• Title/Summary/Keyword: Parameters Optimization

Search Result 3,295, Processing Time 0.034 seconds

OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS

  • LEE, SANG IL;SHIM, GYOOCHEOL
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.19 no.4
    • /
    • pp.429-441
    • /
    • 2015
  • We study optimal consumption/investment and life insurance purchase rules for a wage earner with mortality risk under regime-switching financial market conditions, in a continuous time-horizon. We apply the Markov chain approximation method and suggest an efficient algorithm using parallel computing to solve the simultaneous Hamilton-Jaccobi-Bellman equations arising from the optimization problem. We provide numerical results under the utility functions of the constant relative risk aversion type, with which we illustrate the effects of regime switching on the optimal policies by comparing them with those in the absence of regime switching.

Economical Estimation of SiC Ceramic Heater (SiC계 세라믹 발열체 경제성 평가)

  • Cho, Hyun-Seob;Ryu, In-Ho
    • Proceedings of the KAIS Fall Conference
    • /
    • 2009.05a
    • /
    • pp.450-453
    • /
    • 2009
  • Compositional design and optimization of processing parameters are key factors for controlling and improving the properties of SiC-based electroconductive ceramic composites. Compare economic estimation of SiC ceramic heater with sheathe heater are as followings. (1) Temperature rising time of sheath heater is 1.1 times faster than SiC ceramic heater. (2) Heating insulation of SiC ceramic heater is 2.7 times larger than sheath heater. If SiC ceramic heater is one body type of a product application, contact resistance will decrease. I think that temperature initial rising time is faster than now. The more SiC ceramic heater is used for a long time, the more economic benefit is larger in the view point of heat insulation.

  • PDF

Study on the Design Methodology of Constant Velocity Joints for Passenger Cars using DOE (실험계획법을 활용한 승용차용 등속조인트 설계기법 연구)

  • Jeong, Chang-Hyun;Jung, Do-Hyun;Bae, Won-Rak
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.16 no.6
    • /
    • pp.121-133
    • /
    • 2008
  • We presented design methodology of constant velocity joint for passenger cars using design of experiment. On the basis of contact normal stress of internal components of constant velocity joints, we performed a sensitivity analysis of several design parameters. And then we performed robust design and optimization design process. As a result, we could find robust design and also propose the optimized design. Presented design process would be very helpful for engineers who are suffer for new constant velocity joint design.

Variable Structure Control with Optimized Sliding Surface for Spacecraft Slewing Maneuver

  • Cho, Sang-Bum;Moon, Gwan-Young;Kim, You-Dan
    • International Journal of Aeronautical and Space Sciences
    • /
    • v.7 no.1
    • /
    • pp.65-72
    • /
    • 2006
  • A variable structure controller with an optimized sliding surface is proposed for slew maneuver of a rigid spacecraft. Rodrigues parameters are chosen to represent the spacecraft attitude. The quadratic type of performance index is used to design the sling surface. For optimization of the sliding surface, a Hamilton- Jacobi-Bellman equation is formulated and it is solved through the numerical algorithm using Galerkin approximation. The solution denotes a nonlinear sliding surface, on which the trajectory of the system satisfies the optimality condition approximately. Simulation result demonstrates that the proposed controller is effectively applied to the slew maneuver of a rigid spacecraft.

Optimal Power Allocation and Relay Selection for Cognitive Relay Networks using Non-orthogonal Cooperative Protocol

  • Lan, Peng;Chen, Lizhen;Zhang, Guowei;Sun, Fenggang
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.10 no.5
    • /
    • pp.2047-2066
    • /
    • 2016
  • In this paper, we investigate joint power allocation and relay selection (PARS) schemes in non-orthogonal cooperative protocol (NOCP) based cognitive relay networks. Generally, NOCP outperforms the orthogonal cooperative protocol (OCP), since it can provide more transmit diversity. However, most existing PARS schemes in cognitive relay networks focus on OCP, which are not suitable for NOCP. In the context of NOCP, we first derive the joint constraints of transmit power limit for secondary user (SU) and interference constraint for primary user (PU). Then we formulate optimization problems under the aforementioned constraints to maximize the capacity of SU in amplify-and-forward (AF) and decode-and-forward (DF) modes, respectively. Correspondingly, we derive the closed form solutions with respect to different parameters. Numerical results are provided to verify the performance improvement of the proposed PARS schemes.

A Novel Image Completion Algorithm Based on Planar Features

  • Xiao, Mang;Liu, Yunxiang;Xie, Li;Chen, Qiaochuan;Li, Guangyao
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.12 no.8
    • /
    • pp.3842-3855
    • /
    • 2018
  • A novel image completion method is proposed that uses the advantage of planar structural information to fill corrupted portions of an image. First, in estimating parameters of the projection plane, the image is divided into several planes, and their planar structural information is analyzed. Second, in calculating the a priori probability of patch and patch offset regularity, this information is converted into a constraint condition to guide the process of filling the hole. Experimental results show that the proposed algorithm is fast and effective, and ensures the structure continuity of the damaged region and smoothness of the texture.

Development of Soluble Glucan Production Process with Continuous Stirred Tank Fermentor (연속 발효조를 이용한 soluble glucan 생산 공정 개발)

  • Moon, Chan-Jun;Lee, Jung-Heon
    • Journal of Life Science
    • /
    • v.16 no.6
    • /
    • pp.938-941
    • /
    • 2006
  • Continuous fermentation process for the production of soluble glucan using mutant Agrobacterium sp. ATCC31750 has been developed in this research. When the concentration of soluble glucan was higher than 6 g/l, the viscosity of the fermented broth was too high and it needs complex separation process to separate from culture broth. Mathematical models which describe the cell growth and glucan production was developed and they kinetic parameters were estimated with experimental data. They are used for the optimization of continuous fermentation process and calculate optimal dilution rate for easy separation of glucan 4 g/l. With continuous fermentation, glucan production rate was increased 1.8 times more than that with batch fermentation.

A Simple and Accurate Parameter Extraction Method for Substrate Modeling of RF MOSFET (간단하고 정확한 RF MOSFET의 기판효과 모델링과 파라미터 추출방법)

  • 심용석;양진모
    • Proceedings of the Korea Society for Industrial Systems Conference
    • /
    • 2002.11a
    • /
    • pp.363-370
    • /
    • 2002
  • A substrate network model characterizing substrate effect of submicron MOS transistors for RF operation and its parameter extraction with physically meaningful values are presented. The proposed substrate network model includes a single resistance and inductance originated from ring-type substrate contacts around active devices. Model parameters are extracted from S-parameter data measured from common-bulk configured MOS transistors with floating gate and use where needed with out any optimization. The proposed modeling technique has been applied to various-sized MOS transistors. Excellent agreement the measurement data and the simulation results using extracted substrate network model up to 30㎓

  • PDF

Optimization of Transflective PVA Cell Structure for High Resolution Display

  • Baek, Jong-In;Park, Sung-Jin;Jhun, Chul-Gyu;Kim, Jae-Chang;Yoon, Tae-Hoon
    • 한국정보디스플레이학회:학술대회논문집
    • /
    • 2005.07a
    • /
    • pp.403-406
    • /
    • 2005
  • We optimized a patterned-vertical-alignment (PVA) transflective liquid-crystal (LC) cell for small pixel application. To achieve the high resolution display performance in the mobile communication equipments such as mobile phones, personal data assistants, and tablet personal computers, we optimized the parameters of liquid crystal and the electrode structure. Both the transmittance and the reflectance are maximized at the same time.

  • PDF

Fringe-Field Switching Transflective Displays

  • Lim, Y.J.;Choi, M.O.;Lee, S.H.;Song, J.H.;Jeong, Y.H.;Kim, H.Y.;Kim, S.Y.;Lim, Y.J.
    • 한국정보디스플레이학회:학술대회논문집
    • /
    • 2005.07a
    • /
    • pp.419-422
    • /
    • 2005
  • We have studied transflective liquid crystal displays (LCDs) associated with fringe-field switching (FFS) mode to achieve high image quality. In the past, several cell structures were used to fabricate transflective FFS liquid crystal display s. Their structures and characteristics are carefully examined to find their merits and cons. Further, optimization of cell parameters to achieve a single driving circuit is performed.

  • PDF