• 한국통신학회논문지
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• 제27권11C호
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• pp.1132-1138
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• 2002

본 논문은 시간 제약 조건하에서의 최적 선택 공급 전압을 위한 전력 감소 스케줄링 알고리듬을 제안한다. 전력감소 스케줄링에서는 전력소비를 줄이기 위해 가변 전압 레벨을 이용해 최적 공급 전압을 선택 휴리스틱 방법으로 연산을 수행하여 제어 스텝을 결정한다. 그리고 최적 선택 공급 전압 바인딩에서는 그래프 컬러링 기법을 이용해 레지스터 상의 전력 소비의 주원인인 스위칭 활동을 최소화한다. 상위 수준 벤치마크 예제를 이용한 실험으로부터 우리는 최적 선택 공급 전압을 이용한 제안한 알고리듬이 획일화된 단일 전압을 이용한 알고리듬보다 전력 소비를 줄이는데 효율적임을 보인다.

• 충청수학회지
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• 제27권2호
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• pp.219-225
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• 2014

I use the dynamic programming approach to study the optimal consumption and investment problem with regime-switching and constant labor income. I derive the optimal solutions in closed-form with constant absolute risk aversion (CARA) utility and constant disutility.

• 충청수학회지
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• 제26권1호
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• pp.85-90
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• 2013

We use the dynamic programming method to investigate the optimal consumption and investment problem with regime-switching. We derive the optimal solutions in closed-form with constant absolute risk aversion (CARA) utility.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.43-48
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• 2003

We consider a consumption and investment problem where an investor's investment opportunity gets enlarged when she becomes rich enough, i.e., when her wealth touches a critical level. We derive optimal consumption and investment rules assuming that the investor has a time-separable von Neumann-Morgenstern utility function. An interesting feature of optimal rules is that the investor consumes less and takes more risk in risky assets if the investor expects that she will have a better investment opportunity when her wealth reaches a critical level.

• 자원ㆍ환경경제연구
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• 제20권2호
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• pp.335-356
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• 2011

본 연구에서는 Markowitz (1952)의 평균-분산 모형과 지배원리에 입각하여 원유, 석탄, 천연가스로 대표되는 화석에너지원의 최적 소비조합을 구축하려 하였다. 이를 위해 1달러당 열량으로 정의된 화석에너지원들의 편익변동을 동태은닉공통인자 모형을 이용하여 동행부분과 개별 에너지원의 특이적 수급상황에 기초한 변동으로 분해한 후, 그 결과에 기초하여 최적 화석에너지원의 최적 소비조합을 구성하였다. 분석결과, 평균-분산 모형에서 최적 소비조합을 의미하는 효율적 프론티어 선상의 소비조합들에서는 사회적으로 도달 가능한 최저 수준의 원유소비 비중을 유지하면서 석탄보다는 천연가스의 소비비중을 높여야 하는 것으로 나타났다. 이와 같은 결과는 현재 우리나라에서 추구하고 있는 원유 및 석탄의 소비비중 축소전략과도 일치하는 결과라 할 수 있으며, 원유소비의 비중축소가 화석에너지원의 소비로부터 얻을 수 있는 편익향상과 함께 편익변동에 따르는 경제활동의 불안정성을 축소시킬 수 있는 방법임을 지적하는 것이라 할 수 있다.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.43-47
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• 2013

This paper studies an optimal consumption and portfolio choice problem for unemployed people who have an option to work. Our problem is to find optimal consumption, risky investment, and workforce re-entry strategies for the unemployed. We find a closed form of the critical wealth level to re-enter the workforce. We show that the unemployed with a higher disutility of labor or a larger relative risk aversion are more reluctant to re-enter the workforce.

• 국제초고층학회논문집
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• 제3권4호
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• pp.285-296
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• 2014

The objective of optimization is to present a design process that minimizes the total material consumption while satisfying current codes and specifications. In the research an optimization formulation for RC shear wall structures is proposed. And based on conceptual design methodology, an optimization process is investigated. Then optimal design techniques and specific explanations are introduced for residential buildings with shear wall structure, especially for that with a rectangular layout. An example of 30-story building is presented to illustrate the effectiveness of the proposed optimal design process. Furthermore, the influence of aspect ratio on the concrete consumption and the steel consumption of the superstructure are analyzed for this typical RC shear wall structure; and their relations are obtained by regressive analysis. Finally, the optimal material consumption is suggested for the residential building with RC shear wall structure and with rectangular layout. The relation and the data suggested can be used for guiding the design of similar RC shear wall structures.

• Management Science and Financial Engineering
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• 제22권1호
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• pp.13-20
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• 2016

We investigate the optimal consumption and investment problem when a working debtor has an option to file for bankruptcy. By applying the duality approach, the closed-form solutions are obtained for the case of CRRA utility function. The optimal bankruptcy time is determined by the first hitting time when the financial wealth hits the wealth threshold derived from the optimal stopping time problem. Moreover, the numerical results show that the investment increases as the wealth approaches the threshold and the value gain from the bankruptcy option is vanished as wealth increases.

• 전기학회논문지P
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• 제61권3호
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• pp.129-133
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• 2012

As people are getting concerned to Environment recently, researches on the environmentally-friendly and effective railway system have been conducted in every aspects. Especially as it became known that the pattern of train driving causes the difference in energy consumption, the researches on the train driving to minimize the energy consumption are gaining a lot of interest. The main study showed the optimal driving to minimize energy consumption while driving after analyzing real driving data measured by EMU of Bundang-line real driving, determining the impact on energy consumption due to train driving pattern changes, executing a variety of simulation on real driving patterns by Matlab Simulink and finally driving between stations by given driving times.

• 대한전기학회논문지:전력기술부문A
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• 제53권3호
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• pp.187-197
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• 2004

This paper presents a window-based load management system (LMS) developed as a decision-making tool in the competitive electricity market The developed LMS can help the users to monitor system load patterns, analyze their past energy consumption and schedule for the future energy consumption. The LMS can also provide the effective information on real-time energy/cost monitoring, consumed energy/cost analysis, demand schedule and cost-savings. Therefore. this LMS can be used to plan the optimal demand schedule and consumption strategy.