• Journal of the Korean Society for Precision Engineering
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• v.26 no.3
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• pp.32-39
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• 2009

A new discrete time gain-scheduled control design is proposed to improve disturbance attenuation for systems with bounded control input under known disturbance maximum norm. The state feedback gains are scheduled according to the proximity of the state of the plant to the origin. The controllers are derived in the framework of linear matrix inequality(LMI) optimization. This procedure yields a linear time varying control structure that allows higher gain and hence higher performance controllers as the state moves closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition under the given disturbance maximum norm.

• Journal of the Korean Society for Precision Engineering
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• v.23 no.6 s.183
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• pp.81-87
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• 2006

A new gain-scheduled control design is proposed to improve disturbance attenuation for systems with bounded control input. The state feedback controller is scheduled according to the proximity to the origin of the state of the plant. The controllers is derived in the framework of linear matrix inequality(LMI) optimization. This procedure yields a linear time varying control structure that allows higher gain and hence higher performance controllers as the state move closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition.

• Bulletin of the Korean Mathematical Society
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• v.54 no.6
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• pp.2065-2079
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• 2017

This paper is devoted to the minimal and maximal bounded solutions for general time interval quadratic backward stochastic differential equations with stochastic conditions. A general existence result is established by the method of convolution, the exponential transform, Girsanov's transform and a priori estimates, where the terminal time is allowed to be finite or infinite, and the generator g is allowed to have a stochastic semi-linear growth and a general growth in y, and a quadratic growth in z. This improves some existing results at some extent. Some new ideas and techniques are also applied to prove it.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• Proceedings of the KSME Conference
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• 2007.05a
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• pp.915-920
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• 2007

A new optimal state feedback and disturbance feedforward control design in the sense of minimizing $L_{2}-gain$ from disturbance to control output is proposed for disturbance attenuation of systems with bounded control input and measurable disturbance. The controller is derived in the framework of linear matrix inequality(LMI) optimization. A gain scheduled state feedback and disturbance feedforward control design is also suggested to improve disturbance attenuation performance. The control gains are scheduled according to the proximity to the origin of the state of the plant and the magnitude of disturbance. This procedure yields a stable linear time varying control structure that allows higher gain and hence higher performance controller as the state and the disturbance move closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition.

• Journal of the Korean Society for Precision Engineering
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• v.11 no.6
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• pp.20-27
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• 1994

This paper presents a controller design to coordinate a robot manipulator under unknown system parameters and bounded disturbance inputs. To control the motion of the manipulator, an inverse dynamics control scheme is applied. Since parameters of the robot manipulators such as mass and inertia are not perfectly known, the difference between the actual and estimated parameters works as a disturbance force. To identify the unknown parameters, an improved adaptive control algorithm is directly derived from a chosen Lyapunov's function candidate based on the Lyapunov's Second Method. A robust control algorithm is devised to counteract the bounded disturbance inputs such as contact forces and disturbing forces coming from the difference between the actual and the estimated system parameters. Numerical examples are shown using three degree-of-freedom planar arm.

• Journal of the Korean Society for Precision Engineering
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• v.24 no.11
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• pp.59-65
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• 2007

A new optimal state feedback and disturbance feedforward control design in the sense of minimizing $L_2$-gain from disturbance to control output is proposed for disturbance attenuation of systems with bounded control input and measurable disturbance. The controller is derived in the framework of linear matrix inequality(LMI) optimization. A gain scheduled state feedback and disturbance feedforward control design is also suggested to improve disturbance attenuation performance. The control gains are scheduled according to the proximity to the origin of the state of the plant and the magnitude of disturbance. This procedure yields a stable linear time varying control structure that allows higher gain and hence higher performance controller as the state and the disturbance move closer to the origin. The main results give sufficient conditions for the satisfaction of a parameter-dependent performance measure, without violating the bounded control input condition.

• Korean Journal of Mathematics
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• v.21 no.2
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• pp.117-124
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• 2013

We investigate the existence of weak solutions for the biharmonic boundary value problem with nonlinear term decaying at the origin. We get a theorem which shows the existence of nontrivial solutions for the biharmonic boundary value problem with nonlinear term decaying at the origin. We obtain this result by reducing the biharmonic problem with nonlinear term to the biharmonic problem with bounded nonlinear term and then approaching the variational method and using the mountain pass geometry for the reduced biharmonic problem with bounded nonlinear term.

• Journal of the Korean Mathematical Society
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• v.45 no.3
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• pp.807-819
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• 2008

We prove that for any continuous function f on the s-harmonic (1{\infty})$ boundary of a complete Riemannian manifold M, there exists a solution, which is a limit of a sequence of bounded energy finite solutions in the sense of supremum norm, for a certain elliptic operator A on M whose boundary value at each s-harmonic boundary point coincides with that of f. If $E_1,\;E_2,...,E_{\iota}$ are s-nonparabolic ends of M, then we also prove that there is a one to one correspondence between the set of bounded energy finite solutions for A on M and the Cartesian product of the sets of bounded energy finite solutions for A on $E_i$ which vanish at the boundary ${\partial}E_{\iota}\;for\;{\iota}=1,2,...,{\iota}$

• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.5
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• pp.916-924
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• 2003

Fair queueing has been an important issue in the multimedia networks where resources are shared among nodes both wired and wireless. In most fair queuing algorithms, based on the generalized processor sharing(GPS), emphasizes fairness guarantee while overlooking bounded delay guarantee which is critical to support multimedia services in the networks. In this paper, we propose a new fair queueing scheme, delay guaranteed fair queueing (DGFQ), which guaranteeing bounded delay of flows according to their individual delay requirements for multimedia services in the wireless packet networks.