• Title/Summary/Keyword: Logic Programming

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Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.1
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    • pp.19-30
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    • 2013
  • Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

Software Tool Development for structured Programming (구조적 프로그램을 위한 소프트웨어 Tool의 개발)

  • Lee, Dong-Choon;Kim, Seong-Jong;Kim, Chang-Bok;Shin, In-Chul;Rhee, Sang-Burm
    • Proceedings of the KIEE Conference
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    • 1987.07b
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    • pp.1140-1143
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    • 1987
  • The purpose of this study is to develop a systematic tool which can reduce the abstractness of the structured programming disciplines by a system. The system is an interactive software which forces the user to think and write software in a hierarchical stepwise refinement fashion for an implementation of the software design. The program produced by the system has a program control structure and a logic flow which are very easy to recognize. The modification of a program is, therefore, easier to attain by altering the specifications of the modules involved. It is possible to reduce the programming errors because of those characteristics.

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Object Search Algorithm under Dynamic Programming in the Tree-Type Maze

  • Jang In-Hun;Lee Dong-Hoon;Sim Kwee-Bo
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.5 no.4
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    • pp.333-338
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    • 2005
  • This paper presents the target object search algorithm under Dynamic Programming (DP) in the Tree-type maze. We organized an experimental environment with the concatenation of Y-shape diverged way, small mobile robot, and a target object. By the principle of optimality, the backbone of DP, an agent recognizes that a given whole problem can be solved whether the values of the best solution of certain ancillary problem can be determined according to the principle of optimality. In experiment, we used two different control algorithms: a left-handed method and DP. Finally we verified the efficiency of DP in the practical application using our real robot.

The Fabrication and Characteristics of p-channel SONOS Charge-Trap Flash Memory (p채널 SONOS 전하트랩 플래시메모리의 제작 및 특성)

  • Kim, Byung-Cheul;Kim, Joo-Yeon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2008.10a
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    • pp.604-607
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    • 2008
  • In this study, p-channel silicon-oxide-nitride-oxide-silicon (SONOS) transistors are fabricated and characterized as an unit cell for NAND flash memory. The SONOS transistors are fabricated by $0.13{\mu}m$ low power standard logic process technology. The thicknesses of gate insulators are $20{\AA}$ for the tunnel oxide, $14{\AA}$ for the nitride layer, and $49{\AA}$ for the blocking oxide. The fabricated SONGS transistors show low programming voltage, fast erase speed, and relatively good retention and endurance.

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Optimization-Based Pattern Generation for LAD (최적화에 기반을 둔 LAD의 패턴 생성 기법)

  • Jang, In-Yong;Ryoo, Hong-Seo
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.1 s.39
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    • pp.11-18
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    • 2006
  • The logical analysis of data(LAD) is a Boolean-logic based data mining tool. A critical step in analyzing data by LAD is the pattern generation stage where useful knowledge and hidden structural information in data is discovered in the form of patterns. A conventional method for pattern generation in LAD is based on term enumeration that renders the generation of higher degree patterns practically impossible. In this paper, we present a novel optimization-based pattern generation methodology and propose two mathematical programming models, a mixed 0-1 integer and linear programming (MILP) formulation and a well-studied set covering problem (SCP) formulation for the generation of optimal and heuristic patterns, respectively. With benchmark datasets, we demonstrate the effectiveness of our models by automatically generating with ease patterns of high complexity that cannot be generated with the conventional approach.

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The syntax of Linear logic (선형논리의 통사론)

  • Cheong, Kye-Seop
    • Journal for History of Mathematics
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    • v.25 no.3
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    • pp.29-39
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    • 2012
  • As a product of modern proof theory, linear logic is a new form of logic developed for the purpose of enhancing programming language by Professor Jean-Yves Girard of Marseille University (France) in 1987 by supplementing intuitionist logic in a sophisticated manner. Thus, linear logic' s connectives can be explained using information processing terms such as sequentiality and parallel computation. For instance, A${\otimes}$B shows two processes, A and B, carried out one after another. A&B is linked to an internal indeterminate, allowing an observer to select either A or B. A${\oplus}$B is an external indeterminate, and as such, an observer knows that either A or B holds true, but does not know which process will be true. A ${\wp}$ B signifies parallel computation of process A and process B; linear negative exhibits synchronization, that is, in order for the process A to be carried out, both A and $A^{\bot}$ have to be accomplished simultaneously. Since the field of linear logic is not very active in Korea at present, this paper deals only with syntax aspect of linear logic in order to arouse interest in the subject, leaving semantics and proof nets for future studies.

A Study on Programmable Logic-based Smart Peak Power Control System (프로그램 로직 기반의 스마트 최대 전력 관리 시스템에 관한 연구)

  • Lee, Woo-Cheol;Kwon, Sung-Hyun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.28 no.2
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    • pp.92-99
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    • 2014
  • The paper is related to smart maximum power system based on program logic. Especially, this system compares the total demand power with the target power by using the signal from the digital kilo watt meter. Based on the power information by the maximum power control equipment the consumed future power is anticipated. In addition, through consumed future power the controllable target power is set, and it applies on the maximum power control equipment. User or manager would control the load efficiently through the simple programming which could control load based on the control sequence and relay. To begin with the conventional maximum power control algorithm is surveyed, and the smart maximum power control system based on program logic is used, and the new algorithm from full load to proportion shut down is proposed by using PLC program. the validity of the proposed control scheme is investigated by both simulation results.

Heuristic Algorithm for Selecting Mutually Dependent Qualify Improvement Alternatives of Multi-Stage Manufacturing Process (다단계제조공정의 품질개선을 위한 종속대안선택 근사해법)

  • 조남호
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.11 no.18
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    • pp.7-15
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    • 1988
  • This study is concerned with selecting mutually dependent quality improvement alternatives with resource constraints. These qualify improvement alternatives art different fro the tradition at alternatives which are independent from each other. In other words, selection of any improvement alternative requires other related specific improvement. Also the overall product quality in a multi stage manufacturing process is characterized by a complex multiplication method rather than a simple addition method which dose not allow to solve a linear knapsack problem despite its popularity in the traditional study. This study suggests a non-linear integer programming model for selecting mutually dependent quality improvement alternatives in multi-stage manufacturing process. In order to apply the model to selecting alternatives. This study also suggests a heuristic mode1 based on a dynamic programming model which is more practical than the non-linear integer programming model. The logic of the heuristic model enables 1) to estimate improvement effectiveness values on all improvement alternatives specifically defined for this study. 2) to arrange the effectiveness values in a descending order, and 3) to select the best one among the alternatives based on their forward and backward linkage relationships. This process repeats to selects other best alternatives within the resource constraints. This process is presented in a Computer programming in Appendix A. Alsc a numerical example of model application is presented in Chapter 4.

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Rate-Controlled Data-Driven Real-Time Stream Processing for an Autonomous Machine (자율 기기를 위한 속도가 제어된 데이터 기반 실시간 스트림 프로세싱)

  • Noh, Soonhyun;Hong, Seongsoo;Kim, Myungsun
    • The Journal of Korea Robotics Society
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    • v.14 no.4
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    • pp.340-347
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    • 2019
  • Due to advances in machine intelligence and increased demands for autonomous machines, the complexity of the underlying software platform is increasing at a rapid pace, overwhelming the developers with implementation details. We attempt to ease the burden that falls onto the developers by creating a graphical programming framework we named Splash. Splash is designed to provide an effective programming abstraction for autonomous machines that require stream processing. It also enables programmers to specify genuine, end-to-end timing constraints, which the Splash framework automatically monitors for violation. By utilizing the timing constraints, Splash provides three key language semantics: timing semantics, in-order delivery semantics, and rate-controlled data-driven stream processing semantics. These three semantics together collectively serve as a conceptual tool that can hide low-level details from programmers, allowing developers to focus on the main logic of their applications. In this paper, we introduce the three-language semantics in detail and explain their function in association with Splash's language constructs. Furthermore, we present the internal workings of the Splash programming framework and validate its effectiveness via a lane keeping assist system.

A Study on the Performance Improvement of Fuzzy Controller Using Genetic Algorithm and Evolution Programming (유전알고리즘과 진화프로그램을 이용한 퍼지제어기의 성능 향상에 관한 연구)

  • 이상부;임영도
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.4
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    • pp.58-64
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    • 1997
  • FLC(Fuzzy Logic Controller) is stronger to the disturbance than a classical controller and its overshoot of the intialized value is excellent. In case an unknown process or the mathematical modeling of a complicated system is impossible, a fit control quantity can be acquired by the Fuzzy inference. But FLC can not converge correctly to the desirable value because the FLC's output value by the size of the quantization level of the Fuzzy variable always has a minor error. There are many ways to eliminate the minor error, but I will suggest GA-FLC and EP-FLC Hybrid controller which csombines FLC with GA(Genetic Algorithm) and EP(Evo1ution Programming). In this paper, the output characteristics of this Hybrid controller will be compared and analyzed with those of FLC, it will he showed that this Hybrid controller converge correctly to the desirable value without any error, and !he convergence speed performance of these two kinds of Hyhrid controller also will be compared.

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