MORIMOTO Hiroaki 森本宏明

Researcher Number	40085494
Affiliation (based on the past Project Information) *help	2011: 愛媛大学, 大学院・理工学研究科, 教授 2011: 愛媛大学, 理学部, 研究員 2009 – 2010: Ehime University, 理工学研究科, 教授
Review Section/Research Field	Principal Investigator Basic analysis
Keywords	Principal Investigator 確率制御 / 幾何ブラウン運動 / penalty法 / 粘性解 / 変分不等式

Theory of viscosity solutions for nonlinear variational inequalities and its applicationsPrincipal Investigator
- Principal Investigator
  
  MORIMOTO Hiroaki
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Ehime University

All 2011 2010 2009 Other

All Journal Article Presentation Book

[Book] Stochastic Control and Mathematical Modeling : Applications in Economics2010
- Author(s)
  Hiroaki Morimoto
- Total Pages
  325
- Publisher
  Cambridge University Press
- Data Source
  KAKENHI-PROJECT-21540188
[Book] Cambridge University Press2010
- Author(s)
  H. Morimoto
- Total Pages
  325
- Publisher
  Stochastic Control and Mathematical Modeling : Applications in Economics
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] A singular control problem with discretionary stopping for geometric Brownian motions2010
- Author(s)
  H.Morimoto
- Journal Title
  
  SIAM J.Control and Optim. 48
  
  Pages: 3781-3804
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] A singular control problem with discretionary stopping for geometric Brownian motions2010
- Author(s)
  H. Morimoto
- Journal Title
  
  SIAM J. Control Optim
  
  Volume: 48 Pages: 3781-3804
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] Optimal dividend payments in the stochastic Ramsey model2010
- Author(s)
  H.Morimoto
- Journal Title
  
  Stochastic Process.Appl. 120
  
  Pages: 427-441
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] Optimal dividend payments in the stochastic Ramsey model2010
- Author(s)
  H. Morimoto
- Journal Title
  
  Stochastic Process. Appl
  
  Volume: 120 Pages: 427-441
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] Optimal consumption of the finite time horizon Ramsey problem2009
- Author(s)
  T. Adachi, H. Morimoto
- Journal Title
  
  J. Math. Anal. Appl
  
  Volume: 358 Pages: 28-46
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] Optimal consumption of the finite time horizon Ramsey problem2009
- Author(s)
  T.Adachi, H.Morimoto
- Journal Title
  
  J.Math.Anal.Appl. 358
  
  Pages: 28-46
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] Optimal dividend and risk control in diffusion models with linear costs
- Author(s)
  H. Morimoto
- Journal Title
  
  OR2011 Proceedings
  
  Volume: (掲載予定)
- Data Source
  KAKENHI-PROJECT-21540188
[Journal Article] An irreversible investment problem with maintenance expenditure
- Author(s)
  K. Kawaguchi, H. Morimoto
- Journal Title
  
  SIAM J. Control Optim
  
  Volume: (印刷中)
- Data Source
  KAKENHI-PROJECT-21540188
[Presentation] Optimal dividend and risk control in diffusion models with linear costs2011
- Author(s)
  Hiroaki Morimoto
- Organizer
  OR 2011 Zurich
- Place of Presentation
  University of Zurich, Switzerland
- Year and Date
  2011-08-31
- Data Source
  KAKENHI-PROJECT-21540188
[Presentation] Parabolic variational inequalities for optimal dividends in the logistic model2011
- Author(s)
  森本宏明
- Organizer
  松山解析セミナー2011
- Place of Presentation
  愛媛大学理学部
- Year and Date
  2011-02-04
- Data Source
  KAKENHI-PROJECT-21540188
[Presentation] On the penalty method in an irreversible investment problem2010
- Author(s)
  森本宏明
- Organizer
  微分方程式深江ワークショップ
- Place of Presentation
  神戸大学海事科学研究科
- Year and Date
  2010-01-22
- Data Source
  KAKENHI-PROJECT-21540188
[Presentation] 幾何ブラウン運動に対する singular control と optimal stopping2009
- Author(s)
  森本宏明
- Organizer
  確率論シンポジウム
- Place of Presentation
  愛媛大学メディアホール
- Year and Date
  2009-12-15
- Data Source
  KAKENHI-PROJECT-21540188
[Presentation] Variational inequalities with gradient constraint and applications to optimal dividend payments2009
- Author(s)
  森本宏明
- Organizer
  微分方程式の粘性解とその周辺
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2009-06-26
- Data Source
  KAKENHI-PROJECT-21540188

1. KAWAGUCHI Kazuhito (30234040)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
2. ISHIKAWA Yasushi (70202976)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

MORIMOTO Hiroaki 森本 宏明

Research Projects

Research Products

Co-Researchers

Theory of viscosity solutions for nonlinear variational inequalities and its applicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] Stochastic Control and Mathematical Modeling : Applications in Economics2010

Author(s)

Total Pages

Publisher

Data Source

[Book] Cambridge University Press2010

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] A singular control problem with discretionary stopping for geometric Brownian motions2010

Author(s)

Journal Title

Data Source

[Journal Article] A singular control problem with discretionary stopping for geometric Brownian motions2010

Author(s)

Journal Title

Data Source

[Journal Article] Optimal dividend payments in the stochastic Ramsey model2010

Author(s)

Journal Title

Data Source

[Journal Article] Optimal dividend payments in the stochastic Ramsey model2010

Author(s)

Journal Title

Data Source

[Journal Article] Optimal consumption of the finite time horizon Ramsey problem2009

Author(s)

Journal Title

Data Source

[Journal Article] Optimal consumption of the finite time horizon Ramsey problem2009

Author(s)

Journal Title

Data Source

[Journal Article] Optimal dividend and risk control in diffusion models with linear costs

Author(s)

Journal Title

Data Source

[Journal Article] An irreversible investment problem with maintenance expenditure

Author(s)

Journal Title

Data Source

[Presentation] Optimal dividend and risk control in diffusion models with linear costs2011

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] Parabolic variational inequalities for optimal dividends in the logistic model2011

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] On the penalty method in an irreversible investment problem2010

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] 幾何ブラウン運動に対する singular control と optimal stopping2009

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

[Presentation] Variational inequalities with gradient constraint and applications to optimal dividend payments2009

Author(s)

Organizer

Place of Presentation

MORIMOTO Hiroaki 森本宏明