• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.515-522
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• 1999

A repair process of a system consisting of both perfect repairs and minimal repairs is introduced. The type of repair, when the system fails, is determined by an embedded two state Markov chain. We study several stochastic properties of the process including the preservation of ageing properties and the monotonicities of the time between successive repairs. After assigning repair costs to the process, we also show that an optimal repair policy uniquely exists, if the underlying life distribution of the system has DMRL.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2000.10a
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• pp.103-106
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• 2000

As the industrial environment becomes more competitive, supply chain management (SCM) has become recognized as a major strategy in the business world. Some of current researches are categorized into review papers, deterministic models, stochastic models, simulation models and discussed in this paper. A hybrid approach combining analytic model and simulation model and the simulation optimization method are proposed as future research areas with other analytical subjects.

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.19-32
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• 2005

It is shown that the problem of minimizing (maximizing) a quadratic cost functional (quadratic gain functional) given the dynamics dx = (fx + gu)dt + hdb(t, a) where b(t, a) is a fractional Brownian motion of order a, 0 < 2a < 1, can be solved completely (and meaningfully!) by using the dynamical equations of the moments of x(t). The key is to use fractional Taylor's series to obtain a relation between differential and differential of fractional order.

• Proceedings of the KSME Conference
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• 2001.06a
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• pp.939-944
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• 2001

Genetic algorithm is modelled on natural evolution and simulated annealing is based on the simulation of thermal annealing. Both genetic algorithm and simulated annealing are stochastic method. So they can find global optimum values. For compare efficiency of SA and GA's, some function value was maximized. In the result, that was a little better than GA's.

• Management Science and Financial Engineering
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• v.20 no.2
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• pp.1-5
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• 2014

The robust inventory control problem was proposed and solved by Bertsimas and Thiele (2006). Their results are very interesting in that the problem can be solved easily and also the solution possesses nice properties of those found in the traditional stochastic inventory control problem. However, their formulation is shown to be incorrect, which invalidates all of the results given there. In this paper, we propose an alternative formulation of the problem which uses a different but practically applicable uncertainty set. Under the newly proposed model, all of the useful properties given in Bertsimas and Thiele (2006) will be shown to be valid.

• ETRI Journal
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• v.14 no.3
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• pp.67-74
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• 1992

Discrete variable을 갖는 Mean Field Theory(MFT) neural network은 이미 많은 combinatorial optimization 문제에 적용되어져 왔다. 본 논문에서는 이를 확장하여 continuous variable을 갖는 mean field annealing을 제안하고, 이러한 network에서 integral로 표현되는 spin average를 mean field에 기초하여 어렵지 않게 구할 수 있는 one-variable stochastic simulated annealing을 제안하였다. 이런 방법으로 multi-body problem을 single-body problem으로 바꿀 수 있었다. 또한 이 방법을 이용한 응용으로서 통계학에서 잘 알려진 문제중의 하나인 quantification analysis 문제에 적용하여 타당성을 보였다.

• Journal of the Korea Society for Simulation
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• v.8 no.3
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• pp.1-16
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• 1999

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an autoregressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by small amount of output data. The experimental results using the proposed method are also shown.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.15 no.4
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• pp.591-598
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• 2002

In the ship structural design, the material cost of hull weight and the overall cost of construction processes should be minimized considering safety and reliability. In the past, minimum weight design has been mainly focused on reducing material cost and increasing dead weight reflect the interests of a ship's owner. But, in the past experience, the minimum weight design has been inevitably lead to increasing the construction cost. Therefore, it is necessary that the designer of ship structure should consider both structural weight and construction cost. In this point of view, multi-objective optimization technique is proposed to design the ship structure in this study. According to the proposed algorithm, the results of optimization were compared to the structural design of actual VLCC(Very Large Crude Oil Carrier). Objective functions were weight cost and construction cost of VLCC, and ES(Evolution Strategies), one of the stochastic search methods, was used as an optimization solver. For the scantlings of members and the estimations of objectives, classification rule was adopted for the longitudinal members, and the direct calculation method, GSDM(Generalized Slope Deflection Method), lot the transverse members. To choose the most economical design point among the results of Pareto optimal set, RFR(Required Freight Rate) was evaluated for each Pareto point, and compared to actual ship.

• Journal of the Korean Geotechnical Society
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• v.35 no.4
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• pp.27-35
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• 2019

This study confirmed the applicability to the field of geotechnical engineering for relatively complicated space and many target design variables in back analysis. The Sharan's equation and the Blum's method were used for the tunnel field and the retaining wall as a model for the multi-variate problem of geotechnical engineering. Optimization methods are generally divided into a deterministic method and a stochastic method. In this study, Simulated Annealing Method (SA) was selected as a deterministic method and Differential Evolution Algorithm (DEA) and Particle Swarm Optimization Method (PSO) were selected as stochastic methods. The three selected optimization methods were compared by applying a multi-variate model. The problem of deterministic method has been confirmed in the multi-variate back analysis of geotechnical engineering, and the superiority of DEA can be confirmed. DEA showed an average error rate of 3.12% for Sharan's solution and 2.23% for Blum's problem. The iteration number of DEA was confirmed to be smaller than the other two optimization methods. SA was confirmed to be 117.39~167.13 times higher than DEA and PSO was confirmed to be 2.43~6.91 times higher than DEA. Applying a DEA to the multi-variate back analysis of geotechnical problems can be expected to improve computational speed and accuracy.

• Journal of the Korean Society of Safety
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• v.27 no.2
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• pp.57-64
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• 2012

For the vibration control of earthquake-excited buildings, an optimal design method of integrated control system considering soil-structure interaction is studied in this paper. Interaction between soils and the base of the building is simply modeled as lumped parameters and equations of motion are derived. The equations of motion are transformed into the state space equations and the probabilistic excitations such as Kanai-Tajumi power spectral density function is introduced. Then an optimization problem is formulated as finding hybrid or integrated control systems which minimizes the stochastic responses of the building structure for given constraints. In order to investigate the feasibility of the optimization method, an example design and numerical simulations are performed with tenstory building. Finally, numerical results are compared with a conventional design case that soil-structure interaction is not considered.