• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.155-159
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• 1993

In this paper, we consider the problem of a stochastic optimal switching control, which can be applied to the control of a system with uncertain demand such as a control problem of a power plant. The dynamic programming method is applied for the formulation of the optimal control problem. We solve the system of Quasi-Variational Inequalities(QVI) using an algoritlim which involves the finite difference approximation and contraction mapping method. A mathematical example of the optimal switching control is constructed. The actual performance of the algorithm is also tested through the solution of the constructed example.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1987년도 정기총회 및 창립40주년기념 학술대회 학회본부
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• pp.106-108
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• 1987

Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

• International Journal of Contents
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• 제6권4호
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• pp.30-34
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• 2010

Effective job scheduling scheme is a crucial part of complex heterogeneous distributed systems. Gang scheduling is a scheduling algorithm for grid systems that schedules related grid jobs to run simultaneously on servers in different local sites. In this paper, we address grid jobs (gangs) schedule modeling using Stochastic reward nets (SRNs), which is concerned for static and dynamic scheduling policies. SRN is an extension of Stochastic Petri Net (SPN) and provides compact modeling facilities for system analysis. Threshold queue is adopted to smooth the variations of performance measures. System throughput and response time are compared and analyzed by giving reward measures in SRNs.

• International Journal of Control, Automation, and Systems
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• 제5권5호
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• pp.515-525
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• 2007

In this paper, we develop a co-design methodology of stochastic optimal controllers and network parameters that optimizes the overall quality of control (QoC) in networked control systems (NCSs). A new dynamic model for NCSs is provided. The relationship between the system stability and performance and the sampling frequency is investigated, and the analysis of co-design of control and network parameters is presented to determine the working range of the sampling frequency in an NCS. This optimal sampling frequency range is derived based on the system dynamics and the network characteristics such as data rate, time-delay upper bound, data-packet size, and device processing time. With the optimal sampling frequency, stochastic optimal controllers are designed to improve the overall QoC in an NCS. This co-design methodology is a useful rule of thumb to choose the network and control parameters for NCS implementation. The feasibility and effectiveness of this co-design methodology is verified experimentally by our NCS test bed, a ball magnetic-levitation (maglev) system.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2001년도 춘계학술대회논문집
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• pp.892-896
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• 2001

백색잡음 불규칙 과정으로 모델링된 난류형태의 유체운동에 의하여 가진되는 비선형 시스템의 특성과 제어기법에 대해 연구하였다. 고려된 물리적인 모델은 주질량과 끝단 집중질량을 갖는 보형태의 구조물이다. 그 지배방정식은 확률론적 관점에서 F-P-K 접근법으로 유도되었고, 비선형 해석법으로 Gaussian Closure방법을 이용하였다. 비선형 시스템의 제어기법으로는 슬라이딩 모드 제어기를 최초로 확률영역에서 설계하고 그 효과를 확률영역 및 시간영역에서 고찰하였다.

• Structural Engineering and Mechanics
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• 제43권6호
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• pp.835-845
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• 2012

This paper focuses on the stochastic response analysis of industrial masonry chimneys to surface blast-induced random ground motions by using a three dimensional finite element model. Underground blasts induce ground shocks on nearby structures. Depending on the distance between the explosion centre and the structure, masonry structures will be subjected to ground motions due to the surface explosions. Blast-induced random ground motions can be defined in terms of the power spectral density function and applied to each support point of the 3D finite element model of the industrial masonry system. In this paper, mainly a parametric study is conducted to estimate the effect of the blast-induced ground motions on the stochastic response of a chimney type masonry structure. With this purpose, different values of charge weight and distance from the charge centre are considered for the analyses of the chimney. The results of the study underline the remarkable effect of the surface blast-induced ground motions on the stochastic behaviour of industrial masonry type chimneys.

• Journal of Electrical Engineering and Technology
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• 제12권3호
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• pp.1064-1072
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• 2017

The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

• 한국수자원학회논문집
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• 제31권4호
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• pp.407-413
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• 1998

본 연구는 기후 변화가 수자원 시스템에 미치는 영향에 대한 최근의 연구 동향을 살펴보고, 그 중의 한 기법을 미국의 Skagit 시스템에 실례로 적용해 보았다. 적용된 기법에서는, 기후변화로 인하여 Skagit 시스템의 월별 유입량의 평균과 분산이 $\pm$5% 증가한다고 가정하였다. 평균과 분산이 변화한 각각의 경우에 대하여 월별 운영률을 추계학적 동적 계획법으로 구하고 기후 변화가 없다고 가정한 경우의 운영률과 비교하였다. 그 결과 Skagit 시스템의 월별 운영률은 유입량 분산의 변화보다는 평균의 변화에 더욱 민감함을 보였다. 또, 결정된 운영률들은 모의 발생된 유입량 시나리오들을 이용하여 그 효율성을 비교하였는데, 운영률의 평가 지표로는 평균 연간 수익을 사용하였다. 산출된 운영률 중 가장 최선의 운영률을 선택하기 위하여, 본 연구에서는 Bayesian 결정 기법을 간단한 예로 설명하였다.

• 한국경영과학회지
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• 제26권3호
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• pp.105-117
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• 2001

This paper models supply uncertainty in the dynamic Newsboy problem context. The system consists of one supplier and one retailer who places an order to the supplier every period to meet stochastic demand. Supply uncertainty is modeled as the uncertainty in quantities delivered by the supplier. That is, the supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of (1-$\beta$). We formulate the problem as a dynamic programming problem and prove that retailer’s optimal replenishment policy is a stationary base-stock policy. Through a numerical study, we found that the cost increase due to supply uncertainty is significant and that the costs increase more rapidly as supply uncertainty increases. We also identified the effects of various system parameters. One of the interesting results is that as retailer’s demand uncertainty, the other uncertainty in our model, increases, the cost increase due to supply uncertainty becomes less significant.

• Journal of applied mathematics & informatics
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• 제20권1_2호
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• pp.391-399
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• 2006

In order to solve the optimization problem of designing the trajectory of three-dimensional horizontal well, we establish a multi-phase, nonlinear, stochastic dynamic system of the trajectory of horizontal well. We take the precision of hitting target and the total length of the trajectory as the performance index. By the integration of the state equation, this model can be transformed into a nonlinear stochastic programming. We discuss here the necessary conditions under which a local solution exists and depends in a continuous way on the parameter (perturbation). According to the properties we propose a revised Hooke-Jeeves algorithm and work out corresponding software to calculate the local solution of the nonlinear stochastic programming and the expectancy of the performance index. The numerical results illustrate the validity of the proposed model and algorithm.