• Structural Engineering and Mechanics
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• 제25권1호
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• pp.21-37
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• 2007

In this study a stochastic approach for linear viscous dampers design adopted for seismic protection of buildings is developed. Devices optimal placement into the main structure and their mechanical parameters are attained by means of a reliability-based optimum design criterion, in which an objective function (O.F.) is minimized, subject to a stochastic constraint. The seismic input is modelled by a non stationary modulated Kanai Tajimi filtered stochastic process. Building is represented by means of a plane shear type frame model. The selected criterion for the optimization searches the minimum of the O.F., here assumed to be the cost of the seismic protection, i.e., assumed proportional to the sum of added dampings of each device. The stochastic constraint limits a suitable approximated measure of the structure failure probability, here associated to the maximum interstorey drift crossing over a given threshold limit, related, according with modern Technical Codes, to the required damage control.

• 한국경영과학회지
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• 제34권4호
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• pp.153-163
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• 2009

Unlike the mean-variance approach, the stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first-order stochastic dominance with maximum expected return by managing the constraint set and the objective function separately. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.

• Journal of applied mathematics & informatics
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• 제15권1_2호
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• pp.185-200
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• 2004

A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

• 산업경영시스템학회지
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• 제37권1호
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• pp.165-171
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• 2014

We develop an optimization algorithm for a periodic review inventory system under a stochastic budget constraint. While most conventional studies on the periodic review inventory system consider a simple budget limit in terms of the inventory investment being less than a fixed budget, this study adopts more realistic assumption in that purchasing costs are paid at the time an order is arrived. Therefore, probability is employed to express the budget constraint. That is, the probability of total inventory investment to be less than budget must be greater than a certain value assuming that purchasing costs are paid at the time an order is arrived. We express the budget constraint in terms of the Lagrange multiplier and suggest a numerical method to obtain optional values of the cycle time and the safety factor to the system. We also perform the sensitivity analysis in order to investigate the dependence of important quantities on the budget constraint. We find that, as the amount of budget increases, the cycle time and the average inventory level increase, whereas the Lagrange multiplier decreases. In addition, as budget increases, the safety factor increases and reaches to a certain level. In particular, we derive the condition for the maximum safety factor.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.192-192
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• 2000

In this paper, a platoon merging is considered as a remote-controlled system with the state represented by a stochastic process. In this system, it becomes to encounter situations where a single decision maker controls a large number of subsystems, and observation and control signals are sent over a communication channel with finite capacity and significant transmission delays. Unlike classical estimation problem in which the observation is a continuous process corrupted by additive noise, there is a constraint that the observation must be coded and transmitted over a digital communication channel with finite capaci쇼. A recursive coder-estimator sequence is a state estimation scheme based on observations transmitted with finite communication capacity constraint. Using the coder-estimator sequence, the remote control station designs a feedback controller. In this paper, we introduce a stochastic model for the lead vehicle in a platoon of vehicles considering the angle between a road surface and a horizontal plane as a stochastic process. The simulation results show that the inter-vehicle distance and the deviation from the desired inter-vehicle distance are well regulated.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2007년도 추계학술대회 및 정기총회
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• pp.134-137
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• 2007

Unlike the mean-variance approach, the stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first degree stochastic dominance with maximum expected return by managing the constraint set and the objective function separately. An algorithm was developed and tested with promising results against Korean stock market data sets.

• 응용통계연구
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• 제30권5호
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• pp.665-679
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• 2017

생산성 평가를 위해서는 주어진 생산 자료를 기반으로 투입 대비 최대산출량을 나타내는 최대산출량을 나타내는 생산 프런티어 곡선에 대한 정보가 필요한 경우가 많다. 이러한 프런티어 함수를 확률프런티어 모형하에서 추정하는 경우에 초기에는 프런티어 함수의 특정한 모수적 형테를 가정하는 경우가 많았다. 그러나 최근에는 프런티어 함수를 프런티어 함수가 기본적으로 만족해야 하는 단조성이나 오목성등을 만족하도록 하면서 비모수적 방법으로 추정하는 방법들이 많이 이루어졌다. 하지만, 이러한 방법들에서 얻어지는 추정량들은 프런티어 함수를 조각적 선형함수 또는 계단함수로 추정하는 특징 때문에 추정의 효율이 떨어지나가 프런티어 함수가 해석이 용이하지 않은 불연속점을 가지는 문제를 가지게 된다. 본 논문에서는 이러한 문제를 해결하기 위해 확률프런티어 모형에서 단조증가하는 매끄러운 프런티어 함수 추정법을 제시하고 제안된 추정방법이 기존의 추정방법에 비해서 가지는 추정 효율의 장점을 시뮬레이션를 통해 예시하였다.

• 한국언어정보학회지:언어와정보
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• 제11권1호
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• pp.77-96
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• 2007

This paper investigates syntactic variations in English such as Dative Alternation, Particle Inversion, and Object Postposition (Heavy NP Shift) within the framework of Optimality Theory, and shows that the same set of morphological, informational, and processing constraints affect all these variations. In particular, it shows that the variants that used to be regarded as ungrammatical are in fact used fairly often in reality, especially when processing or informational conditions are met, and therefore, grammatical judgment may not be always categorical but sometimes gradient. It is argued that the notion of distance in constraint ranking in stochastic OT can effectively explain the gradience and variability of grammaticality in the variation phenomena.

• 한국시뮬레이션학회논문지
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• 제25권4호
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• pp.85-91
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• 2016

본 연구에서는 여러 시스템들 중 특정 확률적 제약식을 만족시킬 수 있는 시스템들을 시뮬레이션을 통해 판별해내는 새로운 방법론을 제안한다. 한 쌍의 알고리즘을 반복 수행하며 스스로 공차 수준을 조정해 가는 이 방법론은 사용자가 임의로 정하는 공차 수준에 따라 그 판별 성과가 크게 좌우되는 기존의 방법론과는 달리 공차 수준에 영향을 받지 않으면서도 가능 시스템 집합을 정확하게 찾아낼 확률을 일정 수준 이상으로 보장하는 안정적 성과를 제공한다.

• 제어로봇시스템학회논문지
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• 제6권8호
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• pp.659-665
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• 2000

In this paper a platoon merging control system is considered as a remotely located system with state represented by a stochastic process. in the system it is common to encounter situations where a single decision maker controls a large number of subsystems and observation and control signals are sent over a communication channel with finite capacity and significant transmission delays. Unlike a classical estimation problem where the observation is a continuous process corrupted by additive noise there is a constraint that the observation must be coded and transmitted over a digital communication channel with fintie capacity. A recursive coder-estimator sequence is a state estimation scheme based on observations transmitted with finite communication capacity constraint. in this paper we introduce a stochastic model for the lead vehicle in a platoon of vehicles in a lane considering the angle between the road surface and a horizontal plane as a stochastic process. In order to merge two platoons the lead vehicle of the following platoon is controlled by a remote control station. Using the observation transmitted over communication channel the remote control station designs the feedback controller. The simulation results show that the intervehicle spacings and the deviations from the desired intervehicle spacing are well regulated.