• Title/Summary/Keyword: Markov process model

검색결과 368건 처리시간 0.035초

Optimal control of stochastic continuous discrete systems applied to FMS

  • Boukas, E.K.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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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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MDP에 의한 컬링 전략 선정 (Markov Decision Process for Curling Strategies)

  • 배기욱;박동현;김동현;신하용
    • 대한산업공학회지
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    • 제42권1호
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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.

이산사건 시뮬레이션에서의 우선순위 큐 성능분석을 위한 다단계 마코브 프로세스 모델: 창조 모델에 대한 사례연구 (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)

  • 임동순
    • 한국시뮬레이션학회논문지
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    • 제17권4호
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    • pp.61-69
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    • 2008
  • 이산사건 시뮬레이션에서의 미래사건 리스트 관리에 요구되는 우선순위 큐의 성능을 평가하기 위하여 사건의 삽입과 삭제패턴을 묘사한 성능 모델이 필요하다. 성능 모델을 이용하여 다양한 우선순위 큐 구조를 시간 복잡성 측면에서 비교 평가할 수 있다. 본 연구는 대상이 되는 시뮬레이션 모델이 반복적으로 운용되고, 실행 시간이 유한적인 경우에 보다 정확한 성능모델을 작성하는 방안을 제시한다. 제안된 성능모델은 다단계 마코브 프로세스 모델에 기반을 두어 확정적인 순서에 의한 삽입과 삭제를 하기 보다는 확률적인 패턴에 의해 연산 순서를 결정한다. 대한민국 육군의 전쟁 연습 모델인 창조 모델을 운영한 결과를 바탕으로 다단계 마코브 프로세스 모델을 작성한 사례연구를 포함하였다.

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

  • 장은진;임정빈
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2019년도 추계학술대회
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    • pp.266-266
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    • 2019
  • 해마다 증가하고 있는 해양사고는 기관고장, 충돌, 좌초, 화재 등 다양하게 발생하고 있다. 이러한 해양사고는 대형 인명사고의 위험이 있어 사전에 사고를 예방 하는 게 무엇보다 중요하다. 이를 위해서는 해양사고 발생을 사전에 예측하고 이에 대응할 수 있는 예측 체계가 요구된다. 본 연구에서는 과거에 발생한 데이터를 근거로 미래를 예측할 수 있는 마코프 체인 프로세스(Markov Chain Process)를 적용하여 해양사고 발생을 사전에 예측하기 위한 모델링을 제안한다. 제시된 모델링을 적용하여 미래 발생 가능한 해양사고 발생 확률을 산출하고 실제 발생한 빈도와 비교하였다. 또한 많이 사용되는 다른 예측 분석 방법과 비교하여 예측의 정확성을 측정하였다. 이를 통해 해양사고 발생에 관한 예측 체계를 마련하는데 하나의 확률 모형을 제안하였으며, 나아가 다양한 해양사고의 문제를 예측하는데 기여할 것으로 기대된다.

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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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    • 제49권7호
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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.

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) - (A Simulation Model for the Intermittent Hydrologic Process (II) - Markov Chain and Continuous Probability Distribution -)

  • 이재준;이정식
    • 대한토목학회논문집
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    • 제14권3호
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    • pp.523-534
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    • 1994
  • 본 연구의 목적은 간헐수문과정인 일강수계열의 모의발생 모델을 개발하는 것이다. 이를 위하여 연구(I)에서는 교대재생과정을 이용하여 강수발생과정을 해석하였으며, 본 연구(II)에서는 강수발생과정으로 Markov 연쇄를 이용하고 습윤일의 강수량 분포를 조합하여 일 강수계열을 모의발생하는 추계학적 모델을 개발하였다. Markov 연쇄로는 상태 2(건조, 습윤)의 1차 연쇄를 사용하였으며, 습윤일의 강수량 분포는 연속확률분포인 Gamma, Pearson Type-III(PT3), Extremal Type-III(T3E), Weibull 분포를 적용하였다. 일 강수계열 자료의 계절적 변동성을 고려하여 월별로 분리하여 해석하였으며, 강수발생과정과 습윤일의 강수량과정을 조합하여 구성한 두 개의 모의발생 모델 M-W, M-G 모델을 낙동강과 섬진강 유역의 7개 관측소에 적용하여 관측치와 모의발생치를 비교하므로써 모의발생 모델의 적용성을 확인하였다.

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

  • 김경일;최재성
    • Journal of Welding and Joining
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    • 제20권6호
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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.

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

  • 김경일;최재성
    • Journal of Welding and Joining
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    • 제20권6호
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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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    • 제10권10호
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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.

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

  • 김은갑
    • 한국경영과학회지
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    • 제29권3호
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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.