• 제목/요약/키워드: Dynamic constraint

검색결과 447건 처리시간 0.022초

OPTIMAL PARTIAL HEDGING USING COHERENT MEASURE OF RISK

  • Kim, Ju-Hong
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.987-1000
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    • 2011
  • We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where $\tilde{\psi}$ is a randomized test in the static problem. Coherent risk measure is used as risk measure in the $L^{\infty}$ random variable spaces. The paper is written in expository style to some degree. We use an average risk of measure(AVaR), which is a special coherent risk measure, to see how to hedge the modified claim in a complete market model.

모드좌표와 절대절점좌표를 혼용한 동역학 해석기법에 관한 연구 (Study on the Dynamic Analysis Method using the Modal Coordinates and the Absolute Nodal Coordinates)

  • 손정현;유완석
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 추계학술대회
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    • pp.1730-1735
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    • 2003
  • In this paper, the absolute nodal coordinate formulation was introduced to describe the large deformation problems. And also, the modal coordinates were employed to represent the small elastic deformation. A new hybrid formulation was developed to combine the modal coordinates and the absolute nodal coordinates. A spherical joint and the DOT1 constraint were developed to carry out the numerical simulation of mechanical systems with kinematic joints. A beam example was suggested to show the new formulation. The simulation results using the modal coordinates and the absolute nodal coordinates show a good agreement to the experiments.

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인터넷을 통한 주문생산환경에서의 실시간 생산 DBR 스케줄링 (Real-Time DBR Scheduling in Internet Based Make-to-Order Manufacturing)

  • 한영근;김연균
    • 산업공학
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    • 제14권4호
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    • pp.341-347
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    • 2001
  • This paper describes a real-time manufacturing scheduling system on Internet using DBR(Drum-Buffer-Rope) scheduling method. We intend to change company-oriented manufacturing scheduling, which has been used at most manufacturing companies, to customer-oriented manufacturing scheduling. Customers can not only choose product kinds, quantities and order due dates, but also evaluate optimum order due date by themselves in real-time through internet and then the results will be converted into practical manufacturing scheduling. If the company cannot meet the customer order due date, it will offer reliable and accurate information to the customers by suggesting the earliest order due date. To evaluate the customer order due date in real time, companies should be able to estimate their accurate production capacity. This research uses Goldratt's DBR scheduling method to realize that function. The DBR scheduling does not recognize the production capacity of the whole company, but only of the constraint resources which have a great effect on the company throughput. Thus, it can improve the customer service level as well as the profit by performing more dynamic and reliable scheduling through Internet.

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스핀 코터 시스템의 진동 저감을 위한 3차원 모델링과 민감도 해석 (3-Dimensional Modeling and Sensitivity Analysis for Vibration Reduction of the Spin-Coater System)

  • 채호철;류인철;한창수
    • 한국정밀공학회지
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    • 제20권2호
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    • pp.209-217
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    • 2003
  • In this paper, the dynamic system modeling and the state sensitivity analysis of the spin-coater system are proposed for the reduction of the vibration. In the respect of modeling, the spin-coater system is considered to be composed of servomotor, spindle, supporting base and so on. Each component of model is combined and derived to 3 dimensional equations. The combined model is verified by experimental values of actual system in the frequency domain. By direct differentiation of the constraint equations with respect to kinematic design variables, such as eccentricity of spindle, moment of inertia, rotational stiffness and damping of supported base, sensitivity equations are derived to the verified state equations. Sensitivity of design variables could be used for vibration reduction and natural frequency shift in the frequency domain. Finally, dominant design variables are selected from the sensitivity analysis.

자기 부상 방식 구동원리를 이용한 다자유도 정밀 위치 시스템의 최적 설계, 모델링 및 제어에 관한 연구 (A Study on the Optimal Design, Modeling and Control of the Multi d.o.f Precision Positioning System Using Magnetic Levitation Actuating Principle)

  • 정광석;백윤수
    • 대한기계학회논문집A
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    • 제25권5호
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    • pp.779-787
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    • 2001
  • The multi degree of freedom system using magnetic levitation has been implemented successfully. Differently from another noncontact systems, the developed system was focused on the maximization of the system stiffness under the constraint of a limited input. The variation of a relative adopting point between the magnetic pair, its location on the fixed base, and the selection of optimal specifications for the main active magnetic elements give us another chance to realize the increased robustness against external disturbances with the less control inputs. In this paper, the overall development procedures are given including the optimal design, the dynamic modeling, the various control tests, and the main issues to be solved.

고온/고압 환경 하에서 물로 윤활되는 그루브 저어널 베어링의 윤활 해석 (Lubrication Analysis of the Grooved Journal Bearing Lubricated with Pressurized High Temperature Water)

  • 이재선;박진석;김종인
    • Tribology and Lubricants
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    • 제18권2호
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    • pp.105-108
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    • 2002
  • Specially designed grooved journal bearings are installed in the main coolant pump for SMART (System-integrated Modular Advanced ReacTor) to support radial load on the rotating shaft. The canned motor type main coolant pumps are arranged vertically on the reactor vessel and filled with circulating primary coolant which is pure water. The main coolant pump bearings are lubricated with this coolant without any other external lubricant supply. Because lubricating condition is too severe for this bearing to generate proper hydrodynamic film, investigation of lubrication characteristics of the journal bearing is important to satisfy life constraint of whole pump system, and the results will be applied to the analysis of dynamic characteristics of the shaft system. The bearing is made of silicon graphite which has self$.$lubricating effect. A lubrication analysis method is proposed for this vertically grooved journal bearing in the main coolant pump of SMART, and lubricational characteristics of the bearings are examined in this paper.

현가장치 무질량 링크를 이용한 효율적인 차량동역학 모델 개발 (Development of an Efficient Vehicle Dynamics Model Using Massless Link of a Suspension)

  • 정홍규;김상섭
    • 한국자동차공학회논문집
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    • 제13권1호
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    • pp.99-108
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    • 2005
  • This paper represents an efficient modeling method of a suspension system for the vehicle dynamic simulation. The suspension links are modeled as composite joints. The motion of wheel is defined as relative one degree of freedom motion with respect to car body. The unique relative kinematic constraint formulation between the car body and wheel enables to derive equations of motion in terms of wheel vertical motion. Thus, vehicle model has ten degrees of freedom. By using velocity transformation method, the equations of motion of the vehicle is systematically derived without kinematic constraints. Various vehicle simulation such as J-turn, slowly increasing steer, sinusoidal sweep steer and bump run has been performed to verify the validity of the suggested vehicle model.

분산된 웹 정보의 효과적 통합$\cdot$추출을 위한 동적 Wrapper 조합 (Dynamic Wrapper Composition for Integrative Extraction of Distributed Web Information)

  • 백주흠;홍진혁;조성배
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2005년도 가을 학술발표논문집 Vol.32 No.2 (2)
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    • pp.676-678
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    • 2005
  • 웹 정보 통합은 사용자 질의에 적합한 정보를 분산된 웹에서 추출하여 제공하는 방법으로 질의응답 속도의 향상을 위해 질의처리 방식을 주로 사용한다. 질의 처리는 Wrapper를 이용해 웹으로부터 제약조건을 만족하는 정보를 추출하고 사용자가 원하는 형태로 결합하는 방식인데, 통합과정에서 제거될 정보까지 미리 추출하는 문제가 있다. 본 논문에서는 이를 해결하기 위해 튜플 단위 웹 정보 추출 방법을 제안한다. 제안하는 방법은 F-Logic으로 표현된 도메인 모델과 CHR(Constraint Handling Rule)로 정의한 규칙을 이 용해 질의를 확장하고 적절한 Wrapper들을 선택한 뒤 추출에 필요한 Wrapper를 동적으로 조합한다. 쇼핑몰 사이트에 분산된 웹 정보 획득에 제안하는 방법을 적용하여 유용성을 확인하였다.

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Design of QFT controller of superconductor flywheel energy storage system for load frequency control

  • Lee, J.P.;Kim, H.G.
    • 한국초전도ㆍ저온공학회논문지
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    • 제15권1호
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    • pp.19-24
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    • 2013
  • In this paper, the Superconductor flywheel energy storage system (SFESS) was used for the load frequency control (LFC) of an interconnected 2 area power system. The robust SFESS controller using quantitative feedback theory (QFT) was designed to improve control performance in spite of parameter uncertainty and unexpected disturbances. An overlapping decomposition method was applied to simplify SFESS controller design for the interconnected 2 area power system. The model for simulation of the interconnected 2 area power system included the reheat steam turbine, governor, boiler dynamics and nonlinearity such as governor deadband and generation rate constraint (GRC). To verify robust performance of proposed SFESS controller, dynamic simulation was performed under various disturbances and parameters variation of power system. The results showed that the proposed SFESS controller was more robust than the conventional method.

미세소자에서 누설전류의 분석과 열화 (Analysis and Degradation of leakage Current in submicron Device)

  • 배지철;이용재
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 1996년도 추계학술대회 논문집
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    • pp.113-116
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    • 1996
  • The drain current of the MOSFET in the off state(i.e., Id when Vgs=0V) is undesired but nevertheless important leakage current device parameter in many digital CMOS IC applications (including DRAMs, SRAMs, dynamic logic circuits, and portable systems). The standby power consumed by devices in the off state have added to the total power consumed by the IC, increasing heat dissipation problems in the chip. In this paper, hot-carrier-induced degra- dation and gate-induced-drain-leakage curr- ent under worse case in P-MOSFET\`s have been studied. First of all, the degradation of gate-induced- drain-leakage current due to electron/hole trapping and surface electric field in off state MOSFET\`s which has appeared as an additional constraint in scaling down p-MOSFET\`s. The GIDL current in p-MOSFET\`s was decreased by hot-electron stressing, because the trapped charge were decreased surface-electric-field. But the GIDL current in n-MOS77T\`s under worse case was increased.

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