• 제목/요약/키워드: Markov process model

검색결과 369건 처리시간 0.027초

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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    • 제13권11호
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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.

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

  • 양효진;권재현
    • 한국측량학회지
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    • 제25권4호
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    • pp.319-325
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    • 2007
  • GPS를 이용한 상대측위에 있어서 기선의 길이가 길어질수록 측위지점 사이의 상관관계 저하로 인하여 전리층 지연 효과와 같은 오차가 관측치내에 존재하는 문제가 여전히 남아있다. 본 연구에서는 중기선 이상의 상대측위에서 가장 큰 오차요인으로 알려져 있는 전리층 지연 효과를 통계적 모델을 이용하여 모델링하고, 이론적 경험적으로 가장 좋다고 알려져 있는 LAMBDA방법을 이용하여 모호정수를 결정하였다. 상시관측소데이터를 이용하여 통계적 모델을 경험적으로 Gauss-Markov 1차를 결정하였으며, 모델 파라미터인 상관시간(correlation time) 및 모델의 분산을 산출하였다. 최종적으로 개발된 알고리즘의 적용 및 정확도 분석을 위하여 상용소프트웨어 및 Bernese와 비교하였다.

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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    • 제28권4호
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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.

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

  • 이재헌
    • 품질경영학회지
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    • 제31권3호
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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
    • 응용통계연구
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    • 제21권6호
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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.

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

  • 이경행;권용수
    • 한국철도학회논문집
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    • 제14권2호
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    • pp.87-93
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    • 2011
  • 본 연구는 Five-9's 가용도를 달성하기 위한 고가용도 시스템의 가용도 모델을 기술한다. 현대의 철도시스템은 지속적으로 서비스가 제공되어야 하는 고가용도 시스템으로 이러한 고가용도 서비스의 중요한 특성은 이동통신, 철도시스템, 정보운영 및 웹기반 사업 등 많은 현대의 사업에 필수적이며, 아키텍처 기반의 시스템 가용도 모델은 고가용도 목표의 만족여부를 평가하는 데 매우 유용하다. 마코브 모델 접근은 관련 시스템엔지니어가 시스템고장 및 고장복구 프로세스를 모델링할 때 직관적으로 적용가능하다. 본 연구는 UML2.0을 사용하여 개선된 가용도 모델을 제시하였다. 이러한 아키텍처기반의 시스템 가용도 모델은 철도시스템에 매우 의미있게 적용될 수 있다.

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

  • 민대기
    • 산업공학
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    • 제24권4호
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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
    • 품질경영학회지
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    • 제16권2호
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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
    • 한국경영과학회지
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    • 제11권1호
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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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    • 제23권2호
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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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