• Title/Summary/Keyword: Stochastic Program

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An Investigation on the Efficiency of Research Collaborations: Data Envelopment Analysis and Stochastic Frontier Analysis on Bio-technology R&D Projects

  • Og, Joo-Young;Hwang, Jung-Tae
    • Asia-Pacific Journal of Business
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    • v.10 no.2
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    • pp.1-12
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    • 2019
  • Collaborative research and development (R&D) has been encouraged based on the belief that knowledge spill-over is mutually beneficial for partners. Although the benefits are supported by science and technology policy research, the risk of R&D collaboration has not been extensively discussed. Two independent studies suggest that there are risks associated with the overuse of collaborative research frameworks. Two sets of R&D collaboration data were analyzed: between the national bio-technology research program and 1) Data Envelop Analysis (DEA), and 2) between Stochastic Frontier Analysis (SFA). In the case of SFA, output measures were integrated into a single output, with weights extracted from research programme managers' responses to the questionnaire. While the DEA result demonstrated the inefficiency of collaborative research, SFA did not. Unlike previous research highlighting risks associated with disclosing proprietary R&D and potential conflict of interest, our study indicates that the transaction's social cost affects collaborative research efficiency. Therefore, governments promoting R&D collaborations should be carefully managed, and policy makers must reconsider the strict conditions governing compulsory collaborative R&D programs.

Comparison between Cournot-Nash and Stackelberg Game in Bi-level Program (Bi-level program에서 Cournot-Nash게임과 Stackelberg게임의 비교연구)

  • Lim, Yong-Taek;Lim, Kang-Won
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.99-106
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    • 2004
  • This paper presents some comparisons between Cournot-Nash and Stackelberg game in bi-level program, composed of both upper level program and lower level one. The upper level can be formulated to optimize a specific objective function, while the lower formulated to express travelers' behavior patterns corresponding to the design parameter of upper level problem. This kind of hi-level program is to determine a design parameter, which leads the road network to an optimal state. Bi-level program includes traffic signal control, traffic information provision, congestion charge and new transportation mode introduction as well as road expansion. From the view point of game theory, many existing algorithms for bi-level program such as IOA (Iterative Optimization Assignment) or IEA (Iterative Estimation Assignment) belong to Cournot-Nash game. But sensitivity-based algorithms belongs to Stackelberg one because they consider the reaction of the lower level program. These two game models would be compared by using an example network and show some results that there is no superiority between the models in deterministic case, but in stochastic case Stackelberg approach is better than that of Cournot-Nash one as we expect.

Stochastic Finite Element Analysis of Underground Rock Cavern Using Monte Carlo Simulation Techinque (몬테칼로 시뮬레이션기법을 이용한 지하암반동굴의 확률론적 유한요소해석)

  • 최규섭;심재구;정영수
    • The Journal of Engineering Geology
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    • v.5 no.3
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    • pp.301-308
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    • 1995
  • In this study, a stochastic finite element method is proposed with a view to consider rock property variations in the analysis of structural behavior on underground caverns. Here, the Monte carlo simulation technique, which has been widely used in probabilistic applications in many engineering fields, is applied for the analysis of the effect rock property distribution. Using the newly developed computer program based on the above - mentioned method, the underground opening in biaxial stress field is analyzed considering the effect of material property variation.

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Stochastic Finite Element Analysis Modeling of Plane Structure (평면요소의 확률론적 유한요소해석 모델의 개발)

  • 윤성수;고재군
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.35 no.3
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    • pp.91-99
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    • 1993
  • The loads and resistances are random in nature. It Is thus necessary to consider these variabilities for more reasonable and reliable structural analysis. The purpose of the present study is to develop a stochastic finite element program which can analyze plane structures. The model requires only the means, standard deviations and distribution types of the load and resistance varualbes. This model can determine from the analysis the means and standard deviations of nodal displacement for all nodal points. The implemention results show good agreement at 10% significant level with the simulation results, if material properties and load conditions fallow the normal distribution.

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Development of a Windows Program for Stochastic Assessment of Voltage Sag (순간전압강하 확률적 평가를 위한 윈도우즈 프로그램 개발)

  • Park, Chang-Hyun;Jang, Gil-Soo;Kim, Chul-Hwan;Kim, Jae-Chul
    • Proceedings of the KIEE Conference
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    • 2006.07a
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    • pp.64-65
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    • 2006
  • This paper presents a user-friendly application for stochastic assessment of voltage sag and effective visualization for analysis data. This developed tool provides basic functions for voltage sag assessment such as load flow analysis, short circuit analysis and vulnerability analysis. Particularly it has the ability to edit one-line diagram of power system and to visualize analysis results effectively using computer graphic and animation. In order to give the real sense, analysis results are displayed with geographical information in an intuitive and rapid manner.

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One Chip 반향 제거기를 위한 알고리즘 개발에 관한 연구

  • 강정신;백인천;박상봉;박노경;차균현
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.15 no.8
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    • pp.689-697
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    • 1990
  • This paper proposes ADAPTIVE STOCHASTIC ITERATION ALGORITHM that can be used for the full-duplex digital data transmission over existing twisted-pair cables. The canceller step size changes according to the residual echo level. Thus convergence speed increases by an order of magnitude over the conventional stochastic interation alogorithm. And it can be combined with the sequential type adaptive digital filter that simplifies the conventional echo canceller circuit. Thus it is suitable for LSI implementation. Theoretical analysis on two algorithms is carried out and the algorithm simulation program is developed.

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Estimation from Incomplete Data in Multivariate Distributions under Stochastic Ordering (확률적 순서를 갖는 다변량분포에서 불완전자료에 의한 추정)

  • Kwang Mo Jeoung
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.145-157
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    • 1994
  • For multivariate distributions satisfying stochastic ordering, we suggest maximum likelihood estimation with incomplete data via an EM algorithm. In this paper we restrict our attention to the contingency tables with partially cross-classified observations. We may use the existing isotonic regression program to implement EM algorithm, and we illustrate the estimation process through an example.

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A Study on the Construction of the Stochastic Model for the Computer Systems Performance Evaluation (확률적 컴퓨터 성능평가 모델설정에 관한 연구)

  • 김상복;김정기
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.14 no.1
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    • pp.58-64
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    • 1989
  • This paper constructs a stochastic model for computer performance evaluation which has several parameters such as the kinds of instruction mix of benchmark programs, distribution and frequency of instruction mix. It shows, by applying the model to the performance evaluation of the Intel 8086/8088 microprocessor, that this model could be utilited not only for performance evaluation of existing computer systems but also for estimation of nonexisting systems.

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A Stochastic Facility Location Model for Both Ameliorating and Deteriorating Items in Two-Echelon Supply-Chain Management (증식 및 진부화되는 제품을 취급하는 물류시스템의 최적 설비계획모델의 연구)

  • Hwang, Heung-Suk
    • Journal of Korean Institute of Industrial Engineers
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    • v.26 no.4
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    • pp.384-391
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    • 2000
  • Most of the previous works on classical location models are based on the assumption that the value(or utilities) of inventory remains constants over time. In this study a special case of location problem is studied for both ameliorating and deteriorating items in two-echelon supply-chain management such as agricultural and fishery products. The objective of this study is to determine the minimum number of storage facilities among a discrete set of location sites so that the probability for each customer to be covered is not less than a critical value. We have formulated this problem using stochastic set-covering problem which can be solved by 0-1 programming method. Also we developed a computer program and applied to a set of problems for fish culture storage and distribution centers and the sample results well show the impact of ameliorating and deteriorating rate on the location problem. For the further study, a graphical user-interface with visualization for input and output is needed to be developed.

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Spatial Resolution Improvement Using Over Sampling and High Agile Maneuver in Remote Sensing Satellite

  • Kim, Hee-Seob;Kim, Gyu-Sun;Chung, Dae-Won;Kim, Eung-Hyun
    • International Journal of Aeronautical and Space Sciences
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    • v.8 no.2
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    • pp.37-43
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    • 2007
  • Coordination of multiple UAVs is an essential technology for various applications in robotics, automation, and artificial intelligence. In general, it includes 1) waypoints assignment and 2) trajectory generation. In this paper, we propose a new method for this problem. First, we modify the concept of the standard visibility graph to greatly improve the optimality of the generated trajectories and reduce the computational complexity. Second, we propose an efficient stochastic approach using simulated annealing that assigns waypoints to each UAV from the constructed visibility graph. Third, we describe a method to detect collision between two UAVs. FinallY, we suggest an efficient method of controlling the velocity of UAVs using A* algorithm in order to avoid inter-UAV collision. We present simulation results from various environments that verify the effectiveness of our approach.