• Journal of Ubiquitous Convergence Technology
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• 제2권2호
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• pp.105-110
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• 2008

The definition of the program control is introduced on the theory of the basis of the first integrals SDE system. That definition allows constructing the program control gives opportunity to stochastic system to remain on the given dynamic variety. The program control is considered in terms of dynamically invariant for stochastic process.

• 한국경영과학회지
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• 제41권3호
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• pp.23-36
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• 2016

We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

• 전기학회논문지
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• 제64권6호
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• pp.852-856
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• 2015

Demand side management (DSM) program has been frequently used for reducing the system peak load because it gives utilities and independent system operator (ISO) a convenient way to control and change amount of electric usage of end-use customer. Planning and operating methods are needed to efficiently manage a DSM program. This paper presents a planning method for DSM program. A planning method for DSM program should include an electric load forecasting, because this is the most important factor in determining how much to reduce electric load. In this paper, load forecasting with the temperature stochastic modeling and the sensitivity to temperature of the electric load is used for improving load forecasting accuracy. The proposed planning method can also estimate the required day, hour and total capacity of DSM program using Monte-Carlo simulation. The results of case studies are presented to show the effectiveness of the proposed planning method.

• Journal of Advanced Marine Engineering and Technology
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• 제25권5호
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• pp.1058-1064
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• 2001

In this paper, the development of probability distribution estimation program for fatigue crack growth lives was summarize. The probability distribution estimation program of life was developed to increase the reliability of life estimation. In this study, it is considered that the cause of scatter in fatigue crack growth data is due to material inhomogeneity. The material resistance to fatigue crack growth is modelled as a spatial stochastic process, which varies randomly along the crack path. We developed the GUI program to estimate the probability distribution and reliability using the non-Gaussian stochastic process method. This program can be used for the reliability assessment.

• 산업공학
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• 제10권3호
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• pp.179-187
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• 1997

The efficiency of material flow systems in terms of optimal network flow and minimum cost flow has always been an important design and operational goal in material handling and distribution system. In this research, an attempt was made to develop a new algorithm and the model to solve a stochastic material flow network with bidirectional and uncertain flows. A stochastic material flow network with bidirectional flows can be considered from a finite set with unknown demand probabilities of each node. This problem can be formulated as a special case of a two-stage linear programming problem which can be converted into an equivalent linear program. To find the optimal solution of proposed stochastic material flow network, some terminologies and algorithms together with theories are developed based on the partitioning and subgradient techniques. A computer program applying the proposed method was developed and was applied to various problems.

• 대한조선학회논문집
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• 제44권4호
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• pp.425-438
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• 2007

In this paper, unsettled technical controversies concerning about fatigue strength analysis for FPSO, one of the representative floaters, associated with welding types, screening methods, fabrication tolerances, corrosion margins and Morison loads are described based on yard practices. Basic theory for stochastic fatigue analysis is introduced as detail as possible. In order to resolve large parts of the controversies, a new fully stochastic fatigue analysis program for FPSO is developed.

• 대한토목학회논문집
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• 제5권4호
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• pp.65-73
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• 1985

Mode-Acceleration Method 를 사용하여 파력을 받는 해양구조물의 추계학적 해석법을 유도하고, 그 이론에 따라 computer program 을 작성하여 예제 구조물을 해석하고, 이미 발표된 Mode-Displacement Method 에 의한 추계학적 해석법과 비교한 결과, 본 논문에서 사용한 방법에 의한 경우 적은 수의 모우드를 사용함으로써 믿을 수 있는 결과를 경제적으로 얻을 수 있어, 이러한 구조물의 해석에 매우 유력한 한가지 방법임이 입증되었다.

• Computers and Concrete
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• 제15권2호
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• pp.279-304
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• 2015

In this study, reliability analyses of steel fiber reinforced concrete (SFRC) corbels based on stochastic finite element were performed for the first time in literature. Prior to stochastic finite element analysis, an experimental database of 84 sfrc corbels was gathered from literature. These sfrc corbels were modeled by a special finite element program. Results of experimental studies and finite element analysis were compared and found to be very close to each other. Furthermore experimental crack patterns of corbel were compared with finite element crack patterns and were observed to be quite similar. After verification of the finite element models, stochastic finite element analyses were implemented by a specialized finite element module. As a result of stochastic finite element analysis, appropriate probability distribution functions (PDF's) were proposed. Finally, coefficient of variation, bias and strength reduction (resistance) factors were proposed for sfrc corbels as a consequence of stochastic based reliability analysis.

• Steel and Composite Structures
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• 제9권6호
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• pp.499-518
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• 2009

The present paper investigates the stochastic seismic responses of steel structure systems with Partially Restrained (PR) connections by using Perturbation based Stochastic Finite Element (PSFEM) method. A stiffness matrix formulation of steel systems with PR connections and PSFEM and MCS formulations of structural systems are given. Based on the formulations, a computer program in FORTRAN language has been developed, and stochastic seismic analyses of steel frame and bridge systems have been performed for different types of connections. The connection parameters, material and geometrical properties are assumed to be random variables in the analyses. The Kocaeli earthquake occurred in 1999 is considered as a ground motion. The connection parameters, material and geometrical properties are considered to be random variables. The efficiency and accuracy of the proposed SFEM algorithm are validated by comparison with results of Monte Carlo simulation (MCS) method.

• Journal of Electrical Engineering and Technology
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• 제11권5호
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• pp.1093-1099
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• 2016