• Title/Summary/Keyword: Markov process model

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Optimal Network Defense Strategy Selection Based on Markov Bayesian Game

  • Wang, Zengguang;Lu, Yu;Li, Xi;Nie, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.11
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    • pp.5631-5652
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    • 2019
  • The existing defense strategy selection methods based on game theory basically select the optimal defense strategy in the form of mixed strategy. However, it is hard for network managers to understand and implement the defense strategy in this way. To address this problem, we constructed the incomplete information stochastic game model for the dynamic analysis to predict multi-stage attack-defense process by combining Bayesian game theory and the Markov decision-making method. In addition, the payoffs are quantified from the impact value of attack-defense actions. Based on previous statements, we designed an optimal defense strategy selection method. The optimal defense strategy is selected, which regards defense effectiveness as the criterion. The proposed method is feasibly verified via a representative experiment. Compared to the classical strategy selection methods based on the game theory, the proposed method can select the optimal strategy of the multi-stage attack-defense process in the form of pure strategy, which has been proved more operable than the compared ones.

Precise Positioning from GPS Carrier Phase Measurement Applying Stochastic Models for Ionospheric Delay (전리층 지연 효과의 통계적 모델을 이용한 반송파 정밀측위)

  • Yang, Hyo-Jin;Kwon, Jay-Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.25 no.4
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    • pp.319-325
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    • 2007
  • In case of more than 50km baseline length, the correlation between receivers is reduced. Therefore, there are still some rooms for improvement of its positional accuracy. In this paper, the stochastic modeling of the ionospheric delay is applied and its effects are analyzed. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the medium or long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. The ionospheric delay is stochastically modeled by well-known 1st order Gauss-Markov process. And the correlation time and variation of 1st order Gauss-Markov process are calculated. This paper gives analyzed results of developed algorithm compared with commercial software and Bernese.

A Markov-based prediction model of tunnel geology, construction time, and construction costs

  • Mahmoodzadeh, Arsalan;Mohammadi, Mokhtar;Ali, Hunar Farid Hama;Salim, Sirwan Ghafoor;Abdulhamid, Sazan Nariman;Ibrahim, Hawkar Hashim;Rashidi, Shima
    • Geomechanics and Engineering
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    • v.28 no.4
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    • pp.421-435
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    • 2022
  • The necessity of estimating the time and cost required for tunnel construction has led to extensive research in this regard. Since geological conditions are significant factors in terms of time and cost of road tunnels, considering these conditions is crucial. Uncertainties about the geological conditions of a tunnel alignment cause difficulties in planning ahead of the required construction time and costs. In this paper, the continuous-space, discrete-state Markov process has been used to predict geological conditions. The Monte-Carlo (MC) simulation (MCS) method is employed to estimate the construction time and costs of a road tunnel project using the input data obtained from six tunneling expert questionnaires. In the first case, the input data obtained from each expert are individually considered and in the second case, they are simultaneously considered. Finally, a comparison of these two modes based on the technique presented in this article suggests considering views of several experts simultaneously to reduce uncertainties and ensure the results obtained for geological conditions and the construction time and costs.

Statistical Design of VSS $\overline{A}$ Charts for Monitoring an AR(1) Process (AR(l) 공정을 탐지하는 VSS $\overline{A}$ 관리도의 통계적 설계)

  • 이재헌
    • Journal of Korean Society for Quality Management
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    • v.31 no.3
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    • pp.126-135
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    • 2003
  • A basic assumption in standard applications of control charts is that the observations are statistically independent. However, this assumption is often violated from processes in many industries. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper considers a process in which the observations can be modeled as a first order autoregressive(AR(1)) process, and develops (equation omitted) charts with the variable sample size(VSS) scheme for monitoring the mean of this process.

Performance Evaluation of Software Task Processing Based on Markovian Perfect Debugging Model

  • Lee, Chong-Hyung;Jang, Kyu-Beam;Park, Dong-Ho
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.997-1006
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    • 2008
  • This paper proposes a new model by combining an infinite-server queueing model for multi-task processing software system with a perfect debugging model based on Markov process with two types of faults suggested by Lee et al. (2001). We apply this model for module and integration testing in the testing process. Also, we compute several measure, such as the expected number of tasks whose processes can be completed and the task completion probability are investigated under the proposed model.

A Study on the Architecture-based Model of High Availability of Railway Control Systems (열차제어시스템의 아키텍처 기반 고가용도 모델 적용에 관한 연구)

  • Lee, Kyoung-Haing;Kwon, Yong-Soo
    • Journal of the Korean Society for Railway
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    • v.14 no.2
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    • pp.87-93
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    • 2011
  • This work describes an availability model of highly available systems to achieve Five-9's availability. Modern railway systems have raised users' expectations of powerful "always on" services. The crucial characteristics of these highly available services are essential to many modern businesses area, such as telecommunications, railway systems, information operations, Web-based businesses, and so on. The architecture-based model of system availability is useful to assess the feasibility of meeting a high availability target. The Markov model approach is straightforward for relative system engineers to adapt when they model highly available system failure and the failure recovery process. This work proposed the improved availability model through UML2.0. It is shown that the architecture-based model of system availability is a good reasonable by its application of the railway systems.

Operating Room Reservation Problem Considering Patient Priority : Modified Value Iteration Method with Binary Search (환자 우선순위를 고려한 수술실 예약 : 이진검색을 활용한 수정 평가치반복법)

  • Min, Dai-Ki
    • IE interfaces
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    • v.24 no.4
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    • pp.274-280
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    • 2011
  • Delayed access to surgery may lead to deterioration in the patient condition, poor clinical outcomes, increase in the probability of emergency admission, or even death. The purpose of this work is to decide the number of patients selected from a waiting list and to schedule them in accordance with the operating room capacity in the next period. We formulate the problem as an infinite horizon Markov Decision Process (MDP), which attempts to strike a balance between the patient waiting times and overtime works. Structural properties of the proposed model are investigated to facilitate the solution procedure. The proposed procedure modifies the conventional value iteration method along with the binary search technique. An example of the optimal policy is provided, and computational results are given to show that the proposed procedure improves computational efficiency.

Machine Maintenance Policy Using Partially Observable Markov Decision Process

  • Pak, Pyoung Ki;Kim, Dong Won;Jeong, Byung Ho
    • Journal of Korean Society for Quality Management
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    • v.16 no.2
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    • pp.1-9
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    • 1988
  • This paper considers a machine maintenance problem. The machine's condition is partially known by observing the machine's output products. This problem is formulated as an infinite horizon partially observable Markov decison process to find an optimal maintenance policy. However, even though the optimal policy of the model exists, finding the optimal policy is very time consuming. Thus, the intends of this study is to find ${\varepsilon}-optimal$ stationary policy minimizing the expected discounted total cost of the system, ${\varepsilon}-optimal$ policy is found by using a modified version of the well-known policy iteration algorithm. A numerical example is also shown.

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On the Output of Two-Stage Cyclic Queue

  • Han, Han-Soo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.11 no.1
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    • pp.7-11
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    • 1986
  • Throughout this paper we analyze the system at output point t of two stage cyclic queueing model. Our main result characterize the stochastic process (X$^{o}$ , T$^{o}$ ), the system at output point, as a Markov renewal process. The subsequent lemma exhibits the semi-Markov kernel of (X$^{o}$ , T$^{o}$ ) with state dependent feedback, the possibility of a reducible state space arises. A simple necessary and sufficient condition for the irreducibility of (X$^{o}$ , T$^{o}$ was determinded. This irreducibility implied that (X$^{o}$ , T$^{o}$ ) was aperiodic.

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Prediction of SST for Operational Ocean Prediction System

  • Kang, Yong-Quin
    • Ocean and Polar Research
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    • v.23 no.2
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    • pp.189-194
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    • 2001
  • A practical algorithm for prediction of the sea surface temperatures (SST)from the satellite remote sensing data is presented in this paper. The fluctuations of SST consist of deterministic normals and stochastic anomalies. Due to large thermal inertia of sea water, the SST anomalies can be modelled by autoregressive or Markov process, and its near future values can be predicted provided the recent values of SST are available. The actual SST is predicted by superposing the pre-known SST normals and the predicted SST anomalies. We applied this prediction algorithm to the NOAA AVHRR weekly SST data for 18 years (1981-1998) in the seas adjacent to Korea (115-$145^{\circ}E$, 20-$55^{\circ}N$). The algorithm is applicable not only for prediction of SST in near future but also for nowcast of SST in the cloud covered regions.

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