• 제목/요약/키워드: Random Utility Model

검색결과 27건 처리시간 0.033초

위험하(危險下)의 투자결정(投資決定)에 관한 연구(硏究) (A Study on the Capital Budgeting under Risk and Uncertainty)

  • 이태주
    • 재무관리연구
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    • 제2권1호
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    • pp.21-34
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    • 1986
  • The purpose of this study is to analyse the risk and uncertainty involved in the capital budgeting which is executed in long periods and requires massive capital expenditure. Under risk and uncertainty conditions, the estimates in the capital budgeting are random variables rather than known constants. Two approaches have emerged in performing economic analysis that explicitly incorporate risk and uncertainty conditions in the analysis. One approach is to develop a descriptive model which describes the economic performance of an individual investment alternative. But no recomendation would be forthcoming from the model. Rather, the decision-maker would be furnished descriptive information concerning each alternative; the final choice among the alternatives would required a separate action. The second approach is to develop a normative model which includes an objective function to be maximized or minimized. The output from the model prescribes the course of action to be taken. Owing to the fact that the normative approach considers the fitness of criteria for decision-making its reasonableness looks better. But it is almost imposible that we correctly and easily derive the individuals' utility function. So within we recognize the limits of the descriptive methods, it is more practicle to analyse the investment alternatives by sensitivity analysis.

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Stochastic response spectra for an actively-controlled structure

  • Mochio, Takashi
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.179-191
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    • 2009
  • A stochastic response spectrum method is proposed for simple evaluation of the structural response of an actively controlled aseismic structure. The response spectrum is constructed assuming a linear structure with an active mass damper (AMD) system, and an earthquake wave model given by the product of a non-stationary envelope function and a stationary Gaussian random process with Kanai-Tajimi power spectral density. The control design is executed using a linear quadratic Gaussian control strategy for an enlarged state space system, and the response amplification factor is given by the combination of the obtained statistical response values and extreme value theory. The response spectrum thus produced can be used for simple dynamical analyses. The response factors obtained by this method for a multi-degree-of-freedom structure are shown to be comparable with those determined by numerical simulations, demonstrating the validity and utility of the proposed technique as a simple design tool. This method is expected to be useful for engineers in the initial design stage for structures with active aseismic control.

Real-time collision-free landing path planning for drone deliveries in urban environments

  • Hanseob Lee;Sungwook Cho;Hoon Jung
    • ETRI Journal
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    • 제45권5호
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    • pp.746-757
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    • 2023
  • This study presents a novel safe landing algorithm for urban drone deliveries. The rapid advancement of drone technology has given rise to various delivery services for everyday necessities and emergency relief efforts. However, the reliability of drone delivery technology is still insufficient for application in urban environments. The proposed approach uses the "landing angle control" method to allow the drone to land vertically and a rapidly exploring random tree-based collision avoidance algorithm to generate safe and efficient vertical landing paths for drones while avoiding common urban obstacles like trees, street lights, utility poles, and wires; these methods allow for precise and reliable urban drone delivery. We verified the approach within a Gazebo simulation operated through ROS using a six-degree-of-freedom drone model and sensors with similar specifications to actual models. The performance of the algorithms was tested in various scenarios by comparing it with that of stateof-the-art 3D path planning algorithms.

진술선호에 미치는 잠재 심리변수의 영향: 초이스모델링에서 심리변수의 역할 (The Impact of Latent Attitudinal Variables on Stated Preferences : What Attitudinal Variables Can Do for Choice Modelling)

  • 최성록
    • 자원ㆍ환경경제연구
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    • 제16권3호
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    • pp.701-721
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    • 2007
  • 진술선호법(stated preference methods)을 이용하는 비시장가치 연구의 핵심과제는 응답자 이질성(heterogeneity)에 대한 대응이라 해도 과언이 아니다. 기존 연구에서 이를 위해 사용되는 두 가지 접근법은 (1) 사회경제변수와 같은 응답자 특성변수를 간접효용함수에 포함시키는 것과 (2) 변수 추정치의 분산을 허용하는 mixed legit이나 probit과 같은 일반화된 모델을 적용하는 것이다. 본 연구에서는 심리태도변수(attitudinal variables)를 특성변수로서 사용하는 세 번째 접근법을 제시하고 검증하였다. 심리태도 변수는 초이스 모델링 연구에서 설명변수와 분할 지표변수(segmentation criteria)로 적용되었다. 연구결과에 의하면 심리태도변수는 모델의 신뢰성과 속성 변수 추정치뿐만이 아니라 지불의사액에도 영향을 주는 것으로 나타났다.

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Robust Design Method for Complex Stochastic Inventory Model

  • Hwang, In-Keuk;Park, Dong-Jin
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 1999년도 춘계공동학술대회:정보화시대의 지식경영
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    • pp.426-426
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    • 1999
  • ;There are many sources of uncertainty in a typical production and inventory system. There is uncertainty as to how many items customers will demand during the next day, week, month, or year. There is uncertainty about delivery times of the product. Uncertainty exacts a toll from management in a variety of ways. A spurt in a demand or a delay in production may lead to stockouts, with the potential for lost revenue and customer dissatisfaction. Firms typically hold inventory to provide protection against uncertainty. A cushion of inventory on hand allows management to face unexpected demands or delays in delivery with a reduced chance of incurring a stockout. The proposed strategies are used for the design of a probabilistic inventory system. In the traditional approach to the design of an inventory system, the goal is to find the best setting of various inventory control policy parameters such as the re-order level, review period, order quantity, etc. which would minimize the total inventory cost. The goals of the analysis need to be defined, so that robustness becomes an important design criterion. Moreover, one has to conceptualize and identify appropriate noise variables. There are two main goals for the inventory policy design. One is to minimize the average inventory cost and the stockouts. The other is to the variability for the average inventory cost and the stockouts The total average inventory cost is the sum of three components: the ordering cost, the holding cost, and the shortage costs. The shortage costs include the cost of the lost sales, cost of loss of goodwill, cost of customer dissatisfaction, etc. The noise factors for this design problem are identified to be: the mean demand rate and the mean lead time. Both the demand and the lead time are assumed to be normal random variables. Thus robustness for this inventory system is interpreted as insensitivity of the average inventory cost and the stockout to uncontrollable fluctuations in the mean demand rate and mean lead time. To make this inventory system for robustness, the concept of utility theory will be used. Utility theory is an analytical method for making a decision concerning an action to take, given a set of multiple criteria upon which the decision is to be based. Utility theory is appropriate for design having different scale such as demand rate and lead time since utility theory represents different scale across decision making attributes with zero to one ranks, higher preference modeled with a higher rank. Using utility theory, three design strategies, such as distance strategy, response strategy, and priority-based strategy. for the robust inventory system will be developed.loped.

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직업성 전자장 노출과 백혈병 발생에 관한 메타분석 (Relationship between Occupational Electromagnetic Field Exposure and Leukemia : A Meta-Analysis)

  • 김윤신;송혜향;홍승철;조용성
    • Journal of Preventive Medicine and Public Health
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    • 제33권1호
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    • pp.125-133
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    • 2000
  • Objectives : This study uses meta-analysis methodology to examine the statistical consistency and importance of random variation among results of epidemiologic studies of occupational electromagnetic field exposure and leukemia. Methods : Studies for this meta-analysis were identified from previous reviews and by asking researcher active in this field for recommendations. Overall, 27 studies of occupational electromagnetic field exposures and leukemia were reviewed. A variety of meta-analysis statistical methods have been used to assess combined effects, to identify heterogeneity, and to provide a single summary risk estimate based on a set of simiar epidemiologic studies. In this study, classification of exposure metircs on occupational epidemiologic studies are reported for (1) job classification (20 individual studies); (2) leukemia subtypes (13 individual studies); and (3) country (27 individual studies). Results : Results of this study, an inverse-variance weighted pooling of all the data leads to a small but significant elevation in risk of f 1% (OR=1.11, 95% CI : $1.06\sim1.16$) among 27 occupational epidemiologic studies. Publication bias was assessed by the 'fail-safe n' that may be not influence for all combined results exception a few categories, ie, 'power station operators' and 'electric utility workers' by job classification on occupational study. And ail combined odds ratio results were similar for fixed-effects models and random-effects models, with slightly higher risk estimates for the random-effects model in situations where there was significant heterogeneity, ie, Q-statistic significant (p<.05). Conclusions : We found a small elevation in risk of leukemia, but the ubiquitous nature of exposure to electromagnetic fields from workplace makes even a weak association a public health issue of substantial power to influence the present overall conclusion about relationship between electromagnetic fields exposure and leukemia.

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Functional Genomics Approach Using Mice

  • Sung, Young-Hoon;Song, Jae-Whan;Lee, Han-Woong
    • BMB Reports
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    • 제37권1호
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    • pp.122-132
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    • 2004
  • The rapid development and characterization of the mouse genome sequence, coupled with comparative sequence analysis of human, has been paralleled by a reinforced enthusiasm for mouse functional genomics. The way to uncover the in vivo function of genes is to analyze the phenotypes of the mutant animals. From this standpoint, the mouse is a suitable and valuable model organism in the studies of functional genomics. Therefore, there have been enormous efforts to enrich the list of the mutant mice. Such a trend emphasizes the random mutagenesis, including ENU mutagenesis and gene-trap mutagenesis, to obtain a large stock of mutant mice. However, since various mutant alleles are needed to precisely characterize the role of a gene in vivo, mutations should be designed. The simplicity and utility of transgenic technology can satisfy this demand. The combination of RNA interference with transgenic technology will provide more opportunities for researchers. Nevertheless, gene targeting can solely define the in vivo function of a gene without a doubt. Thus, transgenesis and gene targeting will be the major strategies in the field of functional genomics.

가족계획사업이 가족 및 생활주기에 미치는 영향 (The Impact of Family Planning Programme on the Family and Its Life Cycle with Reference to ESCAP Region(Areas of Data Analysis and Studies))

  • Bang, Sook
    • 한국인구학
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    • 제11권1호
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    • pp.185-196
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    • 1988
  • 광역도시내 대도시와 신도시는 경제적인 유기체임에도 불구하고 임의적인 행정구역으로 분할되어 있다. 이 결과 대도시는 신도시 주민들을 위하여 막대한 재원을 투자하여 도시기반시설을 건설하여야 하나, 상주인구의 감소로 재원부족이라는 어려움에 빠지게 된다. 본 연구는 1990년 미국 센서스 1% 자료를 이용하여 53개 광역도시내 인구이동을 분석하여 대도시가 도시기반시설에 투자를 하면 할수록 신도시로 대도시 인구가 빠져나가는 "신도시 주민의 대도시 찰취가설"을 입증하였다. 결국 광역도시내에 상이한 지방정부가 존재하는 경우 지방정부서비스 공급은 티부이론이 제시하는 효율성을 달성하지 못하기 때문에 광역도시내 정부 서비스의 공급은 사무엘슨 방식의 통합적 제공이 필요하다. 제공이 필요하다.

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혼합모델조립라인의 생산성 제고를 위한 작업순서 결정 (A study on sequencing of Mixed Model Assembly Line for increasing productivity)

  • 최종열
    • 경영과학
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    • 제13권2호
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    • pp.25-48
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    • 1996
  • Mixed Model Assembly Lines (MMALs) are increasingly used to produce differentiated products on a single assembly line without work-in-process storage, Usually, a typical MMAL consists of a number of (1) stations doing exactly the same operation on every job, (2) stations involving operations with different choices, and (3) stations offering operations that are not performed on every job, or that are performed on every job but with many options. For stations of the first type there is no sequencing problem at all. However, for the second type a set-up cost is incurred each time the operation switches from one choice to another. At the third type of stations, different models, requring different amounts and choices of assembly work, creates an uneven flow of work along the line and variations in the work load at these stations. When a subsequence of jobs requires more work load than the station can handle, it is necessary to help the operations at the station or to complete the work elsewhere. Therefore, a schedule which minimize the sum of set-up cost and utility work cost is desired. So this study has developed Fixed Random Ordering Rule (FROR), Fixed Ascending Ordering Rule (FAOR), Fixed Descending Ordering Rule, and Extended NHR (ENHR). ENHR is to choose optimal color ordering of each batch with NHR, and to decide job sequence of the batch with it, too. As the result of experiments, ENHR was the best heuristic algorithm. NHR is a new heuristic rule in which only the minimum addition of violations from both partial sequence and unassigned sequence at every branch could be considered. And this is a heuristic sequencing rule for the third type of stations at MMAL. This study developed one more heuristic algorithm to test the performance of NHR, which is named as Practical Heuristic Rule (PHR).

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택배 서비스 속성별 경제적 가치 추정 (Estimating Economic Values of Parcel Service Attributes)

  • 한상용;김용미
    • 대한교통학회지
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    • 제28권5호
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    • pp.65-75
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    • 2010
  • 본 연구에서는 조건부 선택법을 이용하여 여러 속성들과 다양한 수준으로 구성된 가상의 택배 서비스 프로그램에 대한 소비자의 선택 행동을 체계적으로 분석함으로써 개별 속성들의 수준변화에 따른 소비자들의 평균 지불의사액을 측정함과 동시에 응답자의 성, 연령, 소득 등 사회 경제적 특성에 의한 택배 서비스 선택 결정요인을 분석하였다. 실증분석결과, 공변량을 포함하지 않은 모형을 기준으로 할 때 개별 속성 수준이 1단위 개선될 경우 응답자들의 평균적 지불의사액은 안정성 변수의 경우 2,349.6원으로 가장 크고, 이어서 정확성 변수의 경우 829.3원, 신속성 변수의 경우 588.5원, 마지막으로 친절성 및 사후 서비스 변수의 경우 358.8원으로 분석되었다. 이러한 결과를 토대로 할 때, 응답자들은 택배 서비스 속성들 중 안정성을 가장 중요시하며, 이어서 정확성, 신속성, 친절성 및 사후 서비스 등의 순으로 중요시함을 알 수 있다. 본 연구에서 도출된 택배 서비스의 개별 속성에 대한 정량적 가치들은 향후 바람직한 택배 서비스 가격정책 수립에 있어 유용한 정보를 제공할 것으로 판단된다.