• International Journal of Control, Automation, and Systems
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• 제1권1호
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• pp.1-10
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• 2003

This paper presents a high-precision magnetically levitated (maglev) stage to meet demanding motion specifications in the next-generation precision manufacturing and nanotechnology. Characterization of dynamic behaviors of such a motion stage is a crucial task. In this paper, we address the issues related to the stochastic modeling of the stage including transfer function identification, and noise/disturbance analysis and prediction. Provided are test results on precision dynamics, such as fine settling, effect of optical table oscillation, and position ripple. To deal with the dynamic coupling in the platen, we designed and implemented a multivariable linear quadratic regulator, and performed time-optimal control. We demonstrated how the performance of the current maglev stage can be improved with these analyses and experimental results. The maglev stage operates with positioning noise of 5 nm rms in $\chi$ and y, acceleration capabilities in excess of 2g(20 $m/s^2$), and closed-loop crossover frequency of 100 Hz.

• Journal of applied mathematics & informatics
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• 제15권1_2호
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• pp.109-126
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• 2004

This paper deals with two problems of optimal portfolio strategies in continuous time. The first one studies the optimal behavior of a firm who is forced to withdraw funds continuously at a fixed rate per unit time. The second one considers a firm that is faced with an uncontrollable stochastic cash flow, or random risk process. We assume the firm's income can be obtained only from the investment in two assets: a risky asset (e.g., stock) and a riskless asset (e.g., bond). Therefore, the firm's wealth follows a stochastic process. When the wealth is lower than certain legal level, the firm goes bankrupt. Thus how to invest is the fundamental problem of the firm in order to avoid bankruptcy. Under the case of different lending and borrowing rates, we obtain the optimal portfolio strategies for some reasonable objective functions that are the piecewise linear functions of the firm's current wealth and present some interesting proofs for the conclusions. The optimal policies are easy to be operated for any relevant investor.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.33.4-33
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• 2001

This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, observability and the assumption that the additional terms are not too large, the existence of a positive definite solution is guaranteed. It is shown that it arises in optimal control of a linear discrete-time system with multiplicative White noise and quadratic cost. A numerical example is given.

• 대한산업공학회지
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• 제38권2호
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• pp.89-97
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• 2012

This paper considers a manufacturer with a two-station make-to-stock and make-to-order serial production system. The MTS facility produces a single type of component and provides components for the MTO facility that produces customized products. In addition to the internal demand from the MTO facility, the MTS facility faces demands from the spot market with the option of to accept or reject each incoming demand. This paper addresses a joint component inventory rationing and batch production control which maximizes the manufacturer's profit. Using the Markov decision process model, we investigate the structural properties of the optimal inventory rationing and batch production policy, and present two types of heuristics. We implement a numerical experiment to compare the performance of the optimal and heuristic policies and a simulation study to examine the impact of the stochastic process variability on the inventory rationing and batch production control.

• 한국시뮬레이션학회논문지
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• 제18권2호
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• pp.49-55
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• 2009

본 연구는 확률적 시스템에서 관심 성과함수의 기대치의 최적을 유도하는 서비스 자원의 최적 배분 문제를 조사하였다. 이러한 목적으로 통제변수를 활용하여 성과함수 기대치에 대한 서비스 자원 파라미터의 gradient를 구하는 방법을 제안하고 이를 최적화 기법의 탐색과정에 적용하여 가용 자원의 최적 배분 문제를 분석하였다. 제안된 gradient 추정 방법은 시뮬레이션 실험에서 입력 파라미터의 차원이 증가하더라도 추가로 표본점의 수를 증가시킬 필요가 없이 단일점에서 시뮬레이션 반응 결과만을 활용하고 또한 시뮬레이션의 발전과정에서 성과함수와 입력 파라미터 사이의 논리적인 관계를 기술할 필요가 없어 적용하기에 편리하다고 볼 수 있다. 본 연구의 결과를 다 차원 파라미터 공간으로의 확장하는 문제와 다양한 형태의 시뮬레이션 모형으로 적용 문제는 향후 연구해야 할 과제로 생각된다.

• Journal of Platform Technology
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• 제9권1호
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• pp.3-14
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• 2021

Cognitive Radio network (CR) is a promising paradigm that helps the unlicensed user (Secondary User) to analyse the spectrum and coordinate the spectrum access to support the creation of common control channel (CCC). The cooperation of secondary users and broadcasting between them is done through transmitting messages in CCC. In case, if the control channels may get jammed and it may directly degrade the network's performance and under such scenario jammers will devastate the control channels. Hopping sequences may be one of the predominant approaches and it may be used to fight against this problem to confront jammer. The jamming attack can be alleviated using one of the game modelling approach and in this proposed scheme stochastic games has been analysed with more single users to provide the flexible control channels against intrusive attacks by mentioning the states of each player, strategies ,actions and players reward. The proposed work uses a modern player action and better strategic view on game theoretic modelling is stochastic game theory has been taken in to consideration and applied to prevent the jamming attack in CR network. The selection of decision is based on Q learning approach to mitigate the jamming nodes using the optimal MDP decision process

• Korean Journal of Mathematics
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• 제25권1호
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• pp.45-60
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• 2017

This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 2003년도 춘계학술대회논문집
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• pp.129-134
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• 2003

In this paper, we determine optimal reduction in the lead time and setup cost for some stochastic inventory models. And we propose more general model that allow the backorder rate as a control variable. We first assume that the lead time demand follows a normal distribution. And we assume that the backorder rate is dependent on the length of lead time through the amount of shortages. The stochastic models analyzed in this paper are the classical continuous and periodic review policy models with a mixture of backorders and lost sales. For each of these models, we provide a sufficient conditions for the uniqueness of the optimal operating policy. We also develop algorithms for solving these models and provide illustrative numerical examples.

• Smart Structures and Systems
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• 제33권1호
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• pp.27-39
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• 2024

The effectiveness of conventional tuned liquid dampers (TLDs) in controlling the wind-induced response of tall flexible structures has been indicated. However, the impaired control effect in the detuning condition or a considerably high mass cost of liquid may be incurred in ensuring the high-level serviceability. To provide an efficient TLD-based solution for wind-induced vibration control, this study proposes a serviceability-oriented optimal design method for isolated TLDs (ILDs) and derives analytical design formulae. The ILD is implemented by mounting the TLD on the linear isolators. Stochastic response analysis is performed for the ILD-equipped structure subjected to stochastic wind and white noise, and the results are considered to derive the closed-form responses. Correspondingly, an extensive parametric analysis is conducted to clarify a serviceability-oriented optimal design framework by incorporating the comfort demand. The obtained results show that the high-level serviceability demand can be satisfied by the ILD based on the proposed optimal design framework. Analytical design formulae can be preliminarily adopted to ensure the target serviceability demand while enhancing the structural displacement performance to increase the safety level. Compared with conventional TLD systems, the ILD exhibits higher effectiveness and a larger frequency bandwidth for wind-induced vibration control at a small mass ratio.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.733-743
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• 1989

This paper deals with the control of system with controlled jump Markov disturbances. A such formulation was used by Boukas to model the planning production and maintenance of a FMS with failure machines. The optimal control problem of systems with controlled jump Markov process is addressed. This problem describes the planning production and preventive maintenance of production systems. The optimality conditions in both cases finite and infinite horizon, are derived. A numerical example is presented to validate the proposed results.