• 한국신뢰성학회지:신뢰성응용연구
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• 제1권1호
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• pp.35-46
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• 2001

Replacement policy of a degradation system is investigated by incorporating the loss function. Loss function is defined by the deviation of the value of quality characteristic from its target value, which determines the loss cost. Cost function is comprised of the inspection cost, replacement cost and loss cost. Two cost minimization problems are formulated : 1)determination of an optimal inspection period given the state for the replacement and 2)determination of an optimal state for replacement under fixed inspection period. Simulation analysis is performed to observe the variation of total cost with respect to the variation of the parameters of loss function and inspection cost, respectively As a result, parameters of loss function are seen to be the most sensitive to the total cost. On the contrary, inspection cost is observed to be insensitive. This study can be applied to the replacement policy of a degradation system which has to produce the quality critical product.

• 품질경영학회지
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• 제48권1호
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• pp.201-214
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• 2020

Purpose: The purpose of this paper is to determine an optimal number of cycle times for the replacement under the circumstance where the system is replaced at the periodic time and the multiple number of working cycles whichever occurs first and the system is minimally repaired between the replacements if it fails. Methods: The system is replaced at periodic time () or cycle time, whichever occurs first, and is repaired minimally when it fails between successive replacements. To determine the optimal number of cycle times, the expected total cost rate is optimized with respect to the number of cycle times, where the expected total cost rate is defined as the ratio of the expected total cost between replacements to the expected time between replacements. Results: In this paper, we conduct a sensitivity analysis to find the following results. First, when the expected number of failures per unit time increases, the optimal number of cycle times decreases. Second, when the periodic time for replacement becomes longer, the optimal number of cycle times decreases. Third, when the expected value for exponential distribution of the cycle time increases, the optimal number of cycle times increases. Conclusion: A mathematical model is suggested to find the optimal number of cycle times and numerical examples are provided through the sensitivity analysis on the model parameters to see the patterns for changes of the optimal number of cycle times.

• 한국경영과학회지
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• 제6권2호
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• pp.7-11
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• 1981

An inspection-maintenance policy is investigated for a system having various states. A policy is characterized by the type of maintenance and the next inspection time. Maintenance actions are classified into various types according to the depth of maintenance. Policy evaluation criterion is the expected cost accumulated up to the failure of the system. The problem is formulated as a Markov decision process and an optimal policy is found by using a policy improvement procedure. A numerical example illustrates the policy for a system having five states.

• 산업경영시스템학회지
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• 제40권4호
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• pp.96-104
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• 2017

A one-shot system (device) refers to a system that is stored for a long period of time and is then disposed of after a single mission because it is accompanied by a chemical reaction or physical destruction when it operates, such as shells, munitions in a defense weapon system and automobile airbags. Because these systems are primarily related with safety and life, it is required to maintain a high level of storage reliability. Storage reliability is the probability that the system will operate at a particular point in time after storage. Since the stored one-shot system can be confirmed only through inspection, periodic inspection and maintenance should be performed to maintain a high level of storage reliability. Since the one-shot system is characterized by a large loss in the event of a failure, it is necessary to determine an appropriate inspection period to maintain the storage reliability above the reliability goal. In this study, we propose an optimal inspection policy that minimizes the total cost while exceeding the reliability goal that the storage reliability is set in advance for the one-shot system in which periodic inspections are performed. We assume that the failure time is the Weibull distribution. And the cost model is presented considering the existing storage reliability model by Martinez and Kim et al. The cost components to be included in the cost model are the cost of inspection $c_1$, the cost of loss per unit time between failure and detection $c_2$, the cost of minimum repair of the detected breakdown of units $c_3$, and the overhaul cost $c_4$ of $R_s{\leq}R_g$. And in this paper, we will determine the optimal inspection policy to find the inspection period and number of tests that minimize the expected cost per unit time from the finite lifetime to the overhaul. Compare them through numerical examples.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제6권9호
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• pp.2202-2217
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• 2012

The transmission opportunities between nodes in Delay Tolerant Network (DTNs) are uncertain, and routing algorithms in DTNs often need nodes serving as relays for others to carry and forward messages. Due to selfishness, nodes may ask the source to pay a certain reward, and the reward may be varying with time. Moreover, the reward that the source obtains from the destination may also be varying with time. For example, the sooner the destination gets the message, the more rewards the source may obtain. The goal of this paper is to explore efficient ways for the source to maximize its total reward in such complex applications when it uses the probabilistic two-hop routing policy. We first propose a theoretical framework, which can be used to evaluate the total reward that the source can obtain. Then based on the model, we prove that the optimal forwarding policy confirms to the threshold form by the Pontryagin's Maximum Principle. Simulations based on both synthetic and real motion traces show the accuracy of our theoretical framework. Furthermore, we demonstrate that the performance of the optimal forwarding policy with threshold form is better through extensive numerical results, which conforms to the result obtained by the Maximum Principle.

• 한국국방경영분석학회지
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• 제4권1호
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• pp.113-123
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• 1978

Consider a series system of two units, named 1 and 2, respectively. Two units are observed at the beginning of discrete time periods t=0,1,2, $cdots$ and classified as being in one of a countable number of states. Let (i, r) be a state of the system at time t, when the state of unit 1 is i and state of unit 2 is r at time t, Under some conditions, the opportunistic replacement policy that minimizes the expected total discounted cost or the average cost of maintenance is shown to be characterized by the control limits $i^{*}(r)$ (a function of r) and $r^{*}(i)$ (a function of i) : (a) in observed state (i, r), the optimal policy for unit 1 is to replace if $i{\ge}i^{*}(r)$ and no action otherwise; (b) in observed state (i, r), the optimal policy for unit 2 is to replace if $r{\ge}r^{*}(i)$ and no action otherwise. In addition, this paper also develops optimal policy in the finite time horizon case, where time horizon is fixed or a finite integer valued r.v. with known pmf.

• Industrial Engineering and Management Systems
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• 제12권4호
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• pp.317-329
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• 2013

In recent years, for the purpose of solving the problem regarding environment protection and resource saving, certain measures and policies have been promoted to establish a green supply chains (GSC) with material flows from collection of used products to reuse of recycled parts in production of products. In this study, we propose an optimal operation of the GSC while considering the collection incentive of the used products and quality for recycling of used products. Two types of decision-making approaches are used for product quantity, collection incentive of used products and lower limit of quality level of reusable parts in the used products for recycling in the GSC. One is the decision-making under an independent policy in decentralized supply chains where a retailer and a manufacturer make decisions so as to maximize profits individually. The other is the decision-making under a cooperative policy in centralized supply chains where a retailer and a manufacturer make decisions cooperatively so as to maximize the whole system's profit. Additionally, we also discuss supply chain coordination as a manufacturer-retailer partnership based on profit sharing. Furthermore, we show the effect of the quality of the reusable parts on the optimal decisions. The collection incentive of the used products was found to bring more profitability to the GSC activity.

• 한국전산응용수학회:학술대회논문집
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• 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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• pp.15-15
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• 2003

We provide some recent results of approximation algorithms for solving Markov Games and discuss their applications to problems that arise in Computer Science. We consider a receding horizon approach as an approximate solution to two-person zero-sum Markov games with an infinite horizon discounted cost criterion. We present error bounds from the optimal equilibrium value of the game when both players take “correlated” receding horizon policies that are based on exact or approximate solutions of receding finite horizon subgames. Motivated by the worst-case optimal control of queueing systems by Altman, we then analyze error bounds when the minimizer plays the (approximate) receding horizon control and the maximizer plays the worst case policy. We give two heuristic examples of the approximate receding horizon control. We extend “parallel rollout” and “hindsight optimization” into the Markov game setting within the framework of the approximate receding horizon approach and analyze their performances. From the parallel rollout approach, the minimizing player seeks to combine dynamically multiple heuristic policies in a set to improve the performances of all of the heuristic policies simultaneously under the guess that the maximizing player has chosen a fixed worst-case policy. Given $\varepsilon$>0, we give the value of the receding horizon which guarantees that the parallel rollout policy with the horizon played by the minimizer “dominates” any heuristic policy in the set by $\varepsilon$, From the hindsight optimization approach, the minimizing player makes a decision based on his expected optimal hindsight performance over a finite horizon. We finally discuss practical implementations of the receding horizon approaches via simulation and applications.

• 대한산업공학회지
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• 제41권3호
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• pp.259-266
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• 2015

Among many energy resources, natural gas has recently received a remarkable amount of attention, particularly from the electrical generation industry. This is in part due to increasing shale gas production, providing an environment-friendly fossil fuel, and high risk of nuclear power. Because South Korea, the world's second largest LNG importing nation after Japan, has no international natural gas pipelines and relies on imports in the form of LNG, the natural gas has been traditionally procured by long term LNG contracts at relatively high price. Thus, there is a need of developing an Asian LNG trading hub, where LNG can be traded at more competitive spot prices. In a natural gas spot market, the amount of natural gas to be bought should be carefully determined considering a limited storage capacity and future pricing dynamics. In this work, the problem to find the optimal amount of natural gas in a spot market is formulated as a Markov decision process (MDP) in risk neutral environment and the optimal base stock policy which depends on a stage and price is established. Taking into account price and demand uncertainties, the basestock target levels are simply approximated from dynamic programming. The simulation results show that the basestock policy can be one of effective ways for procurement of LNG in a spot market.

• 보건행정학회지
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• 제13권4호
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• pp.84-98
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• 2003

This research objective is to determine the optimal price break points for n­block tariff, because comparing non­linear pricing with uniform pricing on the basis of profit, n­block tariff outperforms two­part tariff, all unit discount price schedule, and uniform pricing. Although the merits of non­linear pricing are well documented, the attempt to practice the non-linear pricing in medical service sector has been relatively rare. The determination of the parameters under n­block tariff is the interesting decision making agenda for marketers. Under n­block tariff, the marketers should decide the optimal price break points and the optimal marginal price for each price zone. The results can be summarized as follows: The researchers found that mixture model can be the feasible methodology for determining the optimal number of n­block tariff and identifying the optimal segmentation criteria. We demonstrate the feasibility and the superiority of the mixture model by applying it to the database of medical examination. The results appear that the number of patients per month can be the optimal segmentation variable. And 6­block tariff is the optimal price break for this medical service.