• Title/Summary/Keyword: Optimal Methods

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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.

A Study on the Optimal Introduction of Step Voltage Regulator(SVR) in Distribution Feeders (고압배전선로용 선로전압조정장치(SVR)의 최적 도입방안에 관한 연구)

  • Lee Eun-Mi;Kim Mi-Young;Rho Dae-Seok;Sohn Sang-wook;Kim Jae-Eon;Park Chang-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.53 no.11
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    • pp.610-618
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    • 2004
  • With the development of industry and the improvement of living standards, better quality in power electric service is required more than ever before. Under these circumstances, to deliver reasonable voltage regulation methods in distribution systems need to be developed. So, This paper deals with optimal introduction of the line voltage regulator (SVR : Step Voltage Regulator) in power distribution systems. First, This paper investigates characteristics of SVR and performs economic evaluation of SVR's introduction by using Present Worth Method. This paper, also suggests proper location and optimal voltage regulation algorithm. In order to deliver suitable voltages to as many customers as possible, the optimal sending voltage of SVR should be decided by the effective operation of voltage regulators at the distribution feeders. The simulation results using a model distribution system and real distribution systems show that the proposed methods can be a practical tool for the voltage regulation in distribution systems.

Investigations on Dynamic Trading Strategy Utilizing Stochastic Optimal Control and Machine Learning (확률론적 최적제어와 기계학습을 이용한 동적 트레이딩 전략에 관한 고찰)

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.4
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    • pp.348-353
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    • 2013
  • Recently, control theory including stochastic optimal control and various machine-learning-based artificial intelligence methods have become major tools in the field of financial engineering. In this paper, we briefly review some recent papers utilizing stochastic optimal control theory in the fields of the pair trading for mean-reverting markets and the trend-following strategy, and consider a couple of strategies utilizing both stochastic optimal control theory and machine learning methods to acquire more flexible and accessible tools. Illustrative simulations show that the considered strategies can yield encouraging results when applied to a set of real financial market data.

Simulation of Planted Area Index (PAI) for Crop Spacing Methods in Plant Factory (식물공장내 작물의 간격조절방법에 대한 식재면적지표 시뮬레이션)

  • Kim, Joon-Yong;Yang, Seung-Hwan;Lee, Chun-Gu;Ashtiani, A.A.;Rhee, Joong-Yong
    • Journal of Biosystems Engineering
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    • v.36 no.5
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    • pp.348-354
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    • 2011
  • Various crop spacing methods have been implemented so far for the greenhouse and plant factory applications. However, there is no generally accepted parameter for evaluation of plant spacing efficiency in plant production system. In this study, 'Planted Area Index' (PAI) of a spacing method is defined as the ratio of the planted area in the field to required planted area using the spacing method when no transplanting operation is assumed. Three common types of spacing methods for plane placement of the plants were modeled mathematically. For calculating the planted area, an optimal growth radius function (R(t)) is needed. Function of the days after transplanting stage gives a radius of an optimal circle area for the living plants. A computer simulation was developed to calculate the PAI, based on three crop spacing methods and four optimal growth radius functions. In general, the 1-D zigzag spacing showed the best PAI. Moreover, it gives an example on how to apply the PAI for the design.

Hierarchical time series forecasting with an application to traffic accident counts (계층적 시계열 분석을 이용한 지역별 교통사고 발생건수 예측)

  • Lee, Jooeun;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.181-193
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    • 2017
  • The paper introduces bottom-up and optimal combination methods that can analyze and forecast hierarchical time series. These methods allow forecasts at lower levels to be summed consistently to upper levels without any ad-hoc adjustment. They can also potentially improve forecast performance in comparison to independent forecasts. We forecast regional traffic accident counts as time series data in order to identify efficiency gains from hierarchical forecasting. We observe that bottom-up or optimal combination methods are superior to independent methods in terms of forecast accuracy.

Finding Cost-Effective Mixtures Robust to Noise Variables in Mixture-Process Experiments

  • Lim, Yong B.
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.161-168
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    • 2014
  • In mixture experiments with process variables, we consider the case that some of process variables are either uncontrollable or hard to control, which are called noise variables. Given the such mixture experimental data with process variables, first we study how to search for candidate models. Good candidate models are screened by the sequential variables selection method and checking the residual plots for the validity of the model assumption. Two methods, which use numerical optimization methods proposed by Derringer and Suich (1980) and minimization of the weighted expected loss, are proposed to find a cost-effective robust optimal condition in which the performance of the mean as well as the variance of the response for each of the candidate models is well-behaved under the cost restriction of the mixture. The proposed methods are illustrated with the well known fish patties texture example described by Cornell (2002).

Optimal Shape of $\mu$BGA Solder Joints and Thermal Fatigue Life ($\mu$BGA 솔더접합부의 형상과 수명평가)

  • 신영의;황성진;김종민
    • Proceedings of the International Microelectronics And Packaging Society Conference
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    • 2002.05a
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    • pp.117-120
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    • 2002
  • In this paper, several methods to predict the solder joint shape are studied. Although there are various methods to predict the solder joint shape, such as truncated sphere method, force-bal tranced analytical solution, and energy-based methods like surface evolver developed by Ken Brakke, we calculate solder joint shape of $\mu$BGA by two solder joint shape prediction methods(truncated sphere method and surface evolver) and then compare results of each method. The results in dicate that two methods can accurately predict the solder joint shape in an accurate range. After that, we calculate reliability solder joint shape under thermal cycle test by FEA program ANSYS. As a result, it could be found that optimal solder joint shape calculated by solder joint prediction method has best reliability in thermal cycle test.

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Optimal Control of Large-Scale Dynamic Systems using Parallel Processing (병렬처리를 이용한 대규모 동적 시스템의 최적제어)

  • Park, Ki-Hong
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.4
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    • pp.403-410
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    • 1999
  • In this study, a parallel algorithm has been developed that can quickly solve the optiaml control problem of large-scale dynamic systems. The algorithm adopts the sequential quadratic programming methods and achieves domain decomposition-type parallelism in computing sensitivities for search direction computation. A silicon wafer thermal process problem has been solved using the algorithm, and a parallel efficiency of 45% has been achieved with 16 processors. Practical methods have also been investigated in this study as a way to further speed up the computation time.

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FAST ONE-PARAMETER RELAXATION METHOD WITH A SCALED PRECONDITIONER FOR SADDLE POINT PROBLEMS

  • OH, SEYOUNG;YUN, JAE HEON
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.85-94
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    • 2016
  • In this paper, we first propose a fast one-parameter relaxation (FOPR) method with a scaled preconditioner for solving the saddle point problems, and then we present a formula for finding its optimal parameter. To evaluate the effectiveness of the proposed FOPR method with a scaled preconditioner, numerical experiments are provided by comparing its performance with the existing one or two parameter relaxation methods with optimal parameters such as the SOR-like, the GSOR and the GSSOR methods.

Determination of an optimal operation condition in continuous manufacturing process (일관제조공정에서의 최적 조업조건의 도출)

  • 김윤호;최해운
    • Korean Management Science Review
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    • v.10 no.2
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    • pp.111-120
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    • 1993
  • The most important factors for a product to survive in the market are cost and quality. In recent years, quality proceeds to cost. There are many techniques of use to improve the quality of a product. One of the techniques is applying statistical methods (especially Taguchi method) to real operational conditions for a continuous manufacturing process in P company. There are 91 factors to control in the process. So, we predetermined 7 main effect factors and 6 interactive effect factors by statistical methods and advices of engineers. With these 13 factors, we determined the optimal level of operations for the process.

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