• 제목/요약/키워드: Jump control

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ROBUST OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT STRATEGY FOR AN INSURER WITH ORNSTEIN-UHLENBECK PROCESS

  • Ma, Jianjing;Wang, Guojing;Xing, Yongsheng
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.6
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    • pp.1467-1483
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    • 2019
  • This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.

Stochastic Stabilization of TS Fuzzy System with Markovian Input Delay (마코프 입력 지연을 갖는 TS 퍼지 시스템의 확률전 안정화)

  • 이호재;주영훈;이상윤;박진배
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.6
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    • pp.459-464
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    • 2001
  • This paper discusses a stochastic stabilization of Takagi-Sugeno(TS) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delary of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time TS fuzzy system with the Markovian input delay is discretized for easy handling delay, according, the discretized TS fuzzy system is represented by a discrete-time TS fuzzy system with jumping parameters. The stochastic stabilizibility of the jump TS fuzzy system is derived and formulated in terms of linear matrix inequalities (LNIS)

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A real scale test on performance of water spray systems in tunnel fire (터널화재시 물분무소화설비의 성능에 대한 실대시험)

  • Park, Kyung-Hwan;So, Soo-Hyun
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.12 no.4
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    • pp.341-347
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    • 2010
  • The performance of water spray system installed to reduce risks of tunnel fire is investigated by a real tunnel fire test. In case of A class fire, Pool fire, and car fire, the nozzle of water spray has had a marvelous effect to reduce the temperature of hot smoke. And it is verified to have remarkable cooling effects when there is the air flow in a tunnel. Though this results, water spray system will be able to prevent a fire jump to decrease the air temperature in a tunnel and to protect tunnel facilities by the fire control.

Effects of Body Weight Control Program Contains Exercise and Auricular Acupuncture on Body Composition, Blood Composition and Physical Ability in Obese Children (운동과 이침요범을 병행한 체중조절 프로그램이 비만아동의 체성분, 혈액구성 및 체력에 미치는 영향)

  • Kwak, Min-A;Kim, Dae-Jun;Byun, Joon-Seok
    • Journal of Acupuncture Research
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    • v.26 no.2
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    • pp.171-179
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    • 2009
  • Objectives: The purpose of this study was to investigate the changes of obesity, blood composition and physical ability in obese children on body weight control program. Methods : The body weight control program included exercise, nutrition education and auricular acupuncture was performed 4 times a week during 12 weeks. 32 obese children whose body fat ratio were over 30% participated in this study. Measuring materials were body composition(weight, muscle mass, fat mass, fat ratio, BMI), physical measurement(height, waist circumference, chest circumference, hip circumference), physical ability(grip strength, sit-ups, sitting trunk flexion, sit-down stand-up test, standing long jump, opened eyes foot balance, side step), blood composition(WBC, Hb, ESR, Total Cholesterol, TG, GOT, GPT, BUN, Creatinine, Glucose) and survey(changes of eating habits, changes of living habits, knowledge of obesity, self-confidence, self-esteem). Results : From the results, positive changes were made in BMI, height, waist circumferences, chest circumferences, hip circumferences, sit-ups, sitting trunk flexion, sit-down stand-up test, standing long jump, opened eyes foot balance, side step, Hb, ESR, GOT, GPT and changes of eating habits through the body weight control program. Conclusions : This results suggest that body weight control program including exercise, nutrition education and auricular acupuncture may be effective for helping obese children.

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OPTIMAL CONTROL ON SEMILINEAR RETARDED STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY POISSON JUMPS IN HILBERT SPACE

  • Nagarajan, Durga;Palanisamy, Muthukumar
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.2
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    • pp.479-497
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    • 2018
  • This paper deals with an optimal control on semilinear stochastic functional differential equations with Poisson jumps in a Hilbert space. The existence of an optimal control is derived by the solution of proposed system which satisfies weakly sequentially compactness. Also the stochastic maximum principle for the optimal control is established by using spike variation technique of optimal control with a convex control domain in Hilbert space. Finally, an application of retarded type stochastic Burgers equation is given to illustrate the theory.

System Development for Education and Design of a Nonlinear Controller with On-Line Algorithm

  • Park, Seong-Wook
    • International Journal of Control, Automation, and Systems
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    • v.1 no.2
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    • pp.215-221
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    • 2003
  • The education system in this paper is used to demonstrate and educate the effects of electromagnetic induction. Placing an aluminum ring over the core and switching on AC source causes the ring to jump in the air due to induced currents in the ring producing a magnetic field opposed to that produced in the core. To control the position of the ring by only the current, it is to require nonlinear control algorithm and control board that is composed of photo sensors, decode circuit, computer communication, and power electronics circuit. This paper provides the development for education system in detail and the effects of dynamic neural networks for nonlinear control with on line is studied.

Positive Real Control for Uncertain 2-D Singular Roesser Models

  • Xu Huiling;Xie Lihua;Xu Shenyuan;Zou Yun
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.195-201
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    • 2005
  • This paper discusses the problem of positive real control for uncertain 2-D linear discrete time singular Roesser models (2-D SRM) with time-invariant norm-bounded parameter uncertainty. The purpose of this study is to design a state feedback controller such that the resulting closed-loop system is acceptable, jump modes free and stable, and achieves the extended strictly positive realness for all admissible uncertainties. A version of positive real lemma for the 2-D SRM is given in terms of linear matrix inequalities (LMIs). Based on the lemma, a sufficient condition for the solvability of the positive real control problem is derived in terms of bilinear matrix inequalities (BMIs) and an iterative procedure for solving the BMIs is proposed.

The effects of Exercise and Low-Power Laser on the Changes of the behavior in the Cerebellar Injured rats by 3-Acetylpyridine (3-AP로 인한 소뇌병변 흰쥐에서 운동과 저출력 레이저가 행동변화에 미치는 영향)

  • Baek, Il-Hun;Ha, Mi-Sook;Ahn, So-Youn;Koo, Bong-Oh;Rho, Min-He
    • Journal of Korean Physical Therapy Science
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    • v.12 no.4
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    • pp.79-87
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    • 2005
  • The purposes of this study were to test the effects of the low power laser and exercise on the recovery in the cerebellar injured rats by 3-Acetylpyridine. Cerebellar injury was induced by 3-Acetylpyridine chemoablation of the inferior olive. Thirty Sprague-Dawley rats were assigned to the normal control and 3AP control and 3 experimental groups. Each experimental group was treated from 5 days after being injured for the 5 min(laser group), 10 min(exercise group) and 15min(exercise with laser) everyday during the 2 weeks. The Hindlimb splay test, Vestibular drop test, Hindlimb stride width test, Maximal Height Vertical Jump test were examined at pre-treatment on 1st day and 5th, 10th, 14th days after treatment on the cerebellar injured rats by 3AP. The results of this experiment were as follows; There were significantly increased exercise on the 3 experimental groups comparied with the 3AP control group, in the Hindlimb splay test, Vestibular drop test, Hindlimb stride width test, and Maximal Height Jump test(P<.05).

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The Effects of Whole Body Vibration Exercise on Jump Performance and Quadriceps Muscle Activation in Soccer Player

  • Kim, Je-Ho
    • The Journal of Korean Physical Therapy
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    • v.27 no.3
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    • pp.129-134
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    • 2015
  • Purpose: The purpose of this study was to determine the influence of WBV exercise on CMJ and quadriceps muscle activation according to different frequency of vibration in soccer player and also to find effective frequency for leading appropriate treatment reaction. Methods: Thirty three subjects were randomly divided into three groups: the three groups are WBV group using 20 Hz frequency, WBV group using 30 Hz frequency and squat exercise group according to training method. The exercise program was conducted for six weeks. Subjects were measured on CMJ and quadriceps muscle activation. Results: Significant difference in CMJ was observed in the group I, II compared with the group III (p<0.05). Results of post-hoc, showed a significant difference in CMJ in on group I, II compared with the group III, but no a statistically significant difference between group I and II. Significant difference in quadriceps muscle activation was observed in the group I, II compared with the group III (p<0.05, p<0.01). Results of post-hoc, significant difference in quadriceps muscle activation in on group I, II compared with the group III and significant difference between group I and group II. Conclusion: This research intervened WBV for soccer players and compared the differences of CMJ and quadriceps muscle activation; as a result of the effective frequency for improving performance, there is a significant difference in CMJ and quadriceps muscle activation of WBV group with comparison of control group; and it was proved that WBV is effective using 30 Hz frequency for improving quadriceps muscle activation.

Development of an Educational System and Real Time Nonlinear Control (II) (교육용 시스템 개발과 실시간 비선형 제어(II))

  • 박성욱
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.12
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    • pp.571-576
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    • 2002
  • This paper is to develop jumping ring system with three sensor arrays and to control levitated ring using dynamic neural mode. Placing an aluminum ring on the core and switching on an AC source causes the ring to jump in the air due to induced currents. The educational system is composed of 40th optical sensor array, encode circuit, 89C51 microprocessor and control board. The control board consists of power IC, and phase controller. Real time process is present to obtain a height of levitated ring for three different sensor arrays. Based on the educational system and the proposed dynamic neural mode, the height of levitation of the ring is controlled by reference signals. This paper focuses on real system controls using the dynamic neural mode with on line learning algorithm.