を見る

    This paper considers a fuzzy random shortest path problem and proposes a new risk measure to synthesize both stochastic conditional Value at Risk and credibility measure for fuzziness. The proposed model defined by the hybrid conditional Value at Risk is equivalently transformed into a 0-1 mixed integer programming problem. In order to this problem analytically and efficiently, the Lagrange 0-1 relaxation problem using the property of totally unimodular and proposed the efficient solution algorithm based on the hybrid algorithm of standard Dijkstra algorithm and subgradient method. © 2010 IEEE.

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  • Sensitivity Analysis for Portfolio Selection Problem Considering Investor's Subjectivity

    Takashi Hasuike, Hideki Katagiri

    INTERNATIONAL MULTICONFERENCE OF ENGINEERS AND COMPUTER SCIENTISTS (IMECS 2010), VOLS I-III     2186 - +  2010年  [査読有り]

     概要を見る

    This paper considers a portfolio selection problem considering an investor's subjectivity and the sensitivity analysis for the change of subjectivity. Since this proposed problem is formulated as a random fuzzy programming problem, it is not well-defined due to randomness and fuzziness. Therefore, introducing Sharpe ratio which is one of important performance measures of portfolio models, the main problem is transformed into the standard fuzzy programming problem. Furthermore, using the sensitivity analysis for fuzziness, the analytical optimal portfolio with the sensitivity factor is obtained.http://www.iaeng.org/publication/IMECS2010/IMECS2010_pp2186-2190.pdf

  • Development of Solution Algorithm and Sensitivity Analysis for Random Fuzzy Portfolio Selection Model

    Takashi Hasuike, Hideki Katagiri

    IAENG TRANSACTIONS ON ENGINEERING TECHNOLOGIES, VOL 5   1285   59 - +  2010年  [査読有り]

     概要を見る

    This paper focuses on the proposition of a portfolio selection problem considering an investor's subjectivity and the sensitivity analysis for the change of subjectivity. Since this proposed problem is formulated as a random fuzzy programming problem due to both randomness and subjectivity presented by fuzzy numbers, it is not well-defined. Therefore, introducing Sharpe ratio which is one of important performance measures of portfolio models, the main problem is transformed into the standard fuzzy programming problem. Furthermore, using the sensitivity analysis for fuzziness, the analytical optimal portfolio with the sensitivity factor is obtained.

    DOI

  • Interactive Random Fuzzy Two-Level Programming through Possibility-based Fractile Criterion Optimality

    Hideki Katagiri, Keiichi Niwa, Daiji Kubo, Takashi Hasuike

    INTERNATIONAL MULTICONFERENCE OF ENGINEERS AND COMPUTER SCIENTISTS (IMECS 2010), VOLS I-III     2113 - +  2010年  [査読有り]

     概要を見る

    This paper considers two-level linear programming problems where each coefficient of the objective functions is expressed by a random fuzzy variable. A new decision making model is proposed in order to maximize both of possibility and probability with respect to the objective function value. After the original random fuzzy two-level programming problem is reduced to a deterministic one through the proposed model, interactive programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented.

  • Mathematical approaches for fuzzy portfolio selection problems with normal mixture distributions

    Takashi Hasuike, Hiroaki Ishii

    Studies in Fuzziness and Soft Computing   254   407 - 423  2010年  [査読有り]

     概要を見る

    This chapter considers some versatile portfolio selection models with general normal mixture distributions and fuzzy or interval numbers. Then, these mathematical approaches to obtain the optimal portfolio are developed. Furthermore, in order to compare our proposed models with standard models and represent the advantage of our proposed models, a numerical example is provided. © 2010 Springer-Verlag Berlin Heidelberg.

    DOI

  • Single-Period Inventory Models with Fuzzy Shortage Costs Dependent on Random Demands

    Takashi Hasuike, Hiroaki Ishii

    INTEGRATED UNCERTAINTY MANAGEMENT AND APPLICATIONS   68   197 - 208  2010年  [査読有り]

     概要を見る

    This paper considers single-period inventory models with fuzzy shortage costs dependent on discrete and continuous random demands considering the close relation between consumer's demands and shortage costs. Since these inventory models include randomness and fuzziness, they are formulated as fuzzy random programming problems. Then, in order to deal with the uncertainty and find the optimal order quantity analytically, the solution approach is proposed using Yager's ranking method with respect to the total expected future profit, and the strict solution is obtained. Furthermore, in order to compare with previous inventory models, basic random variables and fuzzy numbers are introduced, and differences between our proposed models and previous models are discussed.

    DOI

  • Equilibrium Pricing Vector Based on the Hybrid Mean-Variance Theory with Investor's Subjectivity

    Takashi Hasuike

    2010 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE 2010)     1 - 6  2010年  [査読有り]

     概要を見る

    This paper considers a new equilibrium pricing vector with various types of investor's subjectivity based on the standard Mean-Variance theory. In order to present each investor's subjectivity, the fuzzy theory is introduced. In a way similar to the traditional MV-based equilibrium approach, the analytical equilibrium pricing vector is obtained using the degree of credibility considering credibility measure and fuzzy goal. Furthermore, a macroeconomic index based on risky assets, which provides information with respect to the soundness of the capital market with the subjectivity, is constructed.

    DOI

  • Portfolio selection problems with normal mixture distributions including fuzziness.

    Takashi Hasuike, Hiroaki Ishii

    IJKESDP   2 ( 3 ) 207 - 223  2010年  [査読有り]

    DOI

  • A ROBUST MULTI-CRITERIA FUZZY PROGRAMMING PROBLEM CONSIDERING POSSIBILITY MEASURE

    Takashi Hasuike, Hiroaki Ishii

    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL   5 ( 12B ) 4907 - 4914  2009年12月  [査読有り]

     概要を見る

    This paper considers a multi-criteria mathematical decision model including fuzzy variables. As the proposed model is not well-defined due to fuzzy variables, thus to solve them directly and analytically, the possibility measure is introduced. Then, in order to aggregate the multi-criteria objective functions into the single-criterion, the fuzzy compromise programming model is proposed. Furthermore, by introducing the interval of each weight to the objective functions, the proposed model is reformulated as a robust programming problem. Since this problem is a semi-infinite programming problem, the an efficient algorithm. is developed using the linearity of the proposed model. Finally, a numerical example is provided to compare proposed models with the basic model.

  • Portfolio selection problems with random fuzzy variable returns

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    FUZZY SETS AND SYSTEMS   160 ( 18 ) 2579 - 2596  2009年09月  [査読有り]

     概要を見る

    This paper considers several portfolio selection problems including probabilistic future returns with ambiguous expected returns assumed as random fuzzy variables. Random fuzzy portfolio selection problems are formulated as nonlinear programming problems based on both stochastic and fuzzy programming approaches Since there is no efficient solution method to solve these problems directly, main problems are transformed into equivalent deterministic quadratic programming problems using probabilistic chance constraints, possibility measure and fuzzy goals, and their efficient solution methods to find a global optimal solution of each problem is constructed. Furthermore, numerical examples of portfolio selection problems are provided to illustrate our proposed models and solution methods compared with several previous basic models and to show that our proposed model is a versatile model to be applicable to various unexpected conditions. (C) 2008 Elsevier B.V. All rights reserved.

    DOI

  • On flexible product-mix decision problems under randomness and fuzziness

    Takashi Hasuike, Hiroaki Ishii

    OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE   37 ( 4 ) 770 - 787  2009年08月  [査読有り]

     概要を見る

    This paper considers several models of product-mix decision problems and production planning problems under uncertain conditions, and shows that these are extensional and versatile models for resolving previous product-mix problems. These proposed models include randomness derived from statistical analysis based on historical data, ambiguity of decision maker's intuition and the quality of received information, and flexibility in accomplishing the original plan. Furthermore, given that the upper limit values of some constraints have flexibility, and given a decision maker's level of satisfaction, we propose a flexible product mix of problems using the theory of constraints (TOC), and develop an efficient solution method. We then provide a numerical example that compares our models with some previous basic models. Efficiency of flexibility is obtained when our proposed models are applied to several conditions, such as measurable changes from the expected value Of future returns. (C) 2008 Elsevier Ltd. All rights reserved.

    DOI

  • SAFETY FIRST MODELS OF PORTFOLIO SELECTION PROBLEMS CONSIDERING THE MULTI-SCENARIO INCLUDING FUZZY RETURNS

    Takashi Hasuike, Hiroaki Ishii

    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL   5 ( 6 ) 1463 - 1474  2009年06月  [査読有り]

     概要を見る

    This paper considers safety first models with respect to portfolio selection problems, particularly using the multi-scenario for the future return of each asset including ambiguity. Then, the fuzzy extensions for safety first models are proposed. These models are generally formulated as stochastic and fuzzy programming problems. Since they are not well-defined problems due to random and fuzzy variables and it is difficult to solve them directly and analytically, introducing the probability and possibility chance constraints, they are equivalently transformed into 0-1 mixed linear programming problems and the efficient solution methods are constructed. Furthermore, a numerical example of Portfolio selection problem is provided to compare proposed models with the basic model.

  • Probability maximization models for portfolio selection under ambiguity

    Takashi Hasuike, Hiroaki Ishii

    CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH   17 ( 2 ) 159 - 180  2009年06月  [査読有り]

     概要を見る

    This paper considers several probability maximization models for multi-scenario portfolio selection problems in the case that future returns in possible scenarios are multi-dimensional random variables. In order to consider occurrence probabilities and decision makers' predictions with respect to all scenarios, a portfolio selection problem setting a weight with flexibility to each scenario is proposed. Furthermore, by introducing aspiration levels to occurrence probabilities or future target profit and maximizing the minimum aspiration level, a robust portfolio selection problem is considered. Since these problems are formulated as stochastic programming problems due to the inclusion of random variables, they are transformed into deterministic equivalent problems introducing chance constraints based on the stochastic programming approach. Then, using a relation between the variance and absolute deviation of random variables, our proposed models are transformed into linear programming problems and efficient solution methods are developed to obtain the global optimal solution. Furthermore, a numerical example of a portfolio selection problem is provided to compare our proposed models with the basic model.

    DOI

  • Product mix problems considering several probabilistic conditions and flexibility of constraints

    Takashi Hasuike, Hiroaki Ishii

    COMPUTERS & INDUSTRIAL ENGINEERING   56 ( 3 ) 918 - 936  2009年04月  [査読有り]

     概要を見る

    This paper considers product mix problems including randomness of future returns, ambiguity of coefficients and flexibility of upper value with respect to each constraint such as budget, human resource, time and several costs. Particularly, the flexibility is assumed to be a fuzzy goal. Then, several models based on maximizing total future profits under a level of satisfaction to each fuzzy goal are proposed. Furthermore, the model considering preference ranking to each fuzzy goal of constraints is proposed. Since these problems are basically formulated as nonlinear programming problems, the transformations into deterministic equivalent problems are introduced and the efficient solution methods are developed. A numerical example for product mix problem is given to illustrate our proposed models. (C) 2008 Elsevier Ltd. All rights reserved.

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  • A multi-criteria product mix problem considering multi-period and several uncertainty conditions

    Takashi Hasuike, Hiroaki Ishii

    International Journal of Management Science and Engineering Management   4 ( 1 ) 60 - 71  2009年  [査読有り]

     概要を見る

    This paper considers a multi-period and multi-criteria product mix problem minimizing the total cost, maximizing the total profit and minimizing the inventory levels under various random and ambiguous conditions. The proposal model is an extended model including some standard product mix problems and the model integrating manufacturing and distribution planning decisions in supply chains, and it represents more complex situations in real world. Since this problem is not well-defined problem due to including random and fuzzy variables, it is hard to solve it directly. Therefore, introducing chance constraints, main problem is transformed into a nonlinear programming problem. Furthermore, for solving it more efficiently, the solution method using the mean absolute deviation is constructed and so it is easier to obtain an optimal solution than previous analytical solution procedures. © 2009 Taylor &amp
    Francis Group, LLC.

    DOI

  • A 0-1 Random Fuzzy Programming Problem Based on the Degree of Necessity and the Efficient Solution Method

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    IMECS 2009: INTERNATIONAL MULTI-CONFERENCE OF ENGINEERS AND COMPUTER SCIENTISTS, VOLS I AND II     1982 - 1987  2009年  [査読有り]

     概要を見る

    This paper considers a general 0-1 random fuzzy programming problem based on the degree of necessity including some previous 0-1 stochastic and fuzzy programming problems. The proposal problem is not a well-defined problem due to including random fuzzy variables. Therefore, by introducing chance constraint and fuzzy goal for objective function, and considering the maximization for the degrees of necessity that the objective function value satisfies the fuzzy goal, main problem is transformed into a deterministic equivalent problem. Furthermore, by using the assumption that each random variable is distributed according to a normal distribution, the problem is equivalently transformed into a basic 0-1 programming problem, and the efficient strict solution method to find an optimal solution is constructed.

  • Robust Expectation Optimization Model Using the Possibility Measure for the Fuzzy Random Programming Problem

    Takashi Hasuike, Hiroaki Ishii

    APPLICATIONS OF SOFT COMPUTING: FROM THEORY TO PRAXIS   58   285 - 294  2009年  [査読有り]

     概要を見る

    This paper considers an expectation optimization model using a possibility measure to the objective function in the fuzzy random programming problem, based on possibilistic programming and stochastic programming. The main fuzzy random programming problem is not a well-defined problem due to including random variables and fuzzy numbers. Therefore, in order to solve it analytically, a criterion for goal of objective function is set and the chance constraint are introduced. Then, considering decision maker's subjectivity and flexibility of the original plan, a fuzzy goal for each objective function is introduced. Furthermore, this paper considers that the occurrence probability of each scenario has ambiguity, and is represented as an interval value. Considering this interval of probability, a robust expectation optimization problem is proposed. Main problem is transformed into the deterministic equivalent linear programming problem, and so the analytical solution method extending previous solution approaches is constructed.

    DOI

  • Robust Programming Problems Based on the Mean-Variance Model Including Uncertainty Factors

    Takashi Hasuike, Hiroaki Ishii

    IAENG TRANSACTIONS ON ENGINEERING TECHNOLOGIES VOL 1   1089   224 - 235  2009年  [査読有り]

     概要を見る

    This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.

  • A Maximin Approach for the Bi-criteria 0-1 Random Fuzzy Programming Problem Based on the Necessity Measure

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    IAENG TRANSACTIONS ON ENGINEERING TECHNOLOGIES, VOL 3   1174   69 - +  2009年  [査読有り]

     概要を見る

    This paper considers a hi-criteria general 0-1 random fuzzy programming problem based on the degree of necessity which include some previous 0-1 stochastic and fuzzy programming problems The proposal problem is not well-defined due to including randomness and fuzziness Therefore, by introducing chance constraint and fuzzy goals for objectives, and considering the maximization of the aspiration level for total profit and the degree of necessity that the objective function's value satisfies the fuzzy goal, the main problem is transformed into a deterministic equivalent problem. Furthermore, by using the assumption that each random variable is distributed according to a normal distribution, the problem is equivalently transformed into a basic 0-1 programming problem, and the efficient strict solution method to find an optimal solution is constructed

  • Multiobjective Random Fuzzy Portfolio Selection Problems based on CAPM

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    2009 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS (SMC 2009), VOLS 1-9     1316 - +  2009年  [査読有り]

     概要を見る

    Many researchers have proposed portfolio models based on the stochastic and fuzzy approaches until now, and there are some models considering both random and ambiguous conditions, particularly using fuzzy random or random fuzzy variables. However, few studies with multiobjective random fuzzy models for the portfolio selection problems have been performed. Therefore, a multiobjective random fuzzy portfolio selection problem based on CAPM, which is one of the most standard factor models, is proposed. In the sense of mathematical programming, our proposed problems are not well-defined problems due to randomness and fuzziness. Therefore, setting some criterions and introducing chance constrains, main problems are transformed into deterministic programming problems. Finally, we construct a solution method to obtain a global optimal solution of the problem.

    DOI

  • A Portfolio Selection Problem with Type-2 Fuzzy Return Based on Possibility Measure and Interval Programming

    Takashi Hasuike, Hiroaki Ishii

    2009 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1-3     267 - 272  2009年  [査読有り]

     概要を見る

    This paper discusses a portfolio selection problem with type-2 fuzzy future returns involving interval numbers considering the investor's subjectivity. Since this proposed problem is not well-defined due to primary and secondary fuzziness, introducing the possibility measure that the total return is more than the target value, the main problem is transformed into the type-1 fuzzy programming problem with the interval value. Furthermore, using the hybrid solution approach based on the linearity of the deterministic equivalent problem and the interval programming problem, the efficient solution is constructed. In order to compare the proposed model with previous standard models, a numerical example derived from the current stock market is provided.

    DOI

  • A Type-2 Fuzzy Portfolio Selection Problem Considering Possibility Measure and Crisp Possibilistic Mean Value

    Takashi Hasuike, Hiroaki Ishii

    PROCEEDINGS OF THE JOINT 2009 INTERNATIONAL FUZZY SYSTEMS ASSOCIATION WORLD CONGRESS AND 2009 EUROPEAN SOCIETY OF FUZZY LOGIC AND TECHNOLOGY CONFERENCE     1120 - 1125  2009年  [査読有り]

     概要を見る

    This paper considers a portfolio selection problem with type-2 fuzzy future returns involving ambiguous and subjectivity. Since this proposed problem is not well-defined due to fuzziness, introducing the fuzzy goal for the total future return and the degree of possibility, the main problem is transformed into the standard fuzzy programming problem including the secondary fuzzy numbers. Furthermore, using the hybrid solution approaches based on the linearity of the deterministic equivalent problem and the crisp possibilistic mean value, the efficient solution is constructed.

  • Multiobjective random fuzzy linear programming problems based on the possibility maximization model

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    Journal of Advanced Computational Intelligence and Intelligent Informatics   13 ( 4 ) 373 - 379  2009年  [査読有り]

     概要を見る

    Two multiobjective random fuzzy programming problems considered based on the possibility maximization model using possibilistic and stochastic programming are not initially well defined due to the random variables and fuzzy numbers included. To solve them analytically, probability criteria are set for objective functions and chance constraints are introduced. Taking into account the decision maker's subjectivity and the original plan's flexibility, a fuzzy goal is introduced for each objective function. The original problems are then changed into deterministic equivalent problems to make the possibility fractile optimization problem equivalent to a linear programming problem. The possibility maximization problem for probability is changed into a nonlinear programming problem, and an analytical solution is constructed extending previous solution approaches.

    DOI

  • PORTFOLIO SELECTION PROBLEMS CONSIDERING FUZZY RETURNS OF FUTURE SCENARIOS

    Takashi Hasuike, Hiroaki Ishii

    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL   4 ( 10 ) 2493 - 2506  2008年10月  [査読有り]

     概要を見る

    This paper considers multi-criteria mathematical decision models with respect to portfolio selection problems, particularly multi-scenario models to the future return of each asset including ambiguity and the fuzzy extension of mean-variance model and mean-absolute deviation model. The proposed models are generally formulated as multi-criteria stochastic programming problems and fuzzy programming problems. Since they are not well-defined problems due to random and fuzzy variables and it is difficult to solve them directly and analytically, two cases with respect to proposed models are considered. Furthermore, introducing the possibility and necessity chance constraints, they am equivalently transformed into linear or quadratic programming problems and the efficient solution methods am constructed. Then, a numerical example of portfolio selection problem is given to compare proposal models with the basic model.

  • A product mix problem based on maximization of the total profit and reduction of excessive inventories including uncertainty

    Takashi Hasuike, Hiroaki Ishii

    3rd International Conference on Innovative Computing Information and Control, ICICIC'08    2008年  [査読有り]

     概要を見る

    This paper considers a product mix problem both maximizing the total future profit and reducing excessive inventories including uncertainty with respect to future profits and customers' demands. Furthermore, since a decision maker has a goal with respect to the total future profit and each inventory of the product, in this paper, aspiration levels for them are also introduced. The proposal product mix problem is formulated as a multi-criteria programming problem considering maximizing all aspiration levels assumed to be fuzzy goals. Then, since each future return and customer's demand are assumed to be random variables, this problem including randomness is basically formulated as a multi-criteria stochastic programming problem. Since it is hard to solve it analytically, the transformations into deterministic equivalent problems are introduced and the efficient solution methods are constructed. © 2008 IEEE.

    DOI

  • Robust mean-variance portfolio selection problem including fuzzy factors

    Takashi Hasuike, Hiroaki Ishii

    IMECS 2008: INTERNATIONAL MULTICONFERENCE OF ENGINEERS AND COMPUTER SCIENTISTS, VOLS I AND II     1865 - 1870  2008年  [査読有り]

     概要を見る

    This paper considers robust mean-variance portfolio selection problems including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, since it is difficult to solve them analytically and efficiently due to nonlinear programming problems, the solution method is constructed introducing a parameter and doing the equivalent transformations.

  • A random fuzzy programming models based on possibilistic programming

    Hideki Katagiri, Takashi Hasuike, Hiroaki Ishii

    2008 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS (SMC), VOLS 1-6     1787 - +  2008年  [査読有り]

     概要を見る

    This paper considers linear programming problems where each coefficient of the objective function is expressed by a random fuzzy variable. New decision making model am proposed based on stochastic and possibilistic programming in order to maximize both of possibility and probability with respect to the objective function value. It is shown that each of the proposed models is transformed into a deterministic equivalent one. Solution algorithms using convex programming techniques and/or the bisection method are provided for obtaining an optimal solution of each model.

    DOI

  • Probability Maximization Model of 0-1 Knapsack Problem with Random Fuzzy Variables

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    2008 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1-5     548 - +  2008年  [査読有り]

     概要を見る

    This paper considers a new model of 0-1 knapsack problem including probabilistic coefficients with ambiguous expected returns assumed as random fuzzy variables. Since the random fuzzy 0-1 knapsack problem is not well-defined integer programming problem due to involve random fuzzy variables, it is hard to construct the efficient solution method to solve this problem directly. In this paper, using chance constraints, possibility measure and fuzzy goal based on both stochastic and fuzzy programming approaches, the main problem is transformed into a deterministic equivalent quadratic integer programming. Then, the efficient solution method to rind a strict optimal solution based on dynamic programming is constructed.

    DOI

  • Portfolio selection problem based on possibility theory using the scenario model with ambiguous future returns

    Takashi Hasuike, Hiroaki Ishii

    THEORETICAL ADVANCES AND APPLICATIONS OF FUZZY LOGIC AND SOFT COMPUTING   42   314 - +  2007年  [査読有り]

     概要を見る

    In this paper, we propose the solution method about the multiobjective portfolio selection problem, particularly the scenario model to include the ambiguous factors and chance constraints. Generally, mathematical programming problems with probabilities and possibilities are called to stochastic programming problem and fuzzy programming problem, and it is difficult to find its global optimal solution. In this paper, we manage to develop the efficient solution method to find its global optimal solution of such a problem introducing the some subproblems.

    DOI

  • Portfolio selection problems with random fuzzy variable returns

    Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii

    2007 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS, VOLS 1-4     416 - +  2007年  [査読有り]

     概要を見る

    In this paper, two portfolio selection problems including probabilistic future returns with ambiguous expected returns are proposed. Until now, many researchers have proposed models of portfolio selection problems, and there are some models considering both random conditions and ambiguous conditions, particularly using fuzzy random variables. However, the model including the random fuzzy variables has not been proposed yet. Therefore in this paper, we propose a random fuzzy portfolio selection problem. The formulated problem is transformed into a nonlinear programming problem. Finally, we construct a solution method to find a global optimal solution of the problem.

    DOI

▼全件表示

Misc

  • データサイエンスのあるべき姿とは : 高等教育・研究機関における取り組みを通じての意見交換会 (特集 データサイエンス教育の潮流(その1))

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    オペレーションズ・リサーチ = Communications of the Operations Research Society of Japan : 経営の科学   65 ( 10 ) 525 - 536  2020年10月

    CiNii

  • 宿泊施設向けレベニューマネジメント支援システムについて (特集 ビッグデータによる地域経済分析 : プラットフォームとしてのDATASALADの開発)

    片山 礼二郎, 一藤 裕, 蓮池 隆

    九州経済調査月報 = Monthly bulletin of Kyushu economic research   73 ( 899 ) 19 - 24  2019年11月

    CiNii

  • 目的に応じて行動する人の動線解析と観光分野への応用に関する一考察

    蓮池隆

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2019   74‐75  2019年09月

    J-GLOBAL

  • ボロノイ図と遺伝的アルゴリズムを用いた焼却施設の領域割当と立地の多目的最適化 千葉県北西湾岸地域の事例について

    上川武人, 蓮池隆

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2019   194‐195  2019年09月

    J-GLOBAL

  • 様々なWebデータ・Wifiログデータを活用した観光者行動解析

    蓮池隆, 一藤裕

    日本オペレーションズ・リサーチ学会「不確実状況下における意思決定とその周辺」研究部会    2019年08月  [招待有り]

    講演資料等(セミナー,チュートリアル,講習,講義他)  

  • 「次世代農産物流通システム」について

    蓮池 隆, 加島 智子, 松本 慎平

    アグリバイオ = Agricultural biotechnology   3 ( 8 ) 765 - 769  2019年08月

    CiNii J-GLOBAL

  • Black‐Litterman modelを用いた観光地魅力度推定と観光プランニングの一考察

    蓮池隆, 片桐英樹, 津田博史

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2019   190‐191  2019年03月

    J-GLOBAL

  • 農産物産直流通モデルにおける全体最適化に関する一考察

    蓮池 隆, 加島 智子, 松本 慎平

    生産システム部門講演会講演論文集   2019 ( 0 ) 103 - 103  2019年

     概要を見る

    <p>農産物流通において,市場流通と直売流通の良さをうまく取り込んだ産直流通モデルが研究され始めている.産直流通モデルでは,集荷場の設置箇所の最適化や輸送費用の分散化といった農家から消費者までの全体最適化が求められる.本発表において,集荷場の最適配置も考慮しながら,農家と消費者の高い満足度を維持しながら,輸送負担の分散化が可能な農産物流通モデルを提案する.また提案モデルを,最適化ソルバーが効率的に適用可能な最適化問題へと等価変形により帰着させる.</p>

    DOI CiNii J-GLOBAL

  • 最新!日本型スマート工場構築の道筋 事例6 モバイルスペースにより実現される資源循環型ビジネスモデルとスマートモノづくり・物流

    蓮池隆

    工場管理   64 ( 15 ) 42‐45  2018年12月

    J-GLOBAL

  • イベントによる影響が大きい地方都市の宿泊施設におけるレベニューマネジメントとファジィ推論の適用可能性

    蓮池隆, 中田一朗太, 一藤裕

    計測自動制御学会システム・情報部門学術講演会講演論文集(CD-ROM)   2018   ROMBUNNO.SS1007  2018年11月

    J-GLOBAL

  • データ科学の研究者・教育者視点での新情報科の「データサイエンス」

    蓮池 隆

    高校教科「情報」シンポジウム2018論文集   ( 2018 ) 25 - 30  2018年10月

    CiNii

  • 地方都市のホテルにおける需要変動と顧客属性を考慮した収益管理問題

    中田一朗太, 蓮池隆

    日本経営システム学会全国研究発表大会講演論文集   60th   222‐223  2018年05月

    J-GLOBAL

  • 意思決定の主役は『人』である

    蓮池 隆

    知能と情報   30 ( 3 ) 131 - 132  2018年

    DOI CiNii J-GLOBAL

  • 使いやすさを考慮した高齢生産者と消費者を繋ぐ双方向情報発信システムの紹介

    加島 智子, 松本 慎平, 蓮池 隆

    アグリバイオ = Agricultural biotechnology   1 ( 13 ) 1419 - 1421  2017年12月

    CiNii

  • 観光情報システム連携技術調査専門委員会活動報告

    松本慎平, 鮫島正樹, 中藤哲也, 岡田真, 蓮池隆, 松尾徳朗

    電気学会電子・情報・システム部門大会講演論文集(CD-ROM)   2017   ROMBUNNO.TC8‐1  2017年09月

    J-GLOBAL

  • 観光統計と観光者固有情報を利用した観光地魅力度設定手法

    蓮池 隆, 片桐 英樹, 津田 博史

    システム制御情報学会研究発表講演会講演論文集   61   4p  2017年05月

    CiNii

  • 招待講演 観光行動から導出する観光者の嗜好と観光地魅力度 (ライフインテリジェンスとオフィス情報システム)

    蓮池 隆, 片桐 英樹, 津田 博史

    電子情報通信学会技術研究報告 = IEICE technical report : 信学技報   117 ( 24 ) 23 - 26  2017年05月

    CiNii

  • 観光満足度最大化を実現する観光地ポートフォリオマネジメント

    蓮池隆, 片桐英樹, 津田博史

    日本オペレーションズ・リサーチ学会2017年春季研究発表会報告集     285 - 286  2017年03月

  • 農業における情報技術活用 : われわれのこれまでの取り組み (特集 ICTを活用した経営工学の新展開)

    加島 智子, 松本 慎平, 蓮池 隆

    経営システム   26 ( 3 ) 157 - 164  2016年10月

    CiNii

  • 観光プラン評価を利用した客観的な観光地満足度設定法

    蓮池隆, 片桐英樹, 津田博史

    日本オペレーションズ・リサーチ学会2016年秋季研究発表会報告集     264 - 265  2016年09月

  • 「ツーリズムにおけるシステム情報通信技術」特集号を企画して

    巽 啓司, 蓮池 隆

    システム/制御/情報   60 ( 4 ) 133 - 133  2016年

    DOI CiNii

  • 進化計算による再生可能エネルギーミックスの多目的最適化

    堀 啓子, 松井 孝典, 小野 智司, 福井 健一, 蓮池 隆, 町村 尚

    人工知能学会全国大会論文集   2016 ( 0 ) 2K5OS25b3 - 2K5OS25b3  2016年

    DOI CiNii

  • 多様な主観性をまとめた合意形成実現へ向けた迅速かつ客観的な意思決定手法の確立

    蓮池 隆

    研究助成金受給者研究報告集   35   79 - 82  2016年

    CiNii

  • 2-C-6 Web上データの有効利用を想定した観光地のバス運用計画に関する一考察(観光科学とビッグデータ)

    蓮池 隆, 片桐 英樹, 椿 広計, 津田 博史

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2015   206 - 207  2015年09月

    CiNii

  • 人の心を巧みに操る価格マジック (特集 高校生に伝えるOR)

    蓮池 隆

    オペレーションズ・リサーチ   60 ( 9 ) 521 - 525  2015年09月

     概要を見る

    人気店・施設で,人は行列を作ってモノを買い求めたり,飲食などのサービスを受けたりしている.その店・施設で提供されるモノやサービスが優れているから行列ができるのだが,一方で客の殺到を抑えるために,適切な価格を設定することも重要である.また店・施設を安定して運営するためには,新規客の獲得と,リピーターの強化が必要となる.本稿では,特に価格設定の観点から,人の心や行動を巧みに操る技術の一端を,高校生が理解でき,しかも簡単な値や関数の変更でさまざまな状況を実践できる数理科学的手法により,価格マジックの種を明かす.

    CiNii

  • 椎名孝之著, 応用最適化シリーズ5 確率計画法, 朝倉出版, 180頁, 2015年, 定価3,200円+税, ISBN:978-4-254-11790-5

    蓮池 隆

    オペレーションズ・リサーチ : 経営の科学   60 ( 9 ) 572 - 573  2015年09月

    CiNii

  • 再生可能エネルギーミックスの地域別最適化とクラスタリングによる需給特性の俯瞰

    堀 啓子, 松井 孝典, 蓮池 隆, 福井 健一, 町村 尚

    人工知能学会全国大会論文集   2015 ( 0 ) 1M2OS24a2 - 1M2OS24a2  2015年

     概要を見る

    <p>本研究では、自身が開発した再生可能エネルギーの地域別最適化および評価ツールを用い、日本の全市区町村を対象にファジィ数理モデルによって再生可能エネルギーの組み合わせ最適解および評価指標の値を算出した。更に得られた解を用いてエネルギー需給や地域特性によるクラスタリングを行うことで、市区町村を類型化し、地域適合型のエネルギー計画策定に資する知見を得た。</p>

    DOI CiNii

  • 観測データに基づく人の移動履歴の推定 (最適化アルゴリズムの進展 : 理論・応用・実装 : RIMS研究集会報告集)

    梅谷 俊治, 熊野 徹, 蓮池 隆, 森田 浩

    数理解析研究所講究録   1931 ( 1931 ) 31 - 36  2015年01月

    CiNii

  • 食材廃棄量最小化と品質保持を目指したグリーンサプライチェーンマネジメントの一考察

    蓮池隆, 加島智子, 松本慎平

    スケジューリング・シンポジウム講演論文集   2014   123 - 128  2014年09月

    J-GLOBAL

  • 特集にあたって(<特集>異分野コミュニケーションによる最適化の広がり)

    蓮池 隆, 梅谷 俊治

    オペレーションズ・リサーチ : 経営の科学   59 ( 5 ) 246 - 246  2014年05月

    CiNii

  • 異分野コミュニケーション事始め : まずは半歩踏み出そう (特集 異分野コミュニケーションによる最適化の広がり)

    蓮池 隆

    オペレーションズ・リサーチ   59 ( 5 ) 278 - 282  2014年05月

     概要を見る

    本稿では,これから異分野コミュニケーションを行っていこうとする若手研究者や学生の第一ステップとなるように,私の少ない経験からではあるが,ほかの研究分野へ顔を出し,交流することの重要性とそれを可能とする普段からの自己研鑽の必要性を述べる.そして,今後私を追い越して,より多くの研究者が異分野コミュニケーションからブレークスルーを起こしてくれることを期待し,そのスタートを切るための第半歩を踏み出せる気概を湧かせるきっかけ作りを行う.

    CiNii

  • 1-F-3 観測データに基づく人の移動履歴の推定(輸送・交通(1))

    熊野 徹, 蓮池 隆, 梅谷 俊治, 森田 浩

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2014   100 - 101  2014年03月

    CiNii

  • オペレーションズ・リサーチにおけるメンバシップ関数設定の重要性

    蓮池 隆, 片桐 英樹

    知能と情報   26 ( 6 ) 230 - 236  2014年

    DOI CiNii

  • 「オペレーションズ・リサーチ」特集にあたって

    片桐 英樹, 蓮池 隆

    知能と情報   26 ( 6 ) 245 - 245  2014年

    DOI CiNii

  • 食料産業のためのコンテンツ・マネジメント・システムを活用した地域における循環型社会形成

    加島 智子, 松本 慎平, 蓮池 隆

    人工知能学会全国大会論文集   2014 ( 0 ) 1B3OS02b4 - 1B3OS02b4  2014年

     概要を見る

    <p>食流通の効率化を目指したコンテンツ・マネジメント・システム(CMS)を開発した.これにより,生産から流通・消費までの間で,食材情報の統合管理や情報共有が可能となる.生産者,流通業者,販売業者,消費者が利用可能であり,利用者は役割に応じて利益を得られる.本発表では,このCMSを地域に活用することで,循環型社会形成を支援するモデルを提案すると共に,これまでの取り組みを報告する.</p>

    DOI CiNii J-GLOBAL

  • 環境配慮型食材流通サプライチェーンにおける数理モデルの貢献

    蓮池 隆, 加島 智子, 松本 慎平

    人工知能学会全国大会論文集   2014 ( 0 ) 1B3OS02b3 - 1B3OS02b3  2014年

     概要を見る

    <p>食材の生産から飲食店での消費までの一括した食材流通サプライチェーンにおいて,生産量や消費者需要量などに不確実性が存在する状況下で,利益を確保しつつ,環境に配慮した食材廃棄量低減を目指すために,食材仕入量を適切に設定することが重要となる.本発表では,より客観的かつ妥当な意思決定を可能とするために基本となる数理モデルを構築,定式化し,解法の構築および拡張可能性を議論する.</p>

    DOI CiNii J-GLOBAL

  • 到着地の混雑緩和を考慮した観光経路割当問題

    蓮池 隆, 片桐 英樹, 椿 広計, 津田 博史

    自動制御連合講演会講演論文集   57 ( 0 ) 1360 - 1364  2014年

     概要を見る

    観光はサービス産業の中核を担い,地域活性化の起爆剤として年々重要度が増してきており,外国からの観光客の数も増加傾向にある.その中で,特にバスを利用したツアー観光において,バス停車場での混雑により,交通渋滞を引き起こす問題が各地で起こっている.本研究では,不要な混雑を避けるために,観光ツアールートとバス配車量を適切に配分可能な観光経路割当問題を提案する.

    DOI CiNii

  • 電気自動車を利用した観光経路設計のための解法構築

    蓮池 隆, 片桐 英樹, 椿 広計

    IEEE SMC Hiroshima Chapter Young Researchers' Workshop proceedings = IEEE SMC Hiroshima Chapter若手研究会講演論文集     45 - 48  2014年

    CiNii

  • ホテル予約プランにおける最適部屋数割当問題 (統一論題 ビッグデータ時代の人材育成と経営システム)

    蓮池 隆, 片桐 英樹, 加藤 浩介

    日本経営システム学会全国大会講演論文集   51   54 - 57  2013年12月

    CiNii

  • 1-E-5 観光経路情報を利用した観光者行動コーパス構築への一考察(特別セッション ツーリズムにおける観光情報)

    蓮池 隆, 片桐 英樹, 椿 広計, 津田 博史

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2013   88 - 89  2013年09月

    CiNii

  • 1-E-9 多様な情報からの観光満足度設定手法を利用した観光経路構築(特別セッション 観光情報と意思決定)

    蓮池 隆, 片桐 英樹, 椿 広計, 津田 博史

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2013   96 - 97  2013年09月

    CiNii

  • 1-E-10 最適化手法に基づく個人観光経路決定システムに対する環境負荷因子導入の効果(特別セッション 観光情報と意思決定)

    松本 慎平, 不動 雄樹, 蓮池 隆, 片桐 英樹

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2013   98 - 99  2013年09月

    CiNii

  • 食料産業における適切な食材管理を目指した生産・流通・消費の情報共有システム

    加島 智子, 松本 慎平, 蓮池 隆, 松井 孝典

    人工知能学会誌 = Journal of Japanese Society for Artificial Intelligence   28 ( 4 ) 567 - 574  2013年07月

    CiNii

  • 食料産業における適切な食材管理を目指した生産・流通・消費の情報共有システム(<特集>グリーンAI)

    加島 智子, 松本 慎平, 蓮池 隆, 松井 孝典, Tomoko Kashima, Shimpei Matsumoto, Takashi Hasuike, Takanori Matsui

    人工知能学会誌 = Journal of Japanese Society for Artificial Intelligence   28 ( 4 ) 567 - 574  2013年07月

    DOI CiNii

  • 2-D-4 不確実状況に対する柔軟性を有した観光経路作成問題(特別セッション不確実性環境下での意思決定科学)

    蓮池 隆, 片桐 英樹, 椿 広計, 津田 博史

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2013   198 - 199  2013年03月

    CiNii

  • 消費者需要に依存する品切れコスト設定にファジィ推論を適用した新聞売り子問題の最適性条件導出法

    蓮池 隆

    知能と情報   25 ( 3 ) 772 - 785  2013年

     概要を見る

    本論文では,在庫問題の標準的かつ幅広く利用されている新聞売り子問題に対し,品切れコストの設定方法にファジィ推論を用いた場合の最適仕入量に関する,陽な最適性条件導出法を構築する.新聞売り子問題において,品切れコストは,口コミ情報や消費者心理など非数値情報を考慮して決定する必要があり,ファジィ理論を用いた数値化が1つの適切な方法であると考えられる.また,消費者需要が高ければ品切れ費用は高いといった,意思決定者の経験に由来した言語ルールも有効活用できる.これらの情報を有効活用するために,本論文ではファジィ推論,特に高速計算アルゴリズムも開発されている代数積加算重心法を適用する.これを用いて品切れコストを設定した提案モデルにおいても,既存モデルと同様に,最適生産量を求めるための最適性条件が陽に導出可能であることを示す.また数値例を用いて,既存モデルとの比較を行い,提案モデルの特徴を考察する.

    DOI CiNii

  • 数理計画問題における妥当なメンバシップ関数構築法の一考察

    蓮池 隆, 片桐 英樹, 椿 広計

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   29 ( 0 ) 24 - 24  2013年

     概要を見る

    数理計画問題において,パラメータの不確定性を表現するために,ファジィ数を適用する場合,メンバシップ関数の妥当性が意思決定の妥当性へと直結するため,メンバシップ関数の構築には細心の注意が必要である.本発表では,この意思決定で利用するメンバシップ関数を構築する上で,より妥当性を有するような構築法について考察する.

    DOI CiNii

  • 最適化手法とWeb情報の有効利用による個人観光経路決定システム (多分野に拡がるモバイル研究の最前線)

    蓮池 隆, 松本 慎平, 片桐 英樹

    シンポジウムモバイル研究論文集     141 - 144  2013年

    CiNii

  • 不確定性表現の基盤としてのファジイ理論 : 未来へ目を向けるソフトコンピューティング

    蓮池 隆, 片桐 英樹, 椿 広計

    オペレーションズ・リサーチ : 経営の科学 = [O]perations research as a management science [r]esearch   57 ( 10 ) 551 - 556  2012年10月

     概要を見る

    近年広く一般的に使われるようになったソフトコンピューティングの中でも,その根幹をなすファジィ理論において,特に,ベイズ確率も含めた確率論では取り扱うことのできない局所的・限定的情報下での不確かさの存在を,3囚人問題を中心に議論し,不確かさを取り扱えるファジィ理論の必要性を示す.またファジィ理論で最も重要なメンバシップ関数の数理的保証を与えたモデリングについて,さまざまな側面から考察することでその妥当性と今後の理論的発展性について議論する.

    CiNii

  • 1-C-5 ネットワークの信頼性・不確実状況下でのロバスト性を考慮したボトルネック型スパニングツリー問題(特別セッション 不確実性環境下での意思決定科学)

    蓮池 隆, 片桐 英樹, 津田 博史

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2012   48 - 49  2012年03月

    CiNii

  • 投資家の主観性を導入した平均分散理論の拡張による均衡価格の導出

    蓮池 隆

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   28 ( 0 ) 548 - 553  2012年

     概要を見る

    金融資産に対する均衡価格を導出することは,経済の持続的発展をもたらす意味で非常に重要なことであり,近年,投資理論の最も基本的でかつ根幹をなす平均分散理論を利用し,市場の金融資産に対する均衡価格の導出に関する研究が進められている.ただし,既存研究では,理想的な状況下での均衡価格が導出されており,投資家の主観性や情報の非対称性が組み込まれていない.よって本発表では,主観性をファジィ理論,特にファジィ加重平均を用いることで平均分散理論を拡張し,新たな均衡価格の導出を目指す.

    DOI CiNii

  • Web情報を有効活用した観光経路決定システム

    蓮池 隆, 松本 慎平, 片桐 英樹

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   28 ( 0 ) 673 - 678  2012年

     概要を見る

    本研究では,観光者が能動的に観光を楽しむために,Web情報を有効活用した観光経路決定システムをスマートフォンのアプリを提案する.特に市内公共交通機関であるバスと各観光地・各施設のイベント情報に対する満足度,各観光者の観光スタイルを取り込み,その情報を利用して観光経路策定問題を数理計画の枠組みで解くことによって最適経路を求め,スマートフォンを用いて視覚的かつ個々人にとって魅力的に映る表示システムを開発する.

    DOI CiNii J-GLOBAL

  • 2-E-7 重み付きTSファジィ推論における逆推論(意思決定)

    宮島 洋文, 蓮池 隆, 森田 浩

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2011   274 - 275  2011年09月

    CiNii

  • 他学会での若手の活動 : OR学会・KSMAPを中心に

    蓮池 隆

    経営システム = Management systems : a journal of Japan Industrial Management Association   20 ( 6 ) 308 - 310  2011年02月

    CiNii

  • 平成22年秋季研究発表会ルポ

    加島 智子, 佐々木 美裕, 蓮池 隆

    オペレーションズ・リサーチ : 経営の科学 = [O]perations research as a management science [r]esearch   56 ( 2 ) 120 - 124  2011年02月

    CiNii

  • 第26回企業事例交流会ルポ

    蓮池 隆

    オペレーションズ・リサーチ : 経営の科学 = [O]perations research as a management science [r]esearch   56 ( 2 ) 124 - 126  2011年02月

    CiNii

  • ガウス型メンバシップ関数における重み付きTSファジイ逆推論

    宮島 洋文, 蓮池 隆, 森田 浩

    IEEE SMC Hiroshima Chapter Young Researchers' Workshop proceedings = IEEE SMC Hiroshima Chapter若手研究会講演論文集     57 - 60  2011年

    CiNii

  • ロバスト性向上を考慮したファジィポートフォリオ選択問題

    蓮池 隆, 片桐 英樹

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   27 ( 0 ) 313 - 313  2011年

     概要を見る

    本発表では,ロバスト性の向上を考慮した収益率にファジィ性を有するポートフォリオ選択問題を考察する.主問題は収益率最大化とロバスト性向上の二目的問題として定式化されるため,解析的に解くためには,最適性基準の導入が必要となる.本発表では,最も基本的なBellman-Zadehによるminimum operatorを導入し,等価確定変換を利用した厳密解法アルゴリズムを構築する.

    DOI CiNii

  • 企業の社会的責任を考慮したファジィポートフォリオ選択問題

    蓮池 隆, 中嶋 悟

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   26 ( 0 ) 61 - 61  2010年

     概要を見る

    本論文では,企業の社会的責任(CSR)を考慮したポートフォリオ選択問題を考察する.CSR評価値に対してファジィ理論を適用することで数値化を行い,平均絶対偏差モデルに導入する.提案モデルが多目的となるため,各目的関数に対しファジィ目標を導入し,等価確定変換を行うことにより,提案モデルが線形計画問題となることを示す.また実際の証券市場データを用いた数値例により,様々なCSR評価基準での数値評価を行う.

    DOI CiNii

  • 若者 情報と感性の融合と意思決定

    蓮池 隆

    生産と技術   62 ( 3 ) 20 - 22  2010年

    CiNii

  • 可能性・必然性測度を用いた多目的ランダムファジィ線形計画問題に対する効率的厳密解法の構築

    蓮池 隆, 片桐 英樹, 石井 博昭

    知能と情報 : 日本知能情報ファジィ学会誌 : journal of Japan Society for Fuzzy Theory and Intelligent Informatics   21 ( 6 ) 1057 - 1066  2009年12月

     概要を見る

    本論文では,確率的要因による不確実性・曖昧さや主観性による不確定性の両方を同時に取り扱うことができるランダムファジィ変数を,一般的な多目的線形計画問題に導入したランダムファジィ多目的計画問題に対する効率的かつ厳密解法の構築を行う.通常,確率変数およびファジィ数を持つ問題を数理計画的に解くためには,意思決定者による何らかの基準設定が必要となる.本論文では,目標値を設定し,それを満たす確率・満足度を一定以上に保つ機会制約条件を導入し,意思決定者の目標設定に対する柔軟性も同時に考慮したモデルへと変換を行う.また多目的計画問題を解析的に解くために,最小満足度最大化モデルを提案し,最終的に主問題を標準的な解法が適用可能な数理計画問題へと等価確定変換する.さらにより効率的に解くために,確率変数の正規性を利用し,絶対偏差を導入することで主問題に対する線形計画法を適用した新たな解法を構築する.また数値例を導入し,提案するランダムファジィモデルと標準的な確率モデルおよびファジィモデルとの比較を行う.

    DOI CiNii

  • 1-B-3 投資家の主観性を考慮したポートフォリオ選択問題(つくばOR学生発表(2))

    蓮池 隆, 片桐 英樹, 石井 博昭

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2009   28 - 29  2009年03月

    CiNii

  • 可能性・必然性測度を用いた多目的ランダムファジィ線形計画問題に対する効率的厳密解法の構築

    蓮池 隆, 片桐 英樹, 石井 博昭

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   25 ( 0 ) 226 - 226  2009年

     概要を見る

    本論文では,確率的要因による不確実性・曖昧さや主観性による不確定性の両方を同時に取り扱うことができるランダムファジィ変数を,一般的な多目的線形計画問題に導入したランダムファジィ多目的計画問題に対する効率的かつ厳密解法の構築を行う.通常,確率変数およびファジィ数を持つ問題を数理計画的に解くためには,意思決定者による何らかの基準設定が必要となる.本論文では,目標値を設定し,それを満たす確率・満足度を一定以上に保つ機会制約条件を導入し,意思決定者の目標設定に対する柔軟性も同時に考慮したモデルへと変換を行う.また多目的計画問題を解析的に解くために,最小満足度最大化モデルを提案し,最終的に主問題を標準的な解法が適用可能な数理計画問題へと等価確定変換する.さらにより効率的に解くために,確率変数の正規性を利用し,絶対偏差を導入することで主問題に対する線形計画法を適用した新たな解法を構築する.また数値例を導入し,提案するランダムファジィモデルと標準的な確率モデルおよびファジィモデルとの比較を行う.

    DOI CiNii

  • ランダムファジィポートフォリオ選択問題の投資パフォーマンスに対する主観性の影響

    蓮池 隆, 片桐 英樹, 石井 博昭

    日本知能情報ファジィ学会 ファジィ システム シンポジウム 講演論文集   25 ( 0 ) 180 - 180  2009年

     概要を見る

    本論文では,既存のポートフォリオ選択問題に対し主観性を導入した,様々なランダムファジィポートフォリオ選択問題に対し,主観性による投資パフォーマンスへの影響を考察する.提案モデルは機会制約条件やファジィ目標等を導入し,等価確定な数理計画問題へと変換を行い,既存解法が適用可能であることを示す.また実際の証券市場の数値例により,提案モデルの主観性による最適ポートフォリオの変化および運用パフォーマンスを,楽観的および主観的な投資家の違い,直近データの利用,各資産の最大資金配分率の変化などの観点から考察する.

    DOI CiNii

  • 2-G-5 多目的確率計画問題に対する重み幅を考慮した重み係数法による効率的解法(意思決定(2))

    蓮池 隆, 石井 博昭

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2008   326 - 327  2008年09月

    CiNii

  • 2-F-11 線形計画問題に推定式制約を含んだ逆凸計画問題の大域最適解の導出(数理計画(2))

    蓮池 隆, 石井 博昭

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2006   224 - 225  2006年03月

    CiNii

▼全件表示

受賞

  • Honorable Mention Award

    2017年   6th International Congress on Advanced Applied Informatics (AAI2017)  

  • Honorable Mention Award

    2016年   5th International Congress on Advanced Applied Informatics (AAI2016)  

  • 早稲田大学ティーチングアワード総長賞

    2016年   早稲田大学  

  • 早稲田大学リサーチアワード(国際研究発信力)

    2015年   早稲田大学  

  • 論文奨励賞

    2013年   日本経営工学会  

  • 研究賞奨励賞

    2013年   日本オペレーションズ・リサーチ学会  

  • Young Researcher Award

    2013年   IEEE Computational Intelligence Society, Japan Chapter  

  • Best Paper Award

    2012年03月   The IAENG International Conference on Operations Research 2012 (IMECS-ICOR2012)  

  • Young Researcher Award

    2012年   IEEE Computational Intelligence Society, Japan Chapter  

  • Best Paper Award

    2010年03月   The IAENG International Conference on Operations Research 2010 (IMECS-ICOR2010)  

  • Best Student Paper Award

    2009年03月   The 2009 IAENG International Conference on Operations Research 2009(IMECS-ICOR2009)  

  • 第9回 船井情報科学振興財団 研究奨励賞

    2009年   船井情報科学振興財団  

  • Best Student Paper Award

    2008年   2008 IEEE 4th International Workshop on Computational Intelligence and Applications (IWCIA2008)  

  • Best Student Paper Award

    2008年   5th International Symposium on Management Engineering (ISME2008)  

  • Young Researcher Award

    2008年   Joint 4th International Conference on Soft Computing and Intelligent Systems and 9th International Symposium on advanced Intelligent Systems (SCIS&ISIS2008)  

  • 大阪大学大学院情報科学研究科賞

    2007年03月   大阪大学  

  • Excellent Student Paper

    2007年   4th International Symposium on Management Engineering (ISME2007)  

  • First Place Award (Student paper)

    2006年10月   The 11th Annual International Conference on. Industrial Engineering Theory, Applications & Practice (IJIE2006)  

▼全件表示

共同研究・競争的資金等の研究課題

  • 持続可能な地産地消を実現する農産物流通システムの開発

    日本学術振興会  科学研究費助成事業 基盤研究(B)

    研究期間:

    2021年04月
    -
    2026年03月
     

    蓮池 隆, 松本 慎平, 加島 智子

  • 地域の特色に基づく観光客の行動分析・評価基盤に関する研究

    日本学術振興会  科学研究費助成事業 基盤研究(B)

    研究期間:

    2021年04月
    -
    2025年03月
     

    一藤 裕, 村上 大輔, 蓮池 隆

  • 観光科学のための数理システム基盤整備とその有効性の実証

    日本学術振興会  科学研究費助成事業 基盤研究(A)

    研究期間:

    2020年04月
    -
    2025年03月
     

    津田 博史, 安藤 雅和, 片桐 英樹, 西出 勝正, 蓮池 隆, 一藤 裕

  • 混雑の緩和を実現する経路推薦アルゴリズムの開発

    日本学術振興会  科学研究費助成事業 挑戦的研究(萌芽)

    研究期間:

    2018年06月
    -
    2021年03月
     

    梅谷 俊治, 蓮池 隆

     概要を見る

    首都圏における通勤ラッシュや帰省ら亜種など交通網の混雑が社会に与える影響は非常に大きく,これらを緩和することは重要な課題である.現在,スマートフォンを通じた乗換案内や経路案内のサービスなどにより,目的地までの経路に加えて道路や路線の混雑状況も知ることが容易になったにも関わらず,交通網の混雑を解消することはいまだに困難である.
    多くの乗換案内や経路案内のサービスは,個別の利用者に対して最短路問題を解いた結果を用いて経路を推薦するため,しばしば同一の道路や路線に利用者が集中して混雑が引き起こされることが知られている.このように,交通網では個別の利用者に対して経路を最適化しても混雑を緩和できるわけではなく,全ての利用者に対して同時に経路を最適化する必要がある.
    本研究では,時間軸方向に拡張されたネットワーク上において,混雑のピークを最小化するような全ての利用者の経路を同時に求める最適化問題を整数線形計画問題に定式化した.この定式化の下で,仙台,道央,中京,京阪神,東京の主要5都市における朝の通勤時における鉄道利用者を対象とするシミュレーションを実施した.シミュレーションの結果,出発・到着時刻に10分前後の幅を持たせることで混雑のピークを大幅に低減できることを確かめた.

  • 就農者の経営安定化に資する農産物サプライチェーンマネジメントの数理的研究

    日本学術振興会  科学研究費助成事業 基盤研究(B)

    研究期間:

    2017年04月
    -
    2021年03月
     

    蓮池 隆, 松本 慎平, 加島 智子

     概要を見る

    2018年度においては,農産物サプライチェーンでの意思決定を支援する数理モデル・情報システムの改善のみならず,実際の流通現場での実証実験を実施した.
    具体的には,数理モデルとして,昨年度より検討を始めた,市場流通と直売流通の中間的役割を担う産直流通に関する数理モデルを精緻化し,農産物の集荷場の立地最適化や,輸送コストの分担による利益や農家-小売店の最適マッチングの感度分析等を行い,産直流通モデルの有効性を検証した.結果として,農家の利益およびマッチングが起こらない農家数を減少させつつ,小売店の利益を向上できることが確認された.また,農家と小売店との契約に天候デリバティブのような金融商品を導入することで,金融工学で検証されているリスクの観点から,本研究で構築されている農産物サプライチェーンのリスク評価を行った.
    一方,農家と消費者を結ぶ情報システムの開発として,農産物に貼ったバーコードをタブレット端末で読み取ると生産者や農産物の情報を見ることが可能な「ベジスキャン」を開発した.このシステムでは,生産者や農産物の情報,圃場を紹介し,地方都市においては生産者、消費者は高齢者が多いことから,使いやすさの点にも考慮しつつ,情報という付加価値を付けることで生産者の所得向上や地産地消を促進させることを目的としている.このシステムのプロトタイプを用いて,広島にあるJA広島中央「となりの農家」高屋店にて実証実験を行い,現在収集されたデータ・情報の分析を行っている.

  • 再生可能エネルギーミックス最適化と意思決定支援のための知能システム開発

    日本学術振興会  科学研究費助成事業 基盤研究(C)

    研究期間:

    2016年04月
    -
    2019年03月
     

    松井 孝典, 福井 健一, 蓮池 隆

     概要を見る

    国際社会の炭素循環社会への移行の要求の中,再生可能エネルギーを主軸とするエネルギーシステムへの早急な転換が求められる.再生可能エネルギーの導入が持つ多様な効果を見極めた上で,地域社会の将来ビジョンから目標を逆照射し,供給安定性や実行可能性,地域経済還元,社会的弱者の参画,地域の自然生態系との親和性など,多面的な視座を持って適正技術・制度設計する必要がある.この背景から本研究では,地域社会の未来像と持続可能な開発目標の達成度が評価できる再生可能エネルギーミックス導入のための意思決定支援システムの開発を試みた.地域社会の将来シナリオとそれを達成する再生可能エネルギーミックスの最適化機能を開発した.

  • データ駆動型統計的観光科学の確立とその有効性の実証

    日本学術振興会  科学研究費助成事業 基盤研究(B)

    研究期間:

    2014年04月
    -
    2019年03月
     

    津田 博史, 安藤 雅和, 片桐 英樹, 蓮池 隆, 一藤 裕, 曽根原 登, 椿 広計

     概要を見る

    我々は、日々の宿泊施設プラン毎の空室数を用いて、個々の宿泊施設、及び、規模、地域など属性別宿泊施設の日次稼働率、市場規模を推定できる方法を開発した。さらに、宿泊プランや観光地毎の人気ファクターの推定を行うために自然言語処理を用いた方法を開発し、実証分析により有意義な知見が得られた。
    個人観光者を満足させるために、適切な観光ルートを設計することが必要不可欠であり、観光地の様々な状況を考慮する必要がある。そこで、個人観光者に対してより適切な観光ルートを効率的に求められる方法を開発し、個人観光者の嗜好および観光時の状況に見合った観光ルート構築が可能となった。以上の事項が我々の主要な研究成果である。

  • 観測データに基づく人の移動履歴の推定

    日本学術振興会  科学研究費助成事業 挑戦的萌芽研究

    研究期間:

    2015年04月
    -
    2018年03月
     

    梅谷 俊治, 蓮池 隆

     概要を見る

    防災,交通,マーケティングなどの分野で,個人の移動履歴を収集・加工したデータベースを利用して時々刻々変化する人の流れを解析する研究や調査が盛んに行われている.しかし,データに含まれる個人情報の扱いやデータの欠損・不備などの問題により,広い範囲にデータベースを完全な形で公開することは困難である.本研究では,地域内の各地点に配置されたセンサーから観測される各時刻の交通量を入力データとし,時空間に拡張された大規模なネットワーク上における整数計画問題を解くことで,限られた観測データから個人の移動履歴を推定する手法を提案する.

  • 電気自動車による物流とエネルギーの統合管理システムの開発

    日本学術振興会  科学研究費助成事業 基盤研究(B)

    研究期間:

    2014年04月
    -
    2018年03月
     

    森田 浩, 村上 啓介, 梅谷 俊治, 蓮池 隆, 前田 慎一

     概要を見る

    電気自動車の活用が見込まれる物流配送分野においても、その普及にあたっては必要電力の確保と電力の有効利用を実現させるには、電気料金の変動や供給電力の制限など新たな要因を考慮することが必要となる。本研究では、複数の電気自動車で宅配を行う場面を想定して、全体最適を実現する配送計画のための数理計画モデルを構築している。供給電力の価格が変動する状況においては、コストを抑えるために電気自動車の運用計画と電力の利用計画を連動させることが望まれる。エネルギーの供給側の価格変動を考慮しつつ、需要側の運用計画を立案するための混合整数計画モデルを作成し、効率的な配送業務計画を実現させた。

  • 使いやすいデザインと情報推奨を考慮した高齢農家のための情報共有システムの研究

    日本学術振興会  科学研究費助成事業 若手研究(B)

    研究期間:

    2013年04月
    -
    2018年03月
     

    加島 智子, 折登 由希子, 染谷 博司, 松本 慎平, 蓮池 隆

     概要を見る

    生産者の経験と勘によるノウハウの蓄積,農作物の価値の向上を目指し,様々なモデルを作ってきた.しかし,IT機器の利用率が低い.手間をかけず,使いやすく,そして,生産者の知りたい情報を届け,売れる仕組み作りが必要となっている.そこで,生産者と消費者を繋ぐ新しい情報の形をデザインし,農業分野にITを積極的に導入できるよう高齢者が直感的に操作でき,継続的な利用が可能となる仕組みについて検討を行なった。さらに実地調査を行い農業の振興に向けて有用な仕組みであることを確認した。

  • 意思決定問題における最適解の数理的な妥当性を保証するメンバシップ関数構築法の開発

    日本学術振興会  科学研究費助成事業 若手研究(B)

    研究期間:

    2013年04月
    -
    2016年03月
     

    蓮池 隆

     概要を見る

    数理計画問題を利用して実社会の意思決定を行う場合,言語情報や人の感性といった非数値情報を表現できるメンバシップ関数を用いることが多いが,既存研究の多くでは主観性のみで設定がなされていた.本研究において,メンバシップ関数を意思決定者が第3者を,自信をもって納得させられる部分と,それ以外の部分に分割し,前者は主観性により設定し,後者の部分は,特定の関数形を事前設定することなく,確率統計や情報理論を応用した関数設定法を構築した.さらに高速に関数設定が可能な,動的計画法を基にした効率的解法へと拡張を行った.これにより,意思決定場面を問わない非数値情報の客観的数値表現が可能となった.

  • 科学的政策決定のための統計数理基盤整備とその有効性実証

    日本学術振興会  科学研究費助成事業 基盤研究(A)

    研究期間:

    2010年04月
    -
    2015年03月
     

    北川 源四郎, 椿 広計, 藤田 利治, 津田 博史, 西山 慶彦, 川﨑 能典, 佐藤 整尚, 土屋 隆裕, 久保田 貴文, 藤田 晴啓, 奥原 浩之, 村上 政勝, 片桐 英樹, 宮本 道子, 曽根原 登, 冨田 誠, 笛田 薫, 蓮池 隆, 宮原 孝夫, 安藤 雅和, 奥原 浩之

     概要を見る

    本研究では,科学的情報収集に基づく社会価値選択,価値を決定する構造モデル導出,価値のモデル上での最適化,最適化された価値の社会への還元からなる情報循環設計を科学的政策決定の統計数理科学的枠組みと位置づけ,政策の科学的決定に資する統計数理体系構築を目的とした.
    本研究を通じて,公的ミクロ情報分析統計基盤の確立,情報循環加速ツールの開発,時空間可視化ツールの開発を達成し,同成果を自殺予防対策研究,観光政策研究,産業環境政策研究に応用し,それぞれの政策立案に資する新たな知見を得るとともに,データに基づく政策を提言した.

  • 効率性分析の工学への応用のためのツールの開発

    日本学術振興会  科学研究費助成事業 基盤研究(B)

    研究期間:

    2010年04月
    -
    2014年03月
     

    森田 浩, 梅谷 俊治, 蓮池 隆

     概要を見る

    データ包絡分析法による非効率性の考え方を工学分野へ展開することを目的として、いくつかの手法やモデルの開発を行った。不確実性のもとでの効率性評価のための遺伝的アルゴリズムを用いた確率的評価手法、および複数の評価視点を有する場合におけるゲーム交渉解の概念を用いた統一的で合理的な評価モデル、ネットワーク型DEAモデルにおける部分効率性と全体効率性の評価結果に対する不合理性を改善するモデルを提案した。さらに、実験計画法などの統計手法に非効率性の概念を取り入れ、非効率性を排除した本質的なシステムの能力を評価するモデルや非効率性の概念から工程異常を発見するための統計的手法の提案を行った。

  • 初期計画と適応的変更計画の同時生成を可能とする最適化モデルの開発

    日本学術振興会  科学研究費助成事業 挑戦的萌芽研究

    研究期間:

    2010年
    -
    2012年
     

    森田 浩, 梅谷 俊治, 蓮池 隆

     概要を見る

    初期の計画作成と不確実性に対して適応的な変更を考慮した最適化モデルの構築に取り組んだ。さまざまな分野の現実問題を取り上げて数理モデルや不確実事象を系統的に分類し、時空間ネットワークや混合整数計画問題を適用して最適化モデルを表現した。いろいろな不確実要素をもつ応用事例として、リスク適応型プロジェクト計画、電気自動車の充電スケジューリングシステム、スマートハウスにおけるエネルギー管理システム、自動搬送車と生産スケジュールの統合システム、観光経路探索システムなどを取り上げ、それらの最適化モデルとその解法を開発した。

  • 確率・ファジィ要因を適用した数理的リスク管理手法による生産量管理モデルの開発

    日本学術振興会  科学研究費助成事業 若手研究(B)

    研究期間:

    2010年
    -
    2012年
     

    蓮池 隆

     概要を見る

    企業における最適な生産量管理において,製品生産,輸送,在庫管理までを統合的に扱う数理モデルを構築した.さらに,消費者の需要,輸送途中での交通状況の変化といった不確実性や,人間心理や情報の質の解釈における不確定性を考慮し,それらを確率理論・ファジィ理論を用いることで,発生するリスクを管理する数理モデルへと拡張した.加えて,定式化された問題を解くための効率的でかつ厳密なアルゴリズムを開発した.

  • 様々な状況下でのポートフォリオ選択問題に関する数理的研究

    日本学術振興会  科学研究費助成事業 特別研究員奨励費

    研究期間:

    2008年
    -
    2009年
     

    蓮池 隆

     概要を見る

    本年度は,前年度に構築された確率的および曖昧さをもつファジィ的要因が含まれる状況下におけるポートフォリオ選択問題での数理的なリスク管理手法を,より複雑な投資環境や他の現実問題へ応用することを目的とした研究を行った。投資モデルに関しては,投資家の主観性を陽に取り扱い,主観性の投資パフォーマンスへの影響や資産価格モデルへの関係性を数理的かつ数値例による実証で示した.この研究成果で,安定定期な金融経済基盤への投資家の主観性を考慮する数理的基盤が開発された.また生産管理を含めた様々な制約条件を包含する一般的な意思決定問題に焦点をあてた研究を行った.近年の複雑な社会環境下でいかに制約を満たしつつ,最適な意思決定が行えるかが重要となっている.本研究によって,そのような複雑な要因を確率理論・ファジィ理論の両側面から多角的にとらえ,実現場での様々な状況に対応可能な汎用モデル・効率的解法の開発を行った.
    さらに,より多くの状況下を対象とし,起こりうる最悪の事態を回避可能なモデルとして,近年注目され始めているロバスト最適化モデルを考慮した.これまで確率的要因しか考察対象とされなかったモデルに対し,確率・ファジィの両要因を考慮することで数理的な拡張を行った.また数理的な基盤の拡張として,状況を問わない一般的な線形計画問題・整数計画問題に対し,確率・ファジィ状況下を考慮した数理モデルを提案し,その解析的かつ効率的な解法が構築された.これらの成果によって,意思決定者が必要な時に必要な解法の選択が可能となり,さらに確率・ファジィ要因をどこまで組み入れて考察するかといった実現場の状況に見合ったモデルが構築され,各意思決定場面に適切に利用可能な数理モデル・数理的解法が開発された.

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特定課題研究

  • 地域農家の持続的経営維持を目的とした生産・物流の合意形成過程の構築

    2020年  

     概要を見る

    地域農家の持続的経営維持は,今後の日本の農産物流通にとって重要課題であり,就農化の減少,天候による影響,流通形態の多様化など多角的に検討していく必要がある.さらに,農産物そのものの生産に関わる情報のみならず,就農者と生産者が直接対話できる情報共有システム構築により,次世代の農産物流通形態を構築する際の課題を分析することが可能となる.本研究課題において,情報共有システムを駆使しながら,農産物流通の数理モデルを構築し,全体最適を考慮することで,就農者・小売・生産者の双方が納得できる合意形成過程の構築を行った.

  • 人の感情変化を考慮した混雑状況の数理モデリングと意思決定

    2019年  

     概要を見る

    観光行動において,観光客が観光地に必要以上に殺到してしまい,地域住民に負の影響を及ぼしてしまうオーバーツーリズムの解消にむけ,人の感情変化を考慮した行動変化を利用した観光施策をシミュレーション内で適用し,その効果について分析,検証した.その結果,海外で見られる施策の類似施策として,人気観光地の一時入場制限を適用することにより,観光地の経済面のマイナスを極力出すことなく,混雑緩和につながることが示された.

  • 状況に適応した人の迷いや不安に関する高精度数値化手法の開発

    2018年   中道上

     概要を見る

    人の置かれている状況に応じた不安や,そこから生じる迷い行動に関して,本研究ではペアテスティング手法を用いて,ある目的達成に向けて動く人のGPSデータおよび迷い状態を取得し,一連のデータを部分行動に分解するアルゴリズムを開発することで,人の行動が部分行動の組合せにより表現できることを示した.また,この部分行動の変化を混合マルコフモデルにより表現することで,どういった部分行動が迷いにつながるかを明らかにし,テストデータからその有用性を確認した.

  • 多様な主観性を一つの合意形成案へ集約させる対話型意思決定手法の開発

    2017年  

     概要を見る

    意思決定者が複数いる場合における合意形成において,各意思決定者の意思決定に対する主観性をメンバシップ関数の拡張系により表現した.さらに,それらを効用関数と見立て,効用の目標レベルを設定することで,意思決定問題を数理計画問題で表現した場合に,目標レベルを対話的に変更することで,意思決定者の満足度を損なうことなく合意形成を実現する基礎手法を開発した.

  • 情報システムと最適化問題の融合による次世代農産物サプライチェーンマネジメント

    2016年   松本慎平, 加島智子

     概要を見る

    本研究において,就農者・小売店・消費者がWin-Winの関係を築けるような,農産物サプライチェーンの数理モデルを提案した.特に,これまで負担の大きかった就農者の利益を最優先させるために,就農者と小売間での契約関係を明示的にとらえ,その中で最適な契約価格と最適生産量を導出できる数理計画問題を提案した.この問題は確率変数や非線形性が含まれているため,通常の解法では最適解を導くことが困難である.そこで,情報共有システムの利活用も考慮して,シナリオベースの効率的解法を開発し,実社会での応用も視野に入れたシステム構築を行った.

  • 非数値情報の主観的解釈を考慮した意思決定支援手法の開発

    2015年  

     概要を見る

    熟練者の経験を組み入れた意思決定や,集団における意思決定では,数値に表れない情報解釈技術,各人の感性解釈といった主観性が大きな影響を与えるだけでなく,第三者がその意思決定を受諾するか否かを判断する際には,数値化の透明性・客観性が重要となる.本研究において,申請者が開発してきた非数値情報の数値化技術を意思決定問題に応用する.特に観光地の魅力度のように,人の感性が地域活性化に大きく影響を与える観光分野における意思決定支援手法の開発を行う.また上記の意思決定の精度を高めるための,情報フィードバックの仕組みも検討し,より精密な人間感性と実社会の客観的データ解析の融合を行う.

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現在担当している科目

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担当経験のある科目(授業)

  • 情報

    東京大学  

    2020年
    -
    継続中
     

  • 技術社会システム

    神奈川大学  

    2017年
    -
    継続中
     

  • 統計的品質管理

    神奈川大学  

    2016年
    -
    継続中
     

  • サービスマネジメント

    神奈川大学  

    2016年
    -
    継続中
     

  • 情報処理基礎演習

    早稲田大学  

    2015年
    -
    継続中
     

  • 基礎オペレーションズリサーチ/オペレーションズリサーチ演習

    早稲田大学  

    2015年
    -
    継続中
     

  • オペレーションズ・リサーチB

    早稲田大学  

    2015年
    -
    継続中
     

  • 確率とその応用

    早稲田大学  

    2015年
    -
    継続中
     

  • 生産管理技術Ⅱ

    青山学院大学  

    2019年
     
     
     

  • 組合せ最適化I

    青山学院大学  

    2019年
     
     
     

  • 確率統計

    甲南大学  

    2012年
    -
    2015年
     

  • 情報数学II

    同志社大学  

    2012年
    -
    2015年
     

  • 数理システム演習III

    同志社大学  

    2012年
    -
    2015年
     

  • 生産システム演習

    大阪工業大学  

    2007年
    -
    2009年
     

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委員歴

  • 2021年06月
    -
    継続中

    日本経営工学会  理事

  • 2017年
    -
    継続中

    日本規格協会  品質管理と標準化セミナー幹事

  • 2015年
    -
    継続中

    日本オペレーションズ・リサーチ学会 機関誌編集委員

  • 2019年06月
    -
    2021年05月

    日本経営工学会 経営システム誌 編集委員

  • 2017年06月
    -
    2021年05月

    日本経営工学会 研究委員会 委員長

  • 2017年
    -
    2019年

    日本経営工学会 経営システム誌 編集副委員長

  • 2015年
    -
    2017年

    日本オペレーションズ・リサーチ学会「アグリサプライチェーンマネジメント」研究部会 主査

  • 2015年
    -
    2017年

    日本経営工学会 経営システム誌 編集委員長

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メディア報道

  • 不確定な人間心理による意思決定をORの数理的手法で描き出す

    新聞・雑誌

    執筆者: 本人  

    読売新聞(YOMIURI ONLINE)  

    https://yab.yomiuri.co.jp/adv/wol/research/kyoso_160628.html  

    2016年06月