• Management Science and Financial Engineering
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• 제17권2호
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• pp.99-129
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• 2011

This paper analytically studies how to choose hedging instrument for firms with steady operating cash flows from value maximization perspective. I derive a formula to determine option's optimal strike that makes hedged cash flow have the best monetary payoff given a hedger's view on the underlying asset. I find that not only the expected mean but also the expected standard deviation of the underlying asset in relation to the forward price and the implied volatility play a crucial role in making optimal hedging decision. Higher moments play a certain part in hedging decision but to a lesser degree.

• 경영과학
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• 제25권1호
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• pp.55-74
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• 2008

In recent warfare, the performance improvement of air weapon systems enables an aircraft to strike multiple targets on a single sortie. Further, aircrafts attacking targets may carry out an operation as a strike package that is composed of bombers, escort aircrafts, SEAD (Suppression of Enemy Air Defenses) aircrafts and etc. In this paper, we present an aircraft allocation model that allocates multiple targets to a single sortie in the form of a strike package. A mixed integer programming is developed and solved by using a commercially available software. The new model is better than existing ones because not only it allocates aircrafts to multiple targets but also it models the concept of the strike package. We perform a computational experiment to compare the result of the new model with that of existing ones, and perform sensitivity analysis by varying a couple of important parameters.

• 한국군사과학기술학회지
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• 제20권4호
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• pp.566-578
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• 2017

For optimizing the operation plan when strike packages attack multiple targets, this article suggests a new mathematical model and a parallel hybrid genetic algorithm (PHGA) as a solution methodology. In the model, a package can assault multiple targets on a sortie and permitted the use of mixed munitions for a target. Furthermore, because the survival probability of a package depends on a flight route, it is formulated as a mixed integer programming which is synthesized the models for vehicle routing and weapon-target assignment. The hybrid strategy of the solution method (PHGA) is also implemented by the separation of functions of a GA and an exact solution method using ILOG CPLEX. The GA searches the flight routes of packages, and CPLEX assigns the munitions of a package to the targets on its way. The parallelism enhances the likelihood seeking the optimal solution via the collaboration among the HGAs.

• 한국통신학회논문지
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• 제37B권12호
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• pp.1186-1194
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• 2012

무선 센서 네트워크에서 에너지 효율성을 문제를 해결하기 위해 다중 홉 전송 방식을 사용할 수 있다. 다중 홉전송 방식은 전체 에너지 소비량을 줄일 수는 있으나 네트워크의 라이프타임을 심각하게 감소시킬 수 있다. 노드들은 자신의 잔여에너지에 따라 다른 노드의 패킷을 릴레이 해줄지를 결정해야 한다. 이러한 문제를 해결하기 위해 우리는 strike and bargaining 알고리즘 (SBA)를 제안한다. 라우팅 경로는 각 노드의 특정값 (wage)에 따라 결정된다. 각 노드는 주변 노드와 wage를 협상한 후 합당한 wage를 결정하고 그에 따라 최적의 라우팅 경로를 결정한다. 분석과 시뮬레이션을 통해 우리는 SBA가 최적의 성능에 근접할 수 있음을 보인다.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2003년도 추계학술대회
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• pp.1340-1345
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• 2003

In this paper, an integrated optimal design software system for structural components has been developed which interfaces existing commercial codes for CAD, CAE and Optimization. They include specialized optimal design software codes such as iSIGHT and VisualDOC, optimization module imbedded in CAD software developed by CAD developers, and optimal design software systems based on API of commercial CAD software. The advantages of the CAD imbedded optimal design approach and those of specialized optimal design software are taken to develop the system. The user defines optimal design formulation in the user interface for problem definition in the CAD control stage, where design variables are directly selectable from the CAD model and various properties and performance functions defined. The commercial CAD codes, Open I-DEAS are used for the development. The resulting software is minimally connected to CAD and CAE systems while keeping maximum independence from each other. This assures flexibility and freedom for problem definition. Fatigue life optimization is taken as a nontrivial application area. As a specific example, the shape design of a knuckle part of an automobile is performed, where the minimum fatigue life over the material domain in terms of the number of cycles of a curb strike are maximized under the constraint of not exceeding the current mass. The fatigue life has been improved by four times of the initial life. The developed software is illustrated to maintain the advantages of existing optimal design software systems while improving independency and flexibility.

• 한국태양에너지학회 논문집
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• 제33권3호
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• pp.27-35
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• 2013

One of the most important factors that have a large influence on performance of the solar water heater system is performance of the solar collector, more detailedly, coating technology on the surface of the solar collector, which can provide high solar absorptance and low emittance. The core of the coating technology is to coat solar selective surfaces. In this study, various performance experiments are carried out using $Cr_2(SO_4)_3{\cdot}15H_2O$ coating technology. Here, IGBT(Insulated Gate Bipolar Transistor) of 5000A-15V was used as the surface processing rectifier which can stably output power and also can control voltage and current. The plating solution mainly contains black chrome$^{+3}$ concentration, H-y Conductivity, N-u Complex, NF Additive and NC-2 Wetter. Before applying the black chrome coating on the copper plate, optimal conditions are provided by using various preprocessing methods such as removal of fat, activation, electrolytic polishing, nickel strike, copper sulfate plating and bright neckel plating, and then the automatic continuous coating experiment are performed according to plating time and cathode current density. In the experiment, after the removal of fat, chemical polishing, nickel strike and activation processes as the preprocessing methods, the black chrome coating was performed in a plate solution temperature of $28^{\circ}C$ and a cathode current density of $18A/cm^2$ for 90 seconds. The thickness of chrome and nickel on the coated plate is $0.389{\mu}m$, $159{\mu}m$ respectively. As a result of the coating experiment, it showed the most excellent performance having a high solar absorptance of 98% and a low emittance of $5{\pm}1%$ when the black chrome surface had a thickness of $0.398{\mu}m$.

• 산업공학
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• 제24권4호
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• pp.274-280
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• 2011

Delayed access to surgery may lead to deterioration in the patient condition, poor clinical outcomes, increase in the probability of emergency admission, or even death. The purpose of this work is to decide the number of patients selected from a waiting list and to schedule them in accordance with the operating room capacity in the next period. We formulate the problem as an infinite horizon Markov Decision Process (MDP), which attempts to strike a balance between the patient waiting times and overtime works. Structural properties of the proposed model are investigated to facilitate the solution procedure. The proposed procedure modifies the conventional value iteration method along with the binary search technique. An example of the optimal policy is provided, and computational results are given to show that the proposed procedure improves computational efficiency.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2004년도 추계학술대회 논문집
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• pp.111-115
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• 2004

In this paper, the requirements for the HID lamp igniter transformer capable of hot strike are described. A small size high voltage (HV) transformer composed of a Rod type ferrite core and aluminum foil is designed. The Electro Magnetic characteristics are simulated with Finite Element Methodology (FEM). The design guideline of the HV transformer that produces an output voltage with a peak value of 25kV and a pulse width of larger than loons for a 35W automotive HID ballast prototype is discussed as an illustrative example.

• 환경생물
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• 제41권3호
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• pp.247-255
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• 2023

본 연구는 대량 발생으로 인한 피해를 유발하고 있는 돌발해충인 동양하루살이의 효율적인 모니터 선별적 포집 방법의 개발을 수행하였다. 동양하루살이의 대량 발생이 심각한 것으로 확인된 남양주시 한강공원 일대를 대상으로 현장 조사를 수행하였으며, 연구진에서 개발한 PMS 시제품을 활용하여 필터의 간격과 재질에 따른 선별 포집 효율을 확인하였다. 시제품은 4개의 필터가 설치되어있고, 실험 조건에 따라 필터의 재질과 간격을 교체하며 실험하였다. 동양하루살이의 출현이 가장 많은 6월 동안 수행하였으며, 19:00부터 22:30까지 30분 간격으로 조사하였다. 가장 높은 선별 포집 효율은 필터의 간격이 2.0 mm이고, 상위 필터가 1개 존재할 때 96.5%로 가장 높게 나타났다.

• 조명전기설비학회논문지
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• 제18권5호
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• pp.69-73
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• 2004

본 논문은 낙뢰나 스위칭 등에 의해 건물 내에서 발생할 수 있는 과도 현상에 대하여, 기준신호그리드와 절연/독립접지 방식을 비교한 것이다. 전자계 해석프로그램인 HIFREQ을 이용함으로써 정량적인 해석결과에 근거하여 건물내 접지방식의 차이에 따라 접지점에서 어떠한 과도현상이 발생하는지의 고찰이 가능하였다. 본 논문에서 시도한 건축물 내 과도현상 해석방법 및 사례연구 결과는 정보화 건축물에 필요한 접지 방식의 선정을 위한 자료로 활용될 것으로 기대된다.