• Title/Summary/Keyword: Markov process model

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Optimal control of stochastic continuous discrete systems applied to FMS

  • Boukas, E.K.
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.733-743
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    • 1989
  • This paper deals with the control of system with controlled jump Markov disturbances. A such formulation was used by Boukas to model the planning production and maintenance of a FMS with failure machines. The optimal control problem of systems with controlled jump Markov process is addressed. This problem describes the planning production and preventive maintenance of production systems. The optimality conditions in both cases finite and infinite horizon, are derived. A numerical example is presented to validate the proposed results.

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Markov Decision Process for Curling Strategies (MDP에 의한 컬링 전략 선정)

  • Bae, Kiwook;Park, Dong Hyun;Kim, Dong Hyun;Shin, Hayong
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.1
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    • pp.65-72
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    • 2016
  • Curling is compared to the Chess because of variety and importance of strategies. For winning the Curling game, selecting optimal strategies at decision making points are important. However, there is lack of research on optimal strategies for Curling. 'Aggressive' and 'Conservative' strategies are common strategies of Curling; nevertheless, even those two strategies have never been studied before. In this study, Markov Decision Process would be applied for Curling strategy analysis. Those two strategies are defined as actions of Markov Decision Process. By solving the model, the optimal strategy could be found at any in-game states.

A Multi-stage Markov Process Model to Evaluate the Performance of Priority Queues in Discrete-Event Simulation: A Case Study with a War Game Model (이산사건 시뮬레이션에서의 우선순위 큐 성능분석을 위한 다단계 마코브 프로세스 모델: 창조 모델에 대한 사례연구)

  • Yim, Dong-Soon
    • Journal of the Korea Society for Simulation
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    • v.17 no.4
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    • pp.61-69
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    • 2008
  • In order to evaluate the performance of priority queues for future event list in discrete-event simulations, models representing patterns of enqueue and dequeue processes are required. The time complexities of diverse priority queue implementations can be compared using the performance models. This study aims at developing such performance models especially under the environment that a developed simulation model is used repeatedly for a long period. The developed performance model is based on multi-stage Markov process models; probabilistic patterns of enqueue and dequeue are considered by incorporating non-homogeneous transition probability. All necessary parameters in this performance model would be estimated by analyzing a results obtained by executing the simulation model. A case study with a war game simulation model shows how the parameters defined in muti-stage Markov process models are estimated.

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Prediction of Marine Accident Frequency Using Markov Chain Process (마코프 체인 프로세스를 적용한 해양사고 발생 예측)

  • Jang, Eun-Jin;Yim, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2019.11a
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    • pp.266-266
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    • 2019
  • Marine accidents are increasing year by year, and various accidents occur such as engine failure, collision, stranding, and fire. These marine accidents present a risk of large casualties. It is important to prevent accidents beforehand. In this study, we propose a modeling to predict the occurrence of marine accidents by applying the Markov Chain Process that can predict the future based on past data. Applying the proposed modeling, the probability of future marine accidents was calculated and compared with the actual frequency. Through this, a probabilistic model was proposed to prepare a prediction system for marine accidents, and it is expected to contribute to predicting various marine accidents.

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Markov chain-based mass estimation method for loose part monitoring system and its performance

  • Shin, Sung-Hwan;Park, Jin-Ho;Yoon, Doo-Byung;Han, Soon-Woo;Kang, To
    • Nuclear Engineering and Technology
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    • v.49 no.7
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    • pp.1555-1562
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    • 2017
  • A loose part monitoring system is used to identify unexpected loose parts in a nuclear reactor vessel or steam generator. It is still necessary for the mass estimation of loose parts, one function of a loose part monitoring system, to develop a new method due to the high estimation error of conventional methods such as Hertz's impact theory and the frequency ratio method. The purpose of this study is to propose a mass estimation method using a Markov decision process and compare its performance with a method using an artificial neural network model proposed in a previous study. First, how to extract feature vectors using discrete cosine transform was explained. Second, Markov chains were designed with codebooks obtained from the feature vector. A 1/8-scaled mockup of the reactor vessel for OPR1000 was employed, and all used signals were obtained by impacting its surface with several solid spherical masses. Next, the performance of mass estimation by the proposed Markov model was compared with that of the artificial neural network model. Finally, it was investigated that the proposed Markov model had matching error below 20% in mass estimation. That was a similar performance to the method using an artificial neural network model and considerably improved in comparison with the conventional methods.

A Simulation Model for the Intermittent Hydrologic Process (II) - Markov Chain and Continuous Probability Distribution - (간헐(間歇) 수문과정(水文過程)의 모의발생(模擬發生) 모형(模型)(II) - Markov 연쇄와 연속확률분포(連續確率分布) -)

  • Lee, Jae Joon;Lee, Jung Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.3
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    • pp.523-534
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    • 1994
  • The purpose of this study is to develop computer simulation model that produce precipitation patterns from stochastic model. In the paper(I) of this study, the alternate renewal process(ARP) is used for the daily precipitation series. In this paper(Il), stochastic simulation models for the daily precipitation series are developed by combining Markov chain for the precipitation occurrence process and continuous probability distribution for the precipitation amounts on the wet days. The precipitation occurrence is determined by first order Markov chain with two states(dry and wet). The amounts of precipitation, given that precipitation has occurred, are described by a Gamma, Pearson Type-III, Extremal Type-III, and 3 parameter Weibull distribution. Since the daily precipitation series shows seasonal variation, models are identified for each month of the year separately. To illustrate the application of the simulation models, daily precipitation data were taken from records at the seven locations of the Nakdong and Seomjin river basin. Simulated data were similar to actual data in terms of distribution for wet and dry spells, seasonal variability, and precipitation amounts.

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A Study on the Quality Estimation of Resistance Spot Welding Using Hidden Markov Model (은닉 마르코프 모델을 이용한 저항 점용접 품질 추정에 관한 연구)

  • 김경일;최재성
    • Journal of Welding and Joining
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    • v.20 no.6
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    • pp.45-45
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    • 2002
  • This study is a middle report on the development of intelligent spot welding monitoring technology applicable to the production line. An intelligent algorithm has been developed to predict the quality of welding in real time. We examined whether it is effective or not through the In-Line and the Off-Line tests. The purpose of the present study is to provide a reliable solution which can prevent welding defects in production site. In this study, the process variables, which were monitored in the primary circuit of the welding, are used to estimate the weld quality by Hidden Markov Model(HMM). The primary dynamic resistance patterns are recognized and the quality is estimated in probability method during the welding. We expect that the algorithm proposed in the present study is feasible to the applied in the production sites for the purpose of in-process real time quality monitoring of spot welding.

A Study on the Quality Estimation of Resistance Spot Welding Using Hidden Markov Model (은닉 마르코프 모델을 이용한 저항 점용접 품질 추정에 관한 연구)

  • 김경일;최재성
    • Journal of Welding and Joining
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    • v.20 no.6
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    • pp.769-775
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    • 2002
  • This study is a middle report on the development of intelligent spot welding monitoring technology applicable to the production line. An intelligent algorithm has been developed to predict the quality of welding in real time. We examined whether it is effective or not through the In-Line and the Off-Line tests. The purpose of the present study is to provide a reliable solution which can prevent welding defects in production site. In this study, the process variables, which were monitored in the primary circuit of the welding, are used to estimate the weld quality by Hidden Markov Model(HMM). The primary dynamic resistance patterns are recognized and the quality is estimated in probability method during the welding. We expect that the algorithm proposed in the present study is feasible to the applied in the production sites for the purpose of in-process real time quality monitoring of spot welding.

Modeling and Analyzing Per-flow Throughput in IEEE 802.11 Multi-hop Ad Hoc Networks

  • Lei, Lei;Zhao, Xinru;Cai, Shengsuo;Song, Xiaoqin;Zhang, Ting
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.10
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    • pp.4825-4847
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    • 2016
  • In this paper, we focus on the per-flow throughput analysis of IEEE 802.11 multi-hop ad hoc networks. The importance of an accurate saturation throughput model lies in establishing the theoretical foundation for effective protocol performance improvements. We argue that the challenge in modeling the per-flow throughput in IEEE 802.11 multi-hop ad hoc networks lies in the analysis of the freezing process and probability of collisions. We first classify collisions occurring in the whole transmission process into instantaneous collisions and persistent collisions. Then we present a four-dimensional Markov chain model based on the notion of the fixed length channel slot to model the Binary Exponential Backoff (BEB) algorithm performed by a tagged node. We further adopt a continuous time Markov model to analyze the freezing process. Through an iterative way, we derive the per-flow throughput of the network. Finally, we validate the accuracy of our model by comparing the analytical results with that obtained by simulations.

Demand Variability Impact on the Replenishment Policy in a Two-Echelon Supply Chain Model (두 계층 공급사슬 모형에서 발주정책에 대한 수요 변동성 영향)

  • Kim Eungab
    • Journal of the Korean Operations Research and Management Science Society
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    • v.29 no.3
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    • pp.111-127
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    • 2004
  • We consider a supply chain model with a make-to-order production facility and a single supplier. The model we treat here is a special case of a two-echelon inventory model. Unlike classical two-echelon systems, the demand process at the supplier is affected by production process at the production facility as well as customer order arrival process. In this paper, we address that how the demand variability impacts on the optimal replenishment policy. To this end, we incorporate Erlang and phase-type demand distributions into the model. Formulating the model as a Markov decision problem, we investigate the structure of the optimal replenishment policy. We also implement a sensitivity analysis on the optimal policy and establish its monotonicity with respect to system cost parameters.