• Proceedings of the Korean Reliability Society Conference
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• 2004.07a
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• pp.211-216
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• 2004

본 논문에서는 임의의 충격이 있는 시스템 모형에서, 두 가지 시스템 관리정책인 임의점검정책과 주기점검 정책을 채택 한다. 시스템의 상태와 수리에 관련된 비용들을 고려한 후, 각 관리정책 하에서 장시간에 걸친 단위시간당 평균비용을 최소화하는 최적 점검주기를 구하고, 두 관리정책의 비교연구를 수행한다.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1089-1096
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• 2011

We consider an infinite dam with inputs formed by a compound Poisson process and adopt a $P^M_{\lambda}$-policy to control the level of water, where the water is released at rate M when the level of water exceeds threshold ${\lambda}$. We obtain interesting stationary properties of the level of water, when the amount of each input independently follows an exponential distribution. After assigning several managing costs to the dam, we derive the long-run average cost per unit time and show that there exist unique values of releasing rate M and threshold ${\lambda}$ which minimize the long-run average cost per unit time. Numerical results are also illustrated by using MATLAB.

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1165-1172
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• 2016

In this paper, a surplus process with investments is introduced. Whenever the level of the surplus reaches a target value V > 0, amount S($0{\leq}S{\leq}V$) is invested into other business. After assigning three costs to the surplus process, a reward per unit amount of the investment, a penalty of the surplus being empty and the keeping (opportunity) cost per unit amount of the surplus per unit time, we obtain the long-run average cost per unit time to manage the surplus. We prove that there exists a unique value of S minimizing the long-run average cost per unit time for a given value of V, and also that there exists a unique value of V minimizing the long-run average cost per unit time for a given value of S. These two facts show that an optimal investment policy of the surplus exists when we manage the surplus in the long-run.