• Proceedings of the Korean Information Science Society Conference
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• 2005.11a
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• pp.1006-1008
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• 2005

최근에 계산금융 분야에서 복잡한 수식을 이용한 연산이 증가하고 있다. 그리고 계산금융 분야에서 몬테카를로 시뮬레이션은 대표적인 계산방법 중에 하나이다. 그러나 몬테카를로 시뮬레이션은 많은 반복연산을 수행하므로 연산시간이 오래 걸리는 문제점이 있다. 이러한 문제점을 해결하기 위하여 본 논문에서는 몬테카를로 시뮬레이션과 스프레드시트를 병렬로 처리하였다. 또한 실험을 통하여 병렬 스프레드시트의 계산 노드가 증가함에 따라 파생상품의 계산 시간이 단축되는 것을 보였다.

• Journal of the Korea Society for Simulation
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• v.28 no.3
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• pp.65-74
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• 2019

For many years, it has been widely studied on fork-join production systems but there is not much literature focusing on the finite buffer(s) of either individuals or shared, and generally distributed processing times. Usually, it is difficult to handle finite buffer(s) through a standard queueing theoretical approach. In this study, by using the max-plus algebraic approach we studied buffer-shared fork-join production systems with general processing times. However, because it cannot provide proper computational ways for performance measures, we developed simulation models using @RISK software and the expressions derived from max-plus algebra. From the simulation experiments, we compared some properties on waiting time with respect to a buffer capacity under two blocking policies: BBS (Blocking Before Service) and BAS (Blocking After Service).

• Journal of the Korea Society for Simulation
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• v.28 no.2
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• pp.119-129
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• 2019

Although line production systems with finite buffers have been studied over several decades, except for some special cases there are no explicit expressions for system performances such as waiting times(or response time) and blocking probability. Recently, a max-plus algebraic approach for buffer-sharing systems with constant processing times was introduced and it can lead to analytic expressions for (higher) moment and tail probability of stationary waiting. Theoretically this approach can be applied to general processing times, but it cannot give a proper way for computing performance measures. To this end, in this study we developed simulation models using @RISK software and the expressions derived from max-plus algebra, and computed and compared blocking probability, waiting time (or response time) with respect to two blocking policies: communication(BBS: Blocking Before Service) and production(BAS: Blocking After Service). Moreover, an optimization problem which determines the minimum shared-buffer capacity satisfying a predetermined QoS(quality of service) is also considered.

• Journal of Aerospace System Engineering
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• v.17 no.5
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• pp.1-10
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• 2023

This research sought to determine the optimal cycle of Planned Depot Maintenance (PDM) for Unmanned Aerial Vehicle (UAV), and PDM through Reliability and Maintainability-based simulation and Operating and Support (O&S) cost analysis using Reliability and Maintainability analysis results. The effectiveness of the PDM was verified economically, and the optimal PDM interval that balances UAV effective operations and sustaining engineering costs was presented.