MORIMOTO Hiroaki 森本宏明

… 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

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

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8. KAWAGUCHI Kazuhito (30234040)

# of Collaborated Projects: 3 results

# of Collaborated Products: 4 results
9. 田沼一実 (60217156)

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10. 三好武雄 (60036358)

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11. 若木宏文 (90210856)

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12. ISHII Katsuyuki (40232227)

# of Collaborated Projects: 2 results

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13. MIKAMI Toshio (70229657)

# of Collaborated Projects: 2 results

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14. 武田和昭 (60036332)

# of Collaborated Projects: 2 results

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15. SAKAGUCHI Shigeru (50215620)

# of Collaborated Projects: 1 results

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16. NAITO Manabu (00106791)

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17. HASHIMOTO Takahiro (60291499)

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18. JIMBO Shuichi (80201565)

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19. OKADA Masami (00152314)

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20. HIDANO Kunio (00285090)

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21. KURATA Kazuhiro (10186489)

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22. ISOZAKI Hiroshi (90111913)

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23. HIRATA Masaki (70254141)

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24. KOHATSU-HIGA Artuto (80420412)

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25. KOTANI Shinichi (10025463)

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26. MATSUMOTO Hiroyuki (00190538)

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27. 森作常生 (10112252)

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28. 望月清 (80026773)

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29. 中村誠 (70312634)

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30. 日合文雄 (30092571)

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31. 林朗 (60240909)

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32. 小澤一文 (20100753)

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33. 関根順 (50314399)

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MORIMOTO Hiroaki 森本 宏明

森本 宏明 モリモト ヒロアキ

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Viscosity solutions of nonlinear variational inequalities and their applicationsPrincipal Investigator

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Studies on non-linear variational inequalities by viscosity solutionsPrincipal Investigator

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Optimization in stochastic systems and applications to consumption problemsPrincipal Investigator

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不確定性を含む確率制御Principal Investigator

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確率制御理論の研究Principal Investigator

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確率制御理論の研究Principal Investigator

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MORIMOTO Hiroaki 森本宏明

森本宏明モリモトヒロアキ