• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.17 no.2
• /
• pp.115-128
• /
• 2013

The optimal portfolio selection problem under inflation risk and subsistence constraints is considered. There are index bonds to invest in financial market and it helps to hedge the inflation risk. By applying the martingale method, the optimal consumption rate and the optimal portfolios are obtained explicitly. Furthermore, the quantitative effect of inflation risk and subsistence constraints on the optimal polices are also described.

• Proceedings of the Korean Society for Language and Information Conference
• /
• 2007.11a
• /
• pp.440-449
• /
• 2007

This paper provides a fine-grained analysis of Korean serial verb constructions within the HPSG framework, and covers major descriptive characteristics of the phenomena. This paper discusses constraints on serial verb constructions in terms of four aspects; transitivity, argument structure, semantic properties, and complementizers. As a result, 17 constraints have been built, which support the type hierarchies for Korean serial verb constructions. This paper also presents a sample derivation on the basis of on the constraints and the type hierarchies.

• Korean Management Science Review
• /
• v.33 no.1
• /
• pp.77-87
• /
• 2016

I study optimal consumption and investment choices of an infinitely-lived economic agent with a general time-separable von Neumann-Morgenstern utility under general borrowing constraints against future labor income. An explicit solution is provided by the dynamic programming method. It is shown that the optimal consumption and risky investment decrease as the borrowing constraints become stronger.

• Journal of Electrical Engineering and information Science
• /
• v.1 no.2
• /
• pp.39-44
• /
• 1996

An efficient interacting multiple mode(IMM) approach for tracking a maneuvering target with kinematic constraints is described based on the square root information filter(SRIF). The SRIF is employed instead of the conventional Kalman filter since it exhibits more efficient features in handling the kinematic constraints and improved numerical characteristics. The kinematic constraints are considered in the filtering process as pseudomeasurements where the degree of uncertainty is represented by the magnitude of the pseudomeasurement noise variance. The Monte Carlo simulations for the constant speed, maneuvering target are provided to demonstrate the improved tracking performance of the proposed algorithm.

• The Journal of the Korea Contents Association
• /
• v.7 no.12
• /
• pp.167-178
• /
• 2007

This study is to examine the relationship between leisure constraints, participation in Sports for All and subjective happiness among private guards. To attain the goal of the study described above paragraphs, private guards held in Seoul were set as a collected group. Then, using cluster random sampling method, finally drewout and analyzed 193 peoples in total. The result of reliability analysis check up was here below; Chronbach's ${\alpha}=\;.725$. The conclusion drawn from this study is as follows: First, leisure constraints influences on the participation experience in Sports for All. Second, leisure constraints influences on the participation degree in Sports for All. The increase of leisure constraints in peripheral aspects results in the decrease of participation term of Sports for All. And the increase of leisure constraints in individual, peripheral aspects results in of participation intensity in Sports for All. Third, leisure constraints influences on subjective happiness. Fourth, leisure constraints results in the retributive effect on participation in Sports for All and subjective happiness. Namely, leisure constraints results in the indirect effect on subjective happiness through the participation in Sports for All is an important variable intermediating the relationship between leisure constraints and subjective happiness.

• The Journal of The Korea Institute of Intelligent Transport Systems
• /
• v.4 no.1 s.6
• /
• pp.1-13
• /
• 2005

For integrated transit networks operated with diverse transit modes, it is difficult to find related literatures on the provision of multiple travel time routes information. This study proposes a methodology on how to select K number of least time transit routes in the integrated transit network with two modes, bus and subway. In the Proposed method, three constraints usually (will be) encountered for decision by users-(1) service time constraints of travel modes, (2) maximum payment fare constraints under the integrated distance based fare system, and (3) maximum number of transfer constraints - are taken into consideration in the searched routes. The experimental studies shows that the proposed method properly provides K number of least time routes. In addition, it somehow proves that by combinatorially considering three constraints the proposed method can be evaluated as to enlarge the quality as well as the diversity of route information demanded by users.

• Journal of the Chungcheong Mathematical Society
• /
• v.27 no.1
• /
• pp.145-149
• /
• 2014

I consider the optimal consumption and portfolio selection problem with nonnegative wealth constraints using the dynamic programming approach. I use the constant relative risk aversion (CRRA) utility function and disutility to derive the closed-form solutions.

• Proceedings of the Korean Information Science Society Conference
• /
• 2011.06a
• /
• pp.420-421
• /
• 2011

This paper derive an optimal distributed power control strategy under both the probability of dropping a packet due to buffer overflow constraints at the secondary users and the interference constraints to the primary users.

• Journal of The Korean Astronomical Society
• /
• v.14 no.2
• /
• pp.51-54
• /
• 1981

The characteristic size and mass of galaxies as pre-galactic constraints on the Galactic evolution are reviewed and the general constraints for their existence in gravitationally bound systems are examined. Implications on the self-similar gravitational clustering are also discussed.

• Journal of the Korea Society of Computer and Information
• /
• v.22 no.9
• /
• pp.9-16
• /
• 2017

The course timetabling problem is a problem assigning a set of subjects to the given classrooms and different timeslots, while satisfying various hard constraints and soft constraints. This problem is defined as a constraint satisfaction optimization problem and is known as an NP-complete problem. Various methods has been proposed such as integer programming, constraint programming and local search methods to solve a variety of course timetabling problems. In this paper, we propose an iterative improvement search method to solve the problem based on constraint programming. First, an initial solution satisfying all the hard constraints is obtained by constraint programming, and then the solution is repeatedly improved using constraint programming again by adding new constraints to improve the quality of the soft constraints. Through experimental results, we confirmed that the proposed method can find far better solutions in a shorter time than the manual method.