• ETRI Journal
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• v.37 no.1
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• pp.11-20
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• 2015

This paper deals with optimal power allocation for channel estimation of orthogonal frequency-division multiplexing uplinks in time-varying channels. In the existing literature, the estimation of time-varying channel response in an uplink environment can be accomplished by estimating the corresponding channel parameters. Accordingly, the optimal power allocation studied in the literature has been in terms of minimizing the mean square error of the channel estimation. However, the final goal for channel estimation is to enable the application of coherent detection, which usually means high spectral efficiency. Therefore, it is more meaningful to optimize the power allocation in terms of capacity. In this paper, we investigate capacity with imperfect channel estimation. By exploiting the derived capacity expression, an optimal power allocation strategy is developed. With this developed power allocation strategy, improved performance can be observed, as demonstrated by the numerical results.

• International Journal of Control, Automation, and Systems
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• v.1 no.2
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• pp.163-170
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• 2003

The optimal Bayesian filter for a single target is known to provide the best tracking performance in a cluttered environment. However, its main drawback is the increase in memory size and computation quantity over time. In this paper, the inevitable predicament of the optimal Bayesian filter is resolved in a suboptimal fashion through the use of a receding horizon strategy. As a result, the problems of memory and computational requirements are diminished. As a priori information, the horizon initial state is estimated from the validated measurements on the receding horizon. Consequently, the suboptimal algorithm proposed allows for real time implementation.

• 한국태양에너지학회:학술대회논문집
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• 2012.03a
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• pp.511-515
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• 2012

At the moment, with an interest in renewable energy sources (RES) that continue to grow its penetration will be expected to considerably increase in the future power system. However, this penetration of RES leads to new challenges to be solved in electric power systems. In this paper, optimal configuration of renewable energy resources and operation strategy is presented. By using this methodology for allocation of the optimal sizes and types, system operational efficiency and stability of the microgrid will be maximized.

• Journal of Electrical Engineering and Technology
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• v.9 no.5
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• pp.1544-1550
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• 2014

In this paper, an adaptive optimization strategy utilizing Kriging model and genetic algorithm is proposed for the optimal design of electromagnetic devices. The ordinary Kriging assisted by the spherical covariance model is used to construct surrogate models. In order to improve the computational efficiency, the adaptive uniform sampling strategy is applied to generate sampling points in design space. Through several iterations and gradual refinement process, the global optimal point can be found by genetic algorithm. The proposed algorithm is validated by application to the optimal design of a switched reluctance motor, where the stator pole face and shape of pole shoe attached to the lateral face of the rotor pole are optimized to reduce the torque ripple.

• Journal of the Korean Society for Railway
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• v.10 no.3 s.40
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• pp.306-312
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• 2007

This paper presents the optimal design method of the train repair facility based on the simulation analysis. The train is divided into the power car, motorized car and passenger car for the simulation process analysis and train repair facility is composed of each subsystems such as a blast, dry and wash workshop. In simulation analysis, we consider the critical (dependent) factors and design (independent) factors for the optimal design. Therefore, a simulation optimization uses Evolution Strategy (ES) in order to find the optimal design factors. Experimental results indicate that simulation design factors are sufficient to satisfy the conditions of dependent variables. The proposed analysis method demonstrates that simulation design factors determined by the simulation optimization are appropriate for real design factors in a real situation and the accuracy and confidence for the simulation results are increased.

• Journal of the Korean Mathematical Society
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• v.59 no.6
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• pp.1153-1170
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• 2022

In this paper, we investigate the portfolio optimization problem under the SVCEV model, which is a hybrid model of constant elasticity of variance (CEV) and stochastic volatility, by taking into account of minimum-entropy robustness. The Hamilton-Jacobi-Bellman (HJB) equation is derived and the first two orders of optimal strategies are obtained by utilizing an asymptotic approximation approach. We also derive the first two orders of practical optimal strategies by knowing that the underlying Ornstein-Uhlenbeck process is not observable. Finally, we conduct numerical experiments and sensitivity analysis on the leading optimal strategy and the first correction term with respect to various values of the model parameters.

• Management & Information Systems Review
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• v.9
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• pp.65-80
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• 2002

As the growth of Internet business, many web sites have been developed their own Internet business strategies. Yet, many web sites have difficulties to make profit. In this paper, an economic model is developed to analyze web sites' quality and pricing strategies when they initiate their services as free services and develop advertising services and other charged services. By analyzing the economic model, optimal quality and prices was found. And by analyzing the optimal strategy, I found that web sites should properly decide their market share on initial customer. Finally, the importance of web sites' productivity to make profit is emphasized.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2001.10a
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• pp.157-160
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• 2001

Firms pursue new business opportunities for growth. Market development strategy is one of the growth strategies, which develops new market segments with current products. However, new market generally has high uncertainty, or high risk. Firms should consider the risk in making and implementing the market development strategy. In this paper, an optimal marketing resource allocation model is developed, taking into account the risk attitude of a firm in market development. Under the assumption of exponential utility function, the global optimal solution is derived, and the implications are provided.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.7
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• pp.414-419
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• 2004

In TWBP new uncertainty will be increased. Risk management is risen to a important problem. Vesting contract makes market Players trade at fixed price in TWBP early stages. In the case of advanced country, market players manage risk with a future contract. When a risk management method moves from vesting contract to future contract, it may have to use together two contracts for schedule period. In this paper, risk management strategy that use vesting contract and forward contract at the same time is proposed.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.163.3-163
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• 2001

This paper presents the two-step strategy method of performing optimal scheduling of paper mill processes using MINLP (Mixed-Integer Non-Linear Programming) considering the trim loss problem in sheet cutting processes. The mathematical model for a sheet cutting process in the form of MINLP is developed in this study, and minimizing total cost is performed considering the cost of raw paper roll, :hanging cutting patterns, storage of over-product and recycling/burning trim. The paper has been used to deliver and conserve information for a long time, and it is needed to have various sizes and weights ...