• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.026초

확률적 조달기간을 갖는 연속조사 (Q,r) 재고모형 (Continuous Review (Q, r) Inventory Model with Stochastic Lead Time)

  • 이창희;민계료
    • 한국국방경영분석학회지
    • /
    • 제18권2호
    • /
    • pp.181-191
    • /
    • 1992
  • In this paper in order to prevent break of operation of equipments resulted from the delay of parts supply, the continuous review(Q, r) inventory model with probabilistic lead time is developed. If the lead tire is random varivable, the cycle also is stochastic. Then it is not easy to obtain the total cost equation of this inventory model. Therefore it is assumed that one cycle is the interval of reorder points. When the lead time is assumed to have exponential probability distribution, the lot-size and reorder point which minimize total cost are obtained. And as the lead time increases, the order quantity and the total cost are greater, but the reorder point increases by a certain point of time and then decreases.

  • PDF

확률적 로짓 통행배정모형의 해석 알고리듬 (Solution Algorithms for Logit Stochastic User Equilibrium Assignment Model)

  • 임용택
    • 대한교통학회지
    • /
    • 제21권2호
    • /
    • pp.95-105
    • /
    • 2003
  • 확률적 통행배정모형은 확정적 모형이 갖는 여러 경직된 가정들을 완화시킬 수 있다는 점에서 많은 연구자들의 연구대상이 되어왔으나, 확률개념이 모형에 내포됨에 따라 풀기가 쉽지 않다는 한계를 갖고 있다. 또한 현재까지 제시된 모형들도 교통망부하(Network loading) 단계에서 대안경로수를 제한함으로서 교통량에 종속적인 통행비용이 변하는 경우. 이를 선택대안의 변화로 반영하지 못하는 문제점과 확률적 사용자균형해를 구하는 단계에서 휴리스틱하게 접근하는 문제점들을 갖고 있다. 본 연구에서는 이들 확률적 통행배정모형의 문제점들을 해결할 수 있는 새로운 모형과 이를 풀기 위한 알고리듬을 제시하는데 목적이 있다. 제시되는 모형들은 로짓모형을 기반으로 개발되며 Wardrop의 확률적 균형상태를 도출하게 된다. 풀이 알고리듬은 링크가 아닌 경로를 기반으로 구축되는데, 모든 경로를 열거해야 하는 어려움이 있지만. 선택경로를 제한함으로서 발생되는 문제를 피할 수 있으며, 초기에 한번만 모든 경로를 열거해놓으면 이를 계속 사용하기 때문에 계산시간도 줄일 수 있다. 또한 본 연구에서 제시되는 수리최소화모형은 목적함수를 직접 평가(evaluation)하기 때문에 수렴해에 신속히 수렴하며, Sheffi(1985)가 제시한 동등 수리모형(equivalent mathematical program)보다 이해하기 쉽다는 장점이 있다. 제시된 모형을 평가하기 위하여 예제 교통망을 이용하며, 각 모형들의 장단점을 분석하였다.

재생품 공급량이 불확실한 주문시분해 환경에서의 생산 및 재제조 계획 (Production and Remanufacturing Planning under Uncertain Supply of Recovery Cores and a Disassemble-to-order Environment)

  • 강창묵
    • 한국경영과학회지
    • /
    • 제38권2호
    • /
    • pp.43-63
    • /
    • 2013
  • Remanufacturing is a process of recovering end-of-life products into serviceable parts for producing new products. Due to the limited supply of recovery cores to remanufacture, a remanufacturing firm also needs to produce or procure new parts for fulfilling the demand. This paper is targeted for solving the problem of determining the optimal amount of newly produced and remanufacturing parts, which is called production and remanufacturing planning (PRP) problem, under uncertain supply of recovery cores. The new production mitigates the risk of insufficient core supply while it takes more costs than the remanufacturing. The PRP model in this paper also considers disassemble-to-order (DTO) environment, in which multiple kinds of parts are remanufactured from multiple products on order of the parts. Whereas existing studies presents only heuristic solutions for DTO remanufacturing, this paper provides an exact solution for this problem and analytical sensitivity of the involved cost parameters, adopting multi-dimensional newsvendor modeling and stochastic linear programming techniques. The result shows that production and remanufacturing plans for multiple products are mutually dependent, and a change of cost parameters involved in only one part is propagated to all other parts.

Stochastic finite element based seismic analysis of framed structures with open-storey

  • Manjuprasad, M.;Gopalakrishnan, S.;Rao, K. Balaji
    • Structural Engineering and Mechanics
    • /
    • 제15권4호
    • /
    • pp.381-394
    • /
    • 2003
  • While constructing multistorey buildings with reinforced concrete framed structures it is a common practice to provide parking space for vehicles at the ground floor level. This floor will generally consist of open frames without any infilled walls and is called an open-storey. From a post disaster damage survey carried out, it was noticed that during the January 26, 2001 Bhuj (Gujarat, India) earthquake, a large number of reinforced concrete framed buildings with open-storey at ground floor level, suffered extensive damage and in some cases catastrophic collapse. This has brought into sharp focus the need to carry out systematic studies on the seismic vulnerability of such buildings. Determination of vulnerability requires realistic structural response estimations taking into account the stochasticity in the loading and the system parameters. The stochastic finite element method can be effectively used to model the random fields while carrying out such studies. This paper presents the details of stochastic finite element analysis of a five-storey three-bay reinforced concrete framed structure with open-storey subjected to standard seismic excitation. In the present study, only the stochasticity in the system parameters is considered. The stochastic finite element method used for carrying out the analysis is based on perturbation technique. Each random field representing the stochastic geometry/material property is discretised into correlated random variables using spatial averaging technique. The uncertainties in geometry and material properties are modelled using the first two moments of the corresponding parameters. In evaluating the stochastic response, the cross-sectional area and Young' modulus are considered as independent random fields. To study the influence of correlation length of random fields, different correlation lengths are considered for random field discretisation. The spatial expectations and covariances for displacement response at any time instant are obtained as the output. The effect of open-storey is modelled by suitably considering the stiffness of infilled walls in the upper storey using cross bracing. In order to account for changes in soil conditions during strong motion earthquakes, both fixed and hinged supports are considered. The results of the stochastic finite element based seismic analysis of reinforced concrete framed structures reported in this paper demonstrate the importance of considering the effect of open-storey with appropriate support conditions to estimate the realistic response of buildings subjected to earthquakes.

Micromechanical investigation for the probabilistic behavior of unsaturated concrete

  • Chen, Qing;Zhu, Zhiyuan;Liu, Fang;Li, Haoxin;Jiang, Zhengwu
    • Computers and Concrete
    • /
    • 제26권2호
    • /
    • pp.127-136
    • /
    • 2020
  • There is an inherent randomness for concrete microstructure even with the same manufacturing process. Meanwhile, the concrete material under the aqueous environment is usually not fully saturated by water. This study aimed to develop a stochastic micromechanical framework to investigate the probabilistic behavior of the unsaturated concrete from microscale level. The material is represented as a multiphase composite composed of the water, the pores and the intrinsic concrete (made up by the mortar, the coarse aggregates and their interfaces). The differential scheme based two-level micromechanical homogenization scheme is presented to quantitatively predict the concrete's effective properties. By modeling the volume fractions and properties of the constituents as stochastic, we extend the deterministic framework to stochastic to incorporate the material's inherent randomness. Monte Carlo simulations are adopted to reach the different order moments of the effective properties. A distribution-free method is employed to get the unbiased probability density function based on the maximum entropy principle. Numerical examples including limited experimental validations, comparisons with existing micromechanical models, commonly used probability density functions and the direct Monte Carlo simulations indicate that the proposed models provide an accurate and computationally efficient framework in characterizing the material's effective properties. Finally, the effects of the saturation degrees and the pore shapes on the concrete macroscopic probabilistic behaviors are investigated based on our proposed stochastic micromechanical framework.

확률적 DTN 모델에서 효율적인 중계 노드 선택 방법 (Efficient Relay Node Selection in Stochastic DTN Model)

  • 도윤형;이강환
    • 한국정보통신학회:학술대회논문집
    • /
    • 한국정보통신학회 2017년도 춘계학술대회
    • /
    • pp.367-370
    • /
    • 2017
  • 본 논문은 확률적 DTN 모델 내에서 효율적인 중계 노드를 선택하기 위한 방법을 제안한다. Delay Tolerant Network(DTN)은 효율적인 통신을 위해 묶음 계층(bundle layer)를 생성해 서로 다른 네트워크 및 이기종간의 네트워크 간 중계 노드를 선택하고 메시지를 전달하는 Carry and forward 방식을 사용한다. DTN은 기본적으로 유동적인 노드로 구성되어 고정된 라우팅 루트가 없으며 간헐적인 연결로 인해 긴 지연시간을 가진다. 따라서 DTN을 구성하는 노드들은 필수적으로 메시지를 저장하기 위한 특성을 가지며 저장된 메시지와 노드의 용량은 네트워크의 성능에 영향을 주게 된다. 확률적 DTN 모델은 이러한 DTN의 성능을 분석하기 위해 시간에 따라 무작위적으로 변화하는 Markov 모델을 제안하였다. 하지만 제안된 확률적 DTN 모델에서는 네트워크의 성능을 향상시키기 위한 방법에 대한 연구가 미비하였다. 본 논문은 네트워크의 성능을 향상시키기 위해 확률적 DTN 모델에서 메시지의 생성과 소멸을 통해 분석된 확률적 메시지 분포와 상호 접촉 시간을 이용해 효율적인 중계 노드를 선택하는 알고리즘을 제안한다.

  • PDF

확률적 시뮬레이션 기반 AGV 배차 (AGV Dispatching with Stochastic Simulation)

  • 최이;박태진;류광렬
    • 한국항해항만학회지
    • /
    • 제32권10호
    • /
    • pp.837-844
    • /
    • 2008
  • 자동화 컨테이너 터미널에서 안벽크레인, AGV (Automated Guided Vehicle)와 같은 하역장비의 작업은 수많은 요인에 영향을 받으며, 이로 인해 각 장비의 작업시간 예측에 있어 불확실성이 존재한다 이러한 불확실성은 AGV 배차를 어렵게 만들고 작업효율을 떨어뜨리는 주요 원인 중 하나이다. 본 논문에서는 이러한 불확실성에 대처하기 위하여 확률적 시뮬레이션 기반 AGV 배차 알고리즘을 제안한다. 제안 방안은 AGV에 작업을 할당할 때, 할당된 작업의 수행 및 이후 일정 기간 동안의 AGV의 작업에 대해 확률적 시뮬레이션을 여러 번 반복 수행하여 작업할당에 대한 평가치의 확률적 표본을 수집한다. 수집한 표본으로부터 평가의 기대치를 추정하고 이를 이용하여 대안을 평가함으로써 불확실성의 영향을 줄인다. 평가의 신뢰도를 높이기 위해서는 많은 수의 표본을 수집해야 하므로 실시간 제약 하에서 수집 가능한 확률적 표본의 수를 늘리기 위해 이벤트 기반의 고속 시뮬레이션을 디자인하였다. 시뮬레이션 실험을 통해 검증한 결과 불확실성이 있는 환경에서 제안방안의 성능이 정적인 환경을 가정하는 방안보다 뛰어남을 확인하였다.

Case study of random vibration analysis of train-bridge systems subjected to wind loads

  • Zhu, Siyu;Li, Yongle;Togbenou, Koffi;Yu, Chuanjin;Xiang, Tianyu
    • Wind and Structures
    • /
    • 제27권6호
    • /
    • pp.399-416
    • /
    • 2018
  • In order to reveal the independent relationship between track irregularity and wind loads, the stochastic characteristics of train-bridge coupling systems subjected to wind loads were investigated by the multi-sample calculation. The vehicle was selected as 23 degrees of freedom dynamical model, and the bridge was described by three-dimensional finite element model. It was assumed that the wind loads were random processes with strong spatial correlation, while the track irregularities were stationary random ones. As a case study, a high-speed train running on a cable-stayed bridge subjected to wind loads was studied. The effect of rail irregularities was deemed to be independent of the effect of wind excitations on the coupling system in the same wind circumstance for the same project, leading to the conclusion that the effect of wind loads and moving vehicle could be calculated separately. The variance results of the stochastic responses of vehicle-bridge coupling system under the action of wind loads and rail irregularities together were equivalent to the sum of the variance of the responses induced by each excitation. Therefore, when one of the input excitations is different, only the effect of changed loads needs to be assessed. Moreover, the new calculated results were combined with the effect of unchanged loads to present the stochastic response of coupling system subjected to the different excitations, reducing the cost of computations. The stochastic characteristics, the CFD (cumulative distribution function) of the coupling system with different wind velocities, vehicle speed, and vehicle marshalling were studied likewise.

Performance-based reliability assessment of RC shear walls using stochastic FE analysis

  • Nosoudi, Arina;Dabbagh, Hooshang;Yazdani, Azad
    • Structural Engineering and Mechanics
    • /
    • 제80권6호
    • /
    • pp.645-655
    • /
    • 2021
  • Performance-based reliability analysis is a practical approach to investigate the seismic performance and stochastic nonlinear response of structures considering a random process. This is significant due to the uncertainties involved in every aspect of the analysis. Therefore, the present study aims to evaluate the performance-based reliability within a stochastic finite element (FE) framework for reinforced concrete (RC) shear walls that are considered as one of the most essential elements of structures. To accomplish this purpose, deterministic FE analyses are conducted for both squat and slender shear walls to validate numerical models through experimental results. The presented numerical analysis is performed by using the ABAQUS FE program. Afterwards, a random-effects investigation is carried out to consider the influence of different random variables on the lateral load-top displacement behavior of RC members. Using these results and through utilizing the Monte-Carlo simulation method, stochastic nonlinear analyses are also performed to generate random FE models based on input parameters and their probabilistic distributions. In order to evaluate the reliability of RC walls, failure probabilities and corresponding reliability indices are calculated at life safety and collapse prevention levels of performance as suggested by FEMA 356. Moreover, based on reliability indices, capacity reduction factors are determined subjected to shear for all specimens that are designed according to the ACI 318 Building Code. Obtained results show that the lateral load and the compressive strength of concrete have the highest effects on load-displacement responses compared to those of other random variables. It is also found that the probability of shear failure for the squat wall is slightly lower than that for slender walls. This implies that 𝛽 values are higher in a non-ductile mode of failure. Besides, the reliability of both squat and slender shear walls does not change significantly in the case of varying capacity reduction factors.