• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2007년도 추계학술대회논문집
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• pp.556-559
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• 2007

The notion of linearity is fundamental in science and engineering. Much of system and control theory is based on the analysis of linear system, which does not care whether it is nonlinear and complex. The dynamic programming is one of concerned technology when users are interested in choosing best choice from system operation for nonlinear or dynamic system‘s performance and control problem. In this paper, we will introduce the dynamic programming which is based on discrete system. When the discrete system is constructed with discrete state, transfer between states, and the event to induct transfer, the discrete system can describe the system operation as dynamic situation or symbolically at the logical point of view. We will introduce technologies which are related with controllable of Controlled Markov Chain as shown example of simple game. The dynamic programming will be able to apply to optimal control part which has adaptable performance in the discrete system.

• 한국경영과학회지
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• 제16권2호
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• pp.159-163
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• 1991

For a continuous-time absorvation Markov chain, we apply and simplify the general method of finding the transition rates given the transition probabilities obtained from discrete observation of the continuous system. An example is given.

• Journal of applied mathematics & informatics
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• 제28권1_2호
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• pp.275-282
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• 2010

This paper analyzes a discrete-time bulk-service queue with probabilistic bulk size, where the service process is interrupted by a Markov chain. We study the joint probability generating function of system occupancy and the state of the Markov chain. We derive several performance measures of interest, including average system occupancy and delay distribution.

• 대한조선학회논문집
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• 제28권2호
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• pp.228-240
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• 1991

균열진전에 관한 많은 실험결과는 피로 균열진전 과정이 확률과정(stochastic process)임을 보여주고 있다. 따라서, 피로 균열진전에 관한 연구는 확률론적 기반에서 다루어져야 한다. 본 연구에서는 균열의 진전과정을 discrete Markov process로 가정하여, Bogdanoff가 제안한 Markov chain model(MCM)을 이용하여 구조물의 신뢰도를 평가할 수 있는 방법을 제시한다. 본 연구에서는 구조부재의 파괴형태로 누출, 소성붕괴 그리고 취성파괴를 취하였으며, 초기 균열크기의 변동성, 검사의 효과 등이 고려되었다. 또한, 불규칙 하중은 등가음력의 개념을 도입하여 처리하였다. 그리고, 구조물에의 계산례를 통하여 본 연구의 유용성을 보였다.

• 한국정보통신학회논문지
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• 제26권2호
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• pp.317-320
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• 2022

This paper studies real-time error in the context of monitoring a symmetric binary information source over a delay system. To obtain the average real-time error, the delay system is modeled and analyzed as a discrete time Markov chain with a finite state space. Numerical analysis is performed on various system parameters such as state transition probabilities of information source, transmission times, and transmission frequencies. Given state transition probabilities and transmission times, we investigate the relationship between the transmission frequency and the average real-time error. The results can be used to investigate the relationship between real-time errors and age of information.

• 한국국방경영분석학회지
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• 제11권1호
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• pp.111-129
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• 1985

Markov chains with large transition probability matrices occur in many applications such as manpowr models. Under certain conditions the state space of a stationary discrete parameter finite Markov chain may be partitioned into subsets, each of which may be treated as a single state of a smaller chain that retains the Markov property. Such a chain is said to be 'lumpable' and the resulting lumped chain is a special case of more general functions of Markov chains. There are several reasons why one might wish to lump. First, there may be analytical benefits, including relative simplicity of the reduced model and development of a new model which inherits known or assumed strong properties of the original model (the Markov property). Second, there may be statistical benefits, such as increased robustness of the smaller chain as well as improved estimates of transition probabilities. Finally, the identification of lumps may provide new insights about the process under investigation.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.1043-1048
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• 2011

W. Choi([1]) identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. We denote by F the homozygosity and by S the average selection intensity. In this note, we define the Fleming-Viot process with generator of limiting diffusion and provide exact result for the relations of F and S.

• 대한수학회보
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• 제42권2호
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• pp.397-404
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• 2005

In this note, we characterize the limiting diffusion of a diploid model by defining the discrete generator for the resealed Markov chain. We conclude that this limiting diffusion model is with uncountable state space and mutation selection and special 'mutation or gene conversion rate'.

• Journal of applied mathematics & informatics
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• 제24권1_2호
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• pp.505-511
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• 2007

In this paper, we examine the Markov chain $\{X_k,\;N_k;\;k=0,\;1,...$. We show that the marginal steady state distribution of Xk is discrete phase type. The implication of this result is that the queue length distribution of phase type for large number of examples where this Markov chain is applicable and shows a queueing application by matrix geometric methods.

• 대한토목학회논문집
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• 제33권5호
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• pp.1861-1870
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• 2013

최근 기후변화 영향으로 인해 수문변동성이 크게 증가되고 있으며 이러한 변동성을 고려하기 위한 방안으로서 강수량 모의발생 기법에 대한 중요성이 대두되고 있다. 본 연구에서는 복잡한 강수발생 패턴을 인지하고 강수량의 다양한 분포특성을 고려할 수 있는 혼합분포를 이용한 동질성 Hidden Markov Chain(HMM) 모형을 제안하였다. HMM 모형의 개선효과를 검증하기 위해서 기존 Markov Chain 모형과 비교 하였으며 서울관측소 및 전주관측소를 대상으로 연구를 진행하였다. 계절강수량 및 일강수량 등 다양한 시간규모에서 모형의 적합성을 평가하기 위해서 천이확률, 평균, 분산, 왜곡도 및 첨예도 등을 비교하였으며 HMM 모형이 기존 Markov Chain 모형에 비해서 개선된 모의능력을 확인할 수 있었다. 특히, HMM 모형은 극치강수량을 재현하는데 있어서 기존 Markov Chain 모형에 비해서 월등한 모의능력을 보여주었다. 이러한 점에서 장기유출량 및 확률홍수량 등을 산정하기 위한 입력자료로 활용이 충분히 가능할 것으로 판단된다.