• 한국경영과학회지
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• 제25권2호
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• pp.59-66
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• 2000

In this paper we propose an approximation analysis for the system size distribution of the M/G/c system which is transform-free,. At first we borrow the system size distribution from the Markovian service models and then introduce a newly defined parameter in place of traffic intensity. In this step we find the distribution of the number of customers up to c. Next we concentrate on each waiting space of the queue separately rather than consider the entire queue as a whole. Then according to the system state of the arrival epoch we induce the probability distribution of the system size recursively. We discuss the effectiveness of this approximation method by comparing with simulation for the mean system size.

• 한국경영과학회지
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• 제20권3호
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• pp.43-59
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• 1995

This paper presents a method for estimating the population variability distribution of the failure parameter (failure rate or failure probability) for each failure mode considered in PSA (Probabilistic Safety Assessment). We focus on the utilization of generic estimates from various industry compendia for the estimation. The estimates are complicated statistics of failure data from plants. When the failure data referred in two or more sources are overlapped, dependency occurs among the estimates provided by the sources. This type of problem is first addressed in this paper. We propose methods based on ML-II estimation in Bayesian framework and discuss the characteristics of the proposed estimators. The proposed methods are easy to apply in real field. Numerical examples are also provided.

• 한국경영과학회지
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• 제20권3호
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• pp.123-146
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• 1995

Several quality control schemes have been extensively compared using multivariate normal data sets simulated with various correlation structures. They include multiple univariate CUSUM charts, multivariate EWMA charts, multivariate CUSUM charts and Shewhart T$^{3}$ chart. This paper considers a new approach of the multivariate EWMA chart, in which the smoothing matrix has full elements instead of only diagonal elements. Performance of the schemes is measured by avaerage run length (ARL), coefficient of variation of run length (CVRL) and rank in order of signaling of off-target shifts in the process mean vector. The schemes are also compared by noncentrality parameter. The multiple univariate CUSUM charts are generally affected by the correlation structure. The multivariate EWMA charts provide better ARL performance. Especially, the new EWMA chart shows remarkable results in small shifts.

• Management Science and Financial Engineering
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• 제19권1호
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• pp.11-16
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• 2013

This paper derives an equilibrium asset price when there exist three kinds of traders in financial market: a risk-averse informed trader, noise traders, and risk neutral market makers. This paper is an extended version of Kyle's (1985, Econometrica) continuous time model by introducing insider's risk aversion. We obtain not only the equilibrium asset pricing and market depth parameter but also insider's value function and optimal insider's trading strategy explicitly. The comparative static shows that the market depth (the reciprocal of market pressure) increases with time and volatility of noise traders' trading.

• 경영과학
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• 제30권2호
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• pp.31-42
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• 2013

The vehicle routing problem (VRP) can be described as a problem to find the optimum traveling routes from one or several depot (s) to number of geographically scattered customers. This study executes a revised Heterogeneous Vehicle Routing Problem (HVRP) to minimize the cost that needs to conduct efficiently the snow removal operations of Air Wing under available resources and limited operations time. For this HVRP, we model the algorithm of an hybrid Ant Colony System (ACS). In the initial step for finding a solution, the modeled algorithm applies various alterations of a parameter that presents an amount of pheromone coming out from ants. This improvement of the initial solution illustrates to affect to derive better result ultimately. The purpose of this study proves that the algorithm using Hybrid heuristic incorporated in tabu and ACS develops the early studies to search best solution.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2005년도 춘계학술대회
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• pp.503-521
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• 2005

Process capability indices are widely used in industries and quality assurance system. When designing the parameter on the multiple quality characteristics, there has been a study for optimization of problems, but there has been few former study on the possible conflicting phenomena in considertion of the correlations among the characteristics. To solve the issue on the optimal design for muliple quality characteristics, the study propose the expected loss function with cross-product terms among the characteristics and derived range of the coefficients of terms. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^{++}$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other,

• 한국CDE학회논문집
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• 제14권6호
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• pp.382-389
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• 2009

Recently, knowledge management has been required in companies as a tool of competitiveness. Companies have constructed Enterprise Resource Planning(ERP) system in order to manage huge knowledge. But, it is not easy to formalize knowledge in organization. We focused on data mining system by genetic programming(GP). Data mining system by genetic programming can be useful tools to derive and extract the necessary information and knowledge from the huge accumulated data. However when we don't have enough amounts of data to perform the learning process of genetic programming, we have to reduce input parameter(s) or increase number of learning or training data. In this study, an enhanced data mining method combining Genetic Programming with Self organizing map, that reduces the number of input parameters, is suggested. Experiment results through a prototype implementation are also discussed.

• 대한안전경영과학회지
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• 제7권4호
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• pp.207-217
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• 2005

Line capacity calculation has been used to determine optimum efficiency and safe train service for train scheduling plan and investment priority order throughout detecting bottleneck section. Because of some problems of Yamagisi and UIC methods for line capacity calculation, developing of the method of line capacity caculation and evaluation for the Korea circumstance is important. This paper deals with the reliability improvement on the integrated system of TPS(Train Performance Simulator), PES(Parameter Evaluation Simulator), LCS(Line Capacity Simulator) and simulation and sensitivity analysis for line capacity.

• Industrial Engineering and Management Systems
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• 제9권1호
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• pp.54-59
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• 2010

A two-plan sampling system is proposed for a failure-censored life testing when the lifetime follows a Weibull distribution with known shape parameter. The proposed sampling system is based on a switching rule, for switching between the tightened and the normal inspection levels when lots are submitted for inspection in the order of production or in some other systematic way. The design parameters of the proposed sampling system are determined by the two-point approach considering the producer's risks and the consumer's at the specified acceptable reliability level and the lot tolerance reliability level, respectively. It has been observed that the proposed system requires only a single failure for the observation.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2004년도 추계학술대회
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• pp.69-79
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• 2004

Process capability indices are widely used in industries and quality assurance system. When designing the parameter on the multiple quality characteristics, there has been a study for optimization of problems, but there has been few former study on the possible conflicting phenomena in considertion of the correlations among the characteristics. To solve the issue on the optimal design for multiple quality characteristics, the study propose the expected loss function with cross-product terms among the characteristics and derived range of the coefficients of terms. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^{++}$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other.