• Title/Summary/Keyword: 효용함수

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A R&D Project Evaluation Model Based on Multi-attribute Utility (다 속성 효용이론을 이용한 R&D 프로젝트의 평가 모델의 연구)

  • 황흥석
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1998.10a
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    • pp.103-106
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    • 1998
  • 본 연구는 연구·개발 프로젝트의 평가를 위하여 연구·개발 프로젝트의 다-속성(Multi-attributes)을 고려하한 평가 모델의 연구이다. 이를 위하여 우선 평가구조를 구축하고 각 속성별 평가를 종합하기 위한 종합성과도(Total Preference Index)로 단일 측정치로 평가 할 수 있도록 종합하기 위한 적절한 효용함수를 도입하여 사용하였다. 이러한 평가 과정을 다-속성 의사결정 모델(Multi-attribute Utility Model)로 통합하였으며 연구·개발프로젝트의 특성을 고려하여 각 연구실의 책임자(Laboratory Directors)의 평가체계를 개발하여 본 평가모델에 포함하였다. 본 평가모델의 시험 적용을 위하여 특정 연구소에 시험적용하고 그 결과를 보였으며, 부분적으로 보완 연구될 경우 일반적인 프로젝트의 평가모델로 활용될 수 있으리라 생각된다.

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Optimization of Sheet Metal Forming Process by using Decision-Making Theory (의사결정이론을 이용한 박판성형공정의 최적화)

  • Kim, Kyung-Mo;Yin, Jeong-Je
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.11 no.2
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    • pp.125-136
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    • 2012
  • Wrinkle and fracture are two major defects frequently found in the sheet metal forming process. In this process there are more than one design attributes to optimize and several uncontrollable factors which cannot be ignored in determining the optimal values of design variables. Therefore, attempts to reduce defects through a traditional optimization technique are often led to failures. In this research, a new design method for reducing the wrinkle and fracture under uncontrollable factors is presented by using decision-making theory. To avoid the psychological difficulties in determining the scaling constants of the multi-attribute utility function by using the ordinary lottery questions, a pair-wise comparison procedure is adapted to avoid this problem. The effectiveness of the proposed method is illustrated through a robust design of sheet metal forming process of a side member of an automotive body.

A New Hidden Error Function for Training of Multilayer Perceptrons (다층 퍼셉트론의 층별 학습 가속을 위한 중간층 오차 함수)

  • Oh Sang-Hoon
    • The Journal of the Korea Contents Association
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    • v.5 no.6
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    • pp.57-64
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    • 2005
  • LBL(Layer-By-Layer) algorithms have been proposed to accelerate the training speed of MLPs(Multilayer Perceptrons). In this LBL algorithms, each layer needs a error function for optimization. Especially, error function for hidden layer has a great effect to achieve good performance. In this sense, this paper proposes a new hidden layer error function for improving the performance of LBL algorithm for MLPs. The hidden layer error function is derived from the mean squared error of output layer. Effectiveness of the proposed error function was demonstrated for a handwritten digit recognition and an isolated-word recognition tasks and very fast learning convergence was obtained.

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Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1029-1038
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    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

Multilevel Threshold Selection Method Based on Gaussian-Type Finite Mixture Distributions (가우시안형 유한 혼합 분포에 기반한 다중 임계값 결정법)

  • Seo, Suk-T.;Lee, In-K.;Jeong, Hye-C.;Kwon, Soon-H.
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.6
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    • pp.725-730
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    • 2007
  • Gray-level histogram-based threshold selection methods such as Otsu's method, Huang and Wang's method, and etc. have been widely used for the threshold selection in image processing. They are simple and effective, but take too much time to determine the optimal multilevel threshold values as the number of thresholds are increased. In this paper, we measure correlation between gray-levels by using the Gaussian function and define a Gaussian-type finite mixture distribution which is combination of the Gaussian distribution function with the gray-level histogram, and propose a fast and effective threshold selection method using it. We show the effectiveness of the proposed through experimental results applied it to three images and the efficiency though comparison of the computational complexity of the proposed with that of Otsu's method.

The Mean-VaR Framework and the Optimal Portfolio Choice (평균-VaR 기준과 최적 포트폴리오 선택)

  • Ku, Bon-Il;Eom, Young-Ho;Choo, Youn-Wook
    • The Korean Journal of Financial Management
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    • v.26 no.1
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    • pp.165-188
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    • 2009
  • This paper has suggested the methodology for the frontier portfolios and the optimal portfolio under the mean-VaR framework, not assuming the normal distribution and considering the investor's preferences for the higher moments of return distributions. It suggested the grid and rank approach which did not need an assumption about return distributions to find the frontier portfolios. And the optimal portfolio was selected using the utility function that considered the 3rd and the 4th moments. For the application of the methodology, weekly returns of the developed countries index, the emerging market index and the KOSPI index were used. After the frontier portfolios of the mean-variance framework and the mean-VaR framework were selected, the optimal portfolios of each framework were compared. This application compared not only the difference of the standard deviation but also the difference of the utility level and the certainty equivalent expressed by weekly expected returns. In order to verify statistical significances about the differences between the mean-VaR and the mean-variance, this paper presented the statistics which were obtained by the historical simulation method using the bootstrapping. The results showed that an investor under the mean-VaR framework had a tendency to select the optimal portfolio which has bigger standard deviation, comparing to an investor under the mean-variance framework. In addition, the more risk averse an investor is, the bigger utility level and certainty equivalent he achieves under the mean-VaR framework. However, the difference between the two frameworks were not significant in statistical as well as economic criterion.

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A LOGIT based Traffic Assignment Model Considering Passenger Transfer on Railway Network (철도 네트워크에서 환승수요를 고려한 다항로짓 기반 통행배정 모형 연구)

  • Park, Bum-Hwan;Rho, Hag-Lae;Cheon, Seung-Hoon;Lee, Jin-Sun
    • Journal of the Korean Society for Railway
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    • v.14 no.3
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    • pp.276-284
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    • 2011
  • In our study, we present a new LOGIT-based traffic assignment model applicable to intercity railway network. Most traffic assignment models have been developed for public transit assignment in urban area, so that they are known to produce unrealistic results in intercity railway demand analysis. Especially, since the introduction of KTX, more passengers are using a route including KTX service and the schedule becomes more compatible with transfer. Our study presents a new LOGIT-based traffic assignment model considering passenger transfer. To do so, we suggest a new route search algorithm to find K paths with non increasing order in the utility value.

The Efforts of Self-Insurance-cum-Protection Activity in a Two-Period Model (2기간 모형에서의 손실통제 노력)

  • Hong, Ji-Min
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.10
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    • pp.47-53
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    • 2019
  • This study examined the effects of risk aversion on the Self-Insurance-cum-Protection activity (SICP) in a two period model, which is in contrast to existing studies that focused on an one period model. The assumption that there is a time difference between making an effort and incurring loss helps examine the effects of risk aversion in the long-term period. An increase in risk aversion always increases the efforts of SICP, whereas existing studies require additional restrictions to both the loss and cost function. Second, an increase in risk aversion always increases the efforts on self-insurance and self-protection. This result is in contrast to that of existing studies in that an increase in risk aversion increases the efforts of self-insurance, whereas the effects on the efforts of self-protection are unclear. Lastly, when there exists a background risk with zero mean and risk aversion increases in a two period model, the prudence condition of the utility function is a sufficient condition to increase the efforts of SICP.

Packet Scheduler Maximizing the System Utility in OFDMA/TDD (OFDMA/TDD 시스템의 효용을 최대화하기 위한 패킷 스케줄러)

  • Noh Jung Hyun;Choi Jin-Ghoo;Choi Jin-Hee;Choi Jin-Young
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.11a
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    • pp.382-384
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    • 2005
  • 비례 공평성 스케줄러는 시간에 따라 변하는 무선 채널의 특성을 이용하는 기회주의적 패킷 스케줄링 방식으로서 시스템 수율을 크게 증가시키는 장점이 있으나 1) 로그 형태의 효용 함수만을 지원하고 2) 사용자 QoS를 고려하지 않으며 3) 단일 채널 시스템에만 적용 가능한 한계를 갖는다. 본 논문에서는 WiBro에서 채택하고 있는 다중 접속 방식인 OFDMA/TDD 환경에서 이러한 한계를 극복한 스케줄러를 제안하고 모의 실험에 의해 그 성능을 평가한다.

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The Decision Making Model for Basin Wide Flood Control Projects (유역단위의 치수사업을 위한 의사결정모형)

  • Yi, Choong-Sung;Choi, Seung-An;Lee, Snag-Cheol;Shim, Myung-Pil;Kim, Hung-Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.512-516
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    • 2005
  • 우리나라에서는 이제까지 치수사업의 타당성 분석시 경제성 분석에 너무 치우쳐 사업에 대한 의사결정과정이 단편적으로 진행되어 왔다. 이러한 문제를 개선하고자, 본 연구는 AHP(Analytic Hierarchy Process)과 효용함수(utility function)를 이용하여 대안의 수립, 평가, 선정, 우선순위 결정에 이르는 치수사업 의사결정과정을 모형화 하였다. 모형의 적용결과, 최선대안의 선정시 경제성 기준이 여전히 큰 비중을 차지하고 있었으나 단위 사업안의 투자우선순위 결정에는 위험성, 지속가능성 기준의 영향도 상당부분 있었다. 그러나 대안들 간에 변별력을 높이기 위해서는 경제성 이외 기준들의 속성에서 공간적 정밀도를 높이는 추가연구는 필요한 것으로 판단되었다. 본 연구는 치수사업 계획이 유역 내 단위사업안들로 조합된 대안들의 평가를 통해 이루어져야 한다는 점을 보여주고 있으며, 향후 점차로 유역단위의 치수계획이 정립됨에 따라 본 연구를 바탕으로 보다 구체적인 연구가 수행되리라 기대된다.

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