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MORIMOTO Hiroaki  森本 宏明

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… Alternative Names

森本 宏明  モリモト ヒロアキ

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Researcher Number 80166438
Other IDs
Affiliation (based on the past Project Information) *help 2010: 愛媛大学, 大学院・理工学研究科, 教授
2007 – 2008: Ehime University, Faculty of Science and Engeneering, Professor
2006: 愛媛大学, 大学院理工学研究科, 教授
2006: EhimeUniversity, Graduate School of Science and Engineering, Professor, 理工学研究科, 教授
2002 – 2005: 愛媛大学, 理学部, 教授 … More
1998 – 2000: 愛媛大学, 理学部, 教授
1996: 愛媛大学, 理学部, 教授
1992 – 1995: 愛媛大学, 教養部, 教授 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / Basic analysis
Except Principal Investigator
Basic analysis / General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / Geometry / 代数学・幾何学
Keywords
Principal Investigator
確率制御 / 確率微分方程式 / 粘性解 / 不確定性 / 変分不等式 / 最適化 / Hamilton-Jacobi-Bellman方程式 / nonlinear elliptic equations / Dynamic programming / viscosity solutions … More / variational inequalities / 非線形楕円型方程式 / 楕円型方程式 / Dynamic Programming / stochastic control / viscosity solution / Variational inequality / 非線形変分不等式 / 確立制御 / Optimization / Investment / consumption / Hamilton-Jacobi-Bellman / Stochastic differential equation / Stochastic Control / 非線形偏微分方程式 / 確率過程 / 投資 / 消費 / ベルマン方程式 … More
Except Principal Investigator
粘性解 / 最適制御 / ハルナック不等式 / 完全非線形方程式 / optimal control / Mathematical Finance / Harnack inequality / calculus of variation / uniformly elliptic equation / degenerate elliptic equation / fully nonlinear equation / viscosity solution / 変分問題 / ハルナックの不等式 / 数理ファイナンス / 変分法 / 一様楕円型方程式 / 退化楕円型方程式 / large deviation control / Hamilton-Jacobi equation / viscosity solutions / insider trading / transaction costs / quasi-variational inequalities / expected utility maximization problems / ブラウン運動 / 確率制御 / Hamilton-Jacobi-Bellman方程式 / ファクターモデル / 最小エントロピー / 指数型ウィナー汎関数 / べき型期待効用最大化 / 最小エントロピー測度 / HJB方程式 / スペクトル理論 / 期待効用最大化 / モーメント問題 / 密度関数推定 / super kernel / リスク鋭感的ポートフォリオ最大化 / 線形ガウス型市場モデル / 大偏差確率制御 / ハミルトン・ヤコビ方程式 / インサイダー取引 / 取引費用 / 準変分不等式 / 期待効用最大化問題 / spline approximation / numerical scheme / Hamiltonian dynamics / semi-discretization / collocation method / Toda equation / partial differential equation / wavelet / 雑音除去 / 運動ロボット / ルンゲークッタ / シュレーディンガー方程式 / エルゴード制御 / ランダム行列 / 差分スキーム / 数値解析 / 双曲型偏微分方程式 / 弱l^Pノルム / 分散なし戸田方程式 / ハミルトン力学系 / ウェイヴレット展開 / エネルギー保存差分スキーム / スプライン近似 / 数値計算スキーム / ハミルトン力学 / 半離散化 / 選点法 / 戸田方程式 / 偏微分方程式 / ウェイヴレット / symmetry of domains / interface / isothermal surface / spatial critical point / diffusion equation / initial boundary value problem / porous medium equation / heat equation / リプシッツ領域 / ノイマン境界条件 / ピーラプラシアン / 漸近挙動 / 自己相似解 / 領域の対称性 / インターフェース / 等温面 / 空間臨界点 / 拡散方程式 / 初期境界値問題 / ポーラスメディアム方程式 / 熱方程式 / Pucci方程式 / Phragmen-Lindelov定理 / ABP最大値原理 / Lp粘性解 / 確率最適制御 / 局所最大値原理 / プラグメン・リンデレフ定理 / 弱ハルナック不等式 / 比較原理 / 最大値原理 / 楕円性 / 確率解析 / 確率微分方程式 / 漸近展開 / 確率過程 / レビー過程 / 上半連続分類空間 / 局所コンパクト距離空間 / 万有空間 / 強斉次性 / 自己相似性 / 次元論 Less
  • Research Projects

    (14 results)
  • Research Products

    (31 results)
  • Co-Researchers

    (33 People)
  •  Viscosity solution theory for fully nonlinear equations and its applications

    • Principal Investigator
      KOIKE Shigeaki
    • Project Period (FY)
      2008 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Basic analysis
    • Research Institution
      Saitama University
  •  Stochastic calculus for Levy processes

    • Principal Investigator
      ISHIKAWA Yasushi
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Ehime University
  •  Expected utility maximiaation problems and stochastic control

    • Principal Investigator
      NAGAI HIideo
    • Project Period (FY)
      2004 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  On the study of the theory of viscosity solutions and its new developments

    • Principal Investigator
      KOIKE Shigeaki
    • Project Period (FY)
      2004 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Basic analysis
    • Research Institution
      Saitama University
  •  Viscosity solutions of nonlinear variational inequalities and their applicationsPrincipal Investigator

    • Principal Investigator
      MORIMOTO Hiroaki
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Ehime University
  •  Studies on non-linear variational inequalities by viscosity solutionsPrincipal Investigator

    • Principal Investigator
      MORIMOTO Hiroaki
    • Project Period (FY)
      2002 – 2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Ehime University
  •  Numerical Analysis for Inverse Problems and Applications of Wavelet Analysis

    • Principal Investigator
      OKADA Masami
    • Project Period (FY)
      2000 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Metropolitan University
      Tohoku University
  •  Optimization in stochastic systems and applications to consumption problemsPrincipal Investigator

    • Principal Investigator
      MORIMOTO Hiroaki
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ehime University
  •  Asympotic behaviors of spatial critical points and zeros of solutions of parabolic equations

    • Principal Investigator
      SAKAGUCHI Shigeru
    • Project Period (FY)
      1998 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Basic analysis
    • Research Institution
      Ehime University
  •  不確定性を含む確率制御Principal Investigator

    • Principal Investigator
      森本 宏明
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ehime University
  •  確率制御理論の研究Principal Investigator

    • Principal Investigator
      森本 宏明
    • Project Period (FY)
      1995
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ehime University
  •  フラクタル次元とカオス

    • Principal Investigator
      津田 光一
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Geometry
    • Research Institution
      Ehime University
  •  確率制御理論の研究Principal Investigator

    • Principal Investigator
      森本 宏明
    • Project Period (FY)
      1993
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Ehime University
  •  次元論とフラクタル

    • Principal Investigator
      津田 光一
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      代数学・幾何学
    • Research Institution
      Ehime University

All 2008 2007 2006 2005 2003 Other

All Journal Article Presentation Book

  • [Book] 経済学はじめの1歩-モデル分析の基礎2005

    • Author(s)
      川口和仁, 森本宏明
    • Total Pages
      110
    • Publisher
      学術図書出版社
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] Optimal consumption models in economic growth2008

    • Author(s)
      Morimoto, Hiroaki
    • Journal Title

      J. Math. Anal. Appl. 337

      Pages: 480-492

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540183
  • [Journal Article] Optimal consumption models in economic growth2008

    • Author(s)
      Morimoto Hiroaki
    • Journal Title

      J. Math. Anal. Appl 337

      Pages: 480-492

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540183
  • [Journal Article] Optimal consumption in a growth model with the Cobb-Doualas oroduction function2008

    • Author(s)
      H. Morimoto and X. Y. Zhou
    • Journal Title

      SIAM Journal in Control and Optimization 47巻

      Pages: 2991-3006

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20340026
  • [Journal Article] Optimal consumption models in economic growth2008

    • Author(s)
      Morimoto Hiroaki
    • Journal Title

      J.Math.Anal.Appl 337

      Pages: 480-492

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540183
  • [Journal Article] Optimal consumption in a growth model with the Cobb-Douglas production function2008

    • Author(s)
      H. Morimoto, X. Y. Zhou
    • Journal Title

      SIAM J. Control Optim

      Volume: 47巻 Pages: 2991-3006

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20340026
  • [Journal Article] Optimal consumption models in economic growth2008

    • Author(s)
      H. Morimoto
    • Journal Title

      Journal of Mathematical Analysis and Applications 337(1)

      Pages: 480-492

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] Optimal Consumption Control Problem associated with Jump-Diffusion Processes2008

    • Author(s)
      Yasushi Ishikawa Hiroaki Morimoto
    • Journal Title

      preprint

    • Data Source
      KAKENHI-PROJECT-18540183
  • [Journal Article] Optimal consumption models in economic growth2008

    • Author(s)
      H. Morimoto
    • Journal Title

      J. Math. Anal. Appl

      Volume: 337巻 Pages: 480-492

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20340026
  • [Journal Article] A linear-quadratic control problem with discretionary stopping2007

    • Author(s)
      S. Koike, H. Morimoto and S. Sakaguchi
    • Journal Title

      Discrete and Continuous Dyna-mical System Series B 8(2)

      Pages: 261-277

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] Long-run average welfarte in a pollusion accumlation model2007

    • Author(s)
      K.Kawaguchi, H.Morimoto
    • Journal Title

      Journal of Economic Dynamic and Control 31

      Pages: 703-720

    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] A linear-quadratic control problem with discretionary stopping2007

    • Author(s)
      S. Koike, H. Morimoto & S. Sakaguchi
    • Journal Title

      Discrete and Continuous Dynamical Systems, Series B 8(2)

      Pages: 251-277

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] Long-run average welfare in a pollution accumulation model2007

    • Author(s)
      K.Kawaguchi, H.Morimoto
    • Journal Title

      Journal of Economic Dynamic and Control 31

      Pages: 703-720

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] Long-run average welfare in a pollution accumulation model2007

    • Author(s)
      K.Kawaguchi, H.Morimoto
    • Journal Title

      Journal of Economic Dynamics and Control 31

      Pages: 703-720

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] The probabilistic solution of the Dirichlet problem for degenerate elliptic equations2006

    • Author(s)
      C.Liu, H.Morimoto
    • Journal Title

      Bull.Pol.Acad.Sci.Math. 54

      Pages: 163-174

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] The probabilistic solution of the Dirichlet problem for degenerate elliptic equations2006

    • Author(s)
      Morimoto, Hiroaki
    • Journal Title

      Bulletin of the Polish Academy of Sciences 54

      Pages: 163-174

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18540183
  • [Journal Article] The probabilistic solution of the Dirichlet problem for degenerate elliptic equations2006

    • Author(s)
      C.Liu, H.Morimoto
    • Journal Title

      Bull. Pol. Acad. Sci. Math. 54・2

      Pages: 163-174

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] The probabilistic solution of the Dirichlet problem for degenerate elliptic equations2006

    • Author(s)
      C.Liu, H.Morimoto
    • Journal Title

      Bull.Pol.Acad.Sci.Math. 54・2

      Pages: 163-174

    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] The probabilistic solution of the Dirichlet problem for degenerate elliptic equations2006

    • Author(s)
      Morimoto, Hiroaki
    • Journal Title

      Bulletin of the Polish Academy of Sciences 54・2

      Pages: 163-174

    • Data Source
      KAKENHI-PROJECT-18540183
  • [Journal Article] An extension of the linear regulator for degenerate diffusions2005

    • Author(s)
      A.Baten, H.Morimoto
    • Journal Title

      IEEE Transactions on Automatic control 50・11

      Pages: 1822-1826

    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] Optimal consumption and portfolio choice with stopping2005

    • Author(s)
      S.Koike, H.Morimoto
    • Journal Title

      Funkcialaj Ekvacioj 48

      Pages: 183-202

    • NAID

      130000141285

    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] An extension of the linear regulator for degenerate diffusions2005

    • Author(s)
      Md.A.Baten, H.Morimoto
    • Journal Title

      IEEE Transactions on Automatic Control 50

      Pages: 1822-1826

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] Optimal consumption and portfolio choice with stopping2005

    • Author(s)
      S.Koike, H.Morimoto
    • Journal Title

      Funkcial. Ekvac. 48・2

      Pages: 183-202

    • NAID

      130000141285

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] Optimal consumption and portfolio choice with stopping2005

    • Author(s)
      S. Koike and H. Morimoto
    • Journal Title

      Funkcialaj Ekvacioj 48

      Pages: 183-202

    • NAID

      130000141285

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] Optimal consumption and portfolio choice with stopping2005

    • Author(s)
      S.Koike, H.Morimoto
    • Journal Title

      Funkcial.Ekvac. 48

      Pages: 183-202

    • NAID

      130000141285

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540160
  • [Journal Article] Variational inequalities for leavable bounded-velocity control2003

    • Author(s)
      S.Koike, H.Morimoto
    • Journal Title

      Applied Mathematics and Optimizations 48

      Pages: 1-20

    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] A Linear-quadratic control problem with discretionary stopping

    • Author(s)
      S.Koike, H.Morimoto, S.Sakaguchi
    • Journal Title

      Discrete and Continuous Dynamical Systems, Series B. (掲載決定)

    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] Optimal consumption and portfolio choice with stopping

    • Author(s)
      S.Koike, H.Morimoto
    • Journal Title

      Funkcialaj Ekvacioj 未定

    • NAID

      130000141285

    • Data Source
      KAKENHI-PROJECT-16340032
  • [Journal Article] An extension of the linear regulator for degenerate diffusions

    • Author(s)
      A.Baten, H.Morimoto
    • Journal Title

      IEEE Transactions on Automatic Control (to appear)

    • Data Source
      KAKENHI-PROJECT-16540160
  • [Presentation] Viscosity solutions of paraboric Hamilton-Jacobi equation in economic growth2008

    • Author(s)
      森本宏明
    • Organizer
      広島応用解析セミナー
    • Place of Presentation
      広島大学
    • Year and Date
      2008-09-02
    • Data Source
      KAKENHI-PROJECT-18540183
  • [Presentation] 変分不等式の粘性解とAmerican put options2006

    • Author(s)
      森本宏明
    • Organizer
      微分方程式の漸近問題と粘性解理論
    • Place of Presentation
      富山大学
    • Data Source
      KAKENHI-PROJECT-18540183
  • 1.  KISO Kazuhiro (60116928)
    # of Collaborated Projects: 6 results
    # of Collaborated Products: 0 results
  • 2.  津田 光一 (20112253)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 3.  ISHIKAWA Yasushi (70202976)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 1 results
  • 4.  NAGAI Hideo (70110848)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 5.  YANAGI Shigenori (10253296)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 6.  KOIKE Shigeaki (90205295)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 7 results
  • 7.  ISHII Hitoshi (70102887)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 8.  KAWAGUCHI Kazuhito (30234040)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 4 results
  • 9.  田沼 一実 (60217156)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 10.  三好 武雄 (60036358)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 11.  若木 宏文 (90210856)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 12.  ISHII Katsuyuki (40232227)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 13.  MIKAMI Toshio (70229657)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 14.  武田 和昭 (60036332)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 15.  SAKAGUCHI Shigeru (50215620)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  NAITO Manabu (00106791)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  HASHIMOTO Takahiro (60291499)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  JIMBO Shuichi (80201565)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  OKADA Masami (00152314)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  HIDANO Kunio (00285090)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  KURATA Kazuhiro (10186489)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  ISOZAKI Hiroshi (90111913)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  HIRATA Masaki (70254141)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  KOHATSU-HIGA Artuto (80420412)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  KOTANI Shinichi (10025463)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  MATSUMOTO Hiroyuki (00190538)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  森作 常生 (10112252)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  望月 清 (80026773)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  中村 誠 (70312634)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  日合 文雄 (30092571)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 31.  林 朗 (60240909)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  小澤 一文 (20100753)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  関根 順 (50314399)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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