• Title/Summary/Keyword: 로버스트 의사결정

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A Study on Selection of Split Variable in Constructing Classification Tree (의사결정나무에서 분리 변수 선택에 관한 연구)

  • 정성석;김순영;임한필
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.347-357
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    • 2004
  • It is very important to select a split variable in constructing the classification tree. The efficiency of a classification tree algorithm can be evaluated by the variable selection bias and the variable selection power. The C4.5 has largely biased variable selection due to the influence of many distinct values in variable selection and the QUEST has low variable selection power when a continuous predictor variable doesn't deviate from normal distribution. In this thesis, we propose the SRT algorithm which overcomes the drawback of the C4.5 and the QUEST. Simulations were performed to compare the SRT with the C4.5 and the QUEST. As a result, the SRT is characterized with low biased variable selection and robust variable selection power.

Development of Robust-SDP for improving dam operation to cope with non-stationarity of climate change (기후변화의 비정상성 대비 댐 운영 개선을 위한 Robust-SDP의 개발)

  • Yoon, Hae Na;Seo, Seung Beom;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.51 no.spc
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    • pp.1135-1148
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    • 2018
  • Previous studies on reservoir operation have been assumed that the climate in the future would be similar to that in the past. However, in the presence of climate non-stationarity, Robust Optimization (RO) which finds the feasible solutions under broader uncertainty is necessary. RO improves the existing optimization method by adding a robust term to the objective function that controls the uncertainty inherent due to input data instability. This study proposed Robust-SDP that combines Stochastic Dynamic Programming (SDP) and RO to estimate dam operation rules while coping with climate non-stationarity. The future inflow series that reflect climate non-stationarity were synthetically generated. We then evaluated the capacity of the dam operation rules obtained from the past inflow series based on six evaluation indicators and two decision support schemes. Although Robust-SDP was successful in reducing the incidence of extreme water scarcity events under climate non-stationarity, there was a trade-off between the number of extreme water scarcity events and the water scarcity ratio. Thus, it is proposed that decision-makers choose their optimal rules in reference to the evaluation results and decision support illustrations.

Evaluation of estuary reservoir management based on robust decision making considering water use-flood control-water quality under Climate Change (이수-치수-수질을 고려한 기후변화 대응 로버스트 기반 담수호 관리 평가)

  • Kim, Seokhyeon;Hwang, Soonho;Kim, Sinae;Lee, Hyunji;Kwak, Jihye;Kim, Jihye;Kang, Moonseong
    • Journal of Korea Water Resources Association
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    • v.56 no.6
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    • pp.419-429
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    • 2023
  • The objective of this study was to determine the management water level of an estuary reservoir considering three aspects: the water use, flood control and water quality, and to use a robust decision-making to consider uncertainty due to climate change. The watershed-reservoir linkage model was used to simulate changes in inflow due to climate change, and changes in reservoir water level and water quality. Five management level alternatives ranging from -1.7 El.m to 0.2 El.m were evaluated under the SSP1, 2, 3, and 5 scenariosof the ACCESS-CM2 Global Climate Model. Performance indicators based on period-reliability were calculated for robust decision-making considering the three aspects, and regret was used as a decision indicator to identify the alternatives with the minimum maximum regret. Flood control failure increased as the management level increased, while the probability of water use failure increased as the management level decreased. The highest number of failures occurred under the SSP5 scenario. In the water quality sector, the change in water quality was relatively small with an increase in the management level due to the increase in reservoir volume. Conversely, a decrease in the management level resulted in a more significant change in water quality. In the study area, the estuary reservoir was found to be problematic when the change in water quality was small, resulting in more failures.

A Stochastic Model for Optimizing Offshore Oil Production Under Uncertainty (불확실성하의 해양석유생산 최적화를 위한 추계적 모형)

  • Ku, Ji-Hye;Kim, Si-Hwa
    • Journal of Navigation and Port Research
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    • v.43 no.6
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    • pp.462-468
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    • 2019
  • Offshore oil production faces several difficulties caused by oil price decline and unexpected changes in the global petroleum logistics. This paper suggests a stochastic model for optimizing the offshore oil production under uncertainty. The proposed model incorporates robust optimization and restricted recourse framework, and uses the lower partial mean as the measure of variability of the recourse profit. Some computational experiments and results based on the proposed model using scenario-based data on the crude oil price and demand under uncertainty are examined and presented. This study would be meaningful in decision-making for the offshore oil production problem considering risks under uncertainty.